再论求导数零点的二次收敛迭代法

一维搜索是最优化理论数值计算的一个基本问题,它可归结为求定义在开凸区域Ｄ上的可微函数 ｆ的导数零点．若用 Ｎｅｗｔｏｎ法求导数零点,则涉及到二阶导数的计算．若用带导数的三次插值法则需要开平方的计算［１］．为了克服上述问题,本文作者之一在 １９７９年［２］首次提出了下述具有二阶收敛速度的迭代法：通常,我们称迭代法（０．１）为基于信息集（ｆ（ｘｎ）,ｆ’（ｘｎ）,ｆ（ｘｎ－１）,ｆ’（ｘｎ－１）｝的迭代法,而δ（ｆｘｙ）是基于信息集｛ｆ（ｘ）,ｆ＇（ｘ）,ｆ（ｙ）,Ｆ＇（ｙ））｝的三次插值多项式在ｘ处…     

一道不等式题的简捷证明

题　已知二次函数ｆ（ｘ）＝ａｘ２＋ｂｘ＋ｃ,当－１≤ｘ≤１时,有－１≤ｆ（ｘ）≤１．求证：当－２≤ｘ≤２时,有　－７≤ｆ（ｘ）≤７．这是文［１］例３,原给出的证明较繁,现简证如下．证明　∵　ｆ（１）＝ａ＋ｂ＋ｃ,ｆ（０）＝ｃ,ｆ（－１）＝ａ－ｂ＋ｃ,∴　２ａ＝ｆ（１）＋ｆ（－１）－２ｆ（０）,∴　｜２ａ｜≤｜ｆ（１）｜＋｜ｆ（－１）｜＋２｜ｆ（０）｜≤１＋１＋２＝４,且　｜ｃ｜＝｜ｆ（０）｜≤１．若ｘ∈［－２,２］,则　ｘ′＝ｘ２∈［－１,１］,于是可得　｜ｆ（ｘ）｜＝｜ｆ（２ｘ′）｜＝｜２ｆ（…     

广义Newton法求解非线性互补问题

１引言考虑非线性互补问题ＮＣＰ（ｆ）：的求解，即我们要寻求某ｘ∈Ｒｎ，使其满足（１．１）．其中映射ｆ：Ｒｎ→Ｒｎ为具有连续Ｆ－导数的非线性映射．众所周知，问题（１．ｌ）可以等价地转化为Ｂ－可微方程组：求解，其中：容易证明，由（１．３）定义的映射Ｇ处处Ｂ－可微，且其在点ｘ∈Ｒｎ处的Ｂ－导数ＢＧ（ｘ）为而对于问题（１．２）（１．３），我们希望直接用经典的广义Ｎｅｗｔｏｎ法进行求解．但是，由于由（１．３）定义映射Ｇ在（１．１）的解ｘ∈Ｒｎ处，没有可逆的强Ｆ－导数存在，因此，关于算法（１．５）（１．６）…     

1999年全国普通高等学校招生统一考试 上海数学试卷(理工农医类)

考生注意：本试卷共有２２道试题,满分１５０分．　　一、填空题（本大题满分４８分）本大题共有１２题,只要求直接填写结果,每个空格填对得４分,否则一律得零分．１．ｔｇ［ａｒｃｃｏｓ２２－π６］＝．２．函数ｆ（ｘ）＝ｌｏｇ２ｘ＋１（ｘ≥４）的反函数ｆ－１（ｘ）的定义域是．３．在（ｘ３＋２ｘ２）５的展开式中,含ｘ５项的系数为．４．在△ＡＢＣ中,若∠Ｂ＝３０°,ＡＢ＝２３,ＡＣ＝２,则△ＡＢＣ的面积Ｓ是．５．若平移坐标系,将曲线方程ｙ２＋４ｘ－４ｙ－４＝０化为标准方程,则坐标原点应移到点Ｏ′（　,　）．６…     

利用单调函数的性质证明一类不等式

利用单调函数的性质证明一类不等式苏万春（吉林省永吉三中）由单调函数定义知：若函数ｆ（ｘ）在区间Ｍ上是增函数，则对于Ｍ上的任意两个不同的自变量的值ｘ１和ｘ２都有（ｘ１－ｘ２）·［ｆ（ｘ１）－ｆ（ｘ２）］＞０（反之亦然）；若函数ｆ（ｘ）在区间Ｍ上是减函数...     

