新的全局收敛的混合共轭梯度法

新的全局收敛的混合共轭梯度法王宇平（西安电子科技大学应用数学系，西安７１００７１）游兆永（西安交通大学应用数学研究中心，西安７１００４９）一、前言对于无约束最优化问题共轭梯度法是通过如下的迭代序列来逼近ｆ（ｘ）的极小点，其中Ｓｋ为第ｋ次迭代的搜索方向...     

一类新共轭梯度法的全局收敛性

共轭梯度法是求解无约束最优化问题的有效方法.本文在βkDY的基础上对βk引入参数,提出了一类新共轭梯度法,并证明其在强Wolfe线性搜索条件下具有充分下降性和全局收敛性.     

修正PRP共轭梯度方法求解无约束最优化问题

基于著名的PRP共轭梯度方法,利用CG_DESCENT共轭梯度方法的结构,本文提出了一种求解大规模无约束最优化问题的修正PRP共轭梯度方法。该方法在每一步迭代中均能够产生一个充分下降的搜索方向,且独立于任何线搜索条件。在标准Wolfe线搜索条件下,证明了修正PRP共轭梯度方法的全局收敛性和线性收敛速度。数值结果展示了修正PRP方法对给定的测试问题是非常有效的。     

修正PRP共轭梯度方法求解无约束最优化问题

基于著名的PRP共轭梯度方法,利用CG_DESCENT共轭梯度方法的结构,本文提出了一种求解大规模无约束最优化问题的修正PRP共轭梯度方法。该方法在每一步迭代中均能够产生一个充分下降的搜索方向,且独立于任何线搜索条件。在标准Wolfe线搜索条件下,证明了修正PRP共轭梯度方法的全局收敛性和线性收敛速度。数值结果展示了修正PRP方法对给定的测试问题是非常有效的。     

包含FR方法的一类无约束极小化方法的全局收敛性

本文对包含Fletcher-Reeves共轭梯度法的一类无约束最优化方法的全局收敛性进行了研究．Fletcher-Reeves方法的某些性质在收敛性分析中起着重要的作用．我们以一种简单的方式证明了这类方法在一种Wolfe型非精确线搜索条件下对光滑的非凸函数具有下降性和全局收敛性．全局收敛性结果也被推广到了一种广义Wolfe型非精确线搜索．     

改进的共轭梯度法及其收敛性

本文对无约束最优化问题提出一类改进的共轭梯度法。该算法采用一类非精确线搜索,扩大了迭代参数的选取范围,并在目标函数连续可微的条件下,证明了算法的全局收敛性。     

无约束最优化的Polak-Ribière和Hestenes-Stiefel共轭梯度法的全局收敛性

本文在很弱的条件下得到了关于无约束最优化的Ｐｏｌａｋ—Ｒｉｂｉｅｒｅ和Ｈｅｓｔｅｎｅｓ－Ｓｔｉｅｆｅｌ共轭梯度法的全局收敛性的新结果,这里 ＰＲ方法和ＨＳ方法中的参数β_k~(PR)和β_k~HS可以在某个负的区域内取值,这一负的区域与ｋ有关．这些新的收敛性结果改进了文献中已有的结果．数值检验的结果表明了本文中新的 ＰＲ方法和 ＨＳ方法是相当有效的．     

谱Hestenes-Stiefel共轭梯度算法及其收敛性

谱共轭梯度算法是求解大规模无约束最优化问题的有效算法之一.基于Hestenes-Stiefel算法与谱共轭梯度算法,提出一种谱Hestenes-Stiefel共轭梯度算法.在Wolfe线搜索下,算法产生的搜索方向具有下降性质,且全局收敛性也能得到证明.通过对CUTEr函数库中部分著名的函数进行试验,利用著名的DolanMore评价体系,展示了新算法的有效性.     

无约束最优化中的一阶曲线法

本文对无约束最优化问题提出一阶曲线法，给出其全局收敛结果．对由微分方程定义的一阶曲线，提出渐近收敛指数概念，并计算出几个常用曲线模型的渐近收敛指数．     

最优化中的几个问题解的等价性

考虑如下非线性规划问题：众所周知，问题（NP）的解法主要有三类：1．直接处理约束，2．将约束最优化问题化为 无约束最优化问题来处理，3．将（NP）化为简单的约束最优化问题如线性规划或二次规划等来处理，而将约束最优化问题化为无约束最优化问题的主要手段是利用如下的Lagrange函数：L（X，X，X）一八X）＋（X，g（X》十（X，h（X》（1．I）定义1．1称点卜”，V”撤足互补性条件，如果对”（X）一ojE【I：c］（亚．2）根据Lagrange函数（1．1）定义如下问题：（SPP）：求点k”，u”，v」6H””，m二。；＋c，使b“，u“，v」…     

一种迭代格式的有限元并行算法*

本文提出了一种求解有限元方程的迭代格式的并行算法.该方法在线性代数方程迭代解法的基础上,引进并行运算步骤;并且运用加权残数方法,通过选择适当的权函数,推导了该并行算法的有限元基本格式.该方法在西安交通大学BLXSI-6400并行计算机上程序实现.计算结果表明它能有效地提高运算速度,减少计算时间,是一种有效的求解大型结构有限元方程的并行算法.     

