• Title/Summary/Keyword: epsilon algorithm

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AN ELIGIBLE PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi;Lee, Yong-Hoon
    • East Asian mathematical journal
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    • v.29 no.3
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    • pp.279-292
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    • 2013
  • It is well known that each kernel function defines a primal-dual interior-point method(IPM). Most of polynomial-time interior-point algorithms for linear optimization(LO) are based on the logarithmic kernel function([2, 11]). In this paper we define a new eligible kernel function and propose a new search direction and proximity function based on this function for LO problems. We show that the new algorithm has ${\mathcal{O}}((log\;p){\sqrt{n}}\;log\;n\;log\;{\frac{n}{\epsilon}})$ and ${\mathcal{O}}((q\;log\;p)^{\frac{3}{2}}{\sqrt{n}}\;log\;{\frac{n}{\epsilon}})$ iteration bound for large- and small-update methods, respectively. These are currently the best known complexity results.

A LARGE-UPDATE INTERIOR POINT ALGORITHM FOR $P_*(\kappa)$ LCP BASED ON A NEW KERNEL FUNCTION

  • Cho, You-Young;Cho, Gyeong-Mi
    • East Asian mathematical journal
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    • v.26 no.1
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    • pp.9-23
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    • 2010
  • In this paper we generalize large-update primal-dual interior point methods for linear optimization problems in [2] to the $P_*(\kappa)$ linear complementarity problems based on a new kernel function which includes the kernel function in [2] as a special case. The kernel function is neither self-regular nor eligible. Furthermore, we improve the complexity result in [2] from $O(\sqrt[]{n}(\log\;n)^2\;\log\;\frac{n{\mu}o}{\epsilon})$ to $O\sqrt[]{n}(\log\;n)\log(\log\;n)\log\;\frac{m{\mu}o}{\epsilon}$.

A pseudo-polynomial algorithm and approximation algorithm for the constrained minimum spanning tree problem (추가제약이 있는 최소 신장나무 문제에 대한 유사다항시간 알고리듬 및 근사 해법)

  • 홍성필;정성진;박범환
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 2002.05a
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    • pp.23-30
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    • 2002
  • 본 연구는 추가제약이 있는 최소 신장나무 문제(Constrained Minimum Spanning Tree : CMST문제)에 대한 유사다항시간 알고리듬 및 근사 해법 개발에 관한 것이다. CMST문제는 NP-hard문제임이 이미 증명되었으며, 이후 이 문제에 대해서는 근사해법 개발이 주된 관심이 되어왔다 [Ravi and Goemans 96]는 다항시간 근사 해법(PTAS)을 이미 개발하였고, [Marathe et at 98]은 가능해(feasible solution)는 아니지만, 앞으로 서술할 $(1+1/\varepsilon,\;+\epsilon)$사해를 구하는 완전다항시간 근사해법 (FPTAS)을 제시하였다. 이와는 달리 [Papa. and Yan, 00]는 파레토 근사 최적해를 구하는 FPTAS를 제시하였는데, 본 연구는 이들의 연구에서 주로 의존하고 있는 행렬-나무 정리(Tree-Matrix Theorem)를 보다 일반화하여, CMST문제에 대한 유사다항시간 알고리듬과 $(1+\varepsilon,\;1+\epsilon)$근사해를 구하는 FPTAS를 제시할 것이다.

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AN ELIGIBLE KERNEL BASED PRIMAL-DUAL INTERIOR-POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi
    • Honam Mathematical Journal
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    • v.35 no.2
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    • pp.235-249
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    • 2013
  • It is well known that each kernel function defines primal-dual interior-point method (IPM). Most of polynomial-time interior-point algorithms for linear optimization (LO) are based on the logarithmic kernel function ([9]). In this paper we define new eligible kernel function and propose a new search direction and proximity function based on this function for LO problems. We show that the new algorithm has $\mathcal{O}(({\log}\;p)^{\frac{5}{2}}\sqrt{n}{\log}\;n\;{\log}\frac{n}{\epsilon})$ and $\mathcal{O}(q^{\frac{3}{2}}({\log}\;p)^3\sqrt{n}{\log}\;\frac{n}{\epsilon})$ iteration complexity for large- and small-update methods, respectively. These are currently the best known complexity results for such methods.

A Study on the Plane Turbulent Offset Jet (평면 난류 오프셋 제트에 관한 연구)

  • 유정열;강신형;채승기;좌성훈
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.10 no.3
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    • pp.357-366
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    • 1986
  • The flow characteristics of two-dimensional turbulent offset jet which is discharged parallel to a solid wall has been studied experimentally and numerically. In the experiment, 3-hole pitot tube and 2 channel constant temperature hot-wire anemometer are used to measure local mean velocity, turbulence intensity and Reynolds stress while scannivalve is used to measure the wall pressure distribution. It is confirmed experimentally that local mean velocity is closely related to wall pressure distribution. It is also verified that for large Reynolds numbers and fixed step height there exists a similarity in the distribution of wall pressure coefficient. The maximum values of turbulence intensity occur in the top and bottom mixing layers and the magnitude of Reynolds stress becomes large in the lower mixing layer than in the top mixing layer due to the effect of streamline curvature and entrainment. In the numerical analysis, standard k-.epsilon. model based on eddy viscosity model and Leschziner and Rodi model based on algebraic stress model are adopted. The numerical analyses predict shorter reattachment lengths than the experiment, and this difference is judged to be due mainly to the problem of turbulence model constants and numerical algorithm. This also causes the inconsistency between the two results for other turbulence quantities in the recirculation region and impingement region, which constitutes a subject of a continued future study.

