IPNet Digest Volume 4, Number 07 July 31, 1997 Today's Editor: Patricia K. Lamm Michigan State University Today's Topics: Announcement: UK Workshops on Inverse Problems Announcement: SIAM Conferences on Control and Systems, Waves Conference Proceedings: Inverse & Algebraic Quantum Scattering New Book: Parallel Optimization: Theory, Algorithms, & Applic. Position: University of Vienna Table of Contents: SIAM J. Optimization Table of Contents: SIAM J. Mathematical Analysis Table of Contents: SIAM Review Table of Contents: SIAM J. Control and Optimization Submissions for IPNet Digest: Mail to ipnet-digest@math.msu.edu Information about IPNet: Mail to ipnet-request@math.msu.edu http://www.mth.msu.edu/ipnet ------------------------------ From: Dr Bill Lionheart Subject: UK Workshops on Inverse Problems Date: Fri, 11 Jul 1997 UK Workshop on Inverse Problems The next UK workshop on inverse problems on Monday August 18 1997, at Loughborough University, UK. The program of the workshop is as follows: 12:00-12:50. Prof. Hideo Soga (Ibaraki University, Japan) "Inverse elastic scattering" 12:50-14:00 Lunch 14:00-14:50. Dr. J. Gottlieb (Karlsruhe University, Germany) "Inverse problems in enviromental sciences" 14:50-15:10. Coffee break 15:10-16:00. Prof. A.P.Katchalov (Steklov Math. Inst, St-Petersburg, Russia) "Gaussian beams and inverse problems" (Note: It may happen that there will be an additional lecture by Dr. Y.V.Kurylev "Operator scheme for the Gel'fand inverse problem" preceeding the lecture by Prof. Katchalov, i.e. at 15:10-16:00 with the lecture of Prof. Katchalov to take place at 16:15-17:05. I'll notify evryone shortly whether my lecture will take place or not). Everyone is most welcome (inspite of quite an unusual time for workshops!). Yaroslav Kurylev Dept. of Mathematical Sciences Loughborough University Loughborough LE11 3TU e-mail: Y.V.Kurylev@lboro.ac.uk tel: 01509-223180 P.S. I'll be glad to meet the participants arriving by train at the station and to send maps of the campus and surrounding area to those arriving by car. ============== This is one of a series of one day Workshops on Inverse Problems organised three times a year in the United Kingdom. For further details please contact Slava Kurylev, as above or myself, Bill Lionheart wrblionheart@brookes.ac.uk ------------------------------ From: flores@siam.org Subject: SIAM Conference Announcements Date: Mon, 14 Jul 97 Announcing... Fourth SIAM Conference on Control and Its Applications Sponsored by SIAM Activity Group on Control and Systems Theory May 7-9, 1998 Omni Jacksonville Hotel Jacksonville, Florida Conference Chair: Suzanne Lenhart University of Tennessee, Knoxville Minisymposium proposals and abstract submissions are invited. For further information about the conference and how to send your abstracts, visit the SIAM Web page at: http://www.siam.org/meetings/ct98/ct98home.htm or contact the SIAM Conference Department by e-mail at: meetings@siam.org; phone: 215-382-9800; fax: 215-386-7999. ============== Announcing... Fourth International Conference on Mathematical and Numerical Aspects of Wave Propagation Conducted by SIAM with the cooperation of INRIA June 1-5, 1998 Colorado School of Mines Golden Colorado Conference Chair: John A. DeSanto Colorado School of Mines Minisymposium proposals and abstract submissions are invited. For further information about the conference and how to send your abstracts, visit the SIAM Web page at: http://www.siam.org/meetings/wp98/wp98home.htm or contact the SIAM Conference Department by e-mail at: meetings@siam.org; phone: 215-382-9800; fax: 215-386-7999. ------------------------------ From: san@i04ktha.desy.de (M. Sander) Subject: Conference Proceedings Date: Tue, 1 Jul 1997 Dear Colleagues, New conference proceedings have just been