共查询到20条相似文献,搜索用时 31 毫秒
1.
Lower-dimensional linear complementarity problem approaches to the solution of a bi-obstacle problem
A globally convergent Broyden-like method for solving a bi-obstacle problem is proposed based on its equivalent lower-dimensional linear complementarity problem. A suitable line search technique is introduced here. The global and superlinear convergence of the method is verified under appropriate assumptions. 相似文献
2.
本文在著名PRP共轭梯度算法的基础上研究了一种无导数谱PRP投影算法,并证明了算法在求解带有凸约束条件的非线性单调方程组问题的全局收敛性.由于无导数和储存量小的特性,它更适应于求解大规模非光滑的非线性单调方程组问题.数值试验表明,新算法对给定的测试问题是有效的和稳定的. 相似文献
3.
Min Li 《Numerical Functional Analysis & Optimization》2013,34(3):310-322
An algorithm for solving nonlinear monotone equations is proposed, which combines a modified Liu-Storey conjugate gradient method with hyperplane projection method. Under mild conditions, the global convergence of the proposed method is established with a suitable line search method. The method can be applied to solve large-scale problems for its lower storage requirement. Numerical results indicate that our method is efficient. 相似文献
4.
本文研究了不等式约束优化问题.利用共轭投影梯度方法,获得了一个投影变尺度型算法.在适当的条件下,证明算法是全局收敛且具有超线性收敛性. 相似文献
5.
6.
7.
It is well known that trust region methods are very effective for optimization problems. In this article, a new adaptive trust region method is presented for solving unconstrained optimization problems. The proposed method combines a modified secant equation with the BFGS updated formula and an adaptive trust region radius, where the new trust region radius makes use of not only the function information but also the gradient information. Under suitable conditions, global convergence is proved, and we demonstrate the local superlinear convergence of the proposed method. The numerical results indicate that the proposed method is very efficient. 相似文献
8.
In this paper, a modified limited memory BFGS method for solving large-scale unconstrained optimization problems is proposed. A remarkable feature of the proposed method is that it possesses global convergence property without convexity assumption on the objective function. Under some suitable conditions, the global convergence of the proposed method is proved. Some numerical results are reported which illustrate that the proposed method is efficient. 相似文献
9.
张立平 《数学物理学报(B辑英文版)》2007,27(2):243-253
A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main properties of our method are: (i) it is well defined for the monotones SDCP; (ii) it has to solve just one linear system of equations at each step; (iii) it is shown to be both globally linearly convergent and locally quadratically convergent under suitable assumptions. 相似文献
10.
Predictor-Corrector Smoothing Methods for Linear Programs with a More Flexible Update of the Smoothing Parameter 总被引:2,自引:0,他引:2
We consider a smoothing-type method for the solution of linear programs. Its main idea is to reformulate the corresponding central path conditions as a nonlinear system of equations, to which a variant of Newton's method is applied. The method is shown to be globally and locally quadratically convergent under suitable assumptions. In contrast to a number of recently proposed smoothing-type methods, the current work allows a more flexible updating of the smoothing parameter. Furthermore, compared with previous smoothing-type methods, the current implementation of the new method gives significantly better numerical results on the netlib test suite. 相似文献
11.
基于光滑Fischer-Burmeister函数,本文给出一个新的求解二阶锥规划的非内部连续化算法.算法对初始点的选取没有任何限制,并且在每一步迭代只需求解一个线性方程组并进行一次线性搜索.在不需要满足严格互补条件下,证明了算法是全局收敛且是局部超线性收敛的.数值试验表明算法是有效的. 相似文献
12.
In this paper, we propose a regularized version of the generalized
NCP-function proposed by Hu, Huang and Chen [J. Comput. Appl. Math., 230 (2009),
pp. 69-82]. Based on
this regularized function, we propose a semismooth Newton method for
solving nonlinear complementarity problems, where a non-monotone
line search scheme is used. In particular, we show that the proposed
non-monotone method is globally and locally superlinearly
convergent under suitable assumptions. We test the
proposed method by solving the test problems from MCPLIB.
Numerical experiments indicate that this algorithm has better
numerical performance in the case of $p=5$ and $\theta\in[0.25,075]$ than other cases. 相似文献
13.
14.
本文讨论不等式约束优化问题,给出一个信赖域方法与SQP方法相结合的新的可行算法,算法中采用了压缩技术,使得QP子问题产生的搜索方向尽可能为可行方向,并且采用了高阶校正的方法来克服算法产生的Maratos效应现象.在适当的条件下,证明了算法的全局收敛性和超线性收敛性.数值结果表明算法是有效的. 相似文献
15.
关于PageRank的广义二级分裂迭代方法 总被引:1,自引:0,他引:1
本文研究计算PageRank的迭代法,在Gleich等人提出的内/外迭代方法的基础上,提出了具有三个参数的广义二级分裂迭代法,该方法包含了内/外迭代法和幂迭代法,并研究了该方法的收敛性.基于该方法的收缩因子的计算公式,讨论了迭代参数可能的选择,通过参数的选择能有效提高内/外迭代法的收敛效率. 相似文献
16.
17.
In this article, without computing exact gradient and Jacobian, we proposed a derivative-free Polak-Ribière-Polyak (PRP) method for solving nonlinear equations whose Jacobian is symmetric. This method is a generalization of the classical PRP method for unconstrained optimization problems. By utilizing the symmetric structure of the system sufficiently, we prove global convergence of the proposed method with some backtracking type line search under suitable assumptions. Moreover, we extend the proposed method to nonsmooth equations by adopting the smoothing technique. We also report some numerical results to show its efficiency. 相似文献
18.
In this paper, an active set limited BFGS algorithm is proposed for bound constrained optimization. The global convergence will be established under some suitable conditions. Numerical results show that the given method is effective. 相似文献
19.
本文研究了非线性互补的光滑化问题.利用一个新的光滑NCP函数将非线性互补问题转化为等价的光滑方程组,并在此基础上建立了求解P0-函数非线性互补问题的一个完全光滑化牛顿法,获得了算法的全局收敛性和局部二次收敛性的结果.并给出数值实验验证了理论分析的正确性. 相似文献
20.
In this paper, an improved feasible QP-free method is proposed to solve nonlinear inequality constrained optimization problems. Here, a new modified method is presented to obtain the revised feasible descent direction. In view of the computational cost, the most attractive feature of the new algorithm is that only one system of linear equations is required to obtain the revised feasible descent direction. Thereby, per single iteration, it is only necessary to solve three systems of linear equations with the same coefficient matrix. In particular, without the positive definiteness assumption on the Hessian estimate, the proposed algorithm is still global convergence. Under some suitable conditions, the superlinear convergence rate is obtained. 相似文献