A ROBUST TRUST REGION ALGORITHM FOR SOLVING GENERAL NONLINEAR PROGRAMMING

1. Introductioncrust region methods are iterative. As a strategy of globalization, the trust region approach was introduced into solving unconstrained optimization and proved to be efficient androbust. An excellent survey was given by Mor6(1983). The associated research with trustregion methods for unconstrained optimization can be found in Fletcher(1980), Powell(1975),Sorensen(1981), Shultz, Schnabel and Byrd(1985), Yuan(1985). The solution of the trust region subproblem is still an activ…     

A NEW NONMONOTONE TRUST REGION ALGORITHM FOR SOLVING UNCONSTRAINED OPTIMIZATION PROBLEMS

Based on the nonmonotone line search technique proposed by Gu and Mo （Appl. Math. Comput. 55, （2008） pp. 2158-2172）, a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization problems in this paper. The new algorithm is developed by resetting the ratio ρk for evaluating the trial step dk whenever acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective for solving unconstrained optimization problems.     

A TRUST REGION ALGORITHM FOR CONSTRAINED NONSMOOTH OPTIMIZATION PROBLEMS

1. Introductioncrust region methods are an hoportat class Of iterative wthods for solving nonlinearoptbozation problems, and have been developed rapidly in recent twenty years (see [1]--[9] 1 115] )[16] etc.). FOr nonsmooth optbozation problems, as early as in 1984, Y. Yuan [21 [3] prOPosed atrust region method for the composite function f(x) = h(g(x)), where h is convex and g E C';L. Qi and J. Sam [4] proposed an inexaCt trust region method for the general unconstrainednonsmooth optchatio…     

求解非线性互补问题的一个非精确信赖域方法

本文研究了基于非线性互补问题的等价非光滑优化问题的非精确依赖域方法，利用非线性规划的理论和方法，在一定条件下，获得了该方法的全局收敛性结果．     

CONIC TRUST REGION METHOD FOR LINEARLY CONSTRAINED OPTIMIZATION

In this paper we present a trust region method of conic model for linearly constrained optimization problems.We discuss trust region approaches with conic model subproblems.Some equivalent variation properties and optimality conditions are given.A trust region algorithm based on conic model is constructed.Global convergence of the method is established.     

解不适定问题的一种多尺度方法

1 前言 数学物理反问题是应用数学领域中成长和发展最快的领域之一.反问题大多是不适定的.对于不适定问题的解法已有不少的学者进行探索和研究,Tikhonov正则化方法是一种理论上最完备而在实践上行之有效的方法(参见[5,6,7,8,13]).     

A NONMONOTONE TRUST REGION METHOD FOR NONLINEAR LEAST SQUARES PROBLEMS

In this paper we present a nonmonotone trust region method for nonlinear least squares problems with zero-residual and prove its convergence properties. The extensive numerical results are reported which show that the nonmonotone trust region method is generally superior to the usual trust region method.     

求解一类约束优化信赖域方法的子问题

１引言设Ｈ为一给定的ｎ×ｎ对称矩阵,ｃＲ＂,本文考虑如｝的约束优化问题这里ａ＞０为给定的参数,Ｃ＝｛ｘＲｎｘ＜ａ是Ｒ”中的一个球体,Ｋ是一个简单凸闭集．当Ｋ＝Ｒｎ时,问题（Ｐ）便是无约束优化的信赖域子问题．当Ｋ＝｛ｘＲｎμ≤ｘ≤υ５,（μ１,μ２,…,μｎ）Ｔ,υ＝（υ１,υ２…,υｎ）Ｔ,且—∞＜μｉ＜υｉ＜ｖ＜＋∞,ｉ＝１,２,…,ｎ时,问题（Ｐ）便是用信赖域方法求解带上下界约束的优化问题时遇到的子问题．对于无约束信赖域方法的子问题已经有了比较成熟的算法［８,１２－１３,１５－１６］．Ｋ＝Ｒ…     

MULTILEVEL ITERATION METHODS FOR SOLVING LINEAR ILL-POSED PROBLEMS

In this paper we develop multilevel iteration methods for solving linear systems resulting from the Galerkin method and Tikhonov regularization for ill-posed problems, The algorithm and its convergence analysis ave presented in an abstract framework.     

求解LC１优化问题的全局超线性收敛的信赖方法

§ 1　IntroductionIn this paper we consider the following unconstrained optimization problem:minx∈ Rnf( x) , ( 1 )where f:Rn→R is a convex LC1 function,i.e.,a continuously differentiable convex func-tion whose gradient is Lipschitz continuous.We call the problem( 1 ) a convex LC1 opti-mization problem.This problem is an importantsubjectin nonlinear optimization.Applica-tions of such a minimization problem include stochastic quadratic programs[1 ,2 ] and the ex-tended linear-quadratic pro…     

非线性最小二乘问题的信赖域方法

本文提出一个新的非线性最小二乘的信赖域方法,在该方法中每个信赖域子问题只需要一次求解,而且每次迭代的一维搜索步长因子是给定的,避开一维搜索的环节,大大地提高了算法效率.文中证明了在一定的条件下算法的全局收敛性.     

