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1 
Variational inequalities with the analytic center cutting plane methodDenault, M. (Michel) January 1998 (has links)
This thesis concerns the solution of variational inequalities (VIs) with analytic center cutting plane methods (ACCPMs). A convex feasibility problem reformulation of the variational inequality is used; this reformulation applies to VIs defined with pseudomonotone, singlevalued mappings or with maximal monotone, multivalued mappings. / Two cutting plane methods are presented: the first is based on linear cuts while the second uses quadratic cuts. The first method, ACCPMVI (linear cuts), requires mapping evaluations but no Jacobian evaluations; in fact, no differentiability assumption is needed. The cuts are placed at approximate analytic centers that are tracked with infeasible primaldual Newton steps. Linear equality constraints may be present in the definition of the VI's set of reference, and are treated explicitly. The set of reference is assumed to be polyhedral, or is convex and iteratively approximated by polyhedra. Alongside of the sequence of analytic centers, another sequence of points is generated, based on convex combinations of the analytic centers. This latter sequence is observed to converge to a solution much faster than the former sequence. / The second method, ACCPMVI (quadratic cuts), has cuts based on both mapping evaluations and Jacobian evaluations. The use of such a richer information set allows cuts that guide more accurately the sequence of analytic centers towards a solution. Mappings are assumed to be strongly monotone. However, Jacobian approximations, relying only on mapping evaluations, are observed to work very well in practice, so that differentiability of the mappings may not be required. There are two versions of the ACCPMVI (quadratic cuts), that differ in the way a new analytic center is reached after the introduction of a cut. One version uses a curvilinear search followed by dual Newton centering steps. The search entails a full eigenvectoreigenvalue decomposition of a dense matrix of the order of the number of variables. The other version uses two line searches, primaldual Newton steps, but no eigenvectoreigenvalue decomposition. / The algorithms described in this thesis were implemented in the M ATLAB environment. Numerical tests were performed on a variety of problems, some new and some traditional applications of variational inequalities.

2 
On the stability and propagation of barotropic modons in slowly varying mediaSwaters, Gordon Edwin January 1985 (has links)
Two aspects of the theory of barotropic modons are examined in this thesis. First, sufficient neutral stability conditions are derived in the form of an integral constraint for westward and eastwardtravelling modons. It is shown that eastwardtravelling and westwardtravelling modons are neutrally stable to perturbations in which the energy is contained mainly in spectral components with wavenumber magnitudes (ƞ) satisfying ƞ<κ and ƞ>κ, respectively, where κ is the modon wavenumber. These results imply that when κ/ƞ>1 the slope of the neutral stability curve proposed by McWilliams et al.(l98l) for eastwardtravelling modons must begin to increase as κ/ƞ increases. The neutral stability condition is computed with mesoscale wavenumber eddy energy spectra representative of the atmosphere and ocean. Eastwardtravelling atmospheric modons are neutrally stable to the observed seasonally and annuallyaveraged atmospheric eddies. The neutral stability of westwardtravelling atmospheric modons and oceanic modons cannot be inferred on the basis of the observed wavenumber eddy energy spectra for the atmosphere and ocean.
Second, a leading order perturbation theory is developed to describe the propagation of barotropic modons in a slowly varying medium. Two problems are posed and solved. A perturbation solution is obtained describing the propagation of an eastwardtravelling modon modulated by a weak bottom Ekman boundary layer. The results predict that the modon radius and translation speed decay exponentially and that the modon wavenumber increases exponentially, resulting in an exponential amplitude decay in the streamfunction and vorticity. These results agree with the numerical solution of
McWilliams et al.(l98l). A leading order perturbation theory is also developed describing modon propagation over slowly varying topography. Nonlinear hyperbolic equations are derived to describe the evolution of the slowly varying modon radius, translation speed and wavenumber for arbitrary finiteamplitude topography. To leading order, the modon is unaffected by meridional gradients in topography. Analytical perturbation solutions for the modon radius, translation speed and wavenumber are obtained for smallamplitude topography. The perturbations take the form of westward and eastwardtravelling transients and a stationary component proportional to the topography. The general solution is applied to ridgelike and escarpmentlike topographic configurations. / Science, Faculty of / Mathematics, Department of / Graduate

3 
Variational inequalities with the analytic center cutting plane methodDenault, M. (Michel) January 1998 (has links)
No description available.