published: B. Apagyi, G. Endredi, P. Lavay (Eds.) Inverse and Algebraic Quantum Scattering Theory Proceedings, Lake Balaton, Hungary 1996 Springer Lecture Notes in Physics 488, Springer Verlag, Berlin (1997) ISBN 3-540-63021-X This volume contains three interrelated, beautiful, and useful topics of quantum scattering theory: inverse scattering theory, algebraic scattering theory and supersymmetrical quantum mechanics. The contributions cover such issues as coupled-channel inversions at fixed energy, inversion of pion-nucleon scattering cross-sections into potentials, inversions in neutron and x-ray reflection, 3-dimensional fixed-energy inversion, inversion of electron scattering data affected by dipole polarization, nucleon-nucleon potentials by inversion versus meson-exchange theory, meson-nucleon and meson-meson potentials from Gelfand-Levitan-Marchenko, potential reversal and reflectionless impurities in periodic structures, quantum design in spectral, scattering, and decay control, solution hierarchy of Toda lattices, etc. Fields of interest: Nuclear Physics, Elementary Particle Physics, Dynamical Systems, Nonlinear Dynamics, Chaos For physicists, mathematicians, and researchers It is a sequel to H.V. von Geramb (Ed.) Quantum Inversion - Theory and Applications Proceedings, Bad Honnef, Germany 1993 Springer Lecture Notes in Physics 427, Springer Verlag, Berlin (1994) ISBN 3-540-57576-6 ------------------------------ From: Yair Censor Subject: New Book on Parallel Optimization. Date: Tue, 1 Jul 1997 We are pleased to announce the publication of our new book, available July 1997: PARALLEL OPTIMIZATION : THEORY, ALGORITHMS, AND APPLICATIONS By Yair Censor and Stavros A. Zenios, A volume in the series: "Numerical Mathematics and Scientific Computation", Oxford University Press, New York, 1997. Hardcover, 576 pages. ============== This book offers a unique pathway to methods of parallel optimization by introducing parallel computing ideas into both optimization theory and into some numerical algorithms for large-scale optimization problems. The three parts of the book bring together relevant theory, careful study of algorithms, and modeling of significant real-world problems such as image reconstruction from projections, radiation therapy treatment planning, multi-commodity network flow problems, planning under uncertainty, and matrix balancing problems. In the reminder of this message you will find ordering information, directions to home pages on the internet where further information on the book may be found, and the [edited] Table of Contents of the book. Ordering Information: A special 20% discount offer is available for this new book from the publisher, Oxford University Press. To order from the United States call toll-free 1-800-451-7556 or fax (919) 677-1303. From outside the U.S. phone (919) 677-0977. The special discount price is $60.00 ($75.00 list price), plus $3.50 shipping and handling. Please identify the book by author and title (Censor and Zenios: Parallel Optimization). The ISBN is 0-19-510062-X. The special promotion code for this offer is: I664-1 and the item number is 1. Orders may also be mailed to: Oxford University Press, 2001 Evans Road, Cary, NC 27513, USA. Oxford accepts payment by check or credit card (Visa, Master Card, American Express). Please include your credit card number and expiration date--along with your mailing address--if ordering by fax or by mail. Directions to more Information: The Table of Contents of the book is appended to this message. For more information on the book (Title Page, Foreword, Preface, Organization of the Book, Suggested Course Outlines, Acknowledgements), please visit on the internet either one of the authors' home pages: http://www.ucy.ac.cy/ucy/pba/zenios/ or http://s3.haifa.ac.il/math/censor.html or the publisher at http://www.oup-usa.org/gcdocs/gc_019510062X.html ============== PARALLEL OPTIMIZATION : THEORY, ALGORITHMS, AND APPLICATIONS Yair Censor and Stavros A. Zenios TABLE OF CONTENTS Foreword, by George B. Dantzig 1. Introduction 1.1 Parallel Computers 1.2 How Does Parallelism Affect Computing? 