共查询到20条相似文献,搜索用时 93 毫秒
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利用Armijio条件和信赖域方法,构造新的价值函数.首次将内点算法与filter技术结合起来,提出一种求解非线性互补问题的新算法,即filter内点算法.在主算法中使用Armijio型线搜索求取步长,在修复算法中使用信赖域方法进行适当控制以保证算法的收敛性.文章还讨论了算法的全局收敛性.最后用数值实验表明了该方法是有效的. 相似文献
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引用两种加速计算PageRank的算法,分别为内外迭代法和两步分裂迭代算法.从这两种方法中,得到多步幂法修正的内外迭代方法.首先,详细介绍了算法实施过程.然后,对此算法的收敛性进行证明,并且将此算法的谱半径与两步分裂迭代算法的谱半径进行比较.最后,数值试验说明该算法的计算速度比两步分裂迭代法要快. 相似文献
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《数学的实践与认识》2019,(21)
FastICA算法是一种快速独立分量分析(Independent Component Analysis:ICA)算法,但它是基于牛顿迭代方法和合理近似的一种算法,所以具有改进空间.近年来提出了许多改进的具有更高阶收敛性质的牛顿迭代方法.将一种3阶收敛的牛顿迭代方法引入ICA算法的推导中,在合理近似的基础上,提出了一种改进的两步迭代FastICA算法.与传统FastICA算法相比,提出的改进的FastICA算法一次迭代的计算量有所增加.但是,实验结果表明,新提出的改进的FastICA算法更稳健、具有更快的收敛速度. 相似文献
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本文讨论不等式约束优化问题,给出一个信赖域方法与SQP方法相结合的新的可行算法,算法中采用了压缩技术,使得QP子问题产生的搜索方向尽可能为可行方向,并且采用了高阶校正的方法来克服算法产生的Maratos效应现象.在适当的条件下,证明了算法的全局收敛性和超线性收敛性.数值结果表明算法是有效的. 相似文献
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保结构算法的相位误差分析及其修正 总被引:2,自引:0,他引:2
辛算法和保能量算法是应用最为广泛的两种保结构算法.本文从相位误差的角度给出了他们的比较结果.我们针对线性动力系统,分别分析了基于Pade对角逼近给出的辛算法和基于平均向量场法得到的能量守恒算法的相位误差,并通过数值验证了分析结果.文章还给出了保结构算法相位误差的改进方法,并通过数值例子验证了方法的有效性. 相似文献
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启发式优化算法已成为求解复杂优化问题的一种有效方法,可用于解决传统的优化方法难以求解的问题.受乌鸦喝水寓言故事启发,提出一种新型元启发式优化算法—乌鸦喝水算法,首先建立了乌鸦喝水算法数学模型;其次,给出实现该算法的详细步骤;最后,将该算法用于基准函数优化,并将该算法与乌鸦搜索算法、粒子群优化算法、多元宇宙优化算法、花授粉算法、布谷鸟算法等群智能算法进行了比较.仿真实验结果表明,乌鸦喝水算法优于其他算法. 相似文献
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A rank-one algorithm is presented for unconstrained function minimization. The algorithm is a modified version of Davidon's variance algorithm and incorporates a limited line search. It is shown that the algorithm is a descent algorithm; for quadratic forms, it exhibits finite convergence, in certain cases. Numerical studies indicate that it is considerably superior to both the Davidon-Fletcher-Powell algorithm and the conjugate-gradient algorithm. 相似文献
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A DERIVATIVE-FREE ALGORITHM FOR UNCONSTRAINED OPTIMIZATION 总被引:1,自引:0,他引:1
Peng Yehui Liu Zhenhai 《高校应用数学学报(英文版)》2005,20(4):491-498
In this paper a hybrid algorithm which combines the pattern search method and the genetic algorithm for unconstrained optimization is presented. The algorithm is a deterministic pattern search algorithm,but in the search step of pattern search algorithm,the trial points are produced by a way like the genetic algorithm. At each iterate, by reduplication,crossover and mutation, a finite set of points can be used. In theory,the algorithm is globally convergent. The most stir is the numerical results showing that it can find the global minimizer for some problems ,which other pattern search algorithms don't bear. 相似文献
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提出了一种凸组合共轭梯度算法,并将其算法应用到ARIMA模型参数估计中.新算法由改进的谱共轭梯度算法与共轭梯度算法作凸组合构造而成,具有下述特性:1)具备共轭性条件;2)自动满足充分下降性.证明了在标准Wolfe线搜索下新算法具备完全收敛性,最后数值实验表明通过调节凸组合参数,新算法更加快速有效,通过具体实例证实了模型的显著拟合效果. 相似文献
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P. P. B. Eggermont 《Applied Mathematics and Optimization》1999,39(1):75-91
