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1.
张新华 《数学杂志》2015,35(1):1-11
本文设计了一个新的求解等式约束非凸优化问题的修正牛顿算法.利用修正的拉格朗日函数,通过求解线性方程组获得搜索方向,利用价值函数的线性近似模型确定步长.在没有非奇异性假设的条件下,证明了算法的全局收敛性.数值结果表明,算法是有效的.  相似文献   

2.
非线性互补约束均衡问题的一个SQP算法   总被引:5,自引:1,他引:4  
提出了一个求解非线性互补约束均衡问题(MPCC)的逐步逼近光滑SQP算法.通过一系列光滑优化来逼近MPCC.引入l<,1>精确罚函数,线搜索保证算法具有全局收敛性.进而,在严格互补及二阶充分条件下,算法是超线性收敛的.此外,当算法有限步终止,当前迭代点即为MPEC的一个精确稳定点.  相似文献   

3.
基于非光滑向量值最小函数的一个新光滑函数, 建立了二阶锥规划一个超线性收敛的非内部连续化算法. 该算法的特点如下: 首先, 初始点任意; 其次, 每次迭代只需求解一个线性方程组即可得到搜索方向; 最后, 在无严格互补假设下, 获得算法的全局收敛性、强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   

4.
王华  乌力吉 《计算数学》2009,31(1):1-14
文中给出了垂直线性互补问题的一个新的光滑价值函数,不同于光滑化方法中的价值函数,它不包含任何必须趋向零的参数,因此算法中不涉及参数调整步骤,而且具有良好的强制性.基此价值函数,提出了求解垂直线性互补问题的一种阻尼Newton类算法,并证明了该算法对竖块P0+R0矩阵的垂直线性互补问题具有全局收敛性;当解满足相当于BD-正则条件时,算法具有局部二次收敛性;在不增加额外校正步骤(算法的每个迭代步只求解一个Newton方程)的情形下,算法对竖块P-矩阵垂直线性互补问题(无须假设严格互补),具有有限步收敛性.数值实验结果令人满意.  相似文献   

5.
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.  相似文献   

6.
本文研究了求解加权线性互补问题的光滑牛顿法.利用一类光滑函数将加权线性互补问题等价转化成一个光滑方程组,然后提出一个新的光滑牛顿法去求解它.在适当条件下,证明了算法具有全局和局部二次收敛性质.与现有的光滑牛顿法不同,我们的算法采用一个非单调无导数线搜索技术去产生步长,从而具有更好的收敛性质和实际计算效果.  相似文献   

7.
基于凝聚函数,提出一个求解垂直线性互补问题的光滑Newton法.该算法具有以下优点:(i)每次迭代仅需解一个线性系统和实施一次线性搜索;(ⅱ)算法对垂直分块P0矩阵的线性互补问题有定义且迭代序列的每个聚点都是它的解.而且,对垂直分块P0+R0矩阵的线性互补问题,算法产生的迭代序列有界且其任一聚点都是它的解;(ⅲ)在无严格互补条件下证得算法即具有全局线性收敛性又具有局部二次收敛性.许多已存在的求解此问题的光滑Newton法都不具有性质(ⅲ).  相似文献   

8.
结合罚函数思想和广义梯度投影技术,提出求解非线性互补约束数学规划问题的一个广义梯度投影罚算法.首先,通过扰动技术和广义互补函数,将原问题转化为序列带参数的近似的标准非线性规划;其次,利用广义梯度投影矩阵构造搜索方向的显式表达式.一个特殊的罚函数作为效益函数,而且搜索方向能保证效益函数的下降性.在适当的假设条件下算法具有全局收敛性.  相似文献   

9.
给出求解圆锥规划问题的一种新光滑牛顿方法.基于圆锥互补函数的一个新光滑函数,将圆锥规划问题转化成一个非线性方程组,然后用光滑牛顿方法求解该方程组.该算法可从任意初始点开始,且不要求中间迭代点是内点.运用欧几里得代数理论,证明算法具有全局收敛性和局部超线性收敛速度.数值算例表明算法的有效性.  相似文献   

