Modified projected Newton scheme for non-convex function with simple constraints

In this paper, a descent line search scheme is proposed to find a local minimum point of a non-convex optimization problem with simple constraints. The idea ensures that the scheme escapes the saddle points and finally settles for a local minimum point of the non-convex optimization problem. A positive definite scaling matrix for the proposed scheme is formed through symmetric indefinite matrix factorization of the Hessian matrix of the objective function at each iteration. A numerical illustration is provided, and the global convergence of the scheme is also justified.

Multi-physics flux coupling for hydraulic fracturing modelling within INMOST platform

This work presents an overview of techniques that enable the construction of collocated finite volume method for complex multi-physics models in multiple domains. Each domain is characterized by the properties of heterogeneous media and features a distinctive multi-physics model. Coupling together systems of equations, corresponding to multiple unknowns, results in a vector flux. The finite volume method requires continuity of intradomain and interdomain vector fluxes. The continuous flux is derived using an extension of the harmonic averaging point concept. Often, the collocated coupling of the equations results in a saddle-point problem subject to inf-sup stability issues. These issues are addressed by the eigen-splitting of indefinite matrix coefficients encountered in the flux expression. The application of the techniques implemented within INMOST platform to hydraulic fracturing problem is demonstrated.

Moore-Penrose inverses of Gram matrices leaving a cone invariant in an indefinite inner product space

In this paper we characterize Moore-Penrose inverses of Gram matrices leaving a cone invariant in an indefinite inner product space using the indefinite matrix multiplication. This characterization includes the acuteness (or obtuseness) of certain closed convex cones.

Nonnegative generalized inverses in indefinite inner product spaces

The aim of this article is to investigate nonnegativity of the inverse, the Moore-Penrose inverse and other generalized inverses, in the setting of indefinite inner product spaces with respect to the indefinite matrix product. We also propose and investigate generalizations of the corresponding notions of matrix monotonicity, namely, o-(rectangular) monotonicity, o-semimonotonicity and ?-weak monotonicity and its interplay with nonnegativity of various generalized inverses in the same setting.