共查询到20条相似文献,搜索用时 46 毫秒
2.
3.
4.
5.
6.
7.
本文给出半无限规划的一个对偶罚函数模型,该模型能处理目标函数不是凸函数的情形,从而凸(SIP)对偶为该模型的一个特例.并且,作为罚函数,本模型的罚因子比l1-罚函数要小,这使得算法更可行,最后,给出零对偶间隙证明. 相似文献
8.
9.
10.
利用广义伪方向导数,在较弱的条件下,给出了半无限极大极小问题(P)的全局收敛性理论算法模型;利用离散策略给出了问题(P)全局收敛的可实现算法.数值结果表明本文给出的可实现算法是有效的. 相似文献
11.
In this paper we further
study the dual gap function G, which was introduced by
Marcotte and Zhu, for the variational inequality
problem (VIP). We characterize the directional derivative and
subdifferential of G. Based on these, we get a better
understanding of the concepts of a global error bound, weak sharpness,
and minimum principle sufficiency property for
the pseudo-monotone VIP. 相似文献
12.
In this paper we present some semismooth Newton methods for solving the semi-infinite programming problem. We first reformulate the equations and nonlinear complementarity conditions derived from the problem into a system of semismooth equations by using NCP functions. Under some conditions a solution of the system of semismooth equations is a solution of the problem. Then some semismooth Newton methods are proposed for solving this system of semismooth equations. These methods are globally and superlinearly convergent. Numerical results are also given. 相似文献
13.
The so called dual parametrization method for quadratic semi-infinite programming (SIP) problems is developed recently for quadratic SIP problems with a single infinite constraint. A dual parametrization algorithm is also proposed for numerical solution of such problems. In this paper, we consider quadratic SIP problems with positive definite objective and multiple linear infinite constraints. All the infinite constraints are supposed to be continuously dependent on their index variable on a compact set which is defined by a number equality and inequalities. We prove that in the multiple infinite constraint case, the minimu parametrization number, just as in the single infinite constraint case, is less or equal to the dimension of the SIP problem. Furthermore, we propose an adaptive dual parametrization algorithm with convergence result. Compared with the previous dual parametrization algorithm, the adaptive algorithm solves subproblems with much smaller number of constraints. The efficiency of the new algorithm is shown by solving a number of numerical examples. 相似文献
14.
A Smoothing Newton Method for Semi-Infinite Programming 总被引:5,自引:0,他引:5
This paper is concerned with numerical methods for solving a semi-infinite programming problem. We reformulate the equations and nonlinear complementarity conditions of the first order optimality condition of the problem into a system of semismooth equations. By using a perturbed Fischer–Burmeister function, we develop a smoothing Newton method for solving this system of semismooth equations. An advantage of the proposed method is that at each iteration, only a system of linear equations is solved. We prove that under standard assumptions, the iterate sequence generated by the smoothing Newton method converges superlinearly/quadratically. 相似文献
15.
We formulate convex semi-infinite programming problems in a functional analytic setting and derive optimality conditions and several duality results, based on which we develop a computational framework for solving convex semi-infinite programs. 相似文献
16.
G. J. Zalmai 《Numerical Functional Analysis & Optimization》2013,34(11):1265-1298
In this article, we construct and discuss several second-order parameter-free duality models for a semi-infinite minmax fractional programming problem and establish appropriate duality results under various generalized second-order (?, β, φ, ρ, θ)-univexity assumptions. 相似文献
17.
Generalized semi-infinite optimization problems (GSIP) are considered. We generalize the well-known optimality conditions for minimizers of order one in standard semi-infinite programming to the GSIP case. We give necessary and sufficient conditions for local minimizers of order one without the assumption of local reduction. The necessary conditions are derived along the same lines as the first-order necessary conditions for GSIP in a recent paper of Jongen, Rückmann, and Stein (Ref. 1) by assuming the so-called extended Mangasarian–Fromovitz constraint qualification. Using the ideas of a recent paper of Rückmann and Shapiro, we give short proofs of necessary and sufficient optimality conditions for minimizers of order one under the additional assumption of the Mangasarian–Fromovitz constraint qualification at all local minimizers of the so-called lower-level problem. 相似文献
18.
19.
In this paper, we develop a dual approach to the dynamic programming for the optimal control problem in a multidimensional case. The idea of our method consists in defining, instead of the value function, a new function which satisfies a dual first-order partial differential equation of dynamic programming. We then prove a suitable verification theorem and introduce the concept of a dual feedback control. The sufficient optimality conditions thus obtained are analogous to their one-dimensional counterparts. 相似文献
20.
A family of linear semi-infinite problems depending on a parameter
is considered. For fixed
, a sensitivity analysis of the problem solution is carried out and rules constructing the solutions of this family for in a right-side neighborhood of 0 are described. Results on the one-sided derivatives of the solution with respect to the parameter are presented. On the basis of the results, an active-set-strategy and a path-following algorithm are suggested. 相似文献