A parallel two-grid linearized method for the coupled Navier-Stokes-Darcy problem

In this paper, based on a two-grid method and a recent local and parallel finite element method, a parallel two-grid linearized method for the coupled Navier-Stokes-Darcy problem is proposed and analyzed. This method ensures that all the local subproblems on the fine grid can be solved in parallel. Optimal error bounds of the approximate solution are obtained. Finally, numerical experiments are presented to demonstrate the accuracy and effectiveness of the proposed method.     

在具有局部内存与共享主存的并行机上并行求解线性方程组

求解线性方程组是解许多问题的核心,因此有效地求解线性方程组在科学与工程计算中是非常重要的.并行计算机的问世,使求解问题的速度和解题规模大幅度地提高.同时也使计算方法产生了变化.在传统的串行机上,LINPACK数学软件是求解线性方程组的有效软件包,然而在并行机上求解此问题,就需要设计出适合该机的并行算法.算法的优劣会对并行机的效率产生很大的影响,这里考虑的重点是并行计算一矩阵A的LU分解,亦即存在一排列矩阵P,使AP=LU.由于是在具有局部内存与共享主存的并行机上求解问题,因此算法的设计要有分布式计算的特点,又要利用共享主存的     

Combination method for parallel computation in ODE

In this paper, a 4th order parallel computation method with four processes for solving ODEs is discussed. This method is the Runge-Kutta method combined with a linear multistep method, which overcomes the difficulties of the 4th order parallel Runge-Kutta method discussed in [1]. The concept of critical speedup for parallel methods is also defined, and speedups of some methods are analyzed by using this concept.     

A local parallel superconvergence method for the incompressible flow by coarsening projection

In this article, we investigate a local parallel superconvergence method by coarsening projection for the incompressible Stokes flow. The method is a combination of the local superconvergence technique and the given framework of local parallel method. For the smooth subdomains, the local superconvergence method is applied in a higher order finite dimensional space corresponding to an appropriate coarse mesh on interior domain. Moreover, a useful and flexible local parallel method is designed to obtain the local parallel superconvergence results of presented method, which offset theoretical limitation of the model without the smoothness of the exact solution and a priori regularity of the underlying problem over the whole domain. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1209–1223, 2015     

A parallel implementation of Wang’s method for solving tridiagonal systems

In this paper, a parallel implementation of Wang’s method for solving tridiagonal system of equations on the multiprocessor machine using occam language is presented. The parallel algorithm has been designed for shared and distributed memory machine that support data parallel and message passing. The over all performance of this implementation on 9 each of processors is given. The communication times are very important and any improvement on this communication would have a significant performance of the implementation. The significance of these results are discussed.     

Studies of an infinite element method for acoustical radiation

Infinite element computations are very efficient for predicting the vibro-acoustic response and sensitivities of a vibrating structure for an exterior acoustic domain. In addition, domain decomposition methods are very powerful algorithms for solving large linear systems in parallel. In this paper, an infinite element method is proposed and analyzed for parallel computations purpose. An original formulation of this method with Lagrange multipliers defined on (semi-)infinite space is presented. The implementation aspects of this method in an industrial acoustic software (SYSNOISE) are discussed. New numerical results illustrate the efficiency of the proposed method for realistic acoustical radiation problems.     

Parallel Multi-Stage & Multi-Step Method in ODEs

In this paper, the theory of parallel multi-stage and multi-step method is discussed, which is a form of combining Runge-Kutta method with linear multi-step method that can be used for parallel computation.     

一种新的并行代数多重网格粗化算法

近年来,受实际应用领域中大规模科学计算问题的驱动,在大规模并行机上实现代数多重网格（AMG）算法成为数值计算领域的研究热点。本文针对经典AMG方法,提出一种新的并行网格粗化算法一多阶段并行RS算法（MPRS）。我们将新算法集成到了高性能预条件子软件包Hypre中。大量数值实验结果显示,新算法适合更广泛的问题,相对其他并行粗化算法,明显地改善了AMG并行计算的可扩展性。对三维27点格式有限差分离散的Poisson方程,在64个处理机上并行AMG求解,含8百万个未知量,新算法比RS3算法减少了近60的三维Poisson方程,近32万个未知量,在16个处理机上并行AMG—GMRES求解,新算法所需的迭代步数大约为其他粗化算法的一半,显示了很好的算法可扩展性。     

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.