首页 | 本学科首页   官方微博 | 高级检索  
相似文献
 共查询到20条相似文献,搜索用时 78 毫秒
1.
本文讨论了线性约束下,变量分离的凹函数与线性函数之和的全局极小问题,针对R.Horst等人于1992年提出的锥分解算法,进行了改进,简化了一些算法步骤,改善了算法的收敛性质,我们证明了有限步终止于最优点的假敛结果,算法已制成软件,经实例计算证明了算法的构思。  相似文献   

2.
在光滑算法的框架下,就线性二阶锥互补问题,给出了一种非精确光滑算法. 在适当的条件下,证明了该算法具有全局收敛性. 数值试验表明该算法对高维线性二阶锥互补问题是有效的.  相似文献   

3.
本文讨论一类变尺度算法的收敛性质,在一定条件下,证明了 Huang 算法类、吴方和桂湘云算法类及 Flachs 算法类的收敛性与超线性收敛性.特别,还证明了一类带有非精确线性搜索的算法之收敛性与超线性收敛性.  相似文献   

4.
广义拟牛顿算法对一般目标函数的收敛性   总被引:2,自引:0,他引:2  
本文证明了求解无约束最优化的广义拟牛顿算法在Goldstein非精确线搜索下对一般目标函数的全局收敛性,并在一定条件下证明了算法的局部超线性收敛性。  相似文献   

5.
对于线性约束下的非线性规划问题,过去的绝大部分文献都建立在约束为非退化的假设上.该文将去掉这一假设,就一般的线性约束问题设计了一个结构简单的新算法,并在适当的假设下证明了算法的收敛性和超线性收敛速度.  相似文献   

6.
张立平  孟令和 《数学杂志》1999,19(2):137-142
本文给出了带一般凸约束的变分不等式问题的算法,并在多种线性搜索下证明了算法的全局收敛性。  相似文献   

7.
本文在Zhang H.C.的非单调线搜索规则的基础上,设计了求解无约束最优化问题的新的非单调线搜索BFGS算法,在一定 的条件下证明了算法的线性收敛性和超线性收敛性分析.数值例子表明算法是有效的.  相似文献   

8.
本文对于无约束最优化问题提出了一个新的信赖域方法。在该算法中采用的是线性模型,并且当试探步不成功的时候,采用线性搜索,从而减少了计算量。文中证明了在适当的条件下算法的全局收敛性。  相似文献   

9.
本文考虑线性约束非线性规划问题,提出了一类共轭投影梯度法,证明了算法的全局收敛性,并对算法的二次终止性,超线性收敛特征进行了分析,算法的优点是(1)采用计算机上实现的Armijo线性搜索规则,(2)初始点不要求一定是可行点,可以不满足线性等式约束,(3)具有较快的收敛速度。  相似文献   

10.
本文我们考虑具有线性约束凹函数的最优化问题,利用我们的算法和变尺度修正公式,提出了一个结构简单的组合算法,并在「2」,「3」和「4」同样的假设条件下,证明了该算法的收敛性和超线性收敛速度,从而使该算法比原有各算法更具实用性。  相似文献   

11.
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   

12.
A new concept of (normalized) convergence of random variables is introduced. This convergence is preserved under Lipschitz transformations, follows from convergence in mean and itself implies convergence in probability. If a sequence of random variables satisfies a limit theorem then it is a normalized convergent sequence. The introduced concept is applied to the convergence rate study of a statistical approach in stochastic optimization.  相似文献   

13.
The aim of this note is to introduce another way of defining the almost sure uniform convergence, which is necessary when studying some mathematical results on the existence of price bubbles in certain scenarios of trading securities. This mode of convergence of random variables' sequences is intermediate between the uniform and the almost sure ones, and, more specifically, between the uniform and the complete convergences. In this way, this paper presents some mathematical characterizations of both almost sure uniform and complete convergences, and shows that the almost sure uniform convergence is a particular case of complete convergence, when the number of summands in the series defining this mode of convergence is finite. Finally, this paper presents the relation of almost surely uniform convergence with convergence in mean when the random variable limit is integrable. Moreover, almost surely convergence and local boundedness of the sequence of random variables minus its limit are sufficient to derive convergence in mean.  相似文献   

