牛顿迭代法与几种改进格式的效率指数

研究牛顿迭代、牛顿弦截法以及它们的六种改进格式的计算效率,计算了它们的效率指数,得到牛顿迭代、改进牛顿法、弦截法和改进弦截法(即所谓牛顿迭代的P.C格式)、二次插值迭代格式、推广的牛顿迭代法、调和平均牛顿法和中点牛顿法的效率指数分别为0.347/n、0.3662/n、0.4812/n、0.4812/n、0.347/n、0.3662/n、0.3662/n、0.3662/n.我们的结果显示,利用抛物插值多项式推出的迭代格式和改进弦截法并没有真正提高迭代的计算效率.此外,我们还证明了改进弦截法与牛顿弦截法等价,并利用这一结论给出了改进弦截法收敛阶为2.618的一个简化证明.     

Linearized ridge-path method for function minimization

A modification based on a linearization of a ridge-path optimization method is presented. The linearized ridge-path method is a nongradient, conjugate direction method which converges quadratically in half the number of search directions required for Powell's method of conjugate directions. The ridge-path method and its modification are compared with some basic algorithms, namely, univariate method, steepest descent method, Powell's conjugate direction method, conjugate gradient method, and variable-metric method. The assessment indicates that the ridge-path method, with modifications, could present a promising technique for optimization.This work was in partial fulfillment of the requirements for the MS degree of the first author at Cairo University, Cairo, Egypt. The authors would like to acknowledge the helpful and constructive suggestions of the reviewer.     

Simultaneous estimation of thin film thickness and optical properties using two-stage optimization

In this work, we proposed the new method for estimation of the thickness and the optical properties of the thin metal oxide film deposited on a transparent substrate. The developed method uses only transmittance spectra measured. Our method is based on the two stage optimization where the thickness is determined in the outer stage and the optical properties are determined in the inner stage. The differential evolutionary algorithm is used in solving the formulated problem. The proposed method was illustrated in the case study of Titanium dioxide film deposited on a glass substrate. The results indicate that the thickness and the optical properties estimated agree well with the experiment. Moreover, we investigated robustness of the proposed method in the case of transmittance spectra containing noises. The data were modelled by adding random noises ranging between 0 and 30% to the transmittance spectra measured. It is seen that the proposed method has better robustness and performance than the existing method based on pointwise unconstrained minimization approach. In solving the estimation problem, the performance of the proposed method was also compared with the well-known Levenberg?CMarquardt method and single stage differential evolutionary method. The results indicate that the proposed method has better performance than Levenberg?CMarquardt method and single stage differential evolutionary method. Moreover, the proposed method is more robust to random noise than Levenberg?CMarquardt method and single stage differential evolutionary method.     

用不确定德尔菲法预测GDP

德尔菲法是一种建立在专家意见基础上的预测评估方法.不确定统计是利用不确定理论收集和整理分析专家数据的一种统计方法,其中关键的一点是如何构造不确定变量的不确定分布.把德尔菲法和不确定统计相结合,就得到了一种估计不确定分布的新方法——不确定德尔菲法.对该方法的估计误差进行了改进,得到了一种预测GDP的新方法,并利用其预测邯郸市的生产总值(GDP).     

大密度比和大压力比可压缩流的数值计算

将WENO方法、RKDG方法、RKDG方法结合原来的Ghost Fluid方法以及RKDG方法结合改进的Ghost Fluid方法,应用到大密度比和大压力比的单相流以及气-气、气-液两相流的数值计算,并对计算结果进行了比较分析．结果表明,与其它的方法相比,RKDG方法结合改进的Ghost Fluid方法得到了高分辨率的计算结果,可以捕捉到正确的激波位置,随着网格的加密,计算解收敛到物理解．     

On preconditioned Uzawa methods and SOR methods for saddle-point problems

This paper studies convergence analysis of a preconditioned inexact Uzawa method for nondifferentiable saddle-point problems. The SOR-Newton method and the SOR-BFGS method are special cases of this method. We relax the Bramble-Pasciak-Vassilev condition on preconditioners for convergence of the inexact Uzawa method for linear saddle-point problems. The relaxed condition is used to determine the relaxation parameters in the SOR-Newton method and the SOR-BFGS method. Furthermore, we study global convergence of the multistep inexact Uzawa method for nondifferentiable saddle-point problems.     

一种基于矩阵初等变换的Schmidt正交化方法

对向量组的Schmidt正交化法和合同变换法的关系进行了分析,指出Schmidt正交化法就是合同变换法中利用规范化初等变换后的一种特殊情况,由此给出一种基于矩阵初等变换的Schmidt正交化方法——Schmidt初等变换正交化法,以及这一方法在软件Matlab上实现的程序.     

双层规划问题的一种模式搜索Filter方法

双层规划在工程设计和经济管理中应用广泛,结合模式搜索方法和Filter方法提出了一种解决双层规划问题的算法—模式搜索Filter方法.算法以Filter法思想构造接受准则,以模式搜索提供迭代方向和步长,能够有效的解决一类双层规划问题.     

