This paper considers the regularization continuation method and the trust-region updating strategy for the nonlinearly equality-constrained optimization problem. Namely, it uses the inverse of the regularization quasi-Newton matrix as the pre-conditioner to improve its computational efficiency in the well-posed phase, and it adopts the inverse of the regularization two-sided projection of the Hessian as the pre-conditioner to improve its robustness in the ill-conditioned phase. Since it only solves a linear system of equations at every iteration and the sequential quadratic programming (SQP) needs to solve a quadratic programming subproblem at every iteration, it is faster than SQP. Numerical results also show that it is more robust and faster than SQP (the built-in subroutine fmincon.m of the MATLAB2020a environment and the subroutine SNOPT executed in GAMS v28.2 (2019) environment). The computational time of the new method is about one third of that of fmincon.m for the large-scale problem. Finally, the global convergence analysis of the new method is also given.
In the area of query complexity of Boolean functions, the most widely studied cost measure of an algorithm is the worst-case number of queries made by it on an input. Motivated by the most natural cost measure studied in online algorithms, the competitive ratio, we consider a different cost measure for query algorithms for Boolean functions that captures the ratio of the cost of the algorithm and the cost of an optimal algorithm that knows the input in advance. The cost of an algorithm is its largest cost over all inputs. Grossman, Komargodski and Naor [ITCS'20] introduced this measure for Boolean functions, and dubbed it instance complexity. Grossman et al. showed, among other results, that monotone Boolean functions with instance complexity 1 are precisely those that depend on one or two variables. We complement the above-mentioned result of Grossman et al. by completely characterizing the instance complexity of symmetric Boolean functions. As a corollary we conclude that the only symmetric Boolean functions with instance complexity 1 are the Parity function and its complement. We also study the instance complexity of some graph properties like Connectivity and k-clique containment. In all the Boolean functions we study above, and those studied by Grossman et al., the instance complexity turns out to be the ratio of query complexity to minimum certificate complexity. It is a natural question to ask if this is the correct bound for all Boolean functions. We show a negative answer in a very strong sense, by analyzing the instance complexity of the Greater-Than and Odd-Max-Bit functions. We show that the above-mentioned ratio is linear in the input size for both of these functions, while we exhibit algorithms for which the instance complexity is a constant.
This paper introduces novel weighted conformal p-values and methods for model-free selective inference. The problem is as follows: given test units with covariates $X$ and missing responses $Y$, how do we select units for which the responses $Y$ are larger than user-specified values while controlling the proportion of false positives? Can we achieve this without any modeling assumptions on the data and without any restriction on the model for predicting the responses? Last, methods should be applicable when there is a covariate shift between training and test data, which commonly occurs in practice. We answer these questions by first leveraging any prediction model to produce a class of well-calibrated weighted conformal p-values, which control the type-I error in detecting a large response. These p-values cannot be passed on to classical multiple testing procedures since they may not obey a well-known positive dependence property. Hence, we introduce weighted conformalized selection (WCS), a new procedure which controls false discovery rate (FDR) in finite samples. Besides prediction-assisted candidate selection, WCS (1) allows to infer multiple individual treatment effects, and (2) extends to outlier detection with inlier distributions shifts. We demonstrate performance via simulations and applications to causal inference, drug discovery, and outlier detection datasets.
For an approximate solution of the non-stationary nonlinear Navier-Stokes equations for the flow of an incompressible viscous fluid, depending on the set of input data and the geometry of the domain, the area of optimal parameters in the variables $\nu$ and $\nu^{\ast}$ is experimentally determined depending on $\delta$ included in the definition of the $R_{\nu}$-generalized solution of the problem and the degree of the weight function in the basis of the finite element method. To discretize the problem in time, the Runge-Kutta methods of the first and second orders were used. The areas of optimal parameters for various values of the incoming angles are established.
Phylogenetic and discrete-trait evolutionary inference depend heavily on an appropriate characterization of the underlying character substitution process. In this paper, we present random-effects substitution models that extend common continuous-time Markov chain models into a richer class of processes capable of capturing a wider variety of substitution dynamics. As these random-effects substitution models often require many more parameters than their usual counterparts, inference can be both statistically and computationally challenging. Thus, we also propose an efficient approach to compute an approximation to the gradient of the data likelihood with respect to all unknown substitution model parameters. We demonstrate that this approximate gradient enables scaling of sampling-based inference, namely Bayesian inference via Hamiltonian Monte Carlo, under random-effects substitution models across large trees and state-spaces. Applied to a dataset of 583 SARS-CoV-2 sequences, an HKY model with random-effects shows strong signals of nonreversibility in the substitution process, and posterior predictive model checks clearly show that it is a more adequate model than a reversible model. When analyzing the pattern of phylogeographic spread of 1441 influenza A virus (H3N2) sequences between 14 regions, a random-effects phylogeographic substitution model infers that air travel volume adequately predicts almost all dispersal rates. A random-effects state-dependent substitution model reveals no evidence for an effect of arboreality on the swimming mode in the tree frog subfamily Hylinae. Simulations reveal that random-effects substitution models can accommodate both negligible and radical departures from the underlying base substitution model. We show that our gradient-based inference approach is over an order of magnitude more time efficient than conventional approaches.
