非线性概率下行内负相协随机变量阵列的对数律

本文在上概率空间中给出随机变量负相协的定义,该定义弱于现有非线性概率下的某些独立性概念.在此框架下,本文通过对随机变量阵列收敛性质的研究,得到上概率下行内负相协随机变量阵列的对数律,并同时给出依容度收敛的弱对数律.     

向量值B类GWT的收敛性

本文证明了:若Bonach格E同构于l~1(Γ)的一个子格对某一指标集Γ,则每一个B~-类E值GWT在E中强拓扑下依概率收敛,若E有RNP,则每一个B~-类E~-值GWT在E中强拓扑下依概率收敛。     

基于数论的总体优化随机搜索算法

本文研究了多峰函数的总体优化问题.提出了基于数论的总体优化随机搜索算法,证明了算法依概率1收敛到总体极值点,并给出了计算示例.     

改进GA机制融合的二进制蜂群算法研究

为了克服人工蜂群算法蜜源更新过程中的随机性并保留蜜源中个体序列合理的组合形式,通过分析基本蜂群算法更新公式的机理,提出一种改进GA(Genetic A1gorithm)机制融合的二进制蜂群算法.算法以二进制编码,首先依概率对任意两蜜源进行"去同存异"操作后随机排列,将排列结果放入到其中某个体中形成新个体.然后依概率进行二进制个体的"翻转"操作,上述两种操作从其本质上相当于GA的类交叉和类变异操作;其次利用GA机制收敛性的证明方式在理论上证明算法是收敛的.最后通过应用不同特性的多维基准函数和算法之间的比较验证改进蜂群算法具有良好的收敛能力和鲁棒性.     

依概率收敛与依分布收敛的关系

本探讨了随机变量序列依概率收敛与依分布收敛的关系,并给出了一个依分布收敛能保证依概率收敛的最弱的条件,即：设分布函数列{Fn（x）}弱收敛于连续的分布函数F(x),则存在随机变量序列{ξn}和随机变量ξ,它们分别以{Fn（x）}和F（x）为其对应的分布函数和分面函数,且{ξn}依概率收敛于ξ。     

依概率收敛与依分布收敛的关系

本文探讨了随机变量序列依概率收敛与依分布收敛的关系 ,并给出了一个依分布收敛能保证依概率收敛的最弱的条件 ,即 :设分布函数列 { Fn(x) }弱收敛于连续的分布函数 F(x) ,则存在随机变量序列{ξn}和随机变量ξ,它们分别以 { Fn(x) }和 F(x)为其对应的分布函数列和分布函数 ,且 {ξn}依概率收敛于ξ.     

基于随机搜索的一个约束优化问题的全局收敛算法

讨论了具有一般约束的全局优化问题,给出该问题的一个随机搜索算法,证明了该算法依概率1收敛到问题的全局最优解．数值结果显示该方法是有效的．     

Cauchy退火的收敛性问题 *

证明了在相当广泛的情形下,Cauchy退火不能够依概率收敛到整体最小.     

一种无约束全局优化的水平值下降算法

本文研究无约束全局优化问题,建立了一种新的水平值下降算法(Level-value Descent Method,LDM).讨论并建立了概率意义下取全局最小值的一个充分必要条件,证明了算法LDM是依概率测度收敛的.这种LDM算法是基于重点度取样(Improtance Sampling)和Markov链Monte-Carlo随机模拟实现的,并利用相对熵方法(TheCross-Entropy Method)自动更新取样密度,算例表明LDM算法具有较高的数值精度和较好的全局收敛性.     

一类进化策略的收敛性分析

本文讨论进化策略（Ｅｖｏｌｕｔｉｏｎ Ｓｔｒａｔｅｇｉｅｓ）的收敛性,对于一类水平集有界的函数给出了该算法依概率收敛于问题的全局极小点的证明。     

The strong weak convergence of the quasi-EA

In this paper, we investigate the convergence of a novel simulation scheme to the target diffusion process. This scheme, the Quasi-EA, is closely related to the Exact Algorithm (EA) for diffusion processes, as it is obtained by neglecting the rejection step in EA. We prove the existence of a myopic coupling between the Quasi-EA and the diffusion. Moreover, an upper bound for the coupling probability is given. Consequently we establish the convergence of the Quasi-EA to the diffusion with respect to the total variation distance.     

用改进的遗传算法求解危险货物零担运输多目标配装问题

危险货物零担运输配装问题是铁路部门复杂而急需解决的实际问题.给出了多目标的数学规划模型,先对待装货物进行预处理,然后运用自适应的遗传算法对问题进行了求解,该算法中自适应杂交变异概率的应用提高了收敛速度.最后通过实例证明了该方法的可行性和有效性.     

Monte Carlo EM加速算法

EM算法是近年来常用的求后验众数的估计的一种数据增广算法, 但由于求出其E步中积分的显示表达式有时很困难, 甚至不可能, 限制了其应用的广泛性. 而Monte Carlo EM算法很好地解决了这个问题, 将EM算法中E步的积分用Monte Carlo模拟来有效实现, 使其适用性大大增强. 但无论是EM算法, 还是Monte Carlo EM算法, 其收敛速度都是线性的, 被缺损信息的倒数所控制, 当缺损数据的比例很高时, 收敛速度就非常缓慢. 而Newton-Raphson算法在后验众数的附近具有二次收敛速率. 本文提出Monte Carlo EM加速算法, 将Monte Carlo EM算法与Newton-Raphson算法结合, 既使得EM算法中的E步用Monte Carlo模拟得以实现, 又证明了该算法在后验众数附近具有二次收敛速度. 从而使其保留了Monte Carlo EM算法的优点, 并改进了Monte Carlo EM算法的收敛速度. 本文通过数值例子, 将Monte Carlo EM加速算法的结果与EM算法、Monte Carlo EM算法的结果进行比较, 进一步说明了Monte Carlo EM加速算法的优良性.     