4 
On merit functions and error bounds for variational inequality problem.January 2004 (has links)
Li GuoYin. / Thesis (M.Phil.)Chinese University of Hong Kong, 2004. / Includes bibliographical references (leaves 105107). / Abstracts in English and Chinese. / Chapter 1  Introduction  p.1 / Chapter 1.1  Examples for the variational inequality problem  p.2 / Chapter 1.2  Approaches for variational inequality problem  p.7 / Chapter 1.3  Error bounds results for variational inequality problem  p.8 / Chapter 1.4  Organization  p.9 / Chapter 2  Solution Theory  p.11 / Chapter 2.1  "Elementary Convex Analysis, Nonsmooth Analysis and Degree theory"  p.11 / Chapter 2.1.1  Elementary Convex Analysis  p.11 / Chapter 2.1.2  Elementary Nonsmooth Analysis  p.16 / Chapter 2.1.3  Degree Theory  p.18 / Chapter 2.2  Existence and Uniqueness Theory  p.24 / Chapter 3  Merit Functions for variational inequalities problem  p.36 / Chapter 3.1  Regularized gap function  p.38 / Chapter 3.2  Dgap function  p.44 / Chapter 3.3  Generalized Regularize gap function and Generalized Dgap function  p.61 / Chapter 4  Error bound results for the merit functions  p.74 / Chapter 4.1  Error bound results for Regularized gap function  p.77 / Chapter 4.2  Error bound results for Dgap function  p.78 / Chapter 4.3  Error bound results for Generalized Regularized gap function  p.92 / Chapter 4.4  Error bound results for Generalized Dgap function  p.93 / Bibliography  p.105

5 
Solving variational inequalities and related problems using recurrent neural networks. / CUHK electronic theses & dissertations collectionJanuary 2007 (has links)
During the past two decades, numerous recurrent neural networks (RNNs) have been proposed for solving VIs and related problems. However, first, the theories of many emerging RNNs have not been well founded yet; and their capabilities have been underestimated. Second, these RNNs have limitations in handling some types of problems. Third, it is certainly not true that these RNNs are best choices for solving all problems, and new network models with more favorable characteristics could be devised for solving specific problems. / In the research, the above issues are extensively explored from dynamic system perspective, which leads to the following major contributions. On one hand, many new capabilities of some existing RNNs have been revealed for solving VIs and related problems. On the other hand, several new RNNs have been invented for solving some types of these problems. The contributions are established on the following facts. First, two existing RNNs, called TLPNN and PNN, are found to be capable of solving pseudomonotone VIs and related problems with simple bound constraints. Second, many more stability results are revealed for an existing RNN, called GPNN, for solving GVIs with simple bound constraints, and it is then extended to solve linear VIs (LVIs) and generalized linear VIs (GLVIs) with polyhedron constraints. Third, a new RNN, called IDNN, is proposed for solving a special class of quadratic programming problems which features lower structural complexity compared with existing RNNs. Fourth, some local convergence results of an existing RNN, called EPNN, for nonconvex optimization are obtained, and two variants of the network by incorporating two augmented Lagrangian function techniques are proposed for seeking KarushKuhnTucker (KKT) points, especially local optima, of the problems. / Variational inequality (VI) can be viewed as a natural framework for unifying the treatment of equilibrium problems, and hence has applications across many disciplines. In addition, many typical problems are closely related to VI, including general VI (GVI), complementarity problem (CP), generalized CP (GCP) and optimization problem (OP). / Hu, Xiaolin. / "July 2007." / Adviser: Jun Wang. / Source: Dissertation Abstracts International, Volume: 6902, Section: B, page: 1102. / Thesis (Ph.D.)Chinese University of Hong Kong, 2007. / Includes bibliographical references (p. 193207). / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [200] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstract in English and Chinese. / School code: 1307.

6 
On merit functions, error bounds, minimizing and stationary sequences for nonsmooth variational inequality problems. / CUHK electronic theses & dissertations collectionJanuary 2005 (has links)
First, we study the associated regularized gap functions and the Dgap functions and compute their ClarkeRockafellar directional derivatives and the Clarke generalized gradients. Second, using these tools and extending the works of Fukushima and Pang (who studied the case when F is smooth), we present results on the relationship between minimizing sequences and stationary sequences of the Dgap functions, regardless the existence of solutions of (VIP). Finally, as another application, we show that, under the strongly monotonicity assumption, the regularized gap functions have fractional exponent error bounds, and thereby we provide an algorithm of Armijo type to solve the (VIP). / In this thesis, we investigate a nonsmooth variational inequality problem (VIP) defined by a locally Lipschitz function F which is not necessarily differentiable or monotone on its domain which is a closed convex set in an Euclidean space. / Tan Lulin. / "December 2005." / Adviser: Kung Fu Ng. / Source: Dissertation Abstracts International, Volume: 6711, Section: B, page: 6444. / Thesis (Ph.D.)Chinese University of Hong Kong, 2005. / Includes bibliographical references (p. 7984) and index. / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Electronic reproduction. [Ann Arbor, MI] : ProQuest Information and Learning, [200] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Abstracts in English and Chinese. / School code: 1307.

