遗传算法求解约束非线性规划及Matlab实现

对于约束非线性规划问题,传统的方法:可行方向法、惩罚函数法计算烦琐且精度不高.用新兴的遗传算法来解决约束非线性规划,核心是惩罚函数的构造.以前的惩罚函数遗传算法有的精度较低,有的过于复杂.本文在两个定义的基础上构造了新的惩罚函数,并在新的惩罚函数的基础上,提出了一种解决约束非线性最优化问题的方法.通过两个例子应用Matlab说明了这个算法的可行性.     

带等式约束的光滑优化问题的一类新的精确罚函数

罚函数方法是将约束优化问题转化为无约束优化问题的主要方法之一. 不包含目标函数和约束函数梯度信息的罚函数, 称为简单罚函数. 对传统精确罚函数而言, 如果它是简单的就一定是非光滑的; 如果它是光滑的, 就一定不是简单的. 针对等式约束优化问题, 提出一类新的简单罚函数, 该罚函数通过增加一个新的变量来控制罚项. 证明了此罚函数的光滑性和精确性, 并给出了一种解决等式约束优化问题的罚函数算法. 数值结果表明, 该算法对于求解等式约束优化问题是可行的.     

一类带约束min-max-min问题的区间算法

构造了求解一类带不等式约束的min-max-min问题的区间算法,其中目标函数和约束函数都是一阶连续可微函数,证明了方法的收敛性,给出了数值算例.该方法可以同时求出问题的最优值和全部全局最优解,是有效和可靠的.     

非线性约束优化的光滑化平方根罚函数

介绍一种非线性约束优化的不可微平方根罚函数,为这种非光滑罚函数提出了一个新的光滑化函数和对应的罚优化问题,获得了原问题与光滑化罚优化问题目标之间的误差估计. 基于这种罚函数,提出了一个算法和收敛性证明,数值例子表明算法对解决非线性约束优化具有有效性.     

具有算子约束的Lipschitz规划的最优性条件

Barbu等人在文[1]中时目标函数和约束算子都是Frechet可微的情况下证明了具有算子约束的数学规划的最优性必要条件．本文将这一问题推广为目标函数为非光滑的情形,给出了具有算子约束的Lipschitz规划的最优性充分条件和必要条件．     

约束KP系列的广义Wronskian解

Kadomstev-Petviashvili(KP)系列的r-函数能够表示成生成函数的广义Wronskian行列式,这里的生成函数满足一组线性偏微分方程.本文引入一种新的方法把由规范变换Tn+k生成的KP系列约化到M(相似文献   

约束KP系列的广义Wronskian解

Kadomstev-Petviashvili(KP)系列的τ-函数能够表示成生成函数的广义Wronskian行列式,这里的生成函数满足一组线性偏微分方程.本文引入一种新的方法把由规范变换Tn+k生成的KP系列约化到M(＜N=n+k)-分量的约束KP(cKP)系列,同时得到从KP系列的广义Wronskian解约化到cKP系列的广义WrOnskian解的充分条件.并对上述充分条件进行化简,使之直接体现为对两类生成函数的约束.     

箱约束变分不等式的一个简单光滑价值函数和阻尼牛顿法

通过引入中间值函数的一类光滑价值函数,构造了箱约束变分不等式的一种新的光滑价值函数,该函数形式简单且具有良好的微分性质．基于此给出了求解箱约束变分不等式的一种阻尼牛顿算法,在较弱的条件下,证明了算法的全局收敛性和局部超线性收敛率,以及对线性箱约束变分不等式的有限步收敛性．数值实验结果表明了算法可靠有效的实用性能．     

连续化方法求解约束凸规划问题

1．引言大型规划问题数值求解一直是计算数学工作者感兴趣的课题之一．针对大型约束规划问题,1991年李兴斯山提出凝聚函数法,该方法用光滑的凝聚函数逼近非光滑的极大值函数,从而把多个约束函数转化为带参数的单个光滑函数约束,从而降低了问题的规模．近年来,K3］研究了凸规划问题的凝聚函数法的收敛性,在目标函数强凸性及对一般凸规划研究了收敛性质．向讨论了可行解集有界的线性规划问题的凝聚函数求解算法并证明了收效性定理．上述文章均预先把凝聚参数取得充分小,然后对固定参数的单约束近似问题进行求解．一般地,凝聚参数取得…     

求解Hamilton约束的新算法

利用吴方法对多项式类型带约束的Hamilton系统作了研究.给出了判断系统是否正则的一个新算法.对于正则系统,可以得到Hamilton函数和运动方程,而对退化的系统给出了两个求解约束的新算法,得到带约束的Hamilton函数和运动方程.利用符号计算软件,这几个算法都可以在计算机上实现.     

