关于求解随机用户均衡问题的截断拟牛顿型信赖域法研究

信赖域法是一种保证全局收敛性的优化算法,为避免Hessian矩阵的计算,基于拟牛顿校正公式构造了求解带线性等式约束的非线性规划问题的截断拟牛顿型信赖域法.首先给出了截断拟牛顿型信赖域法的构造过程及具体步骤;然后针对随机用户均衡模型中变量和约束的特点对算法进行了修正,并将多种拟牛顿校正公式下所得结果与牛顿型信赖域法的结果进行了比较,结果发现基于对称秩1校正公式的信赖域法更为合适.最后基于数值算例结果得到了一些在算法编程过程中的重要结论,对其它形式信赖域法的编程实现具有一定的参考意义.     

桩基完整性测试的非线性最小二乘优化方法

针对桩基检测中低应变反射波法存在的应力波被桩土吸收和散射而衰减问题,把包含桩土衰减系数和介质不连续界面反射系数的反射波方程转化为非线性最小二乘优化问题,并采用信赖域法进行求解。由于采用信赖域法并采用了Gauss-Newton方向定义信赖域二维子空间,具有较好的收敛速度。通过模型桩算例表明该方法是确实可行的。     

An active-set projected trust-region algorithm with limited memory BFGS technique for box-constrained nonsmooth equations

In this article, by means of an active set and limited memory strategy, we propose a trust-region method for box-constrained nonsmooth equations. The global convergence and the superlinear convergence are established under suitable conditions.     

A new method of moving asymptotes for large-scale linearly equality-constrained minimization

A new method of moving asymptotes for large-scale minimization subject to linear equality constraints is discussed.In this method,linear equality constraints are deleted with null space technique and the descending direction is obtained by solving a convex separable subproblem of moving asymptotes in each iteration. New rules for controlling the asymptotes parameters are designed and the global convergence of the method under some reasonable conditions is established and proved.The numerical results show that the new method may be capable of processing some large scale problems.     

A dual‐weighted trust‐region adaptive POD 4‐D Var applied to a finite‐volume shallow water equations model on the sphere

In this paper we study solutions of an inverse problem for a global shallow water model controlling its initial conditions specified from the 40‐yr ECMWF Re‐analysis (ERA‐40) data sets, in the presence of full or incomplete observations being assimilated in a time interval (window of assimilation) with or without background error covariance terms. As an extension of the work by Chen et al. (Int. J. Numer. Meth. Fluids 2009), we attempt to obtain a reduced order model of the above inverse problem, based on proper orthogonal decomposition (POD), referred to as POD 4D‐Var for a finite volume global shallow water equation model based on the Lin–Rood flux‐form semi‐Lagrangian semi‐implicit time integration scheme. Different approaches of POD implementation for the reduced inverse problem are compared, including a dual‐weighted method for snapshot selection coupled with a trust‐region POD adaptivity approach. Numerical results with various observational densities and background error covariance operator are also presented. The POD 4‐D Var model results combined with the trust‐region adaptivity exhibit similarity in terms of various error metrics to the full 4D Var results, but are obtained using a significantly lesser number of minimization iterations and require lesser CPU time. Based on our previous and current work, we conclude that POD 4‐D Var certainly warrants further studies, with promising potential of its extension to operational 3‐D numerical weather prediction models. Copyright © 2011 John Wiley & Sons, Ltd.     

Characterization of the smoothness and curvature of a marginal function for a trust-region problem

Received May 28, 1996 / Revised version received May 1, 1998 Published online October 9, 1998     

无约束最优化的信赖域BB法

梯度法是求解无约束最优化的一类重要方法.步长选取的好坏与梯度法的数值表现息息相关.注意到BB步长隐含了目标函数的二阶信息,本文将BB法与信赖域方法相结合,利用BB步长的倒数去近似目标函数的Hesse矩阵,同时利用信赖域子问题更加灵活地选取梯度法的步长,给出求解无约束最优化问题的单调和非单调信赖域BB法.在适当的假设条件下,证明了算法的全局收敛性.数值试验表明,与已有的求解无约束优化问题的BB类型的方法相比,非单调信赖域BB法中e_k=‖x_k-x~*‖的下降呈现更明显的阶梯状和单调性,因此收敛速度更快.     

结合滤子技术的牛顿折线法及其实现

成功将多维滤子技术应用到牛顿折线法,提出了多维滤子牛顿折线法.新算法增加了牛顿点以及信赖域的试探点被接收作为下一步迭代点的几率.在一定的假设条件下证明了算法的全局收敛性.数值试验表明,滤子牛顿折线法适合于求解等势线呈峡谷状的函数.