共查询到19条相似文献,搜索用时 109 毫秒
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通过定义一种新的*-微分,本文给出了局部Lipschitz非光滑方程组的牛顿法,并对其全局收敛性进行了研究.该牛顿法结合了非光滑方程组的局部收敛性和全局收敛性.最后,我们把这种牛顿法应用到非光滑函数的光滑复合方程组问题上,得到了较好的收敛性. 相似文献
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本文研究了一个求解广义圆锥互补问题的无导数光滑算法.利用光滑函数将广义圆锥互补问题等价转化成一个光滑方程组,然后再利用牛顿法求解此方程组.该算法采用了一种新的非单调无导数线搜索技术,并且在适当条件下具有全局和局部二次收敛性质.数值实验结果表明算法是非常有效的. 相似文献
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研究了非光滑的非线性互补问题. 首先将非光滑的非线性互补问题转化为一个非光滑方程组,然后用牛顿法求解这个非光滑方程组. 在该牛顿法中,每次迭代只需一个原始函数B-微分中的一个元素. 最后证明了该牛顿法的超线性收敛性. 相似文献
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本文研究了不等式约束的非线性规划问题.利用带滤子的无二次子规划(QP-free)非可行域方法,构造一个等价于原约束问题的一阶KKT条件的非光滑方程组,给出解这个方程组的迭代算法,并获得算法的全局收敛性. 相似文献
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周丽美 《数学的实践与认识》2006,36(2):238-243
利用凝聚函数一致逼近非光滑极大值函数的性质,将非线性互补问题转化为参数化光滑方程组.然后,对此方程组给出了一种微分方程解法,并且证明了非线性互补问题的解是微分方程系统的渐进稳定平衡点.在适当的假设条件下,证明了所给出的算法具有二次收敛速度.数值结果表明了此算法的有效性. 相似文献
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求解非线性方程组的一种新的全局收敛的Levenberg-Marquardt算法 总被引:10,自引:0,他引:10
本文提出了求解非线性方程组的一种新的全局收敛的Levenberg-Marquardt算法,即μk=ακ(θ||F_k|| (1-θ)||J_k~TF_k||),θ∈[0,1],其中ακ利用信赖域技巧来修正.在不必假设雅可比矩阵非奇异的局部误差界条件下,证明了该算法是全局收敛和局部二次收敛的.数值试验表明该算法能有效地求解奇异非线性方程组问题. 相似文献
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In this paper, we consider a nonlinear switched time-delay (NSTD) system with unknown switching times and unknown system parameters, where the output measurement is uncertain. This system is the underling dynamical system for the batch process of glycerol bioconversion to 1,3-propanediol induced by Klebsiella pneumoniae. The uncertain output measurement is regarded as a stochastic vector (whose components are stochastic variables) and the only information about its distribution is the first-order moment. The objective of this paper is to identify the unknown quantities of the NSTD system. For this, a distributionally robust optimization problem (a bi-level optimization problem) governed by the NSTD system is proposed, where the relative error under the environment of uncertain output measurements is involved in the cost functional. The bi-level optimization problem is transformed into a single-level optimization problem with non-smooth term through the application of duality theory in probability space. By applying the smoothing technique, the non-smooth term is approximated by a smooth term and the convergence of the approximation is established. Then, the gradients of the cost functional with respect to switching times and system parameters are derived. A hybrid optimization algorithm is developed to solve the transformed problem. Finally, we verify the obtained switching times and system parameters, as well as the effectiveness of the proposed algorithm, by solving this distributionally robust optimization problem. 相似文献
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Zheng-HaiHuang Li-pingZhang Ji-yeHan 《计算数学(英文版)》2004,22(6):797-806
We propose a hybrid smoothing-nonsmooth Newton-type algorithm for solving the P0 linear complementarity problem (P0-LCP) based on the techniques used in the non-smooth Newton method and smoothing Newton method. Under some assumptions, the proposed algorithm can find an exact solution of P0-LCP in finite steps. Preliminary numerical results indicate that the proposed algorithm is promising. 相似文献
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We consider the numerical simulation of contact problems in elasticity with large deformations. The non-penetration condition is described by means of a signed distance function to the obstacle's boundary. Techniques from level set methods allow for an appropriate numerical approximation of the signed distance function preserving its non-smooth character. The emerging non-convex optimization problem subject to non-smooth inequality constraints is solved by a non-smooth multiscale SQP method in combination with a non-smooth multigrid method as interior solver. Several examples in three space dimensions including applications in biomechanics illustrate the capability of our methods. 相似文献
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《Communications in Nonlinear Science & Numerical Simulation》2007,12(3):379-396
A methodology for the local singularity of non-smooth dynamical systems is systematically presented in this paper, and a periodically forced, piecewise linear system is investigated as a sample problem to demonstrate the methodology. The sliding dynamics along the separation boundary are investigated through the differential inclusion theory. For this sample problem, a perturbation method is introduced to determine the singularity of the sliding dynamics on the separation boundary. The criteria for grazing bifurcation are presented mathematically and numerically. The grazing flows are illustrated numerically. This methodology can be very easily applied to predict grazing motions in other non-smooth dynamical systems. The fragmentation of the strange attractors of chaotic motion will be presented in the second part of this work. 相似文献