Weak greedy algorithms[*]This research was supported by National Science Foundation Grant DMS 9970326 and by ONR Grant N00014‐96‐1‐1003.

Theoretical greedy type algorithms are studied: a Weak Greedy Algorithm, a Weak Orthogonal Greedy Algorithm, and a Weak Relaxed Greedy Algorithm. These algorithms are defined by weaker assumptions than their analogs the Pure Greedy Algorithm, an Orthogonal Greedy Algorithm, and a Relaxed Greedy Algorithm. The weaker assumptions make these new algorithms more ready for practical implementation. We prove the convergence theorems and also give estimates for the rate of approximation by means of these algorithms. The convergence and the estimates apply to approximation from an arbitrary dictionary in a Hilbert space. This revised version was published online in June 2006 with corrections to the Cover Date.     

On some characterizations of greedy-type bases

In 1999, S. V. Konyagin and V. N. Temlyakov introduced the so-called Thresholding Greedy Algorithm. Since then, there have been many interesting and useful characterizations of greedy-type bases in Banach spaces. In this article, we study and extend several characterizations of greedy and almost greedy bases in the literature. Along the way, we give various examples to complement our main results. Furthermore, we propose a new version of the so-called Weak Thresholding Greedy Algorithm (WTGA) and show that the convergence of this new algorithm is equivalent to the convergence of the WTGA.     

Predictor-Corrector Smoothing Methods for Monotone LCP

In this paper, we analyze the global and local convergence properties of two predictor-corrector smoothing methods, which are based on the framework of the method in [1], for monotone linear complementarity problems (LCPs). The difference between the algorithm in [1] and our algorithms is that the neighborhood of smoothing central path in our paper is different to that in [1]. In addition, the difference between Algorithm 2.1 and the algorithm in [1] exists in the calculation of the predictor step. Comparing with the results in [1],the global and local convergence of the two methods can be obtained under very mild conditions. The global convergence of the two methods do not need the boundness of the inverse of the Jacobian. The superlinear convergence of Algorithm 2.1‘ is obtained under the assumption of nonsingularity of generalized Jacobian of Φ(x,y) at the limit point and Algorithm 2.1 obtains superlinear convergence under the assumption of strict complementarity at the solution. The efficiency of the two methods is tested by numerical experiments.     

On n-term approximation with positive coefficients

In this paper, we consider algorithms for constructing n-terms approximations with nonnegative coefficients. The convergence theorem is proved for a “positive” analog of the Pure Greedy Algorithm. We establish a condition on the sequence of weakness coefficients which is sufficient for the convergence of the Positive Weak Greedy Algorithm. This condition is also necessary for the class of monotone sequences.     

三项混合共轭梯度算法及其收敛性

本文对求解无约束优化问题提出一类三项混合共轭梯度算法,新算法将Hestenes- stiefel算法与Dai-Yuan方法相结合,并在不需给定下降条件的情况下,证明了算法在Wolfe线搜索原则下的收敛性,数值试验亦显示出这种混合共轭梯度算法较之HS和PRP的优势．     

SASEGASA: A New Generic Parallel Evolutionary Algorithm for Achieving Highest Quality Results

This paper presents a new generic Evolutionary Algorithm (EA) for retarding the unwanted effects of premature convergence. This is accomplished by a combination of interacting generic methods. These generalizations of a Genetic Algorithm (GA) are inspired by population genetics and take advantage of the interactions between genetic drift and migration. In this regard a new selection scheme is introduced, which is designed to directedly control genetic drift within the population by advantageous self-adaptive selection pressure steering. Additionally this new selection model enables a quite intuitive heuristics to detect premature convergence. Based upon this newly postulated basic principle the new selection mechanism is combined with the already proposed Segregative Genetic Algorithm (SEGA), an advanced Genetic Algorithm (GA) that introduces parallelism mainly to improve global solution quality. As a whole, a new generic evolutionary algorithm (SASEGASA) is introduced. The performance of the algorithm is evaluated on a set of characteristic benchmark problems. Computational results show that the new method is capable of producing highest quality solutions without any problem-specific additions.     

Cascading Multilevel Finite-Element Analysis for Local and Nonlocal Parabolic Problems

In this article, several cascading multilevel finite-element algorithms are considered to discretize nonlinear parabolic problems, of which the nonlinearity has either local or nonlocal form. Algorithm I solves only a stationary linear system of equations at each level of P1 finite element spaces, while Algorithm II works on the coupling of a stationary linear system of equations with a linear parabolic equation. The convergence orders of Algorithms I and II are both O(h _J ) in the energy norm; in Algorithm I the estimation depends on the number of grids, while Algorithm II does not. Algorithm III is based on Picard linearization techniques and Algorithm IV on Newton iteration. Both algorithms have convergence order—O(h _J ).