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51.
ELSO is an environment for the solution oflarge-scale optimization problems. With ELSO the user is required to provide only code for the evaluation of a partially separable function. ELSO exploits the partialseparability structure of the function to computethe gradient efficiently using automatic differentiation.We demonstrate ELSO's efficiency by comparing thevarious options available in ELSO.Our conclusion is that the hybrid option in ELSOprovides performance comparable to the hand-coded option, while having the significantadvantage of not requiring a hand-coded gradient orthe sparsity pattern of the partially separable function.In our test problems, which have carefully coded gradients,the computing time for the hybrid AD option is within a factor of two of thehand-coded option. 相似文献
52.
In this paper, we investigate a constrained optimization problem with a quadratic cost functional and two quadratic equality constraints. It is assumed that the cost functional is positive definite and that the constraints are both feasible and regular (but otherwise they are unrestricted quadratic functions). Thus, the existence of a global constrained minimum is assured. We develop a necessary and sufficient condition that completely characterizes the global minimum cost. Such a condition is of essential importance in iterative numerical methods for solving the constrained minimization problem, because it readily distinguishes between local minima and global minima and thus provides a stopping criterion for the computation. The result is similar to one obtained previously by the authors. In the previous result, we gave a characterization of the global minimum of a constrained quadratic minimization problem in which the cost functional was an arbitrary quadratic functional (as opposed to positive-definite here) and the constraints were at least positive-semidefinite quadratic functions (as opposed to essentially unrestricted here). 相似文献
53.
IGCC空气侧整体综合优化的研究 总被引:4,自引:1,他引:3
主要符号表X。。氮气回注系数如空分整体化系数E。;c燃气轮机压气机效率G。l回注氮气流量万燃气轮机透平前温尼。”系统相对效率G。。煤气氮气掺混流量Ea;,c空气专用压缩机效率N。”系统相对功率1前言整体煤气化联合循环(IGCC)系统模拟与优化逐步受到重视,开展了许多相关研究[‘-‘]。但是,现有的方法[‘,‘]一个突出的问题,它是在设定的具体流程方案下的数值分析,这常常导致落入“局部优化掩盖了整体最优”的误区。本文是研究以空分系统为中心的空气侧子系统的整体优化,阐述基本概念,尝试新方法,并结合大型商业化装… 相似文献
54.
N. H. Al-Assady 《Journal of Optimization Theory and Applications》1997,94(3):747-755
We present a method which generates conjugate search directions and maintains the quadratic convergence property, when applied to a quadratic function, even when the line searches are not exact. The method is similar to that given by Dixon, but needs one less vector store. When the method is applied to a number of general functions of different dimensionality, results show the efficiency of the method. 相似文献
55.
An optical fiber multi-function device consisting of a single gradient-index-rod lens and a multi-facet blazed reflection
grating is proposed to simultaneously realize functions of wavelength demultiplexing and optical signal distribution in a
multimode optical fiber transmission system. We analyzed the demultiplexing characteristics and the tolerance of optical components
using the ray trace method. This device can realize not only low loss optical signal distribution but also offers improved
demultiplexing characteristics in comparison with the previously proposed demultiplexer-multiposition switch. The following
characteristics are expected from the design using commercially available optical components: a working band of 0.64–0.88
μm, channel separation of 34–36 nm, 3 dB bandwidth of 27–28 nm, channel cross-talk of less than - 40 dB and minimum excess
insertion loss of 0.9–2.1 dB. 相似文献
56.
Wei Wang Li-Ping Pang Zun-Quan Xia 《应用数学学报(英文版)》2007,23(1):29-38
In this paper,the UV-theory and P-differential calculus are employed to study second-order ex-pansion of a class of D.C.functions and minimization problems.Under certain conditions,some properties ofthe U-Lagrangian,the second-order expansion of this class of functions along some trajectories are formulated.Some first and second order optimality conditions for the class of D.C.optimization problems are given. 相似文献
57.
Ant colony optimization: Introduction and recent trends 总被引:21,自引:0,他引:21
Ant colony optimization is a technique for optimization that was introduced in the early 1990's. The inspiring source of ant colony optimization is the foraging behavior of real ant colonies. This behavior is exploited in artificial ant colonies for the search of approximate solutions to discrete optimization problems, to continuous optimization problems, and to important problems in telecommunications, such as routing and load balancing. First, we deal with the biological inspiration of ant colony optimization algorithms. We show how this biological inspiration can be transfered into an algorithm for discrete optimization. Then, we outline ant colony optimization in more general terms in the context of discrete optimization, and present some of the nowadays best-performing ant colony optimization variants. After summarizing some important theoretical results, we demonstrate how ant colony optimization can be applied to continuous optimization problems. Finally, we provide examples of an interesting recent research direction: The hybridization with more classical techniques from artificial intelligence and operations research. 相似文献
58.
全固态多波长飞秒脉冲激光系统 总被引:1,自引:1,他引:0
利用棱镜对引进频谱空间啁啾来补偿飞秒脉冲激光二次谐波产生中的相位失配,提高了倍频效率建立了一套全固态、多波长(1065nm, 532nm,823.1nm, 402nm)飞秒脉冲激光系统自制的Nd:YVO4激光器输出532nm绿光激光,最高平均功率可达5.6W当用2.5W绿光激光泵浦时,从自制的钛宝石激光器及经BBO倍频可分别输出中心波长为823.1nm和402nm,平均功率300mW和73mW,谱宽32.3nm和5.1nm,脉宽22fs和33.3fs、重复率108MHz的近红外和蓝光激光整个系统具有结构紧凑、倍频效率高、运行稳定的特点. 相似文献
59.
Jose Manuel Corcuera Joao Guerra David Nualart Wim Schoutens 《Applied Mathematics and Optimization》2006,53(3):279-309
In this paper we consider the optimal investment problem in a market where the stock price process is modeled by a geometric
Levy process (taking into account jumps).
Except for the geometric Brownian model and the geometric Poissonian model, the
resulting models are incomplete and there are many equivalent martingale measures.
However, the model can be completed by the so-called power-jump assets. By doing this we allow investment in these new assets
and we can try to maximize the expected utility of these portfolios. As particular cases we obtain the optimal portfolios
based in stocks
and bonds, showing that the new assets are superfluous for certain martingale measures
that depend on the utility function we use. 相似文献
60.
Let G=(V,E) be a undirected k-edge connected graph with weights ce on edges and wv on nodes. The minimum 2-edge connected subgraph problem, 2ECSP for short, is to find a 2-edge connected subgraph of G, of minimum total weight. The 2ECSP generalizes the well-known Steiner 2-edge connected subgraph problem. In this paper we study the convex hull of the incidence vectors corresponding to feasible solutions of 2ECSP. First, a natural integer programming formulation is given and it is shown that its linear relaxation is not sufficient to describe the polytope associated with 2ECSP even when G is series-parallel. Then, we introduce two families of new valid inequalities and we give sufficient conditions for them to be facet-defining. Later, we concentrate on the separation problem. We find polynomial time algorithms to solve the separation of important subclasses of the introduced inequalities, concluding that the separation of the new inequalities, when G is series-parallel, is polynomially solvable. 相似文献