Miura surfaces are the solutions of a constrained nonlinear elliptic system of equations. This system is derived by homogenization from the Miura fold, which is a type of origami fold with multiple applications in engineering. A previous inquiry, gave suboptimal conditions for existence of solutions and proposed an $H^2$-conformal finite element method to approximate them. In this paper, the existence of Miura surfaces is studied using a mixed formulation. It is also proved that the constraints propagate from the boundary to the interior of the domain for well-chosen boundary conditions. Then, a numerical method based on a least-squares formulation, Taylor--Hood finite elements and a Newton method is introduced to approximate Miura surfaces. The numerical method is proved to converge at order one in space and numerical tests are performed to demonstrate its robustness.
This study examines, in the framework of variational regularization methods, a multi-penalty regularization approach which builds upon the Uniform PENalty (UPEN) method, previously proposed by the authors for Nuclear Magnetic Resonance (NMR) data processing. The paper introduces two iterative methods, UpenMM and GUpenMM, formulated within the Majorization-Minimization (MM) framework. These methods are designed to identify appropriate regularization parameters and solutions for linear inverse problems utilizing multi-penalty regularization. The paper demonstrates the convergence of these methods and illustrates their potential through numerical examples in one and two-dimensional scenarios, showing the practical utility of point-wise regularization terms in solving various inverse problems.
When a system of first order linear ordinary differential equations has eigenvalues of large magnitude, its solutions exhibit complicated behaviour, such as high-frequency oscillations, rapid growth or rapid decay. The cost of representing such solutions using standard techniques typically grows with the magnitudes of the eigenvalues. As a consequence, the running times of standard solvers for ordinary differential equations also grow with the size of these eigenvalues. The solutions of scalar equations with slowly-varying coefficients, however, can be efficiently represented via slowly-varying phase functions, regardless of the magnitudes of the eigenvalues of the corresponding coefficient matrix. Here, we couple an existing solver for scalar equations which exploits this observation with a well-known technique for transforming a system of linear ordinary differential equations into scalar form. The result is a method for solving a large class of systems of linear ordinary differential equations in time independent of the magnitudes of the eigenvalues of their coefficient matrices. We discuss the results of numerical experiments demonstrating the properties of our algorithm.
The numerical solution of continuum damage mechanics (CDM) problems suffers from convergence-related challenges during the material softening stage, and consequently existing iterative solvers are subject to a trade-off between computational expense and solution accuracy. In this work, we present a novel unified arc-length (UAL) method, and we derive the formulation of the analytical tangent matrix and governing system of equations for both local and non-local gradient damage problems. Unlike existing versions of arc-length solvers that monolithically scale the external force vector, the proposed method treats the latter as an independent variable and determines the position of the system on the equilibrium path based on all the nodal variations of the external force vector. This approach renders the proposed solver substantially more efficient and robust than existing solvers used in CDM problems. We demonstrate the considerable advantages of the proposed algorithm through several benchmark 1D problems with sharp snap-backs and 2D examples under various boundary conditions and loading scenarios. The proposed UAL approach exhibits a superior ability of overcoming critical increments along the equilibrium path. Moreover, the proposed UAL method is 1-2 orders of magnitude faster than force-controlled arc-length and monolithic Newton-Raphson solvers.
In this paper, a high-order approximation to Caputo-type time-fractional diffusion equations involving an initial-time singularity of the solution is proposed. At first, we employ a numerical algorithm based on the Lagrange polynomial interpolation to approximate the Caputo derivative on the non-uniform mesh. Then truncation error rate and the optimal grading constant of the approximation on a graded mesh are obtained as $\min\{4-\alpha,r\alpha\}$ and $\frac{4-\alpha}{\alpha}$, respectively, where $\alpha\in(0,1)$ is the order of fractional derivative and $r\geq 1$ is the mesh grading parameter. Using this new approximation, a difference scheme for the Caputo-type time-fractional diffusion equation on graded temporal mesh is formulated. The scheme proves to be uniquely solvable for general $r$. Then we derive the unconditional stability of the scheme on uniform mesh. The convergence of the scheme, in particular for $r=1$, is analyzed for non-smooth solutions and concluded for smooth solutions. Finally, the accuracy of the scheme is verified by analyzing the error through a few numerical examples.
We propose an approach to compute inner and outer-approximations of the sets of values satisfying constraints expressed as arbitrarily quantified formulas. Such formulas arise for instance when specifying important problems in control such as robustness, motion planning or controllers comparison. We propose an interval-based method which allows for tractable but tight approximations. We demonstrate its applicability through a series of examples and benchmarks using a prototype implementation.