首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到19条相似文献,搜索用时 93 毫秒
1.
于冬梅  高雷阜  赵世杰  杨培 《数学杂志》2016,36(5):1047-1055
本文提出了一种求解半定规划的邻近外梯度算法.通过转化半定规划的最优性条件为变分不等式,在变分不等式满足单调性和Lipschitz连续的前提下,构造包含原投影区域的半空间,产生邻近点序列来逼近变分不等式的解,简化了投影的求解过程.将该算法应用到教育测评问题中,数值实验结果表明,该方法是解大规模半定规划问题的一种可行方法.  相似文献   

2.
非线性最优化一个超线收敛的可行下降算法   总被引:7,自引:0,他引:7  
简金宝 《数学杂志》1995,15(3):319-326
本文讨论非线性等式和不等式约束最优化的求解方法。首先将原问题扩充成一个只含不等式约束的参数规划,对于充分大的参数,扩充问题与原问题是等价的。然手建立具有以下特点的一个新算法。1)算法对扩充问题而言是可行下降的,参数只须自动调整有限次;2)每次迭代仅需解一个二次规划;3)在适当的假设下,算法超线性收敛于原问题的最优解。  相似文献   

3.
给出了求解单调变分不等式的两类迭代算法.通过解强单调变分不等式子问题,产生两个迭代点列,都弱收敛到变分不等式的解.最后,给出了这两类新算法的收敛性分析.  相似文献   

4.
叶明露  邓欢 《运筹学学报》2023,27(1):127-137
2020年Liu和Yang提出了求解Hilbert空间中拟单调且Lipschitz连续的变分不等式问题的投影算法,简称LYA。本文在欧氏空间中提出了一种新的求解拟单调变分不等式的压缩投影算法,简称NPCA。新算法削弱了LYA中映射的Lipschitz连续性。在映射连续、拟单调且对偶变分不等式解集非空的条件下得到了NPCA所生成点列的聚点是解的结论。当变分不等式的解集还满足一定条件时,得到了NPCA的全局收敛性。数值实验结果表明NPCA所需的迭代步数少于LYA的迭代步数,NPCA在高维拟单调例子中所需的计算机耗时也更少。  相似文献   

5.
非线性约束最优化一族超线性收敛的可行方法   总被引:5,自引:0,他引:5  
本文建立求解非线性不等式约束最优化一族含参数的可行方法.算法每次迭代仅需解一个规模较小的二次规划.在一定的假设条件下,证明了算法族的全局收敛性和超线性收敛性.  相似文献   

6.
投影算法是求解变分不等式问题的主要方法之一.目前,有关投影算法的研究通常需要假设映射是单调且Lipschitz连续的,然而在实际问题中,往往不满足这些假设条件.该文利用线搜索方法,提出了一种新的求解非单调变分不等式问题的二次投影算法.在一致连续假设下,证明了算法产生的迭代序列强收敛到变分不等式问题的解.数值实验结果表明了该文所提算法的有效性和优越性.  相似文献   

7.
讨论变分不等式问题VIP(X,F),其中F是单调函数,约束集X为有界区域.利用摄动技术和一类光滑互补函数将问题等价转化为序列合两个参数的非线性方程组,然后据此建立VIP(X,F)的一个内点连续算法.分析和论证了方程组解的存在性和惟一性等重要性质,证明了算法很好的整体收敛性,最后对算法进行了初步的数值试验。  相似文献   

8.
本文讨论非线性不等式约束最优化问题,借助于序列线性方程组技术和强次可行方法思想,建立了问题的一个初始点任意的快速收敛新算法.在每次迭代中,算法只需解一个结构简单的线性方程组.算法的初始迭代点不仅可以是任意的,而且不使用罚函数和罚参数,在迭代过程中,迭代点列的可行性单调不减.在相对弱的假设下,算法具有较好的收敛性和收敛速度,即具有整体与强收敛性,超线性与二次收敛性.文中最后给出一些数值试验结果.  相似文献   

9.
董云达 《数学杂志》2003,23(3):303-306
本文改进了[3]中的一个基本不等式和原算法,从而提高了数值计算的效率,而且在新算法的收敛性分析中去掉了变分不等式问题的单调性条件.  相似文献   