1.3 A Classification of Parallel Algorithms 1.4 Measuring the Performance of Parallel Algorithms PART I: Theory 2. Generalized Distances and Generalized Projections 2.1 Bregman Functions and Generalized Projections 2.2 Generalized Projections onto Hyperplanes 2.3 Bregman Functions on the Whole Space 2.4 Characterization of Generalized Projections 2.5 Csiszar phi-divergences 3. Proximal Minimization with D-Functions 3.1 The Proximal Minimization Algorithms 3.2 Convergence Analysis of the PMD Algorithm 3.3 Special Cases: Quadratic and Entropic PMD 4. Penalty Methods, Barrier Methods and Augmented Lagrangians 4.1 Penalty Methods 4.2 Barrier Methods 4.3 The Primal-Dual Algorithmic Scheme 4.4 Augmented Lagrangian Methods PART II: Algorithms 5. Iterative Methods for Convex Feasibility Problems 5.1 Preliminaries: Control Sequences and Relaxation Parameters 5.2 The Method of Successive Orthogonal Projections 5.3 The Cyclic Subgradient Projections Method 5.4 The Relationship of CSP with Other Methods 5.5 The delta-eta Algorithm 5.6 The Block-Iterative Projections Algorithm 5.7 The Block-Iterative delta-eta Algorithm 5.8 The Method of Successive Generalized Projections 5.9 The Multiprojections Algorithm 5.10 Automatic Relaxation for Linear Interval Feasibility Problems 6. Iterative Algorithms for Linearly Constrained Optimization Problems 6.1 The Problem, Solution Concepts and the Special Environment 6.2 Row-Action Methods 6.3 Bregman's Algorithm for Inequality Constrained Problems 6.4 Algorithm for Interval-Constrained Problems 6.5 Row-Action Algorithms for Norm Minimization 6.6 Row-Action Algorithms for Shannon's Entropy Optimization 6.7 Block-Iterative MART Algorithm 6.8 Underrelaxation Parameters and Extension of the Family of Bregman Functions 6.9 The Hybrid Algorithm: A Computational Simplification 7. Model Decomposition Algorithms 7.1 General Framework of Model Decompositions 7.2 The Linear-Quadratic Penalty (LQP) Algorithm 8. Decompositions in Interior Point Algorithms 8.1 The Primal-Dual Path Following Algorithm for Linear Programming 8.2 The Primal-Dual Path Following Algorithm for Quadratic Programming 8.3 Parallel Matrix Factorization Procedures for the Interior Point Algorithm PART III: Applications 9. Matrix Estimation Problems 9.1 Applications of Matrix Balancing 9.2 Mathematical Models for Matrix Balancing 9.3 Iterative Algorithms for Matrix Balancing 10. Image Reconstruction from Projections 10.1 Transform Methods and the Fully Discretized Model 10.2 A Fully Discretized Model for Positron Emission Tomography 10.3 A Justification for Entropy Maximization in Image Reconstruction 10.4 Algebraic Reconstruction Technique (ART) for Systems of Equations 10.5 Iterative Data Refinement in Image Reconstruction 10.6 On the Selective Use of Iterative Algorithms for Inversion Problems in Image Reconstruction 11. The Inverse Problem in Radiation Therapy Treatment Planning 11.1 Problem Definition and the Continuous Model 11.2 Discretization of the Feasibility Problem 11.3 Computational Inversion of the Data 11.4 Consequences and Limitations 11.5 Experimental Results 11.6 Combination of Plans in Radiotherapy 12. Multicommodity Network Flow Problems 12.1 Preliminaries 12.2 Problem Formulations 12.3 Sample Applications 12.4 Iterative Algorithms for Multicommodity Network Flow Problems 12.5 A Model Decomposition Algorithm for Multicommodity Network Flow Problems 13. Planning Under Uncertainty 13.1 Preliminaries 13.2 The Newsboy