14.
On convergence of extremes under power normalization   总被引:1,自引:0,他引:1  
In this note, we discuss two aspects of convergence of extremes under power normalization: convergence of moments and convergence of densities. The moments convergence is established for four p-max-stable laws according to conditions imposed on the considered distributions or on the parameter of the p-max-stable laws. For densities convergence, local uniform convergence of the densities is shown to coincide with some von Mises conditions.  相似文献   

15.
The main purpose of this paper is to investigate constructively the relationship between proximal convergence, uniform sequential convergence and uniform convergence for sequences of mappings between apartness spaces. It is also shown that if the second space satisfies the Efremovic axiom, then proximal convergence preserves strong continuity.  相似文献   

16.
The paper is concerned with the weak convergence of n-particle processes to deterministic stationary paths as ${n \rightarrow \infty}$ . A Mosco type convergence of a class of bilinear forms is introduced. The Mosco type convergence of bilinear forms results in a certain convergence of the resolvents of the n-particle systems. Based on this convergence a criterion in order to verify weak convergence of invariant measures is established. Under additional conditions weak convergence of stationary n-particle processes to stationary deterministic paths is proved. The method is applied to the particle approximation of a Ginzburg-Landau type diffusion. The present paper is in close relation to the paper [9]. Different definitions of bilinear forms and versions of Mosco type convergence are introduced. Both papers demonstrate that the choice of the form and the type of convergence relates to the particular particle system.  相似文献   

17.
主要讨论了无约束最优化中非线性最小二乘问题的收敛性.侧重于收敛的速率和整体、局部分析.改变了Gauss—Newton方法收敛性定理的条件,分两种情况证明了:(1)目标函数的海赛矩阵正定(函数严格凸)时为强整体二阶收敛;(2)目标函数不保证严格凸性,但海赛矩阵的逆存在时为局部收敛,敛速仍为二阶,同时给出了J(X)~(-1)和Q(X)~(-1)之间存在、有界性的等价条件.  相似文献   

18.
We introduce and study a concept of a convergence structure on a concrete category. The concept is based on using certain generalized filters for expressing the convergence. Some basic properties of the convergence structures are discussed. In particular, we study convergence separation and convergence compactness and investigate relationships between the convergence structures and the usual closure operators on categories. Dedicated to Professor E. Giuli and Professor G. Preuss on the occasion of their 65th birthdays.  相似文献   

19.

We develop a matrix form of the Nelder-Mead simplex method and show that its convergence is related to the convergence of infinite matrix products. We then characterize the spectra of the involved matrices necessary for the study of convergence. Using these results, we discuss several examples of possible convergence or failure modes. Then, we prove a general convergence theorem for the simplex sequences generated by the method. The key assumption of the convergence theorem is proved in low-dimensional spaces up to 8 dimensions.

  相似文献   

20.
On the convergence of cross decomposition   总被引:2,自引:0,他引:2  
Cross decomposition is a recent method for mixed integer programming problems, exploiting simultaneously both the primal and the dual structure of the problem, thus combining the advantages of Dantzig—Wolfe decomposition and Benders decomposition. Finite convergence of the algorithm equipped with some simple convergence tests has been proved. Stronger convergence tests have been proposed, but not shown to yield finite convergence.In this paper cross decomposition is generalized and applied to linear programming problems, mixed integer programming problems and nonlinear programming problems (with and without linear parts). Using the stronger convergence tests finite exact convergence is shown in the first cases. Unbounded cases are discussed and also included in the convergence tests. The behaviour of the algorithm when parts of the constraint matrix are zero is also discussed. The cross decomposition procedure is generalized (by using generalized Benders decomposition) in order to enable the solution of nonlinear programming problems.  相似文献   

设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号