In this study we present a non-overlapping Schwarz waveform relaxation (SWR) method applied to a one dimensional model problem representative of the coupling between the ocean and the atmosphere. This problem includes nonlinear interface conditions analogous to a quadratic friction law. We study the convergence of the corresponding SWR at a semi-discrete level for a linear friction and for a linearized quadratic friction at the interface. Using numerical experiments we show that the convergence properties in the linearized quadratic friction case are very close to the ones obtained with the full nonlinear problem for the range of parameter values of interest. We investigate the possibility to improve the convergence speed by adding a relaxation parameter at the interface.
This paper introduces an integrated lot sizing and scheduling problem inspired from a real-world application in off-the-road tire industry. This problem considers the assignment of different items on parallel machines with complex eligibility constraints within a finite planning horizon. It also considers a large panel of specific constraints such as: backordering, a limited number of setups, upstream resources saturation and customers prioritization. A novel mixed integer formulation is proposed with the objective of optimizing different normalized criteria related to the inventory and service level performance. Based on this mathematical formulation, a problem-based matheuristic method that solves the lot sizing and assignment problems separately is proposed to solve the industrial case. A computational study and sensitivity analysis are carried out based on real-world data with up to 170 products, 70 unrelated parallel machines and 42 periods. The obtained results show the effectiveness of the proposed approach on improving the company's solution. Indeed, the two most important KPIs for the management have been optimized of respectively 32% for the backorders and 13% for the overstock. Moreover, the computational time have been reduced significantly.
Like many other biological processes, calcium dynamics in neurons containing an endoplasmic reticulum are governed by diffusion-reaction equations on interface-separated domains. Interface conditions are typically described by systems of ordinary differential equations that provide fluxes across the interfaces. Using the calcium model as an example of this class of ODE-flux boundary interface problems, we prove the existence, uniqueness and boundedness of the solution by applying comparison theorem, fundamental solution of the parabolic operator and a strategy used in Picard's existence theorem. Then we propose and analyze an efficient implicit-explicit finite element scheme which is implicit for the parabolic operator and explicit for the nonlinear terms. We show that the stability does not depend on the spatial mesh size. Also the optimal convergence rate in $H^1$ norm is obtained. Numerical experiments illustrate the theoretical results.
This paper considers the fundamental power allocation problem in cell-free massive mutiple-input and multiple-output (MIMO) systems which aims at maximizing the total energy efficiency (EE) under a sum power constraint at each access point (AP) and a quality-of-service (QoS) constraint at each user. Existing solutions for this optimization problem are based on solving a sequence of second-order cone programs (SOCPs), whose computational complexity scales dramatically with the network size. Therefore, they are not implementable for practical large-scale cell-free massive MIMO systems. To tackle this issue, we propose an iterative power control algorithm based on the frame work of an accelerated projected gradient (APG) method. In particular, each iteration of the proposed method is done by simple closed-form expressions, where a penalty method is applied to bring constraints into the objective in the form of penalty functions. Finally, the convergence of the proposed algorithm is analytically proved and numerically compared to the known solution based on SOCP. Simulations results demonstrate that our proposed power control algorithm can achieve the same EE as the existing SOCPs-based method, but more importantly, its run time is much lower (one to two orders of magnitude reduction in run time, compared to the SOCPs-based approaches).
We study the propagation of singularities in solutions of linear convection equations with spatially heterogeneous nonlocal interactions. A spatially varying nonlocal horizon parameter is adopted in the model, which measures the range of nonlocal interactions. Via heterogeneous localization, this can lead to the seamless coupling of the local and nonlocal models. We are interested in understanding the impact on singularity propagation due to the heterogeneities of nonlocal horizon and the local and nonlocal transition. We first analytically derive equations to characterize the propagation of different types of singularities for various forms of nonlocal horizon parameters in the nonlocal regime. We then use asymptotically compatible schemes to discretize the equations and carry out numerical simulations to illustrate the propagation patterns in different scenarios.
When applied to stiff, linear differential equations with time-dependent forcing, Runge-Kutta methods can exhibit convergence rates lower than predicted by classical order condition theory. Commonly, this order reduction phenomenon is addressed by using an expensive, fully implicit Runge-Kutta method with high stage order or a specialized scheme satisfying additional order conditions. This work develops a flexible approach of augmenting an arbitrary Runge-Kutta method with a fully implicit method used to treat the forcing such as to maintain the classical order of the base scheme. Our methods and analyses are based on the general-structure additive Runge-Kutta framework. Numerical experiments using diagonally implicit, fully implicit, and even explicit Runge-Kutta methods confirm that the new approach eliminates order reduction for the class of problems under consideration, and the base methods achieve their theoretical orders of convergence.
