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1.
A nonsmooth version of Newton's method   总被引:68,自引:0,他引:68  
Newton's method for solving a nonlinear equation of several variables is extended to a nonsmooth case by using the generalized Jacobian instead of the derivative. This extension includes the B-derivative version of Newton's method as a special case. Convergence theorems are proved under the condition of semismoothness. It is shown that the gradient function of the augmented Lagrangian forC 2-nonlinear programming is semismooth. Thus, the extended Newton's method can be used in the augmented Lagrangian method for solving nonlinear programs.This author's work is supported in part by the Australian Research Council.This author's work is supported in part by the National Science Foundation under grant DDM-8721709.  相似文献
2.
On the limited memory BFGS method for large scale optimization   总被引:48,自引:0,他引:48  
We study the numerical performance of a limited memory quasi-Newton method for large scale optimization, which we call the L-BFGS method. We compare its performance with that of the method developed by Buckley and LeNir (1985), which combines cycles of BFGS steps and conjugate direction steps. Our numerical tests indicate that the L-BFGS method is faster than the method of Buckley and LeNir, and is better able to use additional storage to accelerate convergence. We show that the L-BFGS method can be greatly accelerated by means of a simple scaling. We then compare the L-BFGS method with the partitioned quasi-Newton method of Griewank and Toint (1982a). The results show that, for some problems, the partitioned quasi-Newton method is clearly superior to the L-BFGS method. However we find that for other problems the L-BFGS method is very competitive due to its low iteration cost. We also study the convergence properties of the L-BFGS method, and prove global convergence on uniformly convex problems.This work was supported by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U.S. Department of Energy, under contract DE-FG02-87ER25047, and by National Science Foundation Grant No. DCR-86-02071.  相似文献
3.
We introduce a distribution center (DC) location model that incorporates working inventory and safety stock inventory costs at the distribution centers. In addition, the model incorporates transport costs from the suppliers to the DCs that explicitly reflect economies of scale through the use of a fixed cost term. The model is formulated as a non-linear integer-programming problem. Model properties are outlined. A Lagrangian relaxation solution algorithm is proposed. By exploiting the structure of the problem we can find a low-order polynomial algorithm for the non-linear integer programming problem that must be solved in solving the Lagrangian relaxation subproblems. A number of heuristics are outlined for finding good feasible solutions. In addition, we describe two variable forcing rules that prove to be very effective at forcing candidate sites into and out of the solution. The algorithms are tested on problems with 88 and 150 retailers. Computation times are consistently below one minute and compare favorably with those of an earlier proposed set partitioning approach for this model (Shen, 2000; Shen, Coullard and Daskin, 2000). Finally, we discuss the sensitivity of the results to changes in key parameters including the fixed cost of placing orders. Significant reductions in these costs might be expected from e-commerce technologies. The model suggests that as these costs decrease it is optimal to locate additional facilities.  相似文献
4.
An algorithm for minimizing a nonlinear function subject to nonlinear inequality constraints is described. It applies sequential quadratic programming techniques to a sequence of barrier problems, and uses trust regions to ensure the robustness of the iteration and to allow the direct use of second order derivatives. This framework permits primal and primal-dual steps, but the paper focuses on the primal version of the new algorithm. An analysis of the convergence properties of this method is presented. Received: May 1996 / Accepted: August 18, 2000?Published online October 18, 2000  相似文献
5.
Bifurcations of heteroclinic loops   总被引:14,自引:0,他引:14  
By generalizing the Floquet method from periodic systems to systems with exponential dichotomy, a local coordinate system is established in a neighborhood of the heteroclinic loop Γ to study the bifurcation problems of homoclinic and periodic orbits. Asymptotic expressions of the bifurcation surfaces and their relative positions are given. The results obtained in literature concerned with the 1-hom bifurcation surfaces are improved and extended to the nontransversal case. Existence regions of the 1-per orbits bifurcated from Γ are described, and the uniqueness and incoexistence of the 1-hom and 1-per orbit and the inexistence of the 2-hom and 2-per orbit are also obtained. Project supported by the National Natural Science Foundation of China (Grant No. 19771037) and the National Science Foundation of America # 9357622. This paper was completed when the first author was visiting Northwestern University.  相似文献
6.
Hardy type and Rellich type inequalities on the Heisenberg group   总被引:13,自引:0,他引:13  

This paper contains some interesting Hardy type inequalities and Rellich type inequalities for the left invariant vector fields on the Heisenberg group.

  相似文献

7.
Logistic模型参数估计及预测实例   总被引:13,自引:0,他引:13  
本文提出了对Logistic模型中的参数进行迭代估计的新算法,通过比较分析,说明了本文算法的有效性。  相似文献
8.
Containerless rapid solidification of undercooled Cu_Co peritectic alloys   总被引:12,自引:0,他引:12  
Droplets of Co-16%Cu and Co-71.6%Cu peritectic alloys were solidified during containerless processing in a 3_m drop tube. The microstructures of Co-16%Cu alloy droplets were characterized by dendritic or equiaxed α-Co phase with a small amount of Cu-rich solid solution distributed on α-Co phase boundaries. Two thresholds of droplet diameter were observed for Co-16%Cu alloy at which "equiaxed-dendritic-equiaxed" morphological transitions occur to primary α-Co phase. This conspicuous refinement of primary α-Co grains results from the fragmentation of α-Co dendrites caused by recalescence effect. For Co-71.6%Cu alloy, the primary α-Co phase forms as coarse columnar dendrites in large droplets and equiaxed dendrites in small droplets. Theoretical calculations indicate that Marangoni migration contributes more to the growth of disperse Co-rich spheres by stimulating collision and coalescence than Stokes motion caused by the residual gravity in the falling Co-71.6%Cu alloy droplets.  相似文献
9.
Discontinuous enrichment in finite elements with a partition of unity method   总被引:11,自引:0,他引:11  
A technique is presented to model arbitrary discontinuities in the finite element framework by locally enriching a displacement-based approximation through a partition of unity method. This technique allows discontinuities to be represented independently of element boundaries. The method is applied to fracture mechanics, in which crack discontinuities are represented using both a jump function and the asymptotic near-tip fields. As specific examples, we consider cracks and crack growth in two-dimensional elasticity and Mindlin–Reissner plates. A domain form of the J-integral is also derived to extract the moment intensity factors. The accuracy and utility of the method is also discussed.  相似文献
10.
We derive compact representations of BFGS and symmetric rank-one matrices for optimization. These representations allow us to efficiently implement limited memory methods for large constrained optimization problems. In particular, we discuss how to compute projections of limited memory matrices onto subspaces. We also present a compact representation of the matrices generated by Broyden's update for solving systems of nonlinear equations.These authors were supported by the Air Force Office of Scientific Research under Grant AFOSR-90-0109, the Army Research Office under Grant DAAL03-91-0151 and the National Science Foundation under Grants CCR-8920519 and CCR-9101795.This author was supported by the U.S. Department of Energy, under Grant DE-FG02-87ER25047-A001, and by National Science Foundation Grants CCR-9101359 and ASC-9213149.  相似文献
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