共查询到20条相似文献,搜索用时 78 毫秒
1.
赵天宇 《应用数学与计算数学学报》2002,16(1):29-34
本文给出了求解一类约束优化问题的一个Newton分裂算法,并证明了算法的局部平方收敛性,该算法与已有算法相比,具有计算量小的特点,因而特别适合于求解大规模问题,为进一步降低算法的计算复杂性,我们结合Broyden算法,给出了两类Broyden类分裂算法。 相似文献
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掌握算法和算法思想是信息时代对学生提出的一项新要求,算法进入中学数学课程也是世界课程改革的一大潮流.我国高中数学新课程就顺应了这种趋势,第一次把算法引入高中数学课程.新课标中提出:“学生要通过对具体问题过程与步骤的分析,体会算法思想,了解算法的含义.”在教学说明意见部分提出,要将算法思想渗透到高中课程的其他相关内容.从广义上讲,每一个问题(特别是数学问题)的解决都对应着一个算法,研究问题的方法就是研究算法.而算法思想,应该包括两个层面: 相似文献
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本文在A.Blanco等人的算法的基础上,提出了max-min神经网络的一种改进了的反馈学习算法,严格证明了该算法的迭代收敛性,理论分析及实例计算结果均表明,本文算法具有算法简单,收敛速度快,输出误差小等显著特点。 相似文献
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通过对2014~2019年我国信用债违约案例的原因分析及相关文献综述,从债券资质、债务主体、财务数据、宏观因素四个维度构建债券违约的指标体系,利用随机森林算法优化,研究发现当影响因素选择18项与37项时,样本内外预测结果达到均衡。基于不同角度的七种算法对比分析,择优选取三种作为底层算法:随机森林算法、梯度提升决策树算法与贝叶斯算法,并结合逻辑回归算法为次级训练算法融合构建基于Stacking算法集成的债券违约预测模型。实证结果表明,第一,Stacking算法的双重集成作用相对底层的单次集成总体精确度提升了1%到8%;第二,对不同指标数量的Stacking算法集成模型的评估表明所构建的指标体系提高了预测水平;第三,基于样本内外预测均衡的底层算法选择方法有效可取,分别纳入相对劣势的底层算法时,会逐渐影响模型稳定性。研究成果可以为我国债券市场风险管理提供技术支持与参考。 相似文献
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本对于全局优化问题提出一个改进的进化规划算法,该算法以概率p接收基于电磁理论求出合力方向作为随机搜索方向,以概率1-p接收按正态分布产生的随机搜索方向。改进算法不仅克服了传统进化规划算法随机搜索的盲目性,而且保留了传统进化规划算法全局搜索性。本算法应用于几个典型例题,数值结果表明本算法是可行的,有效的。 相似文献
6.
一个修正的PVT算法 总被引:2,自引:0,他引:2
对Fkshima(1998)所提出的PVT算法给出一种修正算法,称为修正PVT算法,这一修正算法对PVT原算法中的并行步中的停止准则和同步步骤作了修正。修正PVT算法的停止条件对PVT原算法的停止条件弱,因此更适用于并行计算,并且计算时间比PVT原算法少。 相似文献
7.
有限域Fq上单条序列的综合算法有著名的Berlkamp-Massey算法(简记B-M算法),Reeds和Sipane(1985)将这一算法推广到整数同余类环Z/(m)上.作者曾利用推广的Gr6bner基理论,蛤出了环Z/(m)上单条及多条序列的新的综合算法,简称G-算法.本文讨论这两种序列综合算法之间的关系,并证明了G-算法和B-M算法对域上序列的综合是等价的;对环Z/(m)上的序列,通过对G-算法适当改进,可以顺序得到由推广的B-M算法求得的特征多项式. 相似文献
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模拟退火算法的改进及其应用 总被引:3,自引:0,他引:3
模拟退火算法是随机优化近似算法。本文首先介绍其物理背景和一般形式,然后通过对算法增加记忆和返回两个功能以及在算法之后链接一个局部搜索过程,改善了算法性能,接着将改进算法应用于解旅游商问题,最后对该算法作简要的性能评论。 相似文献
9.
贺素香 《应用数学与计算数学学报》2006,20(2):64-70
本文改进了一个求解不等式约束优化问题的对偶算法,建立了一个相应的算法,进一步证明了该算法的收敛性.最后,给出数值结果以验证该算法的有效性。 相似文献
10.
在(2)中,Harker和Pang提出了如下一个公开问题,对于线性互补问题的阻尼牛顿算法,当它收敛时,算法是否能在有限步内终止?本文对此问题给出一个肯定回答,而且进一步给出一个新的求解一般线性互补问题的有限终止算法,这个算法避免了阻尼牛顿算法可能不收敛的情形。 相似文献
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针对恒模算法(CMA)收敛速度较慢、收敛后均方误差较大的缺点,提出一种新的双模式盲均衡算法.在算法初期,利用能快速收敛的归一化恒模算法(NCMA)进行冷启动,在算法收敛后切换到判决引导(DD-LMS)算法,减少误码率.计算机仿真表明,提出的新算法有较快的收敛速度和较低的误码率. 相似文献
14.
Yaguang Yang 《Numerical Algorithms》2017,74(4):967-996
Mehrotra’s algorithm has been the most successful infeasible interior-point algorithm for linear programming since 1990. Most popular interior-point software packages for linear programming are based on Mehrotra’s algorithm. This paper describes a proposal and implementation of an alternative algorithm, an arc-search infeasible interior-point algorithm. We will demonstrate, by testing Netlib problems and comparing the test results obtained by the arc-search infeasible interior-point algorithm and Mehrotra’s algorithm, that the proposed arc-search infeasible interior-point algorithm is a more reliable and efficient algorithm than Mehrotra’s algorithm. 相似文献
15.
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
16.
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
17.
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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Antoine Jouglet Ceyda Oğuz Marc Sevaux 《Journal of Mathematical Modelling and Algorithms》2009,8(3):271-292
The paper considers the hybrid flow-shop scheduling problem with multiprocessor tasks. Motivated by the computational complexity
of the problem, we propose a memetic algorithm for this problem in the paper. We first describe the implementation details
of a genetic algorithm, which is used in the memetic algorithm. We then propose a constraint programming based branch-and-bound
algorithm to be employed as the local search engine of the memetic algorithm. Next, we present the new memetic algorithm.
We lastly explain the computational experiments carried out to evaluate the performance of three algorithms (genetic algorithm,
constraint programming based branch-and-bound algorithm, and memetic algorithm) in terms of both the quality of the solutions
produced and the efficiency. These results demonstrate that the memetic algorithm produces better quality solutions and that
it is very efficient. 相似文献
20.
We describe a fraction free version of the Matrix Berlekamp/Massey algorithm. The algorithm computes a minimal matrix generator of linearly generated square matrix sequences in an integral domain. The algorithm performs all operations in the integral domain, so all divisions performed are exact. For scalar sequences, the matrix algorithm specializes to a different algorithm than the algorithm currently in the literature. This new scalar algorithm has smaller intermediate values than the known fraction free Berlekamp/Massey algorithm. 相似文献