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1.
1引言考虑用基于修正内罚函数的常微分方程(MBF-ODE)方法求解下列不等式约束极小化问题:其中fi∈c2:R,i=0,1,…,m.求解无约束极小化问题的ODE的一般形式是其中,φ(x)∈C1:ΩRn→R;s(x)∈C1:ΩRn→Rn且满足φ(x)>0,sT(x)f(x)<0,f(x)∈C1:Rn→R为目标函数.为便于用ODE方法求解(1.l),可藉助于罚函数将(1.l)变换为无约束极小化问题(见[7].但由于经典罚函数(CBF)在计算上有较大的困难,我们采用修正内罚函数(MBF).其基本思想是用…  相似文献   

2.
顾桂定  王德人 《计算数学》1999,21(4):417-428
1.引言实际问题中经常要遇到一族函数极小值问题的求解,即minfi(x),i=1,...,P;(1.1)其中人:R"、R具有公共的Hessian矩阵G(x)。7'fi(x),r是适中的数值.如在各种负载下的弹性体研究中,即要遇到问题(l.I)的求解,其中人(C)一人C)+qC十C;(=1,...,....对于不同的比则人(X)具有不同的极小点和不同的梯度D人(X),但具有相同的Hessian矩阵G(X).1994年,O'Leary等【']把拟一Newton算法推广至成组形式(multiPleversio...,…  相似文献   

3.
1.引言考虑奇阶非线性泛函微分方程[x(t)-cx(t—()](n)+p(t)f(x(t-σ))=0(1)对方程(1)我们作如下假设(H):(H1)n>1是奇整数,p∈C((t0,∞),(t0,∞));(H2)τ>0,σ>0且0≤c≤1;(H3)f∈C(R,R)是单调增加,xf(x)>0,X≠0且当|x|→∞时有|f(t)|→∞.设δ=max{τ,σ},∈C([T-δ,T],R).方程(1)在[T,∞)上的解是指函数x∈C([T,∞),R),使得x(t)=((t),T-δ≤t≤T,[x(t)-cx…  相似文献   

4.
高阶左、右导数唐烁,仲虹(合肥工业大学)(安徽大学)在教材[1]中,有这样一道习题:设函数f(x)当x≤x。时有定义且可微分两次,问a,b,c为何值时,使函数f(X)X≤0F(X)=<a(x-x0)2+b(x—x0)+cx>x0可微分两次。书后提供的...  相似文献   

5.
袁敏英  李怡君 《数学季刊》1998,13(4):99-102
ByaBCI-algebrawemeananalgebra(X;,0)oftype(2,0)satisfyingtheaxioms:(1)((xy)(xz))(zy)=0;(2)(x(xy))y=0;(3)xx=0;(4)xy=yx=0x=yforanyx,yandzinX.ForanyBCI-algebraX,therelation≤definedbyx≤yifandonlyifxy=0isapartialorderonX[1].InanyBCI-algebraX,…  相似文献   

6.
1 引言 设X是实的Banach空间,S   X是闭子集. 考虑下述多目标优化问题:其中fk,k∈N≡{1,…,n},gi,i∈M≡{1,…,m},hi,j∈P≡{1,…,p}均是定义在某开集(包含S)上的局部Lipschitz函数. 集合S0={x∈S:gi(x)≤0,i∈M,,hi(x)=0,j∈P}称为(VP)的可行解集.(VP)的局部有效解和局部弱有效解的定义见[2].设φ:X→R是局部Lipschitz函数,则 φ(x)称为φ在x处的Clarke广义梯度[3]. 关于非光滑多目标优化问题(V…  相似文献   

7.
The Semigroup Characterizations of Positive Implicative BCK—algebras   总被引:1,自引:0,他引:1  
§1. IntroductionByaBCI-algebrawemeananalgebra(X,,0)oftype(2,0)withthefollowingcondi-tions:(1)((xy)(xz))(zy)=0;(2)(x(xy))y=0;(3)xx=0;(4)xy=yx=0impliesx=y.IfaBCI-algebra(X,,0)satisfies(5)0x=0.thenitiscalledaBCK-algebra.InaBCI-algebra,thef…  相似文献   

8.
1.引言 CG法对于变量个数很多的问题,是很有用的.1970年后它有了许多改进和发展,CCG法以正定圆锥函数为基础[1],它的一般方法是:设圆锥函数为 2]其中: V= V(x)=1+ aTx ≠ 0;, r ∈R1为常量; a,g ∈ Rn为常向量;x ∈ Rn为变向量;A∈Rn×n为对称正定矩阵.算法[1]:预先给出初始近似点x0∈ Rn及初始搜索方向 p0;满足:其中“I”是单位矩阵, V0= V(x0)= 1+ atx0及记号“”是函数的梯度.迭代格式为: xk+1= xk +λkpk,k= 0,1,2,…(3…  相似文献   

9.
§1.Forthesystemx=-y+δx+lx2+ny2=P(x,y),y=x(1+ax-y)=Q(x,y),{(1.1)wecanfindin[1]thefolowing:ConjectureI.Assume1a<0,n>1,n+l>0,na2...  相似文献   

10.
综合练习     
综合练习湖北省黄州市一中徐超,方水清一、单项选择1.由所组成的集合,最多含有元素()(A)4个.(B)5个.(C)6个.(D)8个.2.若arcsinx>l坝ux的取值范围是()(m卫<X<于.(m幻d<X<1.(C)'i"l<x<l·(D)gi·3...  相似文献   