The study of predictive performance of low Reynolds number turbulence model in the backward-facing step flow (후방계단유동에 대한 저레이놀즈 수 난류모형의 예측성능에 관한 연구)

  • Kim, Won-Gap;Choe, Yeong-Don
    • Transactions of the Korean Society of Mechanical Engineers B
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    • v.20 no.5
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    • pp.1661-1670
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    • 1996
  • Incompressible flow over a backward-facing step is computed by low Reynolds number turbulence models in order to compare with direct simulation results. In this study, selected low Reynolds number 1st and 2nd (Algebraic Stress Model : ASM) moment closure turbulence models are adopted and compared with each other. Each turbulence model predicts different flow characteristics, different re-attachment point, velocity profiles and Reynolds stress distribution etc. Results by .kappa.-.epsilon. turbulence models indicate that predicted re-attachment lengths are shorter than those by standard model. Turbulent intensity and eddy viscosity by low Reynolds number .kappa.-.epsilon. models are still greater than DNS results. The results by algebraic stress model (ASM) are more reasonable than those by .kappa.-.epsilon. models. The convective scheme is QUICK (Quadratic Upstream Interpolation for Convective Kinematics) and SIMPLE algorithm is adopted. Reynolds number based on step height and inlet free stream velocity is 5100.

A Study on the Turbulent Natural Convection - Radiative Heat Transfer In a Partitioned Enclosure (차폐막이 있는 밀폐공간 내에서의 난류 자연대류 - 복사열전달에 관한 연구)

  • 박경우;이주형;박희용
    • Transactions of the Korean Society of Mechanical Engineers
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    • v.18 no.10
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    • pp.2738-2750
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    • 1994
  • The Effects of radiative heat transfer on turbulent flow in a partitioned enclosure is studied numerically. The enclosure is partially divided by a thin, poorly conducting vertical divider projecting from the ceiling of the enclosure. The low Reynolds number $k-{\epsilon}$ model is adopted to calculate the turbulent flow field. The solutions to the radiative transfer equations are obtained by the discrete ordinates method(DOM). This method is based on control volume method and is compatible with the SIMPLER algorithm used to solve the momentum and energy equations. The effects of optical thickness and Planck number on the flow, temperature fields and heat transfer rates are investigated for a moderate Rayleigh number($=10^9$). The changes in buoyant flow fields and temperature distributions due to the variation of baffle length are also analyzed. From the predictions, radiant heat exchange between the baffle and the sidewalls strongly influences the temperature distribution in the baffle and its vicinity and total heat transfer increases as the optical thickness and the baffle length decrease. It is possible to neglect the radiative heat transfer effect when Planck number is over one.

A NEW PRIMAL-DUAL INTERIOR POINT METHOD FOR LINEAR OPTIMIZATION

  • Cho, Gyeong-Mi
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.1
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    • pp.41-53
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    • 2009
  • A primal-dual interior point method(IPM) not only is the most efficient method for a computational point of view but also has polynomial complexity. Most of polynomialtime interior point methods(IPMs) are based on the logarithmic barrier functions. Peng et al.([14, 15]) and Roos et al.([3]-[9]) proposed new variants of IPMs based on kernel functions which are called self-regular and eligible functions, respectively. In this paper we define a new kernel function and propose a new IPM based on this kernel function which has $O(n^{\frac{2}{3}}log\frac{n}{\epsilon})$ and $O(\sqrt{n}log\frac{n}{\epsilon})$ iteration bounds for large-update and small-update methods, respectively.

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Computational Study on Swirling Turbulent Flow in a Stationary Pipe (정지된 도관내 선회류에 관한 수치해석)

  • Park, Bong-Kyu;Kim, Kwang-Yong;Cho, Yong-Chul
    • Journal of the Korean Society for Precision Engineering
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    • v.8 no.4
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    • pp.95-106
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    • 1991
  • A numerical computation of turbulent wirling flow in a stationary pipe is presented in this work. Major concerns of this study are: 1) To approve similarity laws which were verified experimentally. 2) To investigate the effects of curvature modification for the K- .epsilon. model. To account for effects of swirl, Rodi's curvature correction and Kim & Chung's are applied. The governing differential equations for eliptic flow are discretized by control volume formulation method, and the discretized equations are calculated ay line by line TDMA and SIMPLE algorithm. The computational results also satisfy similarity laws which are based on swirl angle as in experiments. And the curvature modification of Rodi improves compuational accuacy than the standard K- .epsilon. model. But such lower order closure models are not adequate for the prediction of this complex flow.

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NEW INTERIOR POINT METHODS FOR SOLVING $P_*(\kappa)$ LINEAR COMPLEMENTARITY PROBLEMS

  • Cho, You-Young;Cho, Gyeong-Mi
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.13 no.3
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    • pp.189-202
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    • 2009
  • In this paper we propose new primal-dual interior point algorithms for $P_*(\kappa)$ linear complementarity problems based on a new class of kernel functions which contains the kernel function in [8] as a special case. We show that the iteration bounds are $O((1+2\kappa)n^{\frac{9}{14}}\;log\;\frac{n{\mu}^0}{\epsilon}$) for large-update and $O((1+2\kappa)\sqrt{n}log\frac{n{\mu}^0}{\epsilon}$) for small-update methods, respectively. This iteration complexity for large-update methods improves the iteration complexity with a factor $n^{\frac{5}{14}}$ when compared with the method based on the classical logarithmic kernel function. For small-update, the iteration complexity is the best known bound for such methods.

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