This paper considers a multiblock nonsmooth nonconvex optimization problem with nonlinear coupling constraints. By developing the idea of using the information zone and adaptive regime proposed in [J. Bolte, S. Sabach and M. Teboulle, Nonconvex Lagrangian-based optimization: Monitoring schemes and global convergence, Mathematics of Operations Research, 43: 1210--1232, 2018], we propose a multiblock alternating direction method of multipliers for solving this problem. We specify the update of the primal variables by employing a majorization minimization procedure in each block update. An independent convergence analysis is conducted to prove subsequential as well as global convergence of the generated sequence to a critical point of the augmented Lagrangian. We also establish iteration complexity and provide preliminary numerical results for the proposed algorithm.
In this paper, we propose a cell-free scheme for unmanned aerial vehicle (UAV) base stations (BSs) to manage the severe intercell interference between terrestrial users and UAV-BSs of neighboring cells. Since the cell-free scheme requires enormous bandwidth for backhauling, we propose to use the sub-terahertz (sub-THz) band for the backhaul links between UAV-BSs and central processing unit (CPU). Also, because the sub-THz band requires a reliable line-of-sight link, we propose to use a high altitude platform station (HAPS) as a CPU. At the first time-slot of the proposed scheme, users send their messages to UAVs at the sub-6 GHz band. The UAVs then apply match-filtering and power allocation. At the second time-slot, at each UAV, orthogonal resource blocks are allocated for each user at the sub-THz band, and the signals are sent to the HAPS after analog beamforming. In the HAPS receiver, after analog beamforming, the message of each user is decoded. We formulate an optimization problem that maximizes the minimum signal-to-interference-plus-noise ratio of users by finding the optimum allocated power as well as the optimum locations of UAVs. Simulation results demonstrate the superiority of the proposed scheme compared with aerial cellular and terrestrial cell-free baseline schemes.
We determine the exact minimax rate of a Gaussian sequence model under bounded convex constraints, purely in terms of the local geometry of the given constraint set $K$. Our main result shows that the minimax risk (up to constant factors) under the squared $L_2$ loss is given by $\epsilon^{*2} \wedge \operatorname{diam}(K)^2$ with \begin{align*} \epsilon^* = \sup \bigg\{\epsilon : \frac{\epsilon^2}{\sigma^2} \leq \log M^{\operatorname{loc}}(\epsilon)\bigg\}, \end{align*} where $\log M^{\operatorname{loc}}(\epsilon)$ denotes the local entropy of the set $K$, and $\sigma^2$ is the variance of the noise. We utilize our abstract result to re-derive known minimax rates for some special sets $K$ such as hyperrectangles, ellipses, and more generally quadratically convex orthosymmetric sets. Finally, we extend our results to the unbounded case with known $\sigma^2$ to show that the minimax rate in that case is $\epsilon^{*2}$.
Count data with excessive zeros are often encountered when modelling infectious disease occurrence. The degree of zero inflation can vary over time due to non-epidemic periods as well as by age group or region. The existing endemic-epidemic modelling framework (aka HHH) lacks a proper treatment for surveillance data with excessive zeros as it is limited to Poisson and negative binomial distributions. In this paper, we propose a multivariate zero-inflated endemic-epidemic model with random effects to extend HHH. Parameters of the new zero-inflation and the HHH part of the model can be estimated jointly and efficiently via (penalized) maximum likelihood inference using analytical derivatives. A simulation study confirms proper convergence and coverage probabilities of confidence intervals. Applying the model to measles counts in the 16 German states, 2005--2018, shows that the added zero-inflation improves probabilistic forecasts.
In this paper, we study the optimal convergence rate for distributed convex optimization problems in networks. We model the communication restrictions imposed by the network as a set of affine constraints and provide optimal complexity bounds for four different setups, namely: the function $F(\xb) \triangleq \sum_{i=1}^{m}f_i(\xb)$ is strongly convex and smooth, either strongly convex or smooth or just convex. Our results show that Nesterov's accelerated gradient descent on the dual problem can be executed in a distributed manner and obtains the same optimal rates as in the centralized version of the problem (up to constant or logarithmic factors) with an additional cost related to the spectral gap of the interaction matrix. Finally, we discuss some extensions to the proposed setup such as proximal friendly functions, time-varying graphs, improvement of the condition numbers.