Problem 13.3 Stochastic Programming Problems 13.4 Robust Optimization Problems 13.5 Applications 13.6 Stochastic Programming for Portfolio Management 13.7 Stochastic Network Models 13.8 Iterative Algorithm for Stochastic Network Optimization 14. Decompositions for Parallel Computing 14.1 Vector-Random Access Machine (V-RAM) 14.2 Mapping Data to Processors 14.3 Parallel Computing for Matrix Balancing 14.4 Parallel Computing for Image Reconstruction 14.5 Parallel Computing for Network-structured Problems 14.6 Parallel Computing with Interior Point Algorithms 15. Numerical Investigations 15.1 Reporting Computational Experiments on Parallel Machines 15.2 Matrix Balancing 15.3 Image Reconstruction 15.4 Multicommodity Network Flows 15.5 Planning Under Uncertainty 15.6 Proximal Minimization with D-functions 15.7 Description of Parallel Machines Bibliography Index ------------------------------ From: Arnold Neumaier Subject: Position at the University of Vienna Date: Wed, 16 Jul 1997 Position at the University of Vienna The Institute for Mathematics of the University of Vienna invites applications for a tenure track assistant position (Universit"atsassistent) in Computational Mathematics. The initial contract is for 4 years. The Computational Mathematics group (URL: http://solon.cma.univie.ac.at) is currently primarily involved in the development of high quality software for global optimization and in interdisciplinary applications of optimization (e.g., to protein folding). The successful applicant will participate in these developments. He/she will also be responsible for the administration of our network of Unix workstations. There are also some teaching duties (tutorials). Especially welcome are applicants who have - - excellent practical knowledge of numerical methods for optimization and linear algebra, and - - excellent programming skills in Fortran, C, Matlab - - knowledge and experience with system administration (Unix) Candidates must be citicens of the European Union or the European Economic Area (EWR) and have a university degree in Mathematics or Computer Science. Interested researchers should contact Prof. Arnold Neumaier (neum@cma.univie.ac.at) as soon as possible, but not later than August 20, 1997. ------------------------------ From: wunderlich@siam.org Subject: Contents, SIAM Journal on Optimization Date: Wed, 09 Jul 97 SIAM Journal on Optimization August 1997 Volume 7, Number 3 Table of Contents Optimality Conditions for the Minimization of a Quadratic with Two Quadratic Constraints Ji-Ming Peng and Ya-xiang Yuan A New Algorithm for Solving Strictly Convex Quadratic Programs Wu Li and John Swetits An Infeasible-Interior-Point Method for Linear Complementarity Problems Evangelia M. Simantiraki and David F. Shanno Strong Duality for Semidefinite Programming Motakuri V. Ramana, Levent Tuncel, and Henry Wolkowicz Primal-Dual Path-Following Algorithms for Semidefinite Programming Renato D. C. Monteiro Convex Analysis of Spectrally Defined Matrix Functions Alberto Seeger Analysis of a Cutting Plane Method that Uses Weighted Analytic Center and Multiple Cuts Zhi-Quan Luo A Trust Region Interior Point Algorithm for Linearly Constrained Optimization J. Frederic Bonnans and Cecilia Pola Tensor Methods for Large, Sparse Unconstrained Optimization Ali Bouaricha Tensor-GMRES Method for Large Systems of Nonlinear Equations Dan Feng and Thomas H. Pulliam On the Realization of the Wolfe Conditions in Reduced Quasi-Newton Methods for Equality Constrained Optimization Jean Charles Gilbert Global Continuation for Distance Geometry Problems Jorge J. More and Zhijun Wu Computational Design of Optimal Output Feedback Controllers T. Rautert and E. W. Sachs An e-Relaxation Method for Separable Convex Cost Network Flow Problems Dimitri P. Bertsekas, Lazaros