A MULTIDIMENSIONAL FILTER SQP ALGORITHM FOR NONLINEAR PROGRAMMING

We propose a multidimensional filter SQP algorithm. The multidimensional filter technique proposed by Gould et al. [SIAM J. Optim., 2005] is extended to solve constrained optimization problems. In our proposed algorithm, the constraints are partitioned into several parts, and the entry of our filter consists of these different parts. Not only the criteria for accepting a trial step would be relaxed, but the individual behavior of each part of constraints is considered. One feature is that the undesirable link between the objective function and the constraint violation in the filter acceptance criteria disappears. The other is that feasibility restoration phases are unnecessary because a consistent quadratic programming subproblem is used. We prove that our algorithm is globally convergent to KKT points under the constant positive generators (CPG) condition which is weaker than the well-known Mangasarian-Fromovitz constraint qualification (MFCQ) and the constant positive linear dependence (CPLD). Numerical results are presented to show the efficiency of the algorithm.     

A NATURAL GRADIENT ALGORITHM FOR THE SOLUTION OF LYAPUNOV EQUATIONS BASED ON THE GEODESIC DISTANCE

A new framework based on the curved Riemannian manifold is proposed to calculate the numerical solution of the Lyapunov matrix equation by using a natural gradient descent algorithm and taking the geodesic distance as the objective function. Moreover, a gradient descent algorithm based on the classical Euclidean distance is provided to compare with this natural gradient descent algorithm. Furthermore, the behaviors of two proposed algorithms and the conventional modified conjugate gradient algorithm are compared and demonstrated by two simulation examples. By comparison, it is shown that the convergence speed of the natural gradient descent algorithm is faster than both of the gradient descent algorithm and the conventional modified conjugate gradient algorithm in solving the Lyapunov equation.     

非扩张映像不动点新的简单逼近算法

提出了一个简单的非扩张映像不动点的逼近算法,该算法通过非迭代的逼近序列来实现.从算法的复杂性来看,提出的算法比经典的Mann迭代算法、Ishikawa迭代算法和Halpern迭代算法更简单.提出的算法紧密联系着非扩张映像不动点的存在性,因此,还得到了非扩张映像的新不动点定理, 拓展和改进了经典的Goebel-Kirk,Kim-Xu等作者的结果.     

非对称相异性矩阵的一种非度量多维尺度变换

本文将Okada ＆ Imaizumi等的模型加以推广,提出了一种用于处理非对称相异性矩阵的非度量多维尺度变换新方法.在模型中,我们假定每个研究对象可以表示为Minkowski度量空间中的一个点和一个超球面,超球面的半径揭示了相应研究对象的非对称性.文中我们给出了一种计算点坐标及球半径的算法.该算法使用了代数方法,比原来的方法收敛速度快,节省计算时间.最后给出了一个数值例子.     

最佳逼近的正交化算法

In the present paper,we shall give a new algorithm of the best approximation in Hilbert spaces by using Gram-Schmidt orthogonalization and give some examples to show that the new method is simple and convenient.And we also point out that the best approximation have a wonderful superposition property by using orthogonal method.     

求解盒子形区域上变分不等式的逐次逼近类Broyden算法

In this paper, a successive approximation Broyden-like method is presented for the box constrained variational inequality problems based on its equivalent nonsmooth equations. The global convergence of the algorithm is obtained under suitable conditions. Numerical results are also reported.     

某些多元线性正算子的加权逼近

本文首先给出了在Ｌｐ逼近意义下某些线性正算子加Ｊａｃｏｂｉ权逼近时的特征定理，作为应用，我们给出了多元Ｂａｓｋａｋｏｖ型算子、多元Ｓｚａｓｚ－Ｍｉｒａｋｊａｎ型算子和多元Ｂｅｔａ算子加权逼近时的特征刻划．     

A NEW PSEUDOSPECTRAL APPROXIMATION FOR THE FOWARD-BACKWARD HEAT EQUATION

ＡＮＥＷＰＳＥＵＤＯＳＰＥＣＴＲＡＬＡＰＰＲＯＸＩＭＡＴＩＯＮＦＯＲＴＨＥＦＯＷＡＲＤ－ＢＡＣＫＷＡＲＤＨＥＡＴＥＱＵＡＴＩＯＮ￥ＹｅＸｉｎｇｄｅ（叶兴德）ＪｉａｎｇＪｉｎｓｈｅｎｇ（江金生）（Ｄｅｐｔ．ｏｆＭａｔｈ．＆Ｉｎｆｏｒ．Ｓｃｉ．，Ｈａｎｇ...     

A KY FAN MATCHING THEOREM FOR TRANSFER COMPACTLY OPEN COVERS AND THE APPLICATION TO THE FIXED POINT

In this article, a Ky Fan matching theorem for transfer compactly open covers is established. As applications, a Fan-Browder coincidence theorem, a Ky Fan best approximation theorem and a Brouwer-Schauder-Rothe type fixed point theorem are obtained.     

