一种修正的线搜索Filter-SQP算法

序列二次规划(SQP)算法是解非线性优化问题最有效的方法之一,然而当QP子问题不相容时SQP算法将会失败,且在罚函数中选择合适的罚参数比较困难.此处在原Filter-SQP算法的基础上,利用特定的凸规划模型代替QP子问题,提出一种修正的线搜索filter-SQP算法,并证明它的全局收敛性.此算法原理简单,容易实现,且具有全局收敛性,数值实验表明它是有效的.     

成组BFGS修正的紧凑形式与成组记忆修正算法

１．引言实际问题中经常要遇到一族函数极小值问题的求解,即ｍｉｎｆｉ（ｘ）,ｉ＝１,...,Ｐ;（１．１）其中人：Ｒ"、Ｒ具有公共的Ｈｅｓｓｉａｎ矩阵Ｇ（ｘ）。７'ｆｉ（ｘ）,ｒ是适中的数值．如在各种负载下的弹性体研究中,即要遇到问题（ｌ．Ｉ）的求解,其中人（Ｃ）一人Ｃ）＋ｑＣ十Ｃ;（＝１,...,...．对于不同的比则人（Ｘ）具有不同的极小点和不同的梯度Ｄ人（Ｘ）,但具有相同的Ｈｅｓｓｉａｎ矩阵Ｇ（Ｘ）．１９９４年,Ｏ'Ｌｅａｒｙ等【'］把拟一Ｎｅｗｔｏｎ算法推广至成组形式（ｍｕｌｔｉＰｌｅｖｅｒｓｉｏ...,…     

一种修正的Laplace-同伦摄动算法

在NDLT-HPM(非线性分布Laplace-同伦摄动算法)的基础上,通过引入参数h,提出了一种修正的NDLT-HPM(简称MNDLT-HPM),参数的引入使得求解更加灵活,且能调节和控制级数解的收敛域,克服了NDLT-HPM在嵌入参数p=1处级数解可能不收敛的局限性,使得级数解可以有效地收敛至精确解,从而获得足够精确的解析近似解,两个数值实例表明了该解法的优越性和精确性.     

成组Broyden修正矩阵的紧凑形式与成组记忆修正算法

1 引言 成组型线性方程组 其中,p是适中的数值,由于其有相当的实际应用背景,人们一直在研究有效的数值方法,特别是近年来,实际问题中归结出来的成组型方程组,其规模越来越大,又具有稀疏结构,因而使用迭代法是一种有效的途径,目前使用比较多的是Krylov子空间方法中的Lanczos方法,CG方法,GMRES方法等等。这种成组型算法的建立,其基本出发点是使算法具有较少的计算量和存储量,具体体现在: 1)成组型算法在应用于问题(1.1)的求解时,也具有有限终止性性质,而其终止步数一般要比单个型算法的步数减少了户倍,由于成组型算法每迭代一步的计算量基本上等同于单个型算法使用户次的计算量,如此,算法的计算量会有明显的改善。 2)当A存储在二级(secondary)内存时,在迭代计算时需要不断地进行存取交换,由于成组型算法的迭代步数减少了户倍,如此,用在这种交换的时间也要减少户倍,相当有效。 3)由于在成组型算法中,出现的多是AX的形式,其中,故成组型算法便于计算并行化。 4)即使用于求解单个方程组,当A的少数几个极端特征值分离甚远时,这种成组型算法也有可能改善其收敛速度,如成组型的CG方法。 目前,这种成组型算法已体现出很大的实用计算价值,然而其进一步的理论分析还有待深入研究。     

求解全局最优化问题的一种修正打洞算法

文献(Levy A V,Montalvo A.The tunneling algorithm for the global minimization of functions.SIAM J Sci and Stat Comput,1985,6(1):15-29)给出了求解全局优化问题的打洞算法,以及这个算法在执行时存在几个缺点.针对这几个缺点,我们构造了两个修正的打洞函数,基于这两个函数,提出了一种求解全局最优化问题的修正打洞算法,该算法克服了打洞算法的一些缺点.数值试验也进一步说明了算法的有效性.     

基数型拟阵交算法的一种推广形式

设M_1,M_2为拟阵,E是它们的基本集,(?)_1和(?)_2分别为它们的独立集族,设E_1,E_2,…,E_n为E中一组给定的非空子集(E_n=E_1),本文给出一种基数型算法,所定算法进行独立性检验的次数不大于O(|E|ρ~2),p=max(ρ_1,ρ_2),ρ_1是M_(?)(i=1,2)的秩,算法中重新进行标号的次数不超过O_((m ρ))。     

一种新的修正SR1更新公式及其算法收敛性

SR1更新公式对比其他的拟牛顿更新公式,会更加简单且每次迭代需要更少的计算量。但是一般SR1更新公式的收敛性质是在一致线性无关这一很强的条件下证明的。基于前人的研究成果,提出了一种新的修正SR1公式,并分别证明了其在一致线性无关和没有一致线性无关这两个条件下的局部收敛性,最后通过数值实验验证了提出的更新公式的有效性,以及所作出假设的合理性。根据实验数据显示,在某些条件下基于所提出更新公式的拟牛顿算法会比基于传统的SR1更新公式的算法收敛效果更好一些。     