C. Polymenakos, and Paul Tseng Box Constrained Quadratic Programming with Proportioning and Projections Zdenek Dostal From: Deidre Wunderlich, Editorial Associate ------------------------------ From: poulson@siam.org Subject: SIMA 28-5 Table of Contents Date: Wed, 23 Jul 97 SIAM J. Mathematical Analysis September 1995 Vol. 28, No. 5 Table of Contents Boltzmann Equation with Infinite Energy: Renormalized Solutions and Distributional Solutions for Small Initial Data or Initial Data Close to a Maxwellian S. Mischler and B. Perthame Classical Solutions of Multidimensional Hele-Shaw Models Joachim Escher and Gieri Simonett A Degenerate Parabolic-Hyperbolic System Modeling the Spreading of Surfactants Michael Renardy Symmetries and Decay of the Generalized Kadomtsev-Petviashvili Solitary Waves Anne de Bouard and Jean-Claude Saut A Note on a Two-Point Boundary Value Problem Arising from a Liquid Metal Flow Yongdong Shi, Qinde Zhou, and Yong Li Stability of Travelling Multiple-Front (Multiple-Back) Wave Solutions of the FitzHugh-Nagumo Equations Shunsaku Nii On the Asymptotic Solution of Laminar Channel Flow with Large Suction Chunqing Lu Free Boundary Fluid Systems in a Semigroup Approach and Oscillatory Behavior Ben Schweizer A Semigroup Approach to Fragmentation Models D. J. McLaughlin, W. Lamb, and A. C. McBride An Existence and Uniqueness Result for a Coagulation and Multiple-Fragmentation Equation D. J. McLaughlin, W. Lamb, and A. C. McBride Inverse Backscattering for the Acoustic Equation Plamen Stefanov and Gunther Uhlmann A Two-Point Problem with Nonlinearity Depending Only on the Derivative P. Habets and L. Sanchez Measurable Multifunctions in Nonseparable Banach Spaces Diomedes Barcenas and Wilfredo Urbina Monodromy Groups of Systems of Total Differential Equations of Two Variables Toshiaki Yokoyama Asymptotics of the Zeros of Relativistic Hermite Polynomials Matthew He, K. Pan, and Paolo E. Ricci Orthogonality of Cardinal B-Splines in Weighted Sobolev Spaces Ulrich Reif From: Deborah Poulson, Production Editor ------------------------------ From: poulson@siam.org Subject: SIREV 39-3 Table of Contents Date: Fri, 25 Jul 97 SIAM Review September 1997 Volume 39, Number 3 Table of Contents ARTICLES Pseudospectra of Linear Operators Lloyd N. Trefethen Molecular Modeling of Proteins and Mathematical Prediction of Protein Structure Arnold Neumaier CASE STUDIES FROM INDUSTRY Optimal and Dominating Strategies for Determining Continuous Caster Product Dimensions Dicky Yan Skiving Addition to the Cutting Stock Problem in the Paper Industry M. P. Johnson, C. Rennick, and E. Zak CLASSROOM NOTES Numerical and Analytical Solutions of Volterra's Population Model Kevin G. TeBeest A Study of a Semi-Infinite Integral Y. Villacampa, A. Balaguer, and J. L. Uso Global Stability in an S --> I --> R --> I Model Helmar Nunes Moreira and Wang Yuquan An Elementary Proof of Farkas' Lemma Achiya Dax Converting Matrix Riccati Equations to Second-Order Linear ODE R. W. R. Darling Time-Dependent Poiseuille Flow S. H. Smith Problems and Solutions Book Reviews Degree Theory in Analysis and Applications (Irene Fonseca and Wilfrid Gangbo), Antonio Ambrosetti Boundary-Field Equation Methods for a Class on Nonlinear Problems (Gabriel N. Gatica and George C. Hsiao), Carsten Carstensen ATLAST. Computer Exercises for Linear Algebra (Steven Leon, Eugene Herman, and Richard Faulkenberry), Richard Elderkin The Cauchy Probem in Kinetic Theory (Robert T. Glassey), Reinhard Illner Singularly Perturbed Evolution Equations with Applications to Kinetic Theory (J. R. Mika and J. Banasiak), Hans G. Kaper Numerical Solution of Convection-Diffusion Problems (K. W. Morton), Numerical Methods for Singularly Perturbed Differential Equations (H.