共查询到20条相似文献,搜索用时 109 毫秒
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郑权等首先提出积分-水平集求总极值的方法,实现算法中采用Monte-Carlo 随机投点产生近似水平集来缩小搜索区域范围,但这一算法可能失去总极值点.此后,邬 冬华等给出了一种修正的积分-水平集的方法,一种区域不收缩的分箱方法以保证总极 值点不被丢失.本文在此基础上采取对不同的箱子采用不同的测度这一策略,使水平值 更充分的下降,更快的达到全局极小值,以提高修正算法的计算效率.最后给出的数值算 例说明了算法是有效的. 相似文献
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对凸二次整数极小化问题提出了一种随机水平值逼近算法,该算法应用了重点取样技术,并利用极小化相对熵的思想来更新取样密度.对算法的渐近收敛性进行了证明,给出了数值实验的结果. 相似文献
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王辉 《数学年刊A辑(中文版)》1994,(3)
对于无限时区最优连续-转换-脉冲控制系统值函数满足的拟变分不等式,本文给出了其关于时间的离散化逼近系统,以及逼近解和原粘性解之间的估计.另外,相对于连续-转换控制系统,本文给出了其空间离散化方程,并且给出了解的估计以及求解的算法. 相似文献
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本文对服从OldroydB型微分模型的粘弹性流体问题给出了一种数值逼近算法.该算法对压力方程采用标准混合有限元方法,对速度方程采用并行非重叠区域分解方法和特征线法.这种并行算法在子区域上用Galerkin方法,通过积分平均方法显式地给出内边界的数值流.在本文最后还给出了该算法的最优L^2。一误差估计. 相似文献
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实自变量模糊参量的非线性Fuzzy回归分析 总被引:1,自引:0,他引:1
关于非线性Fuzzy回归问题,文[1]已经讨论了自变量和因变量都取Fuzzy值,而参量θ∈⊙R^m取实值的情况,但大多数实际问题却是其对偶情况,即自变量取实值而参量和因变量都取Fuzzy值。对此本文提供了一种处理方法,给出了相应地Fuzzy回归模型,并讨论了模糊观察值,母体分布,模型参数合理估计等问题,利用可能性理论给出了模型参数的Max-min估计及相应算法。 相似文献
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为了使得随机积分水平集算法中的积分水平值能够更加有效地下降,使每次下降得到的参数更适应目标函数,本文将相对熵方法应用到随机积分水平集算法中来.利用相对熵中的ASP问题给出了一种新的参数更新方法,数值试验证明了其科学性.最后就该方法给出了更加一般的参数更新方法并给出了算法. 相似文献
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用奇异值分解和特征投影分解(proper orthogonal decomposition,简记POD)方法建立Sobolev方程的一种降阶外推有限差分算法,并给出误差估计.最后用数值例子,验证基于POD方法降阶外推有限差分算法的可行性和有效性. 相似文献
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用奇值分解和特征投影分解(Proper Orthogonal Decomposition,简记POD)方法去建立抛物方程的一种降阶外推有限差分算法,并给出误差估计.最后用数值例子验证这种基于POD方法降阶外推有限差分算法的可行性和有效性. 相似文献
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指数分布场合下竞争失效产品加速寿命试验的Bayes估计 总被引:6,自引:0,他引:6
在指数分布场合下,本文给出了竞争失效产品加速寿命试验(恒加试验,步加试验)一种新的Bayes估计,这种估计方法能充分利用产品各失效机理在正常应力水平下的先验信息.最后利用Monte-Carlo方法对这种估计作了模拟比较. 相似文献
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In this paper a successive optimization method for solving inequality constrained optimization problems is introduced via a parametric monotone composition reformulation. The global optimal value of the original constrained optimization problem is shown to be the least root of the optimal value function of an auxiliary parametric optimization problem, thus can be found via a bisection method. The parametric optimization subproblem is formulated in such a way that it is a one-parameter problem and its value function is a monotone composition function with respect to the original objective function and the constraints. Various forms can be taken in the parametric optimization problem in accordance with a special structure of the original optimization problem, and in some cases, the parametric optimization problems are convex composite ones. Finally, the parametric monotone composite reformulation is applied to study local optimality. 相似文献
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A. Myslinski 《Journal of Optimization Theory and Applications》1985,46(2):187-203
This paper is concerned with an optimal design problem of vibrating plates. The optimization problem consists in maximizing the smallest eigenvalue of the elliptic eigenvalue problem describing the free plate vibration. The thickness of the plate is the variable subject to optimization. The volume of the plate is constant and the thickness of the plate is bounded.In this paper, we consider the case where the smallest eigenvalue is multiple. This implies that the optimization problem is nondifferentiable. A necessary optimality condition is formulated. The finite-element method is employed as an approximation method. A nonsmooth optimization method is used to solve this optimization problem. Numerical examples are provided.This work was supported by the Polish Academy of Sciences and the Education Ministry of Japan. Lemarechal's implementation of his method was used for numerical computations.on leave from Systems Research Institute, Warsaw, Poland. 相似文献
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This paper presents a numerical scheme for solving fractional optimal control. The fractional derivative in this problem is in the Riemann–Liouville sense. The proposed method, based upon the method of moments, converts the fractional optimal control problem to a semidefinite optimization problem; namely, the nonlinear optimal control problem is converted to a convex optimization problem. The Grunwald–Letnikov formula is also used as an approximation for fractional derivative. The solution of fractional optimal control problem is found by solving the semidefinite optimization problem. Finally, numerical examples are presented to show the performance of the method. 相似文献
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A filled function method for constrained global optimization 总被引:1,自引:0,他引:1
In this paper, a filled function method for solving constrained global optimization problems is proposed. A filled function
is proposed for escaping the current local minimizer of a constrained global optimization problem by combining the idea of
filled function in unconstrained global optimization and the idea of penalty function in constrained optimization. Then a
filled function method for obtaining a global minimizer or an approximate global minimizer of the constrained global optimization
problem is presented. Some numerical results demonstrate the efficiency of this global optimization method for solving constrained
global optimization problems. 相似文献
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将仿真技术和遗传算法相结合,根据生产车间的资源情况、优化目标等建立了生产调度仿真模型,然后对仿真输出结果进行统计,针对统计结果应用遗传算法对调度决策进行优化.仿真优化结果说明了该集成优化方法是有效性的. 相似文献
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In this paper, we consider an optimal zero-forcing beamformer design problem in multi-user multiple-input multiple-output broadcast channel. The minimum user rate is maximized subject to zero-forcing constraints and power constraint on each base station antenna array element. The natural formulation leads to a nonconvex optimization problem. This problem is shown to be equivalent to a convex optimization problem with linear objective function, linear equality and inequality constraints and quadratic inequality constraints. Here, the indirect elimination method is applied to reduce the convex optimization problem into an equivalent convex optimization problem of lower dimension with only inequality constraints. The primal-dual interior point method is utilized to develop an effective algorithm (in terms of computational efficiency) via solving the modified KKT equations with Newton method. Numerical simulations are carried out. Compared to algorithms based on a trust region interior point method and sequential quadratic programming method, it is observed that the method proposed is much superior in terms of computational efficiency. 相似文献
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In this paper, we present a new approach to solve a class of optimal discrete-valued control problems. This type of problem
is first transformed into an equivalent two-level optimization problem involving a combination of a discrete optimization
problem and a standard optimal control problem. The standard optimal control problem can be solved by existing optimal control
software packages such as MISER 3.2. For the discrete optimization problem, a discrete filled function method is developed
to solve it. A numerical example is solved to illustrate the efficiency of our method. 相似文献