We present an alternating direction dual augmented Lagrangian method for solving semidefinite programming (SDP) problems in standard form. At each iteration, our basic algorithm minimizes the augmented Lagrangian function for the dual SDP problem sequentially, first with respect to the dual variables corresponding to the linear constraints, and then with respect to the dual slack variables, while in each minimization keeping the other variables fixed, and then finally it updates the Lagrange multipliers (i.e., primal variables). Convergence is proved by using a fixed-point argument. For SDPs with inequality constraints and positivity constraints, our algorithm is extended to separately minimize the dual augmented Lagrangian function over four sets of variables. Numerical results for frequency assignment, maximum stable set and binary integer quadratic programming problems demonstrate that our

It is important to develop fast yet accurate numerical methods for seismic wave propagation to characterize complex geological structures and oil and gas reservoirs. However, the computational cost of conventional numerical modeling methods, such as finite-difference method and finite-element method, becomes prohibitively expensive when applied to very large models. We propose a Generalized Multiscale Finite-Element Method (GMsFEM) for elastic wave propagation in heterogeneous, anisotropic media, where we construct basis functions from multiple local problems for both the boundaries and interior of a coarse node support or coarse element. The application of multiscale basis functions can capture the fine scale medium property variations, and allows us to greatly reduce the degrees of freedom that are required to implement the modeling compared with conventional finite-element method for wave

We construct the boundary phase space in D-dimensional Einstein gravity with a generic given co-dimension one null surface N as the boundary. The associated boundary symmetry algebra is a semi-direct sum of diffeomorphisms of \mathcal{N} and Weyl rescalings. It is generated by D towers of surface charges that are generic functions over \mathcal{N}. These surface charges can be rendered integrable for appropriate slicings of the phase space, provided there is no graviton flux through \mathcal{N}. In one particular slicing of this type, the charge algebra is the direct sum of the Heisenberg algebra and diffeomorphisms of the transverse space, \mathcal{N}_v for any fixed value of the advanced time v. Finally, we introduce null surface expansion- and spin-memories, and discuss associated memory effects that encode the passage of gravitational waves through \mathcal{N}, imprinted in a change of the surface charges.

We propose a primal-dual continuation approach for the capacitated multi-facility Weber problem (CMFWP) based on its nonlinear second-order cone program (SOCP) reformulation. The main idea of the approach is to reformulate the CMFWP as a nonlinear SOCP with a nonconvex objective function, and then introduce a logarithmic barrier term and a quadratic proximal term into the objective to construct a sequence of convexified subproblems. By this, this class of nondifferentiable and nonconvex optimization problems is converted into the solution of a sequence of nonlinear convex SOCPs. In this paper, we employ the semismooth Newton method proposed in Kanzow etal. (SIAM Journal of Optimization 20:297320, 2009) to solve the KKT system of the resulting convex SOCPs. Preliminary numerical results are reported for eighteen test instances, which indicate that the continuation approach is

We study a one-dimensional transport equation with nonlocal velocity which was recently considered in the work of Crdoba, Crdoba and Fontelos [A. Crdoba, D. Crdoba, MA Fontelos, Formation of singularities for a transport equation with nonlocal velocity, Ann. of Math.(2) 162 (3)(2005) 13771389]. We show that in the subcritical and critical cases the problem is globally well-posed with arbitrary initial data in H max {3/2 , 0}. While in the supercritical case, the problem is locally well-posed with initial data in H 3/2 , and is globally well-posed under a smallness assumption. Some polynomial-in-time decay estimates are also discussed. These results improve some previous results in [A. Crdoba, D. Crdoba, MA Fontelos, Formation of singularities for a transport equation with nonlocal velocity, Ann. of Math.(2) 162 (3)(2005) 13771389].