We study a modification of the EMS algorithm in which each step of the EMS algorithm is preceded by a nonlinear smoothing
step of the form , where S is the smoothing operator of the EMS algorithm. In the context of positive integral equations (à la positron emission tomography)
the resulting algorithm is related to a convex minimization problem which always admits a unique smooth solution, in contrast
to the unmodified maximum likelihood setup. The new algorithm has slightly stronger monotonicity properties than the original
EM algorithm. This suggests that the modified EMS algorithm is actually an EM algorithm for the modified problem. The existence
of a smooth solution to the modified maximum likelihood problem and the monotonicity together imply the strong convergence
of the new algorithm. We also present some simulation results for the integral equation of stereology, which suggests that
the new algorithm behaves roughly like the EMS algorithm.
Accepted 1 April 1997 相似文献
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A descent algorithm for nonsmooth convex optimization 总被引:1,自引:0,他引:1
Masao Fukushima 《Mathematical Programming》1984,30(2):163-175
This paper presents a new descent algorithm for minimizing a convex function which is not necessarily differentiable. The
algorithm can be implemented and may be considered a modification of the ε-subgradient algorithm and Lemarechal's descent
algorithm. Also our algorithm is seen to be closely related to the proximal point algorithm applied to convex minimization
problems. A convergence theorem for the algorithm is established under the assumption that the objective function is bounded
from below. Limited computational experience with the algorithm is also reported. 相似文献
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BP神经网络算法是目前应用最广泛的一种神经网络算法,但有收敛速度慢和易陷入局部极小值等缺陷.本文利用混沌遗传算法(CGA)具有混沌运动遍历性、遗传算法反演性的特性来改进BP神经网络算法.该算法的基本思想是用混沌遗传算法对BP神经网络算法的初始权值和初始阈值进行优化.把混沌变量加入遗传算法中,提高遗传算法的全局搜索能力和收敛速度;用混沌遗传算法优化后得到的最优解作为BP神经网络算法的初始权值和阈值.通过实验观察,改进后的结果与普通的BP神经网络算法的结果相比,具有更高的准确率. 相似文献
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A recursive rotation algorithm is built and investigated. The algorithm is a possible version of the nested dissection algorithm. The Liu algorithm builds a matrix graph separator by means of rotation of an elimination tree, which reduces the height of the latter. In this case, the nodes of the matrix graph are previously reordered by one of the well-known Cuthill-McKee algorithms, the reverse Cuthill-McKee algorithm, and the King algorithm. Then this procedure is recursively repeated. The recursive rotation algorithm is compared with the multilevel and spectral methods of graph separation for 2D finite-element grids. 相似文献
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离散变量结构优化设计的组合算法* 总被引:10,自引:0,他引:10
本文首先给出了离散变量优化设计局部最优解的定义,然后提出了一种综合的组合算法.该算法采用分级优化的方法,第一级优化首先采用计算效率很高且经过随机抽样性能实验表明性能较高的启发式算法─—相对差商法,求解离散变量结构优化设计问题近似最优解 X ;第二级采用组合算法,在 X 的离散邻集内建立离散变量结构优化设计问题的(-1,0.1)规划模型,再进一步将其化为(0,1)规划模型,应用定界组合算法或相对差商法求解该(0,1)规划模型,求得局部最优解.解决了采用启发式算法无法判断近似最优解是否为局部最优解这一长期未得到解决的问题,提高了计算精度,同时,由于相对差商法的高效率与高精度,以上综合的组合算法的计算效率也还是较高的. 相似文献