排序方式: 共有56条查询结果,搜索用时 31 毫秒
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Recently,an indefinite linearized augmented Lagrangian method(IL-ALM)was proposed for the convex programming problems with linear constraints.The IL-ALM differs from the linearized augmented Lagrangian method in that the augmented Lagrangian is linearized by adding an indefinite quadratic proximal term.But,it preserves the algorithmic feature of the linearized ALM and usually has the advantage to improve the performance.The IL-ALM is proved to be convergent from contraction perspective,but its convergence rate is still missing.This is mainly because that the indefinite setting destroys the structures when we directly employ the contraction frameworks.In this paper,we derive the convergence rate for this algorithm by using a different analysis.We prove that a worst-case O(1/t)convergence rate is still hold for this algorithm,where t is the number of iterations.Additionally we show that the customized proximal point algorithm can employ larger step sizes by proving its equivalence to the linearized ALM. 相似文献
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在证券的价格过程是几何布朗运动的前提下,建立了最优投资组合的多目标规划模型,使得投资收益最大和投资风险最小,并利用线性加权和法求得有效解.最后用实例进行分析. 相似文献
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有效不等式在整数规划的定界研究中具有重要的意义.研究了一般整数规划问题的有效不等式的升维方法,引入超加性函数给出同步升维的条件,并给出有效不等式的同步升维的具体方法,算例表明本文提出的方法是有效的. 相似文献
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在无约束优化中,共轭方向法是一类重要而有效的方法,其中Powell方法及其改进方法不使用目标函数导数,在实用中受到重视。文[2]指出Powell方法及其改进方法也有某些缺点,因此提出了随伴子空间方法。本文吸取上述几种方法的优点,力求克服其缺点, 相似文献
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基于光频调节的干涉型光纤水听器相位补偿检测方法 总被引:5,自引:0,他引:5
提出了一种基于光源频率调节的干涉型光纤水听器主动相位补偿的信号检测方法。详细介绍了该方法的基本检测原理,对信号解调误差进行了理论分析与仿真。为了验证该方法的可行性,搭建了实验系统,并编写了实时的信号采集、处理程序,对某一干涉型光纤水听器的声压灵敏度进行了测试。在频带20 Hz-1.3 kHz上,平均声压灵敏度为-162.2 dB(0 dB=1 rad/μPa),波动小于±0.8 dB,与采用相位载波调制解调方法测量的结果基本吻合。实验结果证明该方法是有效的。由于传感部分不含有源器件,便于实现全光纤化,且解调算法简单、检测频带宽,该方法能被广泛应用到各种干涉型光纤传感器的信号检测当中。 相似文献
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Tapping mode atomic force microscope has been applied to observe single-chain PMMAparticles which were stored for six months at room temperature after sprayed from verydilute solutions in good solvents, good/poor mixed solvents, and a theta solvent. Monodis-perse PMMA standards of molecular weights ranging from 7.90×10~4 to 1.3×10~6 wereused to investigate the effect of molecular weight oh the size of the single-chain PMMAparticles. These single-chain particles showed close to spherical shapes. The morphologyof single-chain PMMA particles of a given molecular weight was found to be identical inspite of different solvents used for solution spraying. Molecular weigh dependence of theparticle dimension was also found. The diameters of single-chain PMMA particles aftercorrection of tlp-geometry effect were compared to the values estimated from molecularweight and density. 相似文献
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