Stokes问题的一种新的混合有限元逼近

为了求解Ｓｔｏｋｅｓ问题，本文构造出了一类新的满足ＢＢ－条件的有限元空间对，并给出了相应的超收敛分析．     

两相可混溶驱动问题中近似压力方程的一种新方法

1　介　　绍ΩR2为凸多边形区域,Ω上的两相可混溶驱动问题可由以下微分方程系统来描述a)-.[a(x,c)(p-r(c)]=.u=q,b)φ(x)ct+u.c-(Dc)=(c-c)q=g(c),(1.1)其中a(x,c)=-k(x)μ(c),k(x)为介质的渗透率,μ(c)为流体的粘度,p为流体的压力,φ(x)为介质的孔隙度,c为一相流体的体积浓度,q为外部流体的体积流速,且满足相容性条件∫Ωqdx=0.D是2×2阶矩阵,D=φ(x)[dmI+|u|(dlE(u)+dtE⊥(u))],E(u)=(uiuj/|u|2)2×2,dm为分子扩散系数,dl,dt分别为横向、纵向弥散系数.系统的边界条件、初始条件:n为边界单位外法向a)u.n=0,(x,t)∈Ω×Jb)2i,j=1Dij(…     

求解线性互补问题的一种新算法

本文针对线性互补问题,提出了与其等价的非光滑方程的逐次逼近阻尼牛顿法,并在一定条件下证明了该算法具有的全局收敛性．同时给出了一些数值例子,得到很好的数值结果．     

A NEW ALGORITHM FOR BALL-CONSTRAINED QUADRATIC MINIMIZATION PROBLEMS

A new algorithm for the ball-constrained quadratic minimization problem min ,with a symmetric semi-positive definite matrix H and nonzero vector 6 , is presented:zk+1 > 0, k= 0,1,2,…,where z0 > 0 , and S, = Si(zk) = bT(H + zkl)-ib, i = 2,3,4.We proved that, the iterative sequence converges monotonically to the unique minimum norm minimizer x:And the convergence rate of is 3,2, and 4/3 according to z > 0, lim S2(z) < 1 and lim S2(z)= 1 respectively.     

A NEW PERTURBATION SIMPLEX ALGORITHM FOR LINEAR PROGRAMMING

1.IntroductionThedualsimplexalgorithm[1,91andtheprimal-dualsimplealgorithm[6]arewellknownandefficientsimplexvariants.However,bothofthemneedaninitialdualfeasiblebasistogetstarted,andthereforecannotbedirectlyappliedtosolvingproblemsthatdonothavesuchane...     

A NEW TRUST-REGION ALGORITHM FOR FINITE MINIMAX PROBLEM

In this paper, a new trust region algorithm for minimax optimization problems is proposed, which solves only one quadratic subproblem based on a new approximation model at each iteration. The approach is different from the traditional algorithms that usually require to solve two quadratic subproblems. Moreover, to avoid Maratos effect, the nonmonotone strategy is employed. The analysis shows that, under standard conditions, the algorithm has global and superlinear convergence. Preliminary numerical experiments are conducted to show the efficiency of the new method.     

A NEW TRUST-REGION ALGORITHM FOR NONLINEAR CONSTRAINED OPTIMIZATION

We propose a new trust region algorithm for nonlinear constrained optimization problems. In each iteration of our algorithm, the trial step is computed by minimizing a quadratic approximation to the augmented Lagrange function in the trust region. The augmented Lagrange function is also used as a merit function to decide whether the trial step should be accepted. Our method extends the traditional trust region approach by combining a filter technique into the rules for accepting trial steps so that a trial step could still be accepted even when it is rejected by the traditional rule based on merit function reduction. An estimate of the Lagrange multiplier is updated at each iteration, and the penalty parameter is updated to force sufficient reduction in the norm of the constraint violations. Active set technique is used to handle the inequality constraints. Numerical results for a set of constrained problems from the CUTEr collection are also reported.     

无约束广义几何规划的一种最新算法

1　引　　言近十几年来 ,几何规划新的有效数值求解方法成果很少 ,但几何规划在工程中的应用却十分广泛 ,随着线性、二次规划和非线性规划的各种新的数值方法的出现 ,必将把几何规划推向新阶段 .本文充分利用广义几何规划的特点 ,根据目标函数的梯度及 Hessian阵具有简单的特殊表达式 ,再结合信赖域算法构造了一种特殊算法 ,每次迭代只需解一类特殊的线性方程组 ,并在相对弱的条件下证明了全局收敛性和局部二次收敛性 ,具有比采用一般非线性规划求解速度快、精度高、占用内存少等优点 .考虑如下无约束的广义几何规划问题minh(t) = mj=1cj n…     

A NEW SMOOTHING APPROXIMATION METHOD FOR SOLVING BOX CONSTRAINED VARIATIONAL INEQUALITIES

In this paper, we first give a smoothing approximation function of nonsmooth system based on box constrained variational inequalities and then present a new smoothing approximation algorithm. Under suitable conditions,we show that the method is globally and superlinearly convergent. A few numerical results are also reported in the paper.     

求解交通均衡配流问题的新算法

给出了一个求解交通均衡配流问题的新算法,证明了新算法的收敛性,并在小型交通网络上进行了初步的数值试验．     

环境污染中三维Volterra系统持续生存与绝灭的阈值

本文对环境容量很大且被污染的三种群系统进行了研究，得到了三维Volterra捕食-被捕食系统持续生存与绝灭的阈值．