• Title/Summary/Keyword: primal

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A SPLIT LEAST-SQUARES CHARACTERISTIC MIXED FINITE ELEMENT METHOD FOR THE CONVECTION DOMINATED SOBOLEV EQUATIONS

  • OHM, MI RAY;SHIN, JUN YONG
    • Journal of applied mathematics & informatics
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    • v.34 no.1_2
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    • pp.19-34
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    • 2016
  • In this paper, we present a split least-squares characteristic mixed finite element method(MFEM) to get the approximate solutions of the convection dominated Sobolev equations. First, to manage both convection term and time derivative term efficiently, we apply a least-squares characteristic MFEM to get the system of equations in the primal unknown and the flux unknown. Then, we obtain a split least-squares characteristic MFEM to convert the coupled system in two unknowns derived from the least-squares characteristic MFEM into two uncoupled systems in the unknowns. We theoretically prove that the approximations constructed by the split least-squares characteristic MFEM converge with the optimal order in L2 and H1 normed spaces for the primal unknown and with the optimal order in L2 normed space for the flux unknown. And we provide some numerical results to confirm the validity of our theoretical results.

NUMERICAL DISCRETIZATION OF A POPULATION DIFFUSION EQUATION

  • Cho, Sung-Min;Kim, Dong-Ho;Kim, Mi-Young;Park, Eun-Jae
    • Journal of the Korean Society for Industrial and Applied Mathematics
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    • v.14 no.3
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    • pp.189-200
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    • 2010
  • A numerical method is proposed and analyzed to approximate a mathematical model of age-dependent population dynamics with spatial diffusion. The model takes a form of nonlinear and nonlocal system of integro-differential equations. A finite difference method along the characteristic age-time direction is considered and primal mixed finite elements are used in the spatial variable. A priori error estimates are derived for the relevant variables.

Finding an initial solution and modifying search direction by the centering force in the primal-dual interior point method (원쌍대 내부점기법에서 초기해 선정과 중심화 힘을 이용한 개선 방향의 수정)

  • 성명기;박순달
    • Proceedings of the Korean Operations and Management Science Society Conference
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    • 1996.04a
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    • pp.530-533
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    • 1996
  • This paper deals with finding an initial solution and modifying search direction by the centrering force in the predictor-corrector method which is a variant of the primal-dual barrier method. These methods were tested with NETLIB problems. Initial solutions which are located close to the center of the feasible set lower the number of iterations, as they enlarge the step length. Three heuristic methods to find such initial solution are suggested. The new methods reduce the average number of iterations by 52% to at most, compared with the old method assigning 1 to initial valurs. Solutions can move closer to the central path fast by enlarging the centering force in early steps. It enlarge the step length, so reduces the number of iterations. The more effective this method is the closer the initial solution is to the boundary of the feasible set.

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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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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 $O\sqrt[]{n}(\log\;n)\log(\log\;n)\log\;\frac{m{\mu}o}{\epsilon}$.

Cross Decomposition Applied to the Intermediate Warehouse Location Problem (교차분해법을 이용한 이단계유통체계에서의 중간창고의 입지선정)

  • 차동완;정기호;허원수
    • Journal of the Korean Operations Research and Management Science Society
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    • v.9 no.2
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    • pp.3-8
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    • 1984
  • This paper considers the intermediate warehouse location problem in a two stage distribution system where commodities are delivered from the given set of capacitated factories to customers via uncapacitated intermediate warehouses. In order to determine the subset of warehouses to open which minimizes the total distribution costs including the fixed costs associated with opening warehouses, the cross decomposition method for mixed integer programming recently developed by T.J. Van Roy is used. The cross decomposition unifies Benders decomposition and Lagrangean relaxation into a single framework that involves successive solutions to a primal subproblem and a dual subproblem. In our problem model, primal subproblem turns out to be a transshipment problem and dual subproblem turns out to be an intermediate warehouse location problem with uncapacitated factories.

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An Optimal Distribution Model under Consideration of Delivery Unit and Backlogging Costs (수송단위에 의한 지연납기를 고려한 최적 수송량 결정 모형)

  • Lee, Yang Ho;An, Joon-Hong;Choi, Gyunghyun
    • Journal of Korean Institute of Industrial Engineers
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    • v.29 no.3
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    • pp.206-212
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    • 2003
  • In this paper, we propose a mathematical optimization model with a suitable algorithm to determine delivery and backlogging quantities by minimizing the total cost including the penalty costs for delay. The system has fixed transshipment costs and demands are fulfilled by some delivery units that represent the volume of delivery amount to be shipped in a single time period. Since, backlogging is allowed, demands could be delivered later at the expense of some penalty costs. The model provides the optimal decisions on when and how much to he delivered while minimizing the total costs. To solve the problem, we propose an algorithm that uses the Lagrangian dual in conjunction with some primal heuristic techniques that exploit the special structure of the problem. Finally, we present some computational test results along with comments on the further study.

A SPLIT LEAST-SQUARES CHARACTERISTIC MIXED ELEMENT METHOD FOR SOBOLEV EQUATIONS WITH A CONVECTION TERM

  • Ohm, Mi Ray;Shin, Jun Yong
    • East Asian mathematical journal
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    • v.35 no.5
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    • pp.569-587
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    • 2019
  • In this paper, we consider a split least-squares characteristic mixed element method for Sobolev equations with a convection term. First, to manipulate both convection term and time derivative term efficiently, we apply a characteristic mixed element method to get the system of equations in the primal unknown and the flux unknown and then get a least-squares minimization problem and a least-squares characteristic mixed element scheme. Finally, we obtain a split least-squares characteristic mixed element scheme for the given problem whose system is uncoupled in the unknowns. We prove the optimal order in $L^2$ and $H^1$ normed spaces for the primal unknown and the suboptimal order in $L^2$ normed space for the flux unknown.