一种新的修正SR1更新公式及其算法收敛性

SR1更新公式对比其他的拟牛顿更新公式,会更加简单且每次迭代需要更少的计算量。但是一般SR1更新公式的收敛性质是在一致线性无关这一很强的条件下证明的。基于前人的研究成果,提出了一种新的修正SR1公式,并分别证明了其在一致线性无关和没有一致线性无关这两个条件下的局部收敛性,最后通过数值实验验证了提出的更新公式的有效性,以及所作出假设的合理性。根据实验数据显示,在某些条件下基于所提出更新公式的拟牛顿算法会比基于传统的SR1更新公式的算法收敛效果更好一些。     

ABS共轭方向算法

本文提出ABS共轭方向算法，它可以产生一大类共轭方向．尤其，Dennis和Turner(1987)提出的广义共轭方向方法也可以由该算法产生。     

ABS共轭方向算法

本文提出ＡＢＳ共轭方向算法，它可以产生一大类共轭方向．尤其，Ｄｅｎｎｉｓ和Ｔｕｒｎｅｒ（１９８７）提出的广义共轭方向方法也可以由该算法产生     

A Class of Modified Broyden Algorithms

S1.IntroductionWeknowthatthevariablemetricalgorithms,suchastheBroydenalgorithms,areveryusefulandefficientmethodsforsolvingthenonlinearprogrammingproblem'min{f(x);xER"}-(1.1)Withexactlinearsearch,Powell(1971)provesthattherateofconvergenceofthesealgorithmsisone-stepsuperlinearfortheuniformlyconvexobjectivefunction,andifthepointsgivenbytheseaJgorithmsareconvergent,PuandYu(199o)provethattheyaregloballyconvergentforthecontinuousdifferentiablefunction.Withoutexactlinearsearchseveralresultshavebee…     

A Numerical Comparison of Some Modified Controlled Random Search Algorithms

In this paper we propose a new version of the Controlled Random Search(CRS) algorithm of Price. The new algorithmhas been tested on thirteen global optimization test problems. Numericalexperiments indicate that the resulting algorithm performs considerablybetter than the earlier versions of the CRS algorithms. The algorithm,therefore, could offer a reasonable alternative to many currently availablestochastic algorithms, especially for problems requiring direct searchtype methods. Also a classification of the CRS algorithms is made based onglobal technique – local technique and the relative performance ofclasses is numerically explored.     

Modified Partial-Update Newton-Type Algorithms for Unary Optimization

In this paper, we propose two modified partial-update algorithms for solving unconstrained unary optimization problems based on trust-region stabilization via indefinite dogleg curves. The two algorithms partially update an approximation to the Hessian matrix in each iteration by utilizing a number of times the rank-one updating of the Bunch–Parlett factorization. In contrast with the original algorithms in Ref. 1, the two algorithms not only converge globally, but possess also a locally quadratic or superlinear convergence rate. Furthermore, our numerical experiments show that the new algorithms outperform the trust-region method which uses the partial update criteria suggested in Ref. 1.     

A Metric Version of Milyutin Theorem

Open covering and metric regularity are properties playing a crucial role in several topics of modern variational analysis. Here their stability behaviour in the presence of perturbations is investigated in a purely metric setting. Some results in this sense are obtained, which lead to extend the known Milyutin theorem, and then to expand the concept of radius of regularity, a quantitative measure of the open covering stability. Estimations for the latter in terms of covering moduli are provided.     

A Version of the Poincare-Birkhoff-Witt Theorem

In this note I shall prove that if L is a finite-dimensionalLie algebra over a field F of characteristic zero which is generatedas an algebra by a set of elements {e₁, e₂,...,e_k}, then theuniversal enveloping algebra U(L) of L is linearly generatedby monomials spanned by the elements {e_i} of an a priori boundedwidth. As an application, a criterion of Kostant for a leftideal of U(L) to be of finite codimension is proved by purelyalgebraic means.     

关于Sylvester惯性律的一种变型

借助连续性推证与Hermite矩阵特征值的Courant-Fischer定理给出关于Sylvester惯性律一种变型的简化证明.     

A Semigroup Version of the Isoperimetric Inequality

In this article we extend the heat semigroup version of the isoperimetric inequality in Rⁿ established by M. Ledoux. To this purpose, the notion of the perimeter of a Caccioppoli set introduced by E. De Giorgi yields the appropriate measure theoretical background. In the proofs we use properties of the heat semigroup as well as its explicit integral representation.     

A Refined Version of the Lang-Trotter Conjecture

Let E be an elliptic curve defined over the rational numbersand r a fixed integer. Using a probabilistic model consistentwith the Chebotarev density theorem for the division fieldsof E and the Sato–Tate distribution, Lang and Trotterconjectured an asymptotic formula for the number of primes upto x which have Frobenius trace equal to r, where r is a fixedinteger. However, as shown in this note, this asymptotic estimatecannot hold for all r in the interval with a uniform bound for the error term, becausean estimate of this kind would contradict the Chebotarev densitytheorem as well as the Sato–Tate conjecture. The purposeof this note is to refine the Lang–Trotter conjecture,by taking into account the "semicircular law," to an asymptoticformula that conjecturally holds for arbitrary integers r inthe interval , with auniform error term. We demonstrate consistency of our refinementwith the Chebotarev density theorem for a fixed division field,and with the Sato–Tate conjecture. We also present numericalevidence for the refined conjecture.