-G. Roos, M. Stynes, and L. Tobiska), Fitted Numerical Methods for Singular Perturbation Problems (J. J. H. Miller, E. O'Riordan, and G. I. Shishkin), R. Bruce Kellogg A=B (Marko Petkovsek, Herbert S. Wilf, and Doron Zeilberger), Wolfram Koepf Qualitative Theory of Dynamical Systems: The Role of Stability Preserving Mappings (Anthony N. Michel and Kaining Wang), V. Lakshmikantham A First Course in the Numerical Analysis of Differential Equations (Arieh Iserles), Raytcho Lazarov Integral Transforms and Their Applications (Lokenath Debnath), Anne C. Morlet Normal Modes and Localization in Nonlinear Systems (Alexander F. Vakakis, Leonid I. Manevitch, Yuri V. Mikhlin, Valery N. Pilipchuk, and Alexandr A. Zevin), Richard H. Rand The Life and Legacy of G. I. Taylor (George Batchelor), P. G. Saffman Spectral Theory of Differential Operations: Self-adjoint Differential Operators (V. A. Il'in), Martin Schechter Multiple Scale and Singular Perturbation Methods (J. Kevorkian and J. D. Cole), Shagi-Di Shih Dynamic Programming and Optimal Control. Vol. 1 (Dimitri P. Bertsekas), Dynamic Programming and Optimal Control. Vol. 2 (Dimitri P. Bertsekas), Vasile Sima Hysteresis and Phase Transitions (Martin Brokate and Jurgen Sprekels), A. Visintin Pade Approximants (George A. Baker, Jr. and Peter Graves-Morris), Jet Wimp Selected Collections Later Editions Chronicle From: Deborah Poulson, Production Editor ------------------------------ From: thomas@siam.org Subject: Contents, SIAM Journal on Control and Optimization Date: Mon, 28 Jul 97 SIAM J. Control and Optimization Sept. 1997 Vol. 35, No. 5, Table of Contents Weighted Sensitivity Minimization in Systems with a Single Output Delay: A State Space Solution Gilead Tadmor On the Time-Discretization of Control Systems Vladimir Veliov Tracking Fast Trajectories along a Slow Dynamics: A Singular Perturbations Approach Zvi Artstein and Vladimir Gaitsgory A Homeomorphic Characterization of Minimal Spectral Factors Augusto Ferrante Augmented Lagrangian Techniques for Elliptic State Constrained Optimal Control Problems Maitine Bergounioux and Karl Kunisch Determining the Acoustic Impedance in the 1-D Wave Equation Via an Optimal Control Problem V. Barbu and N. H. Pavel Homogenization of an Optimal Control Problem S. Kesavan and J. Saint Jean Paulin Locally Distributed Control and Damping for the Conservative Systems Kangsheng Liu Rapid Boundary Stabilization of Linear Distributed Systems Vilmos Komornik Boundary Controllability of a Linear Hybrid System Arising in the Control of Noise Sorin Micu and Enrique Zuazua On the Regularity of Semipermeable Surfaces in Control Theory with Application to the Optimal Exit-Time Problem (Part I) Pierre Cardaliaguet On the Regularity of Semipermeable Surfaces in Control Theory with Application to the Optimal Exit-Time Problem (Part II) Pierre Cardaliaguet Mixed Objective Control Synthesis: Optimal l_1/H_2 Control Murti V. Salapaka, Mohammed Dahleh, and Petros Voulgaris Numerically Reliable Computation of Optimal Performance in Singular H_infinity Control Pascal Gahinet and Alan J. Laub Exact Controllability of the Damped Wave Equation Marianna A. Shubov, Clyde F. Martin, Jerald P. Dauer, and Boris P. Belinskiy The Relationship between the Maximum Principle and Dynamic Programming for the Control of Parabolic Variational Inequalities Catalin Popa Constrained LQR Problems in Elliptic Distributed Control Systems with Point Observations--On Convergence Rates Puhong You and Jianxin Zhou Nonlinear Uncertain Systems and Necessary Conditions of Optimality N. U. Ahmed and X. Xiang Risk-Sensitive Control of Finite State Machines on an Infinite Horizon I W. H. Fleming and D. Hernandez-Hernandez Weighted Means in Stochastic Approximation of Minima J. Dippon and J. Renz From: Kelly Thomas, Production Editor ------- end -------