样本函数条件极值中减低偏差的方法

对样本函数条件极值中偏差项的阶进行了分析,探讨了减低偏差项的方法,分析表明古典折刀法、减-d折刀法均不能减低偏差项;在此基础上,提出了减低偏差项的自助法,并论证了在均方误差意义下,θnab是一种较优的估计.     

一定条件下样本函数极值的重采样方法

本文对一定条件下样本函数极值的重采样方法进行了研究,给出了γ~2估计的几种方法,包括减-d折刀法、减-1折刀法和自助法；并对得到的统计量的性质进行了分析．     

求不定二次规划全局解的一个新算法

本文提出了一个求不定二次规划问题全局最优解的新算法.首先,给出了三种计算下界的方法:线性逼近法、凸松弛法和拉格朗日松弛法;并且证明了拉格朗日对偶界与通过凸松弛得到的下界是相等的;然后建立了基于拉格朗日对偶界和矩形两分法的分枝定界算法,并给出了初步的数值试验结果.     

求全局最优化问题的一类单参数全局凸填充函数

讨论求全局最优化问题的填充函数法,进一步提出了求全局最优化问题的一类单参数全局凸填充函数,它和目标函数同阶可微.     

基于多项式实数根的三维井眼轨道设计理论

三维井眼轨道设计问题需要求解多元非线性方程组,由于未知数多、方程的非线性强,一般难以求出解析解,通常使用数值迭代方法求数值解.对三维s型轨道设计问题依据已知设计参数进行了分类,发现了一套有效的数学化简技巧,求出了第1类初值问题的解析解和第Ⅱ-Ⅳ类初值问题的拟解析解.提出了轨道设计问题的特征多项式的新概念,并证明了轨道设计问题是否有解取决于特征多项式是否有实数根,解的个数不多于实数根的个数或个数的二倍.所提出的基于特征多项式实数根的拟解析算法对于求解轨道设计问题具有计算速度快、计算可靠性高、易于计算机编程实现等优点,在三维水平井轨道设计、三维绕障井轨道设计、防碰设计等方面具有比数值迭代方法更好的计算性能.     

Interior-Point Methods for Nonconvex Nonlinear Programming: Filter Methods and Merit Functions

Recently, Fletcher and Leyffer proposed using filter methods instead of a merit function to control steplengths in a sequential quadratic programming algorithm. In this paper, we analyze possible ways to implement a filter-based approach in an interior-point algorithm. Extensive numerical testing shows that such an approach is more efficient than using a merit function alone.     

Finding all solutions of nonlinearly constrained systems of equations

A new approach is proposed for finding all-feasible solutions for certain classes of nonlinearly constrained systems of equations. By introducing slack variables, the initial problem is transformed into a global optimization problem (P) whose multiple global minimum solutions with a zero objective value (if any) correspond to all solutions of the initial constrained system of equalities. All-globally optimal points of (P) are then localized within a set of arbitrarily small disjoint rectangles. This is based on a branch and bound type global optimization algorithm which attains finite-convergence to each of the multiple global minima of (P) through the successive refinement of a convex relaxation of the feasible region and the subsequent solution of a series of nonlinear convex optimization problems. Based on the form of the participating functions, a number of techniques for constructing this convex relaxation are proposed. By taking advantage of the properties of products of univariate functions, customized convex lower bounding functions are introduced for a large number of expressions that are or can be transformed into products of univariate functions. Alternative convex relaxation procedures involve either the difference of two convex functions employed in BB [23] or the exponential variable transformation based underestimators employed for generalized geometric programming problems [24]. The proposed approach is illustrated with several test problems. For some of these problems additional solutions are identified that existing methods failed to locate.     

Convergence Acceleration of Direct Trajectory Optimization Using Novel Hessian Calculation Methods

Sparse sequential quadratic programming (SQP) has offered fast and robust convergence of trajectory optimization based on direct collocation. However, the conventional approach of calculating the Hessian of the Lagrangian is sometimes inefficient in view of the computational time. Therefore, this paper proposes two novel Hessian calculation methods that exploit the doubly-bordered block diagonal structure of the Hessian. Through applications to the constrained brachistochrone problem and the space shuttle reentry problem, the proposed methods were demonstrated to show faster convergence speeds as compared with the conventional methods. This work was supported by a Grant-In-Aid from the Japan Society for the Promotion of Science.     

一类广义拟牛顿算法的收敛性

本文提出一类广义拟牛顿算法,新类算法降低了关于目标函数的假设条件,将线搜索扩展 到一般形式,它概括了若干种常用的非精确线搜索技术.此外,算法对迭代校正公式中的参数Φk的 选取范围做了较大扩展(可以取负值).     

Algorithms for Finding the Roots of Some Quadratic Octonion Equations

In this paper, we give an algorithm to find the roots of the octonionic quadratic equation x ² + bx + c = 0, and develop a Matlab package to find solutions. We also discuss how to find the roots of some other octonion quadratic equations, such as an algorithm is given for finding the roots of the octonion quadratic equation xax + bx + c = 0.     