A COLUMN-SECANT UPDATE TECHNIQUE FOR SOLVING SYSTEM OF NONLINEAR EQUATIONS

In this paper,we present a column-secant modification of the SCC method,which is called the CSSCC method.The CSSCC method uses function values more efficiently than the SCC method,and it is shown that the CSSCC method has better local q-convergence and r-convergence rates than the SCC method.The numerical results show that the CSSCC method is competitive with some well known methods for some standard test problems.     

求解一类非线性方程的改进的平均法

本文研究确定非线性方程一致有效近似解的平均法,得到B方法(Krylov-Bogoliubov method)与KBM方法(Krylov-Bogoliubov-Mitropolski method)的改进形式,通过两个例子与多尺度方法的比较,说明改进的平均法的有效性,从而拓广了平均法的应用范围。     

研究伪随机数序列独立性的均匀偏度法

§1 引言 由具有在[0,1]上均匀分布的总体中产生的简单子样称为随机数序列,其中的每一样本称为随机数。所谓伪随机数序列,一般是指用数学递推公式所产生的随机数序列。如最常见的乘同余方法,它所产生的伪随机数序列就是对给定的正整数M和小于M的任意正整数初值β_1,用如下递推公式确定的:     

多目标决策问题及其求解方法研究

针对多目标决策问题的多目标最优化问题化为单目标最优化问题进行了研究.其主要方法有:理想点法、等级权重法、加权算术平均法、加权几何平均法、风险偏好系数法、乘除法、模糊规划法等.此外,还对多目标最大最小和多目标最小最大决策问题进行了处理.     

拟Raabe判别法与拟对数判别法的强弱关系

拟Raabe判别法是新近提出的关于正项级数收敛性的一种比较细致的判别法.对通项递减的正项级数来说,此判别法强于传统的Raabe判别法与Gauss判别法.通过对拟Raabe判别法与另一个细致的判别法——拟对数判别法强弱关系的探讨,得出了后一判别法强于前者的结论.     

A modified Hestenes–Stiefel projection method for constrained nonlinear equations and its linear convergence rate

The Hestenes–Stiefel (HS) method is an efficient method for solving large-scale unconstrained optimization problems. In this paper, we extend the HS method to solve constrained nonlinear equations, and propose a modified HS projection method, which combines the modified HS method proposed by Zhang et al. with the projection method developed by Solodov and Svaiter. Under some mild assumptions, we show that the new method is globally convergent with an Armijo line search. Moreover, the R-linear convergence rate of the new method is established. Some preliminary numerical results show that the new method is efficient even for large-scale constrained nonlinear equations.     

对流占优扩散方程的特征线楔形基无网格法

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.     

Improvements of Some Projection Methods for Monotone Nonlinear Variational Inequalities

In this paper, we study the relationship of some projection-type methods for monotone nonlinear variational inequalities and investigate some improvements. If we refer to the Goldstein–Levitin–Polyak projection method as the explicit method, then the proximal point method is the corresponding implicit method. Consequently, the Korpelevich extragradient method can be viewed as a prediction-correction method, which uses the explicit method in the prediction step and the implicit method in the correction step. Based on the analysis in this paper, we propose a modified prediction-correction method by using better prediction and correction stepsizes. Preliminary numerical experiments indicate that the improvements are significant.     

A note on estimating parameters in two-parameter Pareto distributions

Pareto distributions are used extensively in modelling income distributions. Estimation of parameters is revisited in two-parameter Pareto distributions. The method of quantile estimates using the elemental estimates and the method of product spacings are applied to the two-parameter Pareto distributions. A comparative study between the maximum likelihood method, the unbiased estimates which are functions of the maximum likelihood method, the minimum mean squared error method, the method of moments, the method of quantile estimation, the method of quantile estimation using the elemental estimates and the method of product spacings is presented.     

An Improved Hybrid Method for Inverse Obstacle Scattering Problems

An improved hybrid method is introduced in this paper as a numerical method to reconstruct the scatterer by far-field pattern for just one incident direction with unknown physical properties of the scatterer. The improved hybrid method inherits the idea of the hybrid method by Kress and Serranho which is a combination of Newton and decomposition method, and it improves the hybrid method by introducing a general boundary condition. The numerical experiments show the feasibility of this method.     

投入产出技术在计划平衡中的理论与应用

在用投入产出技术作计划平衡时，目前一般采用最终产品法、总产品法及国民收入法等．本文从理论上研究了这些方法的可行性问题，并在此基础上提出一个较理想的综合法．最后附有实例并说明综合法的现实意义．     

逐步删除法确定复杂系统主导结构及其应用

在流率基本入树建模法、反馈环行列式计算法和系统基模X-0-1行列式计算法的基础上,结合系统行为模拟分析的变化曲线,提出了确定系统关键变量主导结构的逐步删除法,为复杂系统的动态结构和行为模式的分析提供有效的方法.运用此方法,对"公司+农户"规模经营模式的系统关键变量主导结构进行了分析,并提出相应的管理方针,实现了用系统科学方法分析"三农"问题的目的.