11.
为了消除凸规划问题中极大熵方法所导致的数值病态,该文应用Lagrange乘子法及赋范原理,给出一类凸规划问题的极大熵函数序列,并证明该序列一致收敛于凸规划的最优解。  相似文献   

12.
The maximal entropy principle is applied to solve convex inequality problems. An inequality problem can be transformed into a minmax problem.Then it can be transformed into an unconstrained parameterized min problem,using the entropic function to smooth the minmax problem. The solution of the inequality problem can be obtained, by solving the parameterized min problems and adjusting the parameter to zero, under a certain principle. However, it is sufficient to solve a parameterized inequality problem each time, from the propositions of the aggregate function. In the article, some propositions of the aggregate function are discussed, the algorithm and its convergence are obtained.  相似文献   

13.
熵正则化方法与指数(乘子)罚函数法之间的关系   总被引:1,自引:0,他引:1  
由于极大极小问题在许多科学与工程中有着重要应用,特别是形如max的函数频繁地出现在各类数值分析和优化问题中,因此对于求解该类问题的算法研究长久不衰,这些算法一般分为两大类:一类是直接法,其算法设计仅以有效地求解原问题(P)为目的;另一类是间接法,其算法以找一个能够替代不可微max函数φ(x)的光滑函数为目的,故这类算法被称为光滑化方法,文[1,2]中的熵正则化方法就属于光滑化方法范畴。  相似文献   

14.
We introduce an entropy-like proximal algorithm for the problem of minimizing a closed proper convex function subject to symmetric cone constraints. The algorithm is based on a distance-like function that is an extension of the Kullback-Leiber relative entropy to the setting of symmetric cones. Like the proximal algorithms for convex programming with nonnegative orthant cone constraints, we show that, under some mild assumptions, the sequence generated by the proposed algorithm is bounded and every accumulation point is a solution of the considered problem. In addition, we also present a dual application of the proposed algorithm to the symmetric cone linear program, leading to a multiplier method which is shown to possess similar properties as the exponential multiplier method (Tseng and Bertsekas in Math. Program. 60:1–19, 1993) holds.  相似文献   

15.
对于同时含有等式与不等式约束的非线性优化问题的修正Frisch函数方法,给出其乘子映射和解映射的导数的估计.将得到的估计用于建立修正Frisch函数方法的线性收敛速率.在线性无关的约束规范,严格互补条件和二阶充分性条件成立的前提下,证得该收敛率与1/c成正比.本文的收敛性分析依赖于矩阵的奇异值分解,其方法可以用来分析其他的修正Lagrange方法.  相似文献   

16.
Recently, Kort and Bertsekas (Ref. 1) and Hartman (Ref. 2) presented independently a new penalty function algorithm of exponential type for solving inequality-constrained minimization problems. The main purpose of this work is to give a proof on the rate of convergence of a modification of the exponential penalty method proposed by these authors. We show that the sequence of points generated by the modified algorithm converges to the solution of the original nonconvex problem linearly and that the sequence of estimates of the optimal Lagrange multiplier converges to this multiplier superlinearly. The question of convergence of the modified method is discussed. The present paper hinges on ideas of Mangasarian (Ref. 3), but the case considered here is not covered by Mangasarian's theory.  相似文献   

17.
We consider the problem of approximating a nonnegative function from the knowledge of its first Fourier coefficients. Here, we analyze a method introduced heuristically in a paper by Borwein and Huang (SIAM J. Opt. 5 (1995) 68–99), where it is shown how to construct cheaply a trigonometric or algebraic polynomial whose exponential is close in some sense to the considered function. In this note, we prove that approximations given by Borwein and Huang's method, in the trigonometric case, can be related to a nonlinear constrained optimization problem, and their convergence can be easily proved under mild hypotheses as a consequence of known results in approximation theory and spectral properties of Toeplitz matrices. Moreover, they allow to obtain an improved convergence theorem for best entropy approximations.  相似文献   

18.
The transonic potential flow problem is handled as a variational problem over a closed convex set which is given by a bound for the gas velocity and by a local entropy condition. It can be shown that the minimum problem has a solution though the functional need not be convex and the given set is not compact. Furthermore, the convergence of an approximation method (KATCHANOV'S method) for the solution to the corresponding variational inequality is proved.  相似文献   

19.
In this paper, we analyze the exponential method of multipliers for convex constrained minimization problems, which operates like the usual Augmented Lagrangian method, except that it uses an exponential penalty function in place of the usual quadratic. We also analyze a dual counterpart, the entropy minimization algorithm, which operates like the proximal minimization algorithm, except that it uses a logarithmic/entropy proximal term in place of a quadratic. We strengthen substantially the available convergence results for these methods, and we derive the convergence rate of these methods when applied to linear programs.Research supported by the National Science Foundation under Grant DDM-8903385, and the Army Research Office under Grant DAAL03-86-K-0171.  相似文献   

20.
This paper deals with regularized penalty-barrier methods for convex programming problems. In the spirit of an iterative proximal regularization approach, an interior-point method is constructed, in which at each step a strongly convex function has to be minimized and the prox-term can be scaled by a variable scaling factor. The convergence of the method is studied for an axiomatically given class of barrier functions. According to the results, a wide class of barrier functions (in particular, logarithmic and exponential functions) can be applied to design special algorithms. For the method with a logarithmic barrier, the rate of convergence is investigated and assumptions that ensure linear convergence are given.  相似文献   

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