10.
本文提出了两种求解伪单调变分不等式的定步长的投影算法.这与Solodov & Tseng(1996)和He(1997)的变步长策略不同.我们证明了算法的全局收敛性,并且还在一定条件下证明了算法的Q-线性收敛性.  相似文献   

11.
In this paper, we consider a system of general variational inclusions in q-uniformly smooth Banach spaces. Using proximal-point mapping technique, we prove the existence and uniqueness of solution and suggest a Mann type perturbed iterative algorithm for the system of general variational inclusions. We also discuss the convergence criteria and stability of Mann type perturbed iterative algorithm. The techniques and results presented here improve the corresponding techniques and results for the variational inequalities and inclusions in the literature.  相似文献   

12.
Solution differentiability for variational inequalities   总被引:1,自引:0,他引:1  
In this paper we study solution differentiability properties for variational inequalities. We characterize Fréchet differentiability of perturbed solutions to parametric variational inequality problems defined on polyhedral sets. Our result extends the recent result of Pang and it directly specializes to nonlinear complementarity problems, variational inequality problems defined on perturbed sets and to nonlinear programming problems.  相似文献   

13.
Following the works of R. T. Rockafellar, to search for a zero of a maximal monotone operator, and of B. Lemaire, to solve convex optimization problems, we present a perturbed version of the proximal point algorithm. We apply this new algorithm to convex optimization and to variational inclusions or, more particularly, to variational inequalities.  相似文献   

14.
柏传志 《数学季刊》1998,13(3):23-28
§1. IntroductionSiddiqiandAnsari[4]developediterativealgorithmsforfindingapproximatesolutiontonewclassesofquasivariationalinequalitiesinHilbertspaces,HassouniandMoudafi[1]extendthemainideasofpaper[4]tomoregeneralcases,whichconsideredaclassofvariation…  相似文献   

15.
This paper surveys the main results in the area of sensitivity analysis for finite-dimensional variational inequality and nonlinear complementarity problems. It provides an overview of Lipschitz continuity and differentiability properties of perturbed solutions for variational inequality problems, defined on both fixed and perturbed sets, and for nonlinear complementarity problems.  相似文献   

16.
研究了一类新的实Banach空间中的广义集值拟变分包含:f∈N(x,y) M(z,v) W(g(u)-h(w),u),它包含了近几年许多作者所作的变分包含同题.在买Banach空间中,利用极大增生算子的性质,建立了Banach空间中的广义集值拟变分包含和不动点问题间的等价性.利用这种等价性,建立了一些摄动迭代算法,并证明了近似解序列强收敛于精确解.本文的算法和结果改进和一般化了最近许多文章中相应的算法和结果。  相似文献   

17.
In this paper, a concept of graph convergence concerned with the H(·, ·)-accretive operator is introduced in Banach spaces and some equivalence theorems between of graph-convergence and resolvent operator convergence for the H(·, ·)-accretive operator sequence are proved. As an application, a perturbed algorithm for solving a class of variational inclusions involving the H(·, ·)-accretive operator is constructed. Under some suitable conditions, the existence of the solution for the variational inclusions and the convergence of iterative sequence generated by the perturbed algorithm are also given.  相似文献   

18.
This study is intended to provide a modified variational algorithm for the numerical solution of a class of self‐adjoint singularly perturbed boundary value problem, which is equally applicable to other classes of problems. The principle of the method lies in the introduction of a mixed piecewise domain decomposition and manipulating the variational iterative approach for tackling this class of problems. The uniform convergence of the technique to the exact solution is demonstrated. Numerical results, computational comparisons, suitable error measures and illustrations are provided to testify efficiently and demonstrate the convergence, efficiency and applicability of the method. Copyright © 2012 John Wiley & Sons, Ltd.  相似文献   

19.
In this paper, we study the well-posedness for the parametric optimization problems with variational inclusion problems as constraint (or the perturbed problem of optimization problems with constraint). Furthermore, we consider the relation between the well-posedness for the parametric optimization problems with variational inclusion problems as constraint and the well-posedness in the generalized sense for variational inclusion problems.  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号