共查询到20条相似文献,搜索用时 46 毫秒
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基于非单调技术和L-M算法,提出了一种新的求解带界约束的非线性方程组的混合方法.在一定条件下,该算法具有全局收敛性.数值试验表明该算法是有效的. 相似文献
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在方程组方法框架下,给出了一种求解二阶锥规划的非精确光滑算法.在适当的条件下,证明了该算法具有全局收敛性.数值试验表明该算法对求解中大规模二阶锥规划是有效的. 相似文献
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利用光滑函数建立了不等式约束优化问题KT条件的一个扰动方程组,提出了一个新的内点型算法.该算法在有限步终止时当前迭代点即为优化问题的一个精确稳定点.在一定条件下算法具有全局收敛性,数值试验表明该算法是有效的. 相似文献
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在本文中,对于求解非线性整数规划的问题,提出了一个新的填充函数和相应的算法,该函数只有一个参数,具有较好的可操作性.数值试验显示,该算法是有效和可靠的. 相似文献
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非线性整数规划问题是一类复杂的优化问题,填充函数算法是求解整数规划问题的一类有效方法.构造一个新的单参数填充函数,分析并证明了其填充性质;然后,基于该填充函数并结合离散最速下降法提出了一种新的填充函数算法;最后,采用新算法对6个测试函数进行数值实验,结果表明该算法具有良好的计算效果,是有效可行的. 相似文献
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详细研究了一种一元非线性系统的BP算法,提出并证明了该算法的收敛性定理,给出了该算法的应用实例.计算机仿真结果表明:对于随机给定的初始点,该算法都能稳定收敛到它的一个实根,而且计算精度可控,因此,该算法是有效的.与传统的计算方法相比,本文算法不仅具有收敛速度快,而且计算精度可控以及初始点随机给定的集中优点. 相似文献
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J. Bräuninger 《Journal of Optimization Theory and Applications》1981,35(2):195-216
Robinson's quadratically convergent algorithm for general nonlinear programming problems is modified in such a way that, instead of exact derivatives of the objective function and the constraints, approximations of these can be used which are computed by differences of function values. This locally convergent algorithm is then combined with a penalty function method to provide a globally and quadratically convergent algorithm that does not require the calculation of derivatives. 相似文献
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This paper is concerned with a kind of QP-free feasible algorithm which solves an inequality constrained nonlinear optimization problem. Under some weaker conditions than those in [H. Qi, L. Qi, A New QP-free, globally convergent, locally superlinear convergent algorithm for inequality constrained optimization, SIAM J. Optim. 11 (2000) 113–132], we prove that the algorithm is implementable and globally convergent. Moreover, some numerical test results are given to indicate that the algorithm is quite promising. 相似文献
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一个等式约束问题的拟Newton—信赖域型方法及其收敛性 总被引:1,自引:0,他引:1
在[1]中,Vardi提出一个信赖域方法,而收敛性证明却是在精确λ-搜索下给出的,本文在[1]的基础上提出一个新的算法-拟Newton-信赖域型算法,并证明该算法是全局收敛的,通过利用二阶修正技术去修正该算法,我们证明了该算法是局部超线性收敛的。 相似文献
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基于 Chen- Mangasarian光滑函数的一个子类 ,针对单调非线性互补问题给出了一种不可行非内点连续方法预估校正算法 ,并在适当的条件下 ,证明了算法具有全局线性收敛性和局部二次收敛性。 相似文献
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D. Pu 《Journal of Optimization Theory and Applications》2002,112(1):187-211
In this paper, we consider the DFP algorithm without exact line search. We strengthen the conditions on the line search and prove that, under the new line search conditions, the DFP algorithm is globally convergent, Q-superlinearly convergent, and n-step quadratically convergent. 相似文献
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This paper studies the problem of split convex feasibility and a strong convergent alternating algorithm is established. According to this algorithm, some strong convergent theorems are obtained and an affirmative answer to the question raised by Moudafi is given. At the same time, this paper also generalizes the problem of split convex feasibility. 相似文献
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A Non-Interior Path Following Method for Convex Quadratic Programming Problems with Bound Constraints 总被引:2,自引:1,他引:1
Song Xu 《Computational Optimization and Applications》2004,27(3):285-303
We propose a non-interior path following algorithm for convex quadratic programming problems with bound constraints based on Chen-Harker-Kanzow-Smale smoothing technique. Conditions are given under which the algorithm is globally convergent or globally linearly convergent. Preliminary numerical experiments indicate that the method is promising. 相似文献
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In this paper, we consider the so-called "inexact Uzawa" algorithm applied to the unstable Navier-Stokes problem. We use stabilization matrix to stabilize the unstable system and proved theoretically that under given proper preconditioners, Uzawa algorithm is convergent for the stablization system. Bounds for the iteration error are provided. We show numerically that Uzawa algorithm is convergent as well for the sta 相似文献
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基于黄正海等2001年提出的光滑函数,本文给出一个求解P0函数非线性互补问题的非内部连续化算法.所给算法拥有一些好的特性.在较弱的条件下,证明了所给算法或者是全局线性收敛,或者是全局和局部超线性收敛.给出了所给算法求解两个标准测试问题的数值试验结果. 相似文献