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1.
本本文给出了一个解非线性对称方程组问题的具有下降方向的近似高斯一牛顿基础BFGS方法。无论使用何种线性搜索此方法产生的方向总是下降的。在适当的条件下我们将证明此方法的全局收敛性和超线性收敛性。并给出数值检验结果。  相似文献   

2.
非线性约束条件下一个超线性收敛的可行方法   总被引:3,自引:0,他引:3  
高自友  吴方 《数学学报》1997,40(6):895-900
在本文中,我们对非线性不等式约束条件下的非线性优化问题给出了一个新的SQP类可行方法.此算法不但结构简单、易于计算,并且在适当的假设条件下,我们证明了算法具有全局收敛性及超线性收敛性  相似文献   

3.
等腰三角形Mindlin板的自由振动分析   总被引:2,自引:0,他引:2  
提出了一种新方法来对基于 Mindlin剪切变形理论的等腰三角形板进行自由振动分析 .此方法采用了一种新的基函数并利用 pb-2 Rayleigh-Ritz边界函数得到了一种新型的 Ritz方法 .这种方法的有效性通过收敛性和对比性分析得到了证实 .数值结果表明此方法相当精确有效 .  相似文献   

4.
本文定义了一种新的滤子方法,并提出了求解光滑不等式约束最优化问题的滤子QP-free非可行域方法.通过乘子和分片线性非线性互补函数,构造一个等价于原约束问题一阶KKT条件的非光滑方程组.在此基础上,通过牛顿-拟牛顿迭代得到满足KKT最优条件的解,在迭代中采用了滤子线搜索方法,证明了该算法是可实现,并具有全局收敛性.另外,在较弱条件下可以证明该方法具有超线性收敛性.  相似文献   

5.
本文定义了一种新的滤子方法,并提出了求解光滑不等式约束最优化问题的滤子QP-free非可行域方法. 通过乘子和分片线性非线性互补函数,构造一个等价于原约束问题一阶KKT条件的非光滑方程组.在此基础上, 通过牛顿-拟牛顿迭代得到满足KKT最优条件的解,在迭代中采用了滤子线搜索方法,证明了该算法是可实现,并具有全局收敛性. 另外,在较弱条件下可以证明该方法具有超线性收敛性.  相似文献   

6.
本文给出一个求解非线性对称方程组问题的修改的信赖域方法,在适当的条件下我们将建立此方法的全局收敛性.对给定的问题而言,数值结果表明此方法是有效的.  相似文献   

7.
收敛性是数值计算方法中一个非常重要的概念.采用各种数值计算方法求解了常微分方程初值问题,试图通过哲学公式相对真理/绝对真理=0.9来解释数值计算结果和理论结果的关系.通过此哲学公式来刻画数值解收敛到真解的过程,简单易懂.随着小数点后面9的个数的增加,数值结果和理论结果的误差在不断减小.哲学公式有助于学生进一步认识数值计算方法的收敛性.  相似文献   

8.
本文针对Kirchhoff 板弯问题提出了一个基于高阶Hellan-Herrmann-Johnson (简记为H-H-J)方法的自适应有限元算法, 分析了它的收敛性和计算复杂度. 证明了算法在执行过程中, 相应的拟能量误差会以几何级数单调衰减, 从而得到收敛性. 利用此单调下降性质, 进一步给出了算法的计算复杂度. 推导过程中的一个关键步骤是建立基于平衡方程的单元误差表示(error indicator) 与平衡方程右端载荷震荡项(data oscillation) 的局部等价关系.  相似文献   

9.
该文在Hilbert空间中,利用CQ方法证明了修正渐近非扩张半群的Ishikawa迭代序列的强收敛性,此结果推广并改进了一些相关结论.  相似文献   

10.
杨晓辉 《运筹学学报》2010,14(3):109-121
本文提出一个求解不等式约束的Minimax问题的滤子算法,结合序列二次规划方法,并利用滤子以避免罚函数的使用.在适当的条件下,证明了此方法的全局收敛性及超线性收敛性.数值实验表明算法是有效的.  相似文献   

11.
张清叶  高岩 《运筹学学报》2016,20(2):113-120
提出一种求解非光滑凸规划问题的混合束方法. 该方法通过对目标函数增加迫近项, 且对可行域增加信赖域约束进行迭代, 做为迫近束方法与信赖域束方法的有机结合, 混合束方法自动在二者之间切换, 收敛性分析表明该方法具有全局收敛性. 最后的数值算例验证了算法的有效性.  相似文献   

12.
本文研究了一维对流占优扩散方程的初边值问题.利用特征线法与楔形基无网格法,获得了特征线楔形基无网格显格式与隐格式算法.数值实验表明算法具有精度高、计算简单等优点.  相似文献   