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A non-linear area traffic control system with limited capacity is considered in this paper. Optimal signal settings and link capacity expansions can be determined while trip distribution and network flow are in equilibrium. This problem can be formulated as a non-linear mathematical program with equilibrium constraints. For the objective function a non-linear constrained optimization program for signal settings and link capacity expansion is determined. For the constraint set the elastic user equilibrium traffic assignment obeying Wardrop’s first principle can be formulated as a variational inequality. Since the constrained optimization problem is non-convex, only local optima can be obtained. In this paper, a novel algorithm using a non-smooth trust region approach is proposed. Numerical tests are performed using a real data city network and various example test networks in which the effectiveness and robustness of the proposed method are confirmed as compared to other well-known solution methods. 相似文献
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The generation of novel chaotic funnel-shaped attractors is introduced and the analysis of related critical values is given with a proposed switching method in this paper. The underlying mechanism involves a simple three-dimensional switched system and a hysteretically switching signal. Moreover, theoretic analysis is carried out to study the attractor generation and the corresponding critical values by fully utilizing the specific structure of the non-smooth system. Based on carefully derivation, the critical values and related stability regions of the created attractors are estimated explicitly, which is usually impossible for general non-smooth dynamics. In addition, it is demonstrated by simulation that various attractor patterns are generated conveniently by adjusting suitable system parameters. 相似文献
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Uday Banerjee 《BIT Numerical Mathematics》1991,31(4):620-631
The eigenvalues of a fourth order, generalized eigenvalue problem in one dimension, with non-smooth coefficients are approximated by a finite element method, introduced in an earlier work by the author and A. Lutoborski, in the context of a similar source problem with non-smooth coefficients. Error estimates for the approximate eigenvalues and eigenvectors are obtained, showing a better performance of this method, when applied to eigenvalue approximation, compared to a standard finite element method with arbitrary mesh. 相似文献
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Pierre Apkarian Dominikus Noll Laleh Ravanbod 《Set-Valued and Variational Analysis》2018,26(2):405-429
We use a non-smooth trust-region method for H ∞-control of infinite-dimensional systems. Our method applies in particular to distributed and boundary control of partial differential equations. It is computationally attractive as it avoids the use of system reduction or identification. For illustration the method is applied to control a reaction-convection-diffusion system, a Van de Vusse reactor, and to a cavity flow control problem. 相似文献
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Non-smooth modal analysis is an extension of modal analysis to non-smooth systems, prone to unilateral contact conditions for instance. The problem of a one-dimensional bar subject to unilateral contact on its boundary has been previously investigated numerically and the corresponding spectrum of vibration could be partially explored. In the present work, the non-smooth modal analysis of the above system is reformulated as a set of functional equations through the use of both d’Alembert solution to the wave equation and the method of steps for Neutral Delay Differential Equations. The system features a strong internal resonance condition and it is established that irrational and rational periods of vibration should be carefully distinguished. For irrational periods, it was previously proven that the displacement field of the non-smooth modes of vibration is characterized with piecewise-linear functions in space and time and such a motion is unique for a prescribed energy. However, for rational periods, which are the subject of this work, new periodic solutions are found analytically. Findings consist of families of iso-periodic solutions with piecewise-smooth displacement fields in space and time and continua of piecewise-smooth periodic solutions of the same energy and frequency. 相似文献