离散型Lurie控制系统绝对稳定的充分必要条件

本文研究了离散型Lurie控制系统(1)在非线性函数f(σ)满足f(0)=0,σf(σ)>0(σ≠0)(2)或f(0)=0,0≤k₁≤f(σ)/σ≤k₂<+∞(σ≠0)(3)时,零解的绝对稳定性。给出了系统(1)在满足条件(2)时零解绝对稳定的构造性充要条件,并得到了系统(1)的简化系统在满足条件(3)时,绝对稳定的充分及充要判据。     

The Extension Degree Conditions for Fractional Factor

In Gao’s previous work, the authors determined several degree conditions of a graph which admits fractional factor in particular settings. It was revealed that these degree conditions are tight if b = f(x) = g(x) = a for all vertices x in G. In this paper, we continue to discuss these degree conditions for admitting fractional factor in the setting that several vertices and edges are removed and there is a difference Δ between g(x) and f(x) for every vertex x in G. These obtained new degree conditions reformulate Gao’s previous conclusions, and show how Δ acts in the results. Furthermore,counterexamples are structured to reveal the sharpness of degree conditions in the setting f(x) =g(x) + Δ.     

On Generalized Carathéodory's Conditions in Ordinary Differential Equations

In this paper we prove that generalized Carathéodory's conditions (so called (G) conditions) imply well - known general conditions which guarantee existence and some properties of solutions of the Cauchy problem, in the Carathéodory sense, as e.g. continuous dependence on initial conditions.     

Estimation of urban traffic conditions using an Automatic Vehicle Location (AVL) System

The aim of this paper is to develop an Information Extension Model (IEM) which uses location data of bus fleets (AVL data) to estimate road traffic conditions and provide input for implementing control strategies. The IEM consists of three sub-models: the Link Traffic Condition Model (LTCM), the AVL Adaptation Model (AVLAM) and the Network Traffic Condition Model (NTCM). The first provides road traffic conditions as a function of mass-transit traffic conditions in the case of shared lanes, the second provides mass-transit traffic conditions as a function of AVL data, and the last provides road traffic conditions over the whole road network as a function of mass-transit traffic conditions.     

均衡约束数学规划的约束规格和最优性条件综述

约束规格在约束优化问题的最优性条件中起着重要的作用,介绍了近几年国际上关于均衡约束数学规划(简记为MPEC)的约束规格以及最优性条件的研究成果, 包括以下主要内容: (1) MPEC常用的约束规格(如线性无关约束规格 (MPEC-LICQ)、Mangasarian-Fromovitz约束规格 (MPEC-MFCQ)等)和新的约束规格(如恒秩约束规格、常数正线性相关约束规格等), 以及它们之间的关系; (2) MPEC常用的稳定点; (3) MPEC的最优性条件. 最后还对MPEC的约束规格和最优性条件的研究前景进行了探讨.     

非全局Lipschitz条件下随机延迟微分方程Euler方法的收敛性

大多数随机延迟微分方程数值解的结果是在全局Lipschitz条件下获得的.许多延迟方程不满足全局Lipschitz条件,研究非全局Lipschitz条件下的数值解的性质,具有重要的意义.本文证明了漂移系数满足单边Lipschitz条件和多项式增长条件,扩散系数满足全局Lipschitz条件的一类随机延迟微分方程的Eul...     

Battle-outcome prediction for an extended system of Lanchester-type differential equations

Battle-outcome-prediction conditions are given for an extended system of Lanchester-type differential equations for two different types of battle-termination conditions: (a) fixed-force-level-breakpoint battles, and (b) fixed-force-ratio-breakpoint battles. Necessary and sufficient conditions for predicting battle outcome are given in the former case for a fight to the finish, while sufficient conditions are given in the latter case. The former results are equivalent to those for the problem of classical analysis of determining (explicitly as a function of the initial conditions) the occurrence of a zero point for the solution to this extended system, although such results as given here have not appeared previously for nonoscillatory (in the strict sense) solutions.     

When a compact (countably compact) set is closed. II

We obtain (a) necessary and sufficient conditions and (b) sufficient conditions for a compact (countably compact) set to be closed in products (sequential products) and subspaces (sequential subspaces) of normal spaces. As a consequence of these, sufficient conditions are obtained for (i) the closedness of arbitrary (countable) union of closed sets and (ii) the equality of the union of the closures and the closure of the union of arbitrary (countable) families of sets in these spaces. It is also shown that these results do not hold for quotients of even T ₄,-spaces.     

一类广义Liénard系统解的有界性

研究了一类广义 Liénard系统dxdt=p(y) -F(x) ,　 dydt=-g(x) (E)解的有界性 .首先获得了系统 (E)存在无界解的两个新的充分条件 ,然后获得系统 (E)所有解正向有界的若干充分条件和充要条件 ,所获结果改进和扩展了文 [1 -2 ]中的相应结果 .     

A Group-Theoretic Approach to Parameter Identifiability of PDE Systems

The contribution is devoted to the parameter identifiability problem of (nonlinear) PDE systems. Especially, we discuss the (local) identifiability of parameters along a trajectory. The analysis relies on a coordinate-free formulation for systems, including boundary conditions, and we motivate an approach by (Lie) transformation groups, whose success for PDE systems depends on a consequent extent to the accompanying boundary conditions. The (non-)identifiability of parameters is related to the (non-)existence of group generators, wherewith (local) conditions can be derived. (© 2010 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)