共查询到18条相似文献,搜索用时 187 毫秒
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利用同伦方法求解非凸规划时,一般只能得到问题的K-K-T点.本文得到无界域上同伦方法求解非凸规划的几个收敛性定理,证明在一定条件下,通过构造合适的同伦方程,同伦算法收敛到问题的局部最优解. 相似文献
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《高校应用数学学报(A辑)》2021,36(2)
提出了一种非内点同伦方法来解决无界集上的双层规划问题,并在适当的假设条件下,证明了同伦路径的存在性和全局收敛性.这种方法放宽了对初始点的要求,使数值计算更加便利.数值结果表明,该方法与现有的解双层规划问题的同伦方法相比,计算效率更高. 相似文献
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本文给出了求解多目标规划的一种连续同伦方法 .首先 ,运用光滑熵函数将多目标多约束的问题化为单目标单约束的问题 ,然后构造了求解单目标问题的同伦方法 ,并证明了其大范围收敛性 . 相似文献
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连续化方法求解一般非凸规划的K-K-T点 总被引:2,自引:0,他引:2
对较一般的非凸规划的K-K-T方程组,构造了一种连续化内点同伦,并且分析了收敛于此类规划K-K-T点的同伦解曲线及其求解方法,数值结果亦图示了这些理论结果,值得一提的是这种方法削弱了冯果忱等人(1998)的假设条件-外法锥条件。 相似文献
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关于二次规划问题分段线性同伦算法的改进 总被引:1,自引:0,他引:1
杨冰 《高校应用数学学报(A辑)》1995,(4):417-424
本文利用Cholesky分解,Gauss消去等技术和定义适当的同伦映射,将关于二次规划问题的分段线性同伦算法加以改进,改进后的算法,对于严格凸二次规划来说,计算效率与Goldfarb-Idnani的对偶法相当。 相似文献
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大范围求解非线性方程组的指数同伦法 总被引:1,自引:0,他引:1
为了解决关于奇异的非线性方程组求根问题,提出了一种由同伦算法推出大范围收敛的连续型方法-指数同伦法,构造了一类指数同伦方程,克服了Jacobi矩阵的奇异,分析了指数同伦方 相似文献
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梁崇民 《数学的实践与认识》2004,34(5):168-169
利用待定连续函数的方法求出所需要的同伦映射 ,利用图形求出所需要的同伦映射 .介绍一种同伦映射的构造方法并给出具体表达式 . 相似文献
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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… 相似文献
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Augmented Lagrangian Homotopy Method for the Regularization of Total Variation Denoising Problems 总被引:1,自引:0,他引:1
L. A. Melara A. J. Kearsley R. A. Tapia 《Journal of Optimization Theory and Applications》2007,134(1):15-25
This paper presents a homotopy procedure which improves the solvability of mathematical programming problems arising from
total variational methods for image denoising. The homotopy on the regularization parameter involves solving a sequence of
equality-constrained optimization problems where the positive regularization parameter in each optimization problem is initially
large and is reduced to zero. Newton’s method is used to solve the optimization problems and numerical results are presented. 相似文献
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《Optimization》2012,61(4):585-600
In this article, a constraint shifting homotopy method (CSHM) is proposed for solving non-linear programming with both equality and inequality constraints. A new homotopy is constructed, and existence and global convergence of a homotopy path determined by it are proven. All problems that can be solved by the combined homotopy interior point method (CHIPM) can also be solved by the proposed method. In contrast to the combined homotopy infeasible interior point method (CHIIPM), it needs a weaker regularity condition. And the starting point in the proposed method is not necessarily a feasible point or an interior point, so it is more convenient to be implemented than CHIPM and CHIIPM. Numerical results show that the proposed algorithm is feasible and effective. 相似文献
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This paper investigates the forced Duffing equation with integral boundary conditions. Its approximate solution is developed by combining the homotopy perturbation method (HPM) and the reproducing kernel Hilbert space method (RKHSM). HPM is based on the use of the traditional perturbation method and the homotopy technique. The HPM can reduce nonlinear problems to some linear problems and generate a rapid convergent series solution in most cases. RKHSM is also an analytical technique, which can solve powerfully linear boundary value problems. Therefore, the forced Duffing equation with integral boundary conditions can be solved using advantages of these two methods. Two numerical examples are presented to illustrate the strength of the method. 相似文献
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Francisco M. Fernández 《Applied mathematics and computation》2009,215(1):168-174
We discuss some recent inadequate applications of the homotopy perturbation method, the Adomian decomposition method and the variational iteration method to nonlinear problems. 相似文献
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Probability-one homotopy algorithms are a class of methods for solving nonlinear systems of equations that, under mild assumptions, are globally convergent for a wide range of problems in science and engineering. Convergence theory, robust numerical algorithms, and production quality mathematical software exist for general nonlinear systems of equations, and special cases such as Brouwer fixed point problems, polynomial systems, and nonlinear constrained optimization. Using a sample of challenging scientific problems as motivation, some pertinent homotopy theory and algorithms are presented. The problems considered are analog circuit simulation (for nonlinear systems), reconfigurable space trusses (for polynomial systems), and fuel-optimal orbital rendezvous (for nonlinear constrained optimization). The mathematical software packages HOMPACK90 and POLSYS_PLP are also briefly described. 相似文献
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Zaid M. Odibat 《Applied mathematics and computation》2010,217(2):782-789
In this study, a reliable approach for convergence of the homotopy analysis method when applied to nonlinear problems is discussed. First, we present an alternative framework of the method which can be used simply and effectively to handle nonlinear problems. Then, mainly, we address the sufficient condition for convergence of the method. The convergence analysis is reliable enough to estimate the maximum absolute truncated error of the homotopy series solution. The analysis is illustrated by investigating the convergence results for some nonlinear differential equations. The study highlights the power of the method. 相似文献