共查询到20条相似文献,搜索用时 15 毫秒
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Chang-fengMa Pu-yanNie Guo-pingLiang 《计算数学(英文版)》2003,21(6):747-758
The nonlinear complementarity problem can be reformulated as a nonsmooth equation. In this paper we propose a new smoothing Newton algorithm for the solution of the nonlinear complementarity problem by constructing a new smoothing approximation function. Global and local superlinear convergence results of the algorithm are obtained under suitable conditions. Numerical experiments confirm the good theoretical properties of the algorithm. 相似文献
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一个求解互补问题的光滑Newton方法 总被引:5,自引:0,他引:5
1.引言 考虑非线性互补问题NCP(F):其中 F: 是连续可微函数.目前比较流行的求解NCP(F)的方法之一是首先把它转化为一个方程组,然后通过求解方程组的方法[1]间接求解,这样的方法通常是通过Fischer函数来完成的[2]容易验证所以求解NCP(F)可以等价求解一个n维方程组 然而函数φ有一个缺点,即它在零点不可微.这就导致Φ在某些点不可微.因此传统的求解方程组的方法并不能直接应用到Φ上.为克服这个缺点,可使用它的光滑形式[4]: 我们注意到,只要μ>0,φμ就是可微的,而且对任意μ有所以可… 相似文献
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本文研究了非线性互补的光滑化问题.利用一个新的光滑NCP函数将非线性互补问题转化为等价的光滑方程组,并在此基础上建立了求解P0-函数非线性互补问题的一个完全光滑化牛顿法,获得了算法的全局收敛性和局部二次收敛性的结果.并给出数值实验验证了理论分析的正确性. 相似文献
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在方程组方法框架下,给出了一种求解二阶锥规划的非精确光滑算法.在适当的条件下,证明了该算法具有全局收敛性.数值试验表明该算法对求解中大规模二阶锥规划是有效的. 相似文献
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基于指数罚函数,对最近提出的一种求解无约束优化问题的三项共轭梯度法进行了修正,并用它求解更复杂的大规模极大极小值问题.证明了该方法生成的搜索方向对每一个光滑子问题是充分下降方向,而且与所用的线搜索规则无关.以此为基础,设计了求解大规模极大极小值问题的算法,并在合理的假设下,证明了算法的全局收敛性.数值实验表明,该算法优于文献中已有的类似算法. 相似文献
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The maximal entropy principle is applied to solve convex inequality problems. An inequality problem can be transformed into a minmax problem.Then it can be transformed into an unconstrained parameterized min problem,using the entropic function to smooth the minmax problem. The solution of the inequality problem can be obtained, by solving the parameterized min problems and adjusting the parameter to zero, under a certain principle. However, it is sufficient to solve a parameterized inequality problem each time, from the propositions of the aggregate function. In the article, some propositions of the aggregate function are discussed, the algorithm and its convergence are obtained. 相似文献
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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. 相似文献
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不等式约束最优化的非光滑精确罚函数的一个光滑近似 总被引:2,自引:0,他引:2
为不等式约束最优化问题提出一个连续可微近似罚函数并研究它的性质.在此基础上,提出了两个罚函数方法并证明这两个方法是全局收敛的. 相似文献
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本文在广义半无限规划问题的最优解集X处满足某些条件的前提下将广义半无限规划问题转化成KKT系统,通过扰动的FB函数,将KKT系统转化为一组光滑函数方程,设计了一个光滑牛顿算法,证明了算法的全局收敛性,并且在光滑函数解集处满足局部误差界条件下证明了算法具有超线性收敛速率. 相似文献
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非负矩阵最大特征值的平滑算法 总被引:6,自引:0,他引:6
张凤祥 《高等学校计算数学学报》2001,23(1):45-55
1引 言 本文中A=(aij)表示n阶方阵,A>0表示A为正矩阵,即aij>0(i,j=1,2,…,n);A≥0表示A为非负矩阵,即aij≥0(i,j=1,2,…,n)且至少有一个严格大于号成立,周知,当A>0时A有一个正特征值λ满足λ>|λ|,其中λ为A的其它任一特征值;当A≥0时A有一个非负特征值λ满足λ≥|λ|,其中λ为A的任一特征值.把这样的λ称为A的最大特征值,为强调它属于A,记作λ(A).同时,把与λ(A)对应的A的特征向量记作x(A). 对A≥0,记当Rt>0(i=1,2,…,n)时… 相似文献
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提出了一种新的磨光函数,在分析它与已有磨光函数不同特性的基础上,研究了将它用于求解非线性P_0互补问题时,其磨光路径的存在性和连续性,进而设计了求解一类非线性P_0互补问题的非单调磨光算法.在适当的假设条件下,证明了该算法的全局收敛性和局部超线性收敛性.数值算例验证了算法的有效性. 相似文献
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Bing-shengHe Yu-meiWang 《计算数学(英文版)》2005,23(2):211-216
In this paper, we study the relaxed smoothing problems with general closed convex constraints. It is pointed out that such problems can be converted to a convex quadratic minimization problem for which there are good programs in software libraries. 相似文献
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We consider an inverse quadratic programming (IQP) problem in which the parameters in the objective function of a given quadratic programming (QP) problem are adjusted as little as possible so that a known feasible solution becomes the optimal one. This problem can be formulated as a minimization problem with a positive semidefinite cone constraint and its dual (denoted IQD(A, b)) is a semismoothly differentiable (SC^1) convex programming problem with fewer variables than the original one. In this paper a smoothing Newton method is used for getting a Karush-Kuhn-Tucker point of IQD(A, b). The proposed method needs to solve only one linear system per iteration and achieves quadratic convergence. Numerical experiments are reported to show that the smoothing Newton method is effective for solving this class of inverse quadratic programming problems. 相似文献