Topological decomposition algorithm for optimized solution of a system of linear equations

2012 ◽  
Author(s):  
Hiroaki Yui ◽  
Satoshi Nishimura
Keyword(s):  
Linear Equations ◽  
Decomposition Algorithm ◽  
System Of Linear Equations

scholarly journals Approximate solution of system of equations arising in interior-point methods for bound-constrained optimization

2021 ◽  
Author(s):  
David Ek ◽  
Anders Forsgren
Keyword(s):  
Approximate Solution ◽  
Interior Point ◽  
Interior Point Methods ◽  
Linear Equations ◽  
Approximate Solutions ◽  
System Of Nonlinear Equations ◽  
Intermediate Step ◽  
System Of Linear Equations ◽  
Constrained Nonlinear Optimization ◽  
Asymptotic Error

AbstractThe focus in this paper is interior-point methods for bound-constrained nonlinear optimization, where the system of nonlinear equations that arise are solved with Newton’s method. There is a trade-off between solving Newton systems directly, which give high quality solutions, and solving many approximate Newton systems which are computationally less expensive but give lower quality solutions. We propose partial and full approximate solutions to the Newton systems. The specific approximate solution depends on estimates of the active and inactive constraints at the solution. These sets are at each iteration estimated by basic heuristics. The partial approximate solutions are computationally inexpensive, whereas a system of linear equations needs to be solved for the full approximate solution. The size of the system is determined by the estimate of the inactive constraints at the solution. In addition, we motivate and suggest two Newton-like approaches which are based on an intermediate step that consists of the partial approximate solutions. The theoretical setting is introduced and asymptotic error bounds are given. We also give numerical results to investigate the performance of the approximate solutions within and beyond the theoretical framework.

scholarly journals Numerical approximation for the solution of linear sixth order boundary value problems by cubic B-spline

2019 ◽  
Vol 2019 (1) ◽  
Author(s):  
A. Khalid ◽  
M. N. Naeem ◽  
P. Agarwal ◽  
A. Ghaffar ◽  
Z. Ullah ◽  
...  
Keyword(s):  
Numerical Approximation ◽  
Analytic Solution ◽  
Linear Equations ◽  
Computational Cost ◽  
Spline Method ◽  
System Of Linear Equations ◽  
Approximation Solution ◽  
B Spline ◽  
Novel Technique ◽  
Derivatives Of

AbstractIn the current paper, authors proposed a computational model based on the cubic B-spline method to solve linear 6th order BVPs arising in astrophysics. The prescribed method transforms the boundary problem to a system of linear equations. The algorithm we are going to develop in this paper is not only simply the approximation solution of the 6th order BVPs using cubic B-spline, but it also describes the estimated derivatives of 1st order to 6th order of the analytic solution at the same time. This novel technique has lesser computational cost than numerous other techniques and is second order convergent. To show the efficiency of the proposed method, four numerical examples have been tested. The results are described using error tables and graphs and are compared with the results existing in the literature.

scholarly journals Hybrid Bernstein Block-Pulse Functions Method for Second Kind Integral Equations with Convergence Analysis

2014 ◽  
Vol 2014 ◽  
pp. 1-8 ◽  
Author(s):  
Mohsen Alipour ◽  
Dumitru Baleanu ◽  
Fereshteh Babaei
Keyword(s):  
Integral Equation ◽  
Approximate Solution ◽  
Convergence Analysis ◽  
Bernstein Polynomials ◽  
Linear Equations ◽  
The Other ◽  
New Combination ◽  
System Of Linear Equations ◽  
Numerical Examples ◽  
Block Pulse Functions

We introduce a new combination of Bernstein polynomials (BPs) and Block-Pulse functions (BPFs) on the interval [0, 1]. These functions are suitable for finding an approximate solution of the second kind integral equation. We call this method Hybrid Bernstein Block-Pulse Functions Method (HBBPFM). This method is very simple such that an integral equation is reduced to a system of linear equations. On the other hand, convergence analysis for this method is discussed. The method is computationally very simple and attractive so that numerical examples illustrate the efficiency and accuracy of this method.

On the Stresses in a Notched Strip

1952 ◽  
Vol 19 (2) ◽  
pp. 141-146
Author(s):  
Chih-Bing Ling
Keyword(s):  
Infinite System ◽  
Linear Equations ◽  
Numerical Results ◽  
Theoretical Solution ◽  
Experimental Results ◽  
System Of Linear Equations ◽  
Transverse Bending ◽  
Longitudinal Tension

Abstract In a previous paper by the author (1), a theoretical solution for a notched strip under longitudinal tension is given. The result demands the solution of an infinite system of linear equations. A considerable amount of labor is involved in solving such a system. It seems, however, that the labor can be diminished by adapting to the solution a process known as the promotion of rank. In this paper such a process is described and then applied to solve the problem of a notched strip under transverse bending. The solution of this problem seems also to be new. The numerical results obtained are compared graphically with the experimental results available.

scholarly journals A Quasi-Monte-Carlo-Based Feasible Sequential System of Linear Equations Method for Stochastic Programs with Recourse

2017 ◽  
Vol 2017 ◽  
pp. 1-15
Author(s):  
Changyin Zhou ◽  
Rui Su ◽  
Zhihui Jiang
Keyword(s):  
Monte Carlo ◽  
Linear Equations ◽  
Inequality Constraints ◽  
System Of Linear Equations ◽  
Active Constraint ◽  
Stochastic Programs ◽  
Quasi Monte Carlo ◽  
Sequential System ◽  
Constraint Set ◽  
A New Technique

A two-stage stochastic quadratic programming problem with inequality constraints is considered. By quasi-Monte-Carlo-based approximations of the objective function and its first derivative, a feasible sequential system of linear equations method is proposed. A new technique to update the active constraint set is suggested. We show that the sequence generated by the proposed algorithm converges globally to a Karush-Kuhn-Tucker (KKT) point of the problem. In particular, the convergence rate is locally superlinear under some additional conditions.

scholarly journals Matrix and vector sequence transformations revisited

1995 ◽  
Vol 38 (3) ◽  
pp. 495-510 ◽  
Author(s):  
C. Brezinski ◽  
A. Salam
Keyword(s):  
Linear Equations ◽  
Convergence Acceleration ◽  
Difference Operators ◽  
Scalar Case ◽  
Extrapolation Methods ◽  
System Of Linear Equations ◽  
Vector Sequence ◽  
The Matrix ◽  
Sequence Transformations

Sequence transformations are extrapolation methods. They are used for the purpose of convergence acceleration. In the scalar case, such algorithms can be obtained by two different approaches which are equivalent. The first one is an elimination approach based on the solution of a system of linear equations and it makes use of determinants. The second approach is based on the notion of annihilation difference operators. In this paper, these two approaches are generalized to the matrix and the vector cases.

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