A SELF—ADAPTIVE TRUST REGION ALGORITHM

In this paper we propose a self-adaptive trust region algorithm.The trust region radius is updated at a varable rate according to the ratio between the actual reduction and the predicted reduction of the objective function,rather than by simply enlarging or reducing the original trust region radius at a constant rate.We show that this new algorithm preserves the strong convergence property of traditional trust region methods.Numerical results are also presented.     

A PROJECTION-TYPE METHOD FOR SOLVING VARIOUS WEBER PROBLEMS

This paper investigates various Weber problems including unconstrained Weber problems and constrained Weber problems under l1, l2 and l∞-norms. First with a transformation technique various Weber problems are turned into a class of monotone linear variational inequalities. By exploiting the favorable structure of these variational inequalities, we present a new projection-type method for them. Compared with some other projection-type methods which can solve monotone linear variational inequality, this new projection-type method is simple in numerical implementations and more efficient for solving this class of problems; Compared with some popular methods for solving unconstrained Weber problem and constrained Weber problem, a singularity would not happen in this new method and it is more reliable by using this new method to solve various Weber problems.     

一种改进的无约束非光滑优化问题的信赖域算法

本文提出了一种新的求解无约束非光滑优化问题的信赖域算法,并证明了该算法的迭代点列的任何聚点都是的问题的稳定点。     

仿射变换内点信赖域方法求解变分不等式问题

本文研究了求解非线性约束变分不等式问题(VIP)的一个新的算法.利用KKT条件的非光滑方程形式,得到了与VIP等价的简单约束优化问题.提出了求解VIP的一类结合回代线搜索技巧的仿射变换内点信赖域算法.在较弱的条件下证明了算法具有整体收敛性,进一步在某些正则条件下,证明了算法具有超线性收敛速度.     

A FINITE DIMENSIONAL METHOD FOR SOLVING NONLINEAR ILL-POSED PROBLEMS

1.IntroductionInthispaperweconsiderthenonlinearproblemsoftheformF(x)=co,(1)whereF:D(F)CX-- YisanonlinearoperatorbetweenrealHilbertspacesXandYandcoER(F).ThenormsinXandYwillbedenotedby11'IIxand11'flyrespectively.Wearemainlyinterestedinthoseproblemsofth...     

具不等式约束变分不等式的信赖域算法

1　引　　言令Ｘ是Ｒｎ 中的非空闭凸集 ,Ｆ :Ｘ→Ｒｎ 是连续映射 ,〈· ,·〉表示Ｒｎ 中的内积 有限维变分不等式问题 (以下简称变分不等式问题 ,记为ＶＩＰ或ＶＩ(Ｘ ,Ｆ) ) :就是求ｘ ∈Ｒｎ,使ｘ ∈Ｘ且 ｘ ∈Ｘ ,〈Ｆ(ｘ ) ,ｘ -ｘ 〉≥ 0 . ( 1 )在Ｘ =Ｒｎ+ 的特殊情形下 ,( 1 )变为非线性互补问题 (记为ＮＣＰ或ＮＣＰ(Ｆ) ) :就是求ｘ ∈Ｒｎ,使ｘ ≥ 0 ,Ｆ(ｘ ) ≥ 0 ,且〈ｘ ,Ｆ(ｘ )〉 =0 . ( 2 )　　变分不等式长期以来一直用于阐述和研究经济学、控制论、交通运输等领域中出现的各种平衡模型 近二十年来 ,变分不等式及其…     

求解Lipschitz型规划全局极小点的改进的填充函数法

1 引言 考虑问题 (P)min(x), x∈Ω其中F:ΩR~n→R是局部Lipschitz函数,Ω为紧集,且F(x)在Ω内有极小点。文[1,2,3]在一定条件下给出了求解一般非光滑规划全局极小点的填充函数法,并给出了求解的全过程。本文根据文[1,2,3]的思想,为求解(P),结合函数的特点,给出了一种改进     

A HYBRID METHOD FOR SOLVING VARIATIONAL INEQUALITY PROBLEMS

§ 1　IntroductionThe problem of finding a point x* ∈S such that〈F(x* ) ,x -x* 〉≥ 0 for all x∈ S,(VIP)where S is a nonempty closed convex subset of Rn,F is a mapping from Rninto itself,and〈.,.〉denotes the inner productin Rn,is called the variational inequality problem and hasbeen widely used to study various equilibrium models arising in economic,operations re-search,transportation and regional sciences[1 ,2 ] .Many iterative methods for (VIP) havebeen developed,for example,project…