13.
In this paper, we propose a parallel exact method to solve bi-objective combinatorial optimization problems. This method has been inspired by the two-phase method which is a very general scheme to optimally solve bi-objective combinatorial optimization problems. Here, we first show that applying such a method to a particular problem allows improvements. Secondly, we propose a parallel model to speed up the search. Experiments have been carried out on a bi-objective permutation flowshop problem for which we also propose a new lower bound.  相似文献   

14.
In this article, we present a method for minimization of a nondifferentiable function. The method uses trust region strategy combined with a bundle method philosophy. It is proved that the sequence of points generated by the algorithm has an accumulation point that satisfies the first order necessary and sufficient conditions.  相似文献   

15.
裕静静  江平  刘植 《计算数学》2017,39(2):151-166
本文首先根据Runge-Kutta方法的思想,结合Newton迭代法,提出了一类带参数的解非线性方程组F(x)=0的迭代算法,然后基于解非线性方程f(x)=0的King算法,给出第二类解非线性方程组的迭代算法,收敛性分析表明这两类算法都是五阶收敛的.其次给出了本文两类算法的效率指数,以及一些已知算法的效率指数,并且将本文算法的效率指数与其它方法进行详细的比较,通过效率比率R_(i,j)可知本文算法具有较高的计算效率.最后给出了四个数值实例,将本文两类算法与现有的几种算法进行比较,实验结果说明本文算法收敛速度快,迭代次数少,有明显的优势.  相似文献   

16.
张军  黄象鼎 《数学杂志》2002,22(1):69-73
本文吸取了多水平方法的思想,采用多水平方法提供了离散化参数和迭代初值的合理的选择方法,提出了Hilbert尺度下求解非线性不适定问题的多水平Landweber迭代算法,并给出了算法的收敛性分析,证明了算法在整体上提高了Hilbert尺度下的Landweber迭代法的迭代效率。  相似文献   

17.
Alternating projection methods have been extensively used to find the closest point, to a given point, in the intersection of several given sets that belong to a Hilbert space. One of the characteristics of these schemes is the slow convergence that can be observed in practical applications. To overcome this difficulty, several techniques, based on different ideas, have been developed to accelerate their convergence. Recently, a successful acceleration scheme was developed specially for Cimmino's method when applied to the solution of large-scale saddle point problems. This specialized acceleration scheme is based on the use of the well-known conjugate gradient method for minimizing a related convex quadratic map. In this work, we extend and further analyze this optimization approach for several alternating projection methods on different scenarios. In particular, we include a specialized analysis and treatment for the acceleration of von Neumann-Halperin's method and Cimmino's method on subspaces, and Kaczmarz method on linear varieties. For some specific applications we illustrate the advantages of our acceleration schemes with encouraging numerical experiments.  相似文献   

18.
The complementarity problem is theoretically and practically useful, and has been used to study and formulate various equilibrium problems arising in economics and engineerings. Recently, for solving complementarity problems, various equivalent equation formulations have been proposed and seem attractive. However, such formulations have the difficulty that the equation arising from complementarity problems is typically nonsmooth. In this paper, we propose a new smoothing Newton method for nonsmooth equations. In our method, we use an approximation function that is smooth when the approximation parameter is positive, and which coincides with original nonsmooth function when the parameter takes zero. Then, we apply Newton's method for the equation that is equivalent to the original nonsmooth equation and that includes an approximation parameter as a variable. The proposed method has the advantage that it has only to deal with a smooth function at any iteration and that it never requires a procedure to decrease an approximation parameter. We show that the sequence generated by the proposed method is globally convergent to a solution, and that, under semismooth assumption, its convergence rate is superlinear. Moreover, we apply the method to nonlinear complementarity problems. Numerical results show that the proposed method is practically efficient.  相似文献   

19.
In recent papers Ruhe suggested a rational Krylov method for nonlinear eigenproblems knitting together a secant method for linearizing the nonlinear problem and the Krylov method for the linearized problem. In this note we point out that the method can be understood as an iterative projection method. Similarly to the Arnoldi method the search space is expanded by the direction from residual inverse iteration. Numerical methods demonstrate that the rational Krylov method can be accelerated considerably by replacing an inner iteration by an explicit solver of projected problems.  相似文献   

20.
约束全局最优化的水平值估计算法   总被引:5,自引:0,他引:5  
彭拯  邬冬华  田蔚文 《计算数学》2007,29(3):293-304
本文针对约束全局最优化问题,定义并研究了约束水平集上的方差函数,利用牛顿切线法求解方差方程的最大根构造出一种全局优化的水平值估计算法,并基于数论中一致分布佳点集求数值积分的方法建立了它的实现算法,验证了实现算法满足不精确牛顿算法的收敛性条件,从而证明了实现算法的收敛性.初步的数值实验说明了算法的有效性.  相似文献   

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