求解带箱子集约束的非光滑全局优化问题的填充函数方法

提出了一个求解带箱子集约束的非光滑全局优化问题的填充函数方法.构造的填充函数只包含一个参数,且此参数在迭代过程中容易调节.分析了填充函数的理论性质,在此基础上设计了填充函数算法.数值计算验证了该算法的有效性.     

整系数多项式有理根一个新求法的再探讨

设f (x)为整系数多项式,α为有理数,对n个不同的整数t1,…,tn,gα(tk) =f (tk)tk-α都是整数,那么α是f (x)的根的充要条件是f (t) =∑ni=1∏1≤j≤nj≠it-tjti-tjgα(ti) ( t∈Z) .     

A Class of Augmented Filled Functions

The filled function method is an effective approach to find the global minimizer. Two of the recently proposed filled functions are H(X) and L₂(X). Although their numerical behavior is acceptable, they are not defined everywhere. This paper proposes a class of augmented filled functions with improved analyticity. Issues covered in the presented work include: theoretical properties, convergence analysis, geometric interpretation, algorithms, and numerical experiments. The overall performance of the new approach is comparable to the recently proposed ones.     

关于一个多项式重根迭代法的收敛性

讨论一个同时求解多项式重根的迭代法,给出其收敛性定理及其简洁证明,数值结果是满意的.     

Trajectory and Global Attractors of Three-Dimensional Navier--Stokes Systems

We construct the trajectory attractor of a three-dimensional Navier--Stokes system with exciting force . The set consists of a class of solutions to this system which are bounded in , defined on the positive semi-infinite interval of the time axis, and can be extended to the entire time axis so that they still remain bounded-in- solutions of the Navier--Stokes system. In this case any family of bounded-in- solutions of this system comes arbitrary close to the trajectory attractor . We prove that the solutions are continuous in t if they are treated in the space of functions ranging in . The restriction of the trajectory attractor to , , is called the global attractor of the Navier--Stokes system. We prove that the global attractor thus defined possesses properties typical of well-known global attractors of evolution equations. We also prove that as the trajectory attractors and the global attractors of the -order Galerkin approximations of the Navier--Stokes system converge to the trajectory and global attractors and , respectively. Similar problems are studied for the cases of an exciting force of the form depending on time and of an external force rapidly oscillating with respect to the spatial variables or with respect to time .     

Generalized arcwise-connected functions and characterizations of local-global minimum properties

In this paper, new classes of generalized convex functions are introduced, extending the concepts of quasi-convexity, pseudoconvexity, and their associate subclasses. Functions belonging to these classes satisfy certain local-global minimum properties. Conversely, it is shown that, under some mild regularity conditions, functions for which the local-global minimum properties hold must belong to one of the classes of functions introduced.Dedicated to R. BellmanThe authors are indebted to I. Kozma, N. Megiddo, and A. Tamir for valuable discussions and to S. Schaible for valuable remarks. This research was partially supported by the Fund for the Encouragement of Research at the Technion.     

重根牛顿变换的Julia集

作者分析了重根牛顿变换的Julia集理论,并利用迭代法构造了标准牛顿变换、松弛牛顿变换和重根牛顿变换的Julia集．采用实验数学方法,作者得出如下结论:(1)函数f(z)=zα(zβ-1) 的三种牛顿变换Julia集的中心为原点目具有β倍的旋转对称性; (2)三种牛顿变换Julia集的重根吸引域对α具有敏感的依赖性;(3)由于的零点是松弛牛顿变换的中性或斥性不动点,故松弛牛顿变换的Julia集中不存在单根吸引域;(4)由于∞点不是重根牛顿变换的不动点,故重根牛顿变换的Julia集中多为重根和单根吸引域;(5)重根牛顿法受计算误差影响最小,松弛牛顿法次之, 标准牛顿法最大．     

A new family of iterative methods for solving system of nonlinear algebric equations

Homotopy perturbation method (HPM) is applied to construct a new iterative method for solving system of nonlinear algebric equations. Comparison of the result obtained by the present method with that obtained by revised Adomian decomposition method [Hossein Jafari, Varsha Daftardar-Gejji, Appl. Math. Comput. 175 (2006) 1–7] reveals that the accuracy and fast convergence of the new method.     

关于整系数多项式有理根求法的注记

现行高等代数教材给出了求整系数多项式有理根的经典方法 ,周仲旺近日撰文又给出了一个新方法 ,称其“要比经典的方法有趣简捷”,但没有给出两个方法运算量的定量分析与比较 .本文先对经典方法从数学原理和算法设计两个方面作较详细明确的描述 ;再给出经典算法与周方法运算量的定量分析 ,比较的结果是周方法运算量比经典算法运算量多得多 .     

Global State Space Approach for the Efficient Numerical Solution of State-Constrained Trajectory Optimization Problems

A new approach based on a global state space form is introduced for solving trajectory optimization problems with state inequality constraints via indirect methods. The use of minimal coordinates on a boundary arc of the state constraint eliminates severe problems, which occur for standard methods and are due to the appearance of differential-algebraic boundary-value problems. Together with a hybrid approach and a careful treatment of some interior-point conditions, we obtain an efficient and reliable solution method.