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71.
A Modified SQP Method and Its Global Convergence 总被引:6,自引:0,他引:6
Guanglu Zhou 《Journal of Global Optimization》1997,11(2):193-205
The sequential quadratic programming method developed by Wilson, Han andPowell may fail if the quadratic programming subproblems become infeasibleor if the associated sequence of search directions is unbounded. In [1], Hanand Burke give a modification to this method wherein the QP subproblem isaltered in a way which guarantees that the associated constraint region isnonempty and for which a robust convergence theory is established. In thispaper, we give a modification to the QP subproblem and provide a modifiedSQP method. Under some conditions, we prove that the algorithm eitherterminates at a Kuhn–Tucker point within finite steps or generates aninfinite sequence whose every cluster is a Kuhn–Tucker point.Finally, we give some numerical examples. 相似文献
72.
The equivalent geometrical configurations of linear ordered orthogonal arrays are determined when their strengths are 3 and 4. Existence of such geometrical configurations is investigated. They are also useful in the study of (T, M, S)-nets. 相似文献
73.
This paper considers a problem of nonlinear programming in which the objective function is the ratio of two linear functions and the constraints define a bounded and connected feasible region. Using a coordinate transformation, this problem is transformed into a simpler one, whose geometric interpretation is of particular significance. The transformation leads to a characterization of some special vertices of the feasible region from both the theoretical and operational points of view. 相似文献
74.
本文引进了广义极限鞅的概念,证明了 L~1有界的广义极限鞅 a.s.收敛于—可积随机变量。这样推广了通常极限鞅的相应收敛定理,并回答了 Stout 提出的问题:L~1有界的弱鞅在一定的条件下是 a.s.收敛的。 相似文献
75.
76.
This paper describes a method and the corresponding algorithms for simplification of large-scale linear programming models. It consists of the elimination of the balance constraints (i.e. constraints with zero RHS term). The idea is to apply some linear transformations to the original problem in order to nullify the balance constraints. These transformations are able to simultaneously eliminate more balance rows. The core of this contribution is the introduction of the reduction matrix and the associated theorems on the equivalent linear programs (original and reduced). The numerical experiments with this method of simplification proved this approach to be beneficial for a large class of LP problems.This research work was done while the first author was at Duisburg University, Mess-, Steuer und Regelungstechnik, Germany, under the greatly appreciated financial assistance given by the Alexander-von-Humboldt Foundation. 相似文献
77.
Ross Anderson Cunsheng Ding Tor Helleseth Torleiv Klove 《Designs, Codes and Cryptography》1998,15(2):111-124
Previous researchers have designed shared control schemes with a view to minimising the likelihood that participants will conspire to perform an unauthorised act. But, human nature being what it is, systems inevitably fail; so shared control schemes should also be designed so that the police can identify conspirators after the fact. This requirement leads us to search for schemes with sparse access structures. We show how this can be done using ideas from coding theory. In particular, secret sharing schemes based on geometric codes whose dual [n,k,d] codes have d and n as their only nonzero weights are suitable. We determine their access structures and analyse their properties. We have found almost all of them, and established some relations among codes, designs and secret-sharing schemes. 相似文献
78.
L. Contesse-Becker 《Journal of Optimization Theory and Applications》1993,79(2):273-310
In this paper, we extend the classical convergence and rate of convergence results for the method of multipliers for equality constrained problems to general inequality constrained problems, without assuming the strict complementarity hypothesis at the local optimal solution. Instead, we consider an alternative second-order sufficient condition for a strict local minimum, which coincides with the standard one in the case of strict complementary slackness. As a consequence, new stopping rules are derived in order to guarantee a local linear rate of convergence for the method, even if the current Lagrangian is only asymptotically minimized in this more general setting. These extended results allow us to broaden the scope of applicability of the method of multipliers, in order to cover all those problems admitting loosely binding constraints at some optimal solution. This fact is not meaningless, since in practice this kind of problem seems to be more the rule rather than the exception.In proving the different results, we follow the classical primaldual approach to the method of multipliers, considering the approximate minimizers for the original augmented Lagrangian as the exact solutions for some adequate approximate augmented Lagrangian. In particular, we prove a general uniform continuity property concerning both their primal and their dual optimal solution set maps, a property that could be useful beyond the scope of this paper. This approach leads to very simple proofs of the preliminary results and to a straight-forward proof of the main results.The author gratefully acknowledges the referees for their helpful comments and remarks. This research was supported by FONDECYT (Fondo Nacional de Desarrollo Científico y Technológico de Chile). 相似文献
79.
This paper presents an analysis of a portfolio model which can be used to assist a property-liability insurance company in determining the optimal composition of the insurance and investment portfolios. By introducing insurer's threshold risk and relaxing some non-realistic assumptions made in traditional chance constraint insurance and investment portfolio models, we propose a method for an insurer to maximize his return threshold for a given threshold risk level. This proposed model can be used to optimize the composition of underwriting and investment portfolios regarding the insurer's threshold risk level, as well as to generate the efficient frontier by adjusting insurer's threshold risk levels. A numerical example is given based on the industry's aggregated data for a sixteen year period. 相似文献
80.
We prove that RANDOM EDGE, the simplex algorithm that always chooses a random improving edge to proceed on, can take a mildly exponential number of steps in the model of abstract objective functions (introduced by Williamson Hoke [Completely unimodal numberings of a simple polytope, Discrete Appl. Math. 20 (1988) 69-81.] and by Kalai [A simple way to tell a simple polytope from its graph, J. Combin. Theory Ser. A 49(2) (1988) 381-383.] under different names). We define an abstract objective function on the n-dimensional cube for which the algorithm, started at a random vertex, needs at least exp(const·n1/3) steps with high probability. The best previous lower bound was quadratic. So in order for RANDOM EDGE to succeed in polynomial time, geometry must help. 相似文献