10.
投影信赖域策略结合非单调线搜索算法解有界约束非线性半光滑方程组.基于简单有界约束的非线性优化问题构建信赖域子问题,半光滑类牛顿步在可行域投影得到投影牛顿的试探步,获得新的搜索方向,结合非单调线搜索技术得到回代步,获得新的步长.在合理的条件下,证明算法不仅具有整体收敛性且保持超线性收敛速率.引入非单调技术能克服高度非线性的病态问题,加速收敛性进程,得到超线性收敛速率.  相似文献   

11.
Two Convergence Problems for Monotone Sequences   总被引:1,自引:0,他引:1  
Rong Zhang  Li Wang 《Acta Appl Math》1997,47(2):213-220
Eight measures of rate of convergence of monotone sequences of real numbers have been proposed and discussed in a paper by Beyer, Ebanks, and Qualls (Acta Appl. Math. 20 (1990), 267–284). These rates arose in discussions of dynamical systems. In the comparisons of these rates, two problems remained. A complete answer is given to one of the problems and a partial answer is given to the other problem.  相似文献   

12.
In this paper, the nonlinear complementarity problem is transformed into the least squares problem with nonnegative constraints ,and a SQP algorithm for this reformulation based on a damped Gauss-Newton type method is presented. It is shown that the algorithm is globally and locally superlinearly (quadratically) convergent without the assumption of monotonicity.  相似文献   

13.
In this article we first give a characterisation of compact spaces among spaces by improving a theorem of J. Ewert. Then, with the aid of a new type of convergence, we give a characterisation of the pseudocompact and of the Lindelöf spaces.

  相似文献   


14.
We prove a characterization showing when the ideal pointwise convergence does not imply the ideal equal (aka quasi-normal) convergence. The characterization is expressed in terms of a cardinal coefficient related to the bounding number bb. We also prove a characterization showing when the ideal equal limit is unique.  相似文献   

15.
It is shown that no notion of set convergence at least as strong as Wijsman convergence but not as strong as slice convergence can be preserved in superspaces. We also show that such intermediate notions of convergence do not always admit representations analogous to those given by Attouch and Beer for slice convergence, and provide a valid reformulation. Some connections between bornologies and the relationships between certain gap convergences for nonconvex sets are also observed.Research supported in part by an NSERC research grant and by the Shrum endowment.NSERC postdoctoral fellow.  相似文献   

16.
In this paper, the concept of lacunary equi-statistical convergence is introduced and it is shown that lacunary equi-statistical convergence lies between lacunary statistical pointwise and lacunary statistical uniform convergence. Inclusion relations between equi-statistical and lacunary equi-statistical convergence are investigated and it is proved that, under some conditions, lacunary equi-statistical convergence and equi-statistical convergence are equivalent to each other. A Korovkin type approximation theorem via lacunary equi-statistical convergence is proved. Moreover it is shown that our Korovkin type approximation theorem is a non-trivial extension of some well-known Korovkin type approximation theorems. Finally the rates of lacunary equi-statistical convergence by the help of modulus of continuity of positive linear operators are studied.   相似文献   

17.
We define various ring sequential convergences on and . We describe their properties and properties of their convergence completions. In particular, we define a convergence on by means of a nonprincipal ultrafilter on the positive prime numbers such that the underlying set of the completion is the ultraproduct of the prime finite fields Further, we show that is sequentially precompact but fails to be strongly sequentially precompact; this solves a problem posed by D. Dikranjan.  相似文献   

18.
Two kinds of convergent sequences on the real vector space m of all bounded sequences in a real normed space X were discussed in this paper, and we prove that they are equivalent, which improved the results of [1].  相似文献   

19.
A convergence structure generalizing the order convergence structure on the set of Hausdorff continuous interval functions is defined on the set of minimal usco maps. The properties of the obtained convergence space are investigated and essential links with the pointwise convergence and the order convergence are revealed. The convergence structure can be extended to a uniform convergence structure so that the convergence space is complete. The important issue of the denseness of the subset of all continuous functions is also addressed.   相似文献   

20.
给出交错级数敛散性微分形式的判别法,应用此判别法可直接判别交错级数是否收敛,以及收敛时是绝对收敛还是条件收敛.  相似文献   

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