Matrix free MEBDF method for the solution of stiff systems of ODEs

In this paper, we present the details of a new method which is a hybrid method of MF-BDF and MEBDF. To obtain this new method which we call MF-MEBDF, we compose the matrix free properties of the first method and the accuracy of MEBDF, elaborately. Application of this new method to some important stiff problems show that MF-MEBDF is generally faster than MEBDF and more accurate than MF-BDF and MEBDF. Since in MEBDF, the LU factorization is used, we expect MF-MEBDF to be more efficient than the other two methods for large stiff systems of ODEs.     

Convergence of quasi-Newton method with new inexact line search

Quasi-Newton method is a well-known effective method for solving optimization problems. Since it is a line search method, which needs a line search procedure after determining a search direction at each iteration, we must decide a line search rule to choose a step size along a search direction. In this paper, we propose a new inexact line search rule for quasi-Newton method and establish some global convergent results of this method. These results are useful in designing new quasi-Newton methods. Moreover, we analyze the convergence rate of quasi-Newton method with the new line search rule.     

单纯形法检验数的新计算方法

单纯形法仍然是求解线性规划最具竞争力的算法之一,改进它的计算效率仍具有理论和现实意义.本文通过改进检验数的计算方式,提出了一种实施单纯形法新的计算方式.这种计算方式方便简单,无论采用单纯形表还是采用数值迭代计算都可以提高计算效率.     

A new hybrid method for solving global optimization problem

In this paper we present a new hybrid method, called the SASP method. The purpose of this method is the hybridization of the simulated annealing (SA) with the descent method, where we estimate the gradient using simultaneous perturbation. Firstly, the new hybrid method finds a local minimum using the descent method, then SA is executed in order to escape from the currently discovered local minimum to a better one, from which the descent method restarts a new local search, and so on until convergence.The new hybrid method can be widely applied to a class of global optimization problems for continuous functions with constraints. Experiments on 30 benchmark functions, including high dimensional functions, show that the new method is able to find near optimal solutions efficiently. In addition, its performance as a viable optimization method is demonstrated by comparing it with other existing algorithms. Numerical results improve the robustness and efficiency of the method presented.     

大型稀疏无约束最优化问题的行列修正算法

本文提出了一类适用于大型稀疏最优化问题的简单易行的行列修正算法，获得了新算法的局部超一性收敛性，大量的数值试验表明这是一个较为理想的修正算不。新算法同样可以用来求解大型对称性非线性方程组。     

Multiplicative Extrapolation Method for Constructing Higher Order Schemes for Ordinary Differential Equations

IntroductionWhenweconstructahigherorderschemeforsystemsofordinarydifferentialequations:y,=f(y)(1)(wherey=y(x),andxisavariable),weoftenusethe"Tayorseriesexpanding"method,butsometimesthismethodisverytediouswhenitisaPpliedtogethigherorderschemes.Thereisanothermethod:Lieseries,itisthemethodweuseinthispaPer.J.Dragt,F,Neri,andStaulySteinberghavedonealotofworkindevelopingthismethod.Fordetails,onecanreferto[4,6,8].WejustaPplythismethodtoourproblem,anddonotneedtocomputeouttheexacttermsofthe"Lieser…     

一种新的改进Newton法(英文)

本文给出了求解非线性方程的一种新的改进方法.利用Newton法和Heron平均,将新改进方法与其它一些迭代法作比较.数值结果表明该方法具有一定的实用价值.     

A new method for decomposition in the Jacobian of small genus hyperelliptic curves

Decomposing a divisor over a suitable factor basis in the Jacobian of a hyperelliptic curve is a crucial step in an index calculus algorithm for the discrete log problem in the Jacobian. For small genus curves, in the year 2000, Gaudry had proposed a suitable factor basis and a decomposition method. In this work, we provide a new method for decomposition over the same factor basis. The advantage of the new method is that it admits a sieving technique which removes smoothness checking of polynomials required in Gaudry’s method. Also, the total number of additions in the Jacobian required by the new method is less than that required by Gaudry’s method. The new method itself is quite simple and we present some example decompositions and timing results of our implementation of the method using Magma.     

一种新的迭代收敛阶数的证明与推广

迭代方法是求解非线性方程近似根的重要方法.本文基于隐函数存在定理,提出了一种新的迭代方法收敛性和收敛阶数的证明方法,并分别对牛顿(Newton)和柯西(Cauchy)迭代方法迭代收敛性和收敛阶数进行了证明.最后,利用本文提出的证明方法,证明了基于三次泰勒(Taylor)展式构成的迭代格式是收敛的,收敛阶数至少为4,并提出猜想,基于n次泰勒展式构成的迭代格式是收敛的,收敛阶数至少为(n+1).     

A new logarithmic-quadratic proximal method for nonlinear complementarity problems

In this paper, we propose a new modified logarithmic-quadratic proximal (LQP) method for solving nonlinear complementarity problems (NCP). We suggest using a prediction-correction method to solve NCP. The predictor is obtained via solving the LQP system approximately under significantly relaxed accuracy criterion and the new iterate is computed by using a new step size α_k. Under suitable conditions, we prove that the new method is globally convergent. We report preliminary computational results to illustrate the efficiency of the proposed method. This new method can be considered as a significant refinement of the previously known methods for solving nonlinear complementarity problems.     