7 
Nonlinear functional analysis and vector optimization.January 1999 (has links)
by Yan Shing. / Thesis (M.Phil.)Chinese University of Hong Kong, 1999. / Includes bibliographical references (leaves 7880). / Abstract also in Chinese. / Chapter 1  Admissible Points of Convex Sets  p.7 / Chapter 1.1  Introduction and Notations  p.7 / Chapter 1.2  The Main Result  p.7 / Chapter 1.2.1  The Proof of Theoreml.2.1  p.8 / Chapter 1.3  An Application  p.10 / Chapter 2  A Generalization on The Theorems of Admissible Points  p.12 / Chapter 2.1  Introduction and Notations  p.12 / Chapter 2.2  Fundamental Lemmas  p.14 / Chapter 2.3  The Main Result  p.16 / Chapter 3  Introduction to Variational Inequalities  p.21 / Chapter 3.1  Variational Inequalities in Finite Dimensional Space  p.21 / Chapter 3.2  Problems Which Relate to Variational Inequalities  p.25 / Chapter 3.3  Some Variations on Variational Inequality  p.28 / Chapter 3.4  The Vector Variational Inequality Problem and Its Relation with The Vector Optimization Problem  p.29 / Chapter 3.5  Variational Inequalities in Hilbert Space  p.31 / Chapter 4  Vector Variational Inequalities  p.36 / Chapter 4.1  Preliminaries  p.36 / Chapter 4.2  Notations  p.37 / Chapter 4.3  Existence Results of Vector Variational Inequality  p.38 / Chapter 5  The Generalized QuasiVariational Inequalities  p.44 / Chapter 5.1  Introduction  p.44 / Chapter 5.2  Properties of The Class F0  p.46 / Chapter 5.3  Main Theorem  p.53 / Chapter 5.4  Remarks  p.58 / Chapter 6  A setvalued open mapping theorem and related re sults  p.61 / Chapter 6.1  Introduction and Notations  p.61 / Chapter 6.2  An Open Mapping Theorem  p.62 / Chapter 6.3  Main Result  p.63 / Chapter 6.4  An Application on Ordered Normed Spaces  p.66 / Chapter 6.5  An Application on Open Decomposition  p.70 / Chapter 6.6  An Application on Continuous Mappings from Order infrabarreled Spaces  p.72 / Bibliography

8 
On asymptotic analysis and error bounds in optimization. / CUHK electronic theses & dissertations collectionJanuary 2001 (has links)
He Yiran. / Includes index. / Thesis (Ph.D.)Chinese University of Hong Kong, 2001. / Includes bibliographical references (p. 7480) and index.. / Electronic reproduction. Hong Kong : Chinese University of Hong Kong, [2012] System requirements: Adobe Acrobat Reader. Available via World Wide Web. / Mode of access: World Wide Web. / Abstracts in English and Chinese.

9 
The dynamics of a forced and damped two degrees of freedom spring pendulum.Sedebo, Getachew Temesgen. January 2013 (has links)
M. Tech. Mathematical Technology. / Discusses the main problems in terms of how to derive mathematical models for a free, a forced and a damped spring pendulum and determining numerical solutions using a computer algebra system (CAS), because exact analytical solutions are not obvious. Hence this minidissertation mainly deals with how to derive mathematical models for the spring pendulum using the EulerLagrange equations both in the Cartesian and polar coordinate systems and finding solutions numerically. Derivation of the equations of motion are done for the free, forced and damped cases of the spring pendulum. The main objectives of this minidissertation are: firstly, to derive the equations of motion governing the oscillatory and rotational components of the spring pendulum for the free, the forced and damped cases of the spring pendulum ; secondly, to solve these equations numerically by writing the equations as initial value problems (IVP); and finally, to introduce a novel way of incorporating nonlinear damping into the EulerLagrange equations of motion as introduced by Joubert, Shatalov and Manzhirov (2013, [20]) for the spring pendulum and interpreting the numerical solutions using CASgenerated graphics.

10 
Variable sampling in multiparameter Shewhart chartsChengalurSmith, Indushobha Narayanan January 1989 (has links)
This dissertation deals with the use of Shewhart control charts, modified to have variable sampling intervals, to simultaneously monitor a set of parameters. Fixed sampling interval control charts are modified to utilize sampling intervals that vary depending on what is being observed from the data. Two problems are emphasized, namely, the simultaneous monitoring of the mean and the variance and the simultaneous monitoring of several means. For each problem, two basic strategies are investigated. One strategy uses separate control charts for each parameter. A second strategy uses a single statistic which combines the information in the entire sample and is sensitive to shifts in any of the parameters. Several variations on these two basic strategies are studied. Numerical studies investigate the optimal number of sampling intervals and the length of the sampling intervals to be used. Each procedure is compared to corresponding fixed interval procedures in terms of time and the number of samples taken to signal. The effect of correlation on multiple means charts is studied through simulation. For both problems, it is seen that the variable sampling interval approach is substantially more efficient than fixed interval procedures, no matter which strategy is used. / Ph. D.

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