关于微积分基本公式的一点注记

大多数分析教材将微积分基本公式叙述为：定理１　（ｉ）ｆ（ｘ）在［ａ,ｂ］上连续;（ｉｉ）Ｆ（ｘ）是ｆ（ｘ）的任意一个原函数,则　　∫ｂａｆ（ｘ）ｄｘ＝Ｆ（ｂ）－Ｆ（ａ）．某些教科书将定理１的条件减弱,改述定理１为：定理２　（ｉ）ｆ（ｘ）在［ａ,ｂ］上可积;（ｉｉ）存在Ｆ（ｘ）在［ａ,ｂ］上连续,在［ａ,ｂ］－Ａ（Ａ为［ａ,ｂ］的一有限子集）上Ｆ′（ｘ）＝ｆ（ｘ）,则∫ｂａｆ（ｘ）ｄｘ＝Ｆ（ｂ）－Ｆ（ａ）．我们知道,黎曼函数Ｒ（ｘ）＝１ｑ,ｘ＝ｐｑ,ｑ＞０,ｐ,ｑ互质,０,ｘ为无理数．在［ａ,ｂ］…     

由FR共轭梯度法控制的两类优化算法的全局收敛性

１引言 考虑无约束优化问题其中ｆ：Ｒｎ→Ｒ是一阶可微函数．求解（１）的非线性共轭梯度法具有如下形式：其中ｇｋ＝　ｆ（ｘｋ）,ａｋ是通过某种线搜索获得的步长,纯量βｋ的选取使得方法（２）—（３）在ｆ（ｘ）是严格凸二次函数且采用精确线搜索时化为线性共轭梯度法［１］．比较常见的βｋ的取法有Ｆｌｅｔｃｈｅｒ－Ｒｅｅｖｅｓ（ＦＲ）公式［２］和Ｐｏｌａｋ－Ｒｉｂｉｅｒｅ－Ｐｏｌｙａｋ（ＰＲＰ）公式［３－４］等．它们分别为其中　　　取欧几里得范数．对于一般非线性函数,ＦＲ方法具有较好的理论收敛性［５－６］,而…     

A New Class of Generalized Landau Linear Positive Operator Sequence and Its Properties of Approximation

§１．　ＩｎｔｒｏｄｕｃｔｉｏｎＩｎ１９０８，Ｅ．Ｌａｎｄａｕｉｎｔｒｏｄｕｃｅｄｔｈｅｆｏｌｌｏｗｉｎｇｗｅｌｌｋｎｏｗｎｓｅｑｕｅｎｃｅｏｆｏｐｅｒａｔｏｒｓ［１］Ｌｎ［ｆ（ｔ）；ｘ］＝Ｋｎ∫１－１ｆ（ｔ）［１－（ｔ－ｘ）２］ｎｄｔ，　　　　（１．１）ｗｈｅｒｅ　　　　　Ｋｎ＝［∫１｛－１（１－ｔ２）ｎｄｔ］－１～ｎπ　　（ｎ→∞）．（１．１）ｗａｓｕｓｅｄｉｎｔｈｅｐｒｏｏｆｏｆｔｈｅＷｅｉｅｒｓｔｒａｓｓＴｈｅｏｒｅｍ．Ｓｉｎｃｅｔｈｅｎ，ｔｈｅａｐｐｒｏｘｉｍａｔｉｏｎｐｒｏｐ－ｅｒｔ…     

巧用函数单调性解赛题

函数ｆ（ｘ）在区间［ａ,ｂ］上单调增加（或单调减少）,又ｃ、ｄ∈［ａ,ｂ］上,若ｆ（ｃ）＝ｆ（ａ）,则有ｃ＝ｄ．１　求代数式的值例１　已知ｘ、ｙ∈［－π４,π４］,ａ∈Ｒ,且　ｘ３＋ｓｉｎｘ－２ａ＝０４ｙ３＋ｓｉｎｙｃｏｓｙ＋ａ＝０则ｃｏｓ（ｘ＋２ｙ）＝　　．（１９９４年全国高中数学竞赛题）解　由已知条件,可得　　ｘ３＋ｓｉｎｘ＝２ａ（－２ｙ）３＋ｓｉｎ（－２ｙ）＝２ａ故可设函数ｆ（ｔ）＝ｔ３＋ｓｉｎｔ,则有ｆ（ｘ）＝ｆ（－２ｙ）＝２ａ．由于函数ｆ