A new local and global optimization method for mixed integer quadratic programming problems

In this paper, a new local optimization method for mixed integer quadratic programming problems with box constraints is presented by using its necessary global optimality conditions. Then a new global optimization method by combining its sufficient global optimality conditions and an auxiliary function is proposed. Some numerical examples are also presented to show that the proposed optimization methods for mixed integer quadratic programming problems with box constraints are very efficient and stable.     

Splitting-based conjugate gradient method for a multi-dimensional linear inverse heat conduction problem

In this paper we consider a multi-dimensional inverse heat conduction problem with time-dependent coefficients in a box, which is well-known to be severely ill-posed, by a variational method. The gradient of the functional to be minimized is obtained by the aid of an adjoint problem, and the conjugate gradient method with a stopping rule is then applied to this ill-posed optimization problem. To enhance the stability and the accuracy of the numerical solution to the problem, we apply this scheme to the discretized inverse problem rather than to the continuous one. The difficulties with large dimensions of discretized problems are overcome by a splitting method which only requires the solution of easy-to-solve one-dimensional problems. The numerical results provided by our method are very good and the techniques seem to be very promising.     

求解盒子形区域上变分不等式的逐次逼近类Broyden算法

In this paper, a successive approximation Broyden-like method is presented for the box constrained variational inequality problems based on its equivalent nonsmooth equations. The global convergence of the algorithm is obtained under suitable conditions. Numerical results are also reported.     

Subspace Search Method for Quadratic Programming With BoxConstraints

1.IntroductionInthispaper,weconsidertheproblemofminimizingaquadraticconvexprogrammingwithboxconstrainedvariables:Minf(x)s.t.x6fi(1'1)1,wherefi={xER":15xSu},f(x)=AX"Hx bTx,andHisannbynsymmetric.2positivedefinitematrix,andb,l,uaregivenconstantvectorsin...     

盒子型区域上变分不等式的一个光滑牛顿法(英文)

The box constrained variational inequality problem can be reformulated as a nonsmooth equation by using median operator.In this paper,we present a smoothing Newton method for solving the box constrained variational inequality problem based on a new smoothing approximation function.The proposed algorithm is proved to be well defined and convergent globally under weaker conditions.     

箱约束变分不等式的一种新NCP-函数及其广义牛顿法

１．引 言设，变分不等式，记为ＶＩ（Ｘ，Ｆ），是指：求ｘ＝Ｘ使记为箱式约束时，称 ＶＩ（Ｘ，Ｆ）为箱约束变分不等式，记为 ＶＩ（［ａ，ｂ］，Ｆ）．若ａｉ＝０，ｂｉ＝＋∞，　　　　　　　　　　　　　　　　　　　　　　　　　为非线性互补问题ＮＣＰ（Ｆ）：求ｘ∈Ｒ     

An interior-point method for large constrained discrete ill-posed problems

Ill-posed problems are numerically underdetermined. It is therefore often beneficial to impose known properties of the desired solution, such as nonnegativity, during the solution process. This paper proposes the use of an interior-point method in conjunction with truncated iteration for the solution of large-scale linear discrete ill-posed problems with box constraints. An estimate of the error in the data is assumed to be available. Numerical examples demonstrate the competitiveness of this approach.     

求解不可微箱约束变分不等式的下降算法

1 引 论 设X(?)Rn是非空闭集,F:Rn→Rn连续映射,变分不等式问题VI(X,F)是指:求x∈X,使 F(x)T(y-x)≥0,　 (?)y∈X,(1)记指标集N=(1,2,…,n},当 X=[a,b]≡{x∈Rn|a≤xi≤bi,i∈N},(2)其中a={a1,a2,…,an}T,b={b1,b2,…,bn}T∈Rn时,VI(X,F)化为箱约束变分不等式VI(a,b,F).若ai=0,bi=+∞,i∈N,即X=R+n≡{x∈Rn|x≥0}时,VI(a,b,F)化为非线性     

Interval Newton/generalized bisection when there are singularities near roots

Interval Newton methods in conjunction with generalized bisection are important elemetns of algorithms which find theglobal optimum within a specified box X ⁿ of an objective function whose critical points are solutions to the system of nonlinear equationsF(X)=0with mathematical certainty, even in finite presision arithmetic. The overall efficiency of such a scheme depends on the power of the interval Newton method to reduce the widths of the coordinate intervals of the box. Thus, though the generalized bisection method will still converge in a box which contains a critical point at which the Jacobian matrix is singular, the process is much more costly in that case. Here, we propose modifications which make the generalized bisection method isolate singular solutions more efficiently. These modifications are based on an observation about the verification property of interval Newton methods and on techniques for detecting the singularity and removing the region containing it. The modifications assume no special structure forF. Additionally, one of the observations should also make the algorithm more efficient when finding nonsingular solutions. We present results of computational experiments.     

Implementation of the fixed point method in contact problems with Coulomb friction based on a dual splitting type technique

The paper deals with the numerical solution of the quasi-variational inequality describing the equilibrium of an elastic body in contact with a rigid foundation under Coulomb friction. After a discretization of the problem by mixed finite elements, the duality approach is exploited to reduce the problem to a sequence of quadratic programming problems with box constraints, so that efficient recently proposed algorithms may be applied. A new variant of this method is presented. It combines fixed point with block Gauss–Seidel iterations. The method may be also considered as a new implementation of fixed point iterations for a sequence of problems with given friction. Results of numerical experiments are given showing that the resulting algorithm may be much faster than the original fixed point method and its efficiency is comparable with the solution of frictionless contact problems.