A modified Hestenes–Stiefel projection method for constrained nonlinear equations and its linear convergence rate

The Hestenes–Stiefel (HS) method is an efficient method for solving large-scale unconstrained optimization problems. In this paper, we extend the HS method to solve constrained nonlinear equations, and propose a modified HS projection method, which combines the modified HS method proposed by Zhang et al. with the projection method developed by Solodov and Svaiter. Under some mild assumptions, we show that the new method is globally convergent with an Armijo line search. Moreover, the R-linear convergence rate of the new method is established. Some preliminary numerical results show that the new method is efficient even for large-scale constrained nonlinear equations.     

Modified descent-projection method for solving variational inequalities

In this paper, we propose a modified descent-projection method for solving variational inequalities. The method makes use of a descent direction to produce the new iterate and can be viewed as an improvement of the descent-projection method by using a new step size. Under certain conditions, the global convergence of the proposed method is proved. In order to demonstrate the efficiency of the proposed method, we provide numerical results for a traffic equilibrium problems.     

求解2×2块对称不定线性方程组迭代法的收敛性分析(英文)

本文研究求解系数矩阵为2×2块对称不定矩阵时的线性方程组,提出了一种新的分裂迭代法,并通过研究迭代矩阵的谱半径,详细讨论了新方法的收敛性.最后,我们也讨论了预条件矩阵特征根的几条性质.     

Parallel multisplitting two-stage iterative methods with general weighting matrices for non-symmetric positive definite systems

In this work, we propose a new parallel multisplitting iterative method for non-symmetric positive definite linear systems. Based on optimization theory, the new method has two great improvements; one is that only one splitting needs to be convergent, and the other is that the weighting matrices are not scalar and nonnegative matrices. The convergence of the new parallel multisplitting iterative method is discussed. Finally, the numerical results show that the new method is effective.     

A noninterior point homotopy method for semi-infinite programming problems

In this paper, we present a new homotopy method which is a non-interior point homotopy method for solving semi-infinite programming problems. Under suitable assumptions, we prove that the method determines a smooth path from a given point. The new homotopy method generalizes the existing combined homotopy interior point method for semi-infinite programming problems to unbounded set, moreover, it is more convenient in that it enlarges the choice scope of the initial point. Some numerical examples are given to show its efficiency.     

A Logarithmic-Quadratic Proximal Prediction-Correction Method for Structured Monotone Variational Inequalities

Inspired by the Logarithmic-Quadratic Proximal (LQP) method for variational inequalities, we present a prediction-correction method for structured monotone variational inequalities. Each iteration of the new method consists of a prediction and a correction. Both the predictor and the corrector are obtained easily with tiny computational load. In particular, the LQP system that appears in the prediction is approximately solved under significantly relaxed inexactness restriction. Global convergence of the new method is proved under mild assumptions. In addition, we present a self-adaptive version of the new method that leads to easier implementations. Preliminary numerical experiments for traffic equilibrium problems indicate that the new method is effectively applicable in practice. Presented at the 6th International conference on Optimization: Techniques and Applications, Ballarat Australia, December 9–11, 2004. This author was supported by NSFC Grant 10571083, the MOEC grant 20020284027 and Jiangsu NSF grant BK2002075     

Third-order modification of Newton's method

In this paper, we present a new modification of Newton's method for solving non-linear equations. Analysis of convergence shows that the new method is cubically convergent. Numerical examples show that the new method can compete with the classical Newton's method.     

Solving soliton equations with self-consistent sources by method of variation of parameters

Starting from the solutions of soliton equations and corresponding eigenfunctions obtained by Darboux transformation, we present a new method to solve soliton equations with self-consistent sources (SESCS) based on method of variation of parameters. The KdV equation with self-consistent sources (KdVSCS) is used as a model to illustrate this new method. In addition, we apply this method to construct some new solutions of the derivative nonlinear Schrödinger equation with self-consistent sources (DNLSSCS) such as phase solution, dark soliton solution, bright soliton solution and breather-type solution.     

Mesh-Independence of the Lagrange–Newton Method for Nonlinear Optimal Control Problems and their Discretizations

In a recent paper we proved a mesh-independence principle for Newton's method applied to stable and consistent discretizations of generalized equations. In this paper we introduce a new consistency condition which is easier to check in applications. Using this new condition we show that the mesh-independence principle holds for the Lagrange–Newton method applied to nonlinear optimal control problems with mixed control-state constraints and their discretizations by Euler's method or Ritz type methods.     

运用多重分形和小波变换预测油气储量及确定勘探井位

本文尝试将多重分形和小波变换紧密结合用于预测油 田储量及勘探蝇位，相应地提出了一种新型实用算法，这种算法计算简便，精度高。本文在运用多重分形进行分析时，引入了反映多重分形谱图凸性的新指标，并提出了在运用多重分形指标的同时进行综合分析的方法。