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1.
对于一般约束优化问题,本文通过一种特殊的耦合策略,把一个局邵超线性收敛的不精确SQP算法与广义梯度投影法相结合,从而给出了一个混合算法.该算法无需计算拉格朗日函数的海色矩阵,并且在适当的假设下,算法具有全局和局部超线性收敛性.  相似文献   

2.
本文对线性约束优化问题提出了一个新的广义梯度投影法,该算法采用了非精确线性搜索,并在每次迭代运算中结合了广义投影矩阵和变尺度方法的思想确定其搜索方向.在通常的假设条件下,证明了该算法的整体收敛性和超线性收敛速度.  相似文献   

3.
利用SQP方法、广义投影技术和强次可行方(向)法思想,建立不等式约束优化一个新的初始点任意的快速收敛算法. 算法每次迭代仅需解一个总存在可行解的二次子规划,或用广义投影计算“一阶”强次可行下降辅助搜索方向;采用曲线搜索与直线搜索相结合的方法产生步长. 在较温和的条件下,算法具有全局收敛性、强收敛性、超线性与二次收敛性. 给出了算法有效的数值试验.  相似文献   

4.
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   

5.
初始点任意的一个非线性优化的广义梯度投影法   总被引:8,自引:0,他引:8  
广义投影算法的优点是避免转轴运算。它成功地给出了线性约束问题、初始点任意的只带非线性不等式约束问题,以及利用辅助规划来处理带等式与不等式约束问题的算法.后者完满地解决了投影算法对于非线性等式约束问题的处理,但要求满足不等式约束的初始点.本文据此利用广义投影与罚函数技巧给出了一个初始点任意的等式与不等式约束问题的算法,省去了求初始解的计算,并保持了上述方法的优点,证明了算法的全局收敛性  相似文献   

6.
梯度投影法是一类有效的约束最优化算法,在最优化领域中占有重要的地位.但是,梯度投影法所采用的投影是正交投影,不包含目标函数和约束函数的二阶导数信息·因而;收敛速度不太令人满意.本文介绍一种共轭投影概念,利用共轭投影构造了一般线性或非线性约束下的共轭投影变尺度算法,并证明了算法在一定条件下具有全局收敛性.由于算法中的共轭投影恰当地包含了目标函数和约束函数的二阶导数信息,因而收敛速度有希望加快.数值试验的结果表明算法是有效的.  相似文献   

7.
本文针对不等式约束优化问题,结合Facchinei-Fischer-Kanzow精确有效集识别技术,给出—个新的线性方程组与辅助方向相结合的可行下降算法.算法每步迭代只需求解一个降维的线性方程组或计算一次辅助方向,且获取辅助方向的投影矩阵只涉及近似有效约束集中的元素,问题规模大为减少,且当迭代次数充分大时,只需求解一个降维的线性方程组.无需严格互补松弛条件,算法全局且一步超线性收敛.  相似文献   

8.
基于内点算法思想,利用广义投影技术设计了求解带线性不等式约束和非负约束的非线性规划的广义梯度投影内点算法,并了算法的收敛性质,数值例子表明算法是有效的。  相似文献   

9.
基于内点算法思想,利用广义投影技术设计了求解带线性不等式约束和非负约束的非线性规划的广义梯度投影内点算法,并讨论了算法的收敛性质,数值例子表明算法是有效的.  相似文献   

10.
孙清滢 《计算数学》2004,26(4):401-412
本文利用广义投影矩阵,对求解无约束规划的超记忆梯度算法中的参数给出一种新的取值范围以保证得到目标函数的超记忆梯度广义投影下降方向,并与处理任意初始点的方法技巧结合建立求解非线性不等式约束优化问题的一个初始点任意的超记忆梯度广义投影算法,在较弱条件下证明了算法的收敛性.同时给出结合FR,PR,HS共轭梯度参数的超记忆梯度广义投影算法,从而将经典的共轭梯度法推广用于求解约束规划问题.数值例子表明算法是有效的.  相似文献   

11.
As early as in 1990, Professor Sun Yongsheng, suggested his students at Beijing Normal University to consider research problems on the unit sphere. Under his guidance and encouragement his students started the research on spherical harmonic analysis and approximation. In this paper, we incompletely introduce the main achievements in this area obtained by our group and relative researchers during recent 5 years (2001-2005). The main topics are: convergence of Cesaro summability, a.e. and strong summability of Fourier-Laplace series; smoothness and K-functionals; Kolmogorov and linear widths.  相似文献   

12.
In this paper we study best local quasi-rational approximation and best local approximation from finite dimensional subspaces of vectorial functions of several variables. Our approach extends and unifies several problems concerning best local multi-point approximation in different norms.  相似文献   

13.
In this paper, we study the commutators generalized by multipliers and a BMO function. Under some assumptions, we establish its boundedness properties from certain atomic Hardy space Hb^p(R^n) into the Lebesgue space L^p with p 〈 1.  相似文献   

14.
15.
<正>August 10-14,2015Beijing,ChinaThe International Congress on Industrial and Applied Mathematics(ICIAM)is the premier international congress in the field of applied mathematics held every four years under the auspices of the International Council for Industrial and Applied Mathematics.From August 10 to 14,2015,mathematicians,scientists  相似文献   

16.
<正>May 26,2014,Beijing Science is a human enterprise in the pursuit of knowledge.The scientific revolution that occurred in the 17th Century initiated the advances of modern science.The scientific knowledge system created by  相似文献   

17.
Let P(z)=∑↓j=0↑n ajx^j be a polynomial of degree n. In this paper we prove a more general result which interalia improves upon the bounds of a class of polynomials. We also prove a result which includes some extensions and generalizations of Enestrǒm-Kakeya theorem.  相似文献   

18.
Shanzhen  Lu  Lifang  Xu 《分析论及其应用》2004,20(3):215-230
In this paper, the authors study the boundedness of the operator [μΩ, b], the commutator generated by a function b ∈ Lipβ(Rn)(0 <β≤ 1) and the Marcinkiewicz integrals μΩ, on the classical Hardy spaces and the Herz-type Hardy spaces in the case Ω∈ Lipα(Sn-1)(0 <α≤ 1).  相似文献   

19.
Given the Laplace transform F(s) of a function f(t), we develop a new algorithm to find an approximation to f(t) by the use of the classical Jacobi polynomials. The main contribution of our work is the development of a new and very effective method to determine the coefficients in the finite series expansion that approximation f(t) in terms of Jacobi polynomials. Some numerical examples are illustrated.  相似文献   

20.
In applications it is useful to compute the local average empirical statistics on u. A very simple relation exists when of a function f(u) of an input u from the local averages are given by a Haar approximation. The question is to know if it holds for higher order approximation methods. To do so, it is necessary to use approximate product operators defined over linear approximation spaces. These products are characterized by a Strang and Fix like condition. An explicit construction of these product operators is exhibited for piecewise polynomial functions, using Hermite interpolation. The averaging relation which holds for the Haar approximation is then recovered when the product is defined by a two point Hermite interpolation.  相似文献   

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