共查询到20条相似文献,搜索用时 78 毫秒
1.
本文给出解决两阶段求援随机规划的一种新的数值方法.由于引进了新的逼近技术,该方法具有全局收敛性和局部超线性收敛性. 相似文献
2.
In this paper, we present two partitioned quasi-Newton methods for solving partially separable nonlinear equations. When the Jacobian is not available, we propose a partitioned Broyden’s rank one method and show that the full step partitioned Broyden’s rank one method is locally and superlinearly convergent. By using a well-defined derivative-free line search, we globalize the method and establish its global and superlinear convergence. In the case where the Jacobian is available, we propose a partitioned adjoint Broyden method and show its global and superlinear convergence. We also present some preliminary numerical results. The results show that the two partitioned quasi-Newton methods are effective and competitive for solving large-scale partially separable nonlinear equations. 相似文献
3.
Xiangsong Zhang Sanyang Liu Zhenhua Liu 《Nonlinear Analysis: Real World Applications》2011,12(1):731-740
In this paper, the second-order cone complementarity problem is studied. Based on the Fischer–Burmeister function with a perturbed parameter, which is also called smoothing parameter, a regularization smoothing Newton method is presented for solving the sequence of regularized problems of the second-order cone complementarity problem. Under proper conditions, the global convergence and local superlinear convergence of the proposed algorithm are obtained. Moreover, the local superlinear convergence is established without strict complementarity conditions. Preliminary numerical results suggest the effectiveness of the algorithm. 相似文献
4.
一个新的共轭投影梯度算法及其超线性收敛性 总被引:7,自引:0,他引:7
利用共轭投影梯度技巧,结合SQP算法的思想,建立了一个具有显示搜索方向的新算法,在适当的条件下,证明算法是全局收敛和强收敛的,且具有超线性收敛性,最后数值实验表明算法是有效的。 相似文献
5.
The aim of this paper is to incorporate the preconditioned gradient path in a nonmonotone stabilization algorithm for unconstrained optimization. The global convergence and locally superlinear convergence are established for this class of algorithms. Finally, we report in details the numerical results which show the effectiveness of the proposed algorithm. 相似文献
6.
本文利用一个修正的BFGS公式,提出了一个结合Armijo线搜索条件技术的BFGS信赖域方法,并在一定条件下证明了该方法的全局收敛性和超线性收敛性.初步的数值实验结果表明该方法是有效的. 相似文献
7.
线性方程组逼近双障碍问题 总被引:1,自引:0,他引:1
针对双障碍问题,本文提出了与其等价的B可微方程的类Broyden算法,并 在一定条件下证明了该算法的全局收敛性和超线性收敛性.经数值实验表明该算法是 有效的. 相似文献
8.
一类全局收敛的共轭投影梯度法及其超线性收敛性 总被引:10,自引:0,他引:10
一类全局收敛的共轭投影梯度法及其超线性收敛性时贞军(曲阜师范大学运筹学研究所)ACLASSOFGLOBALCONVERGENTCONJUGATEPROJECTIONGRADIENTMETHODANDITSSUPERLINEARCONVERGENCER... 相似文献
9.
10.
基于非光滑向量值最小函数的一个新光滑函数, 建立了二阶锥规划一个超线性收敛的非内部连续化算法. 该算法的特点如下: 首先, 初始点任意; 其次, 每次迭代只需求解一个线性方程组即可得到搜索方向; 最后, 在无严格互补假设下, 获得算法的全局收敛性、强收敛性和超线性收敛性. 数值结果表明算法是有效的. 相似文献
11.
本文提出一个求解不等式约束的Minimax问题的滤子算法,结合序列二次规划方法,并利用滤子以避免罚函数的使用.在适当的条件下,证明了此方法的全局收敛性及超线性收敛性.数值实验表明算法是有效的. 相似文献
12.
In this paper, we propose conjugate gradient path method for solving derivative-free unconstrained optimization. The iterative direction is obtained by constructing and solving quadratic interpolation model of the objective function with conjugate gradient methods. The global convergence and local superlinear convergence rate of the proposed algorithm are established under some reasonable conditions. Finally, the numerical results are reported to show the effectiveness of the proposed algorithm. 相似文献
13.
14.
非线性不等式约束最优化快速收敛的可行信赖域算法 总被引:5,自引:0,他引:5
In this paper,by combining the trust region technique with the generalized gradient projection.a new trust region algorithm with feasible iteration points is presented for nonlinear inequality constrained optimization,and its trust region is a general compact set containing the origion as an inteior point.No penalty function is used in the algorithm,and it is feasible descent .Under suitable assumptions,the algorithm is proved to possess global and strong convergence as well as superlinear and quadratic convergence.Some numerical results are reported. 相似文献
15.
In this article, we propose a new smoothing inexact Newton algorithm for solving nonlinear complementarity problems (NCP) base on the smoothed Fischer-Burmeister function. In each iteration, the corresponding linear system is solved only approximately. The global convergence and local superlinear convergence are established without strict complementarity assumption at the NCP solution. Preliminary numerical results indicate that the method is effective for large-scale NCP. 相似文献
16.
17.
A parallel inexact Newton method with a line search is proposed for two-stage quadratic stochastic programs with recourse. A lattice rule is used for the numerical evaluation of multi-dimensional integrals, and a parallel iterative method is used to solve the quadratic programming subproblems. Although the objective only has a locally Lipschitz gradient, global convergence and local superlinear convergence of the method are established. Furthermore, the method provides an error estimate which does not require much extra computation. The performance of the method is illustrated on a CM5 parallel computer.This work was supported by the Australian Research Council and the numerical experiments were done on the Sydney Regional Centre for Parallel Computing CM5. 相似文献
18.
不等式约束优化一个具有超线性收敛的可行序列二次规划算法 总被引:2,自引:0,他引:2
建立了一个新的SQP算法,提出了一阶可行条件这一新概念.对已有SQP型算法进行改进,减少计算工作量,证明了算法具有全局收敛及超线性收敛性.数值实验表明算法是有效的. 相似文献
19.
Juliang Zhang+ 《计算数学(英文版)》2003,(2)
A new algorithm for inequality constrained optimization is presented, which solves a linear programming subproblem and a quadratic subproblem at each iteration. The algorithm can circumvent the difficulties associated with the possible inconsistency of QP subproblem of the original SQP method. Moreover, the algorithm can converge to a point which satisfies a certain first-order necessary condition even if the original problem is itself infeasible. Under certain condition, some global convergence results are proved and local superlinear convergence results are also obtained. Preliminary numerical results are reported. 相似文献
20.
A new trust region method for nonlinear equations 总被引:1,自引:0,他引:1
In this paper, a new trust region method for the system of nonlinear equations is presented in which the determining of the trust region radius incorporates the information of its natural residual. The global convergence is obtained under mild conditions. Unlike traditional trust region method, the superlinear convergence of the method is proven under the local error bound condition. This condition is weaker than the nondegeneracy assumption which is necessary for superlinear convergence of traditional trust region method. We also propose an approximate algorithm for the trust region subproblem. Preliminary numerical experiments are reported.
Acknowledgements.The authors are indebted to our supervisor, Professor Y.-X. Yuan, for his excellent guidance and Jorge J. Moré for his subroutine. And we would like to thank the referees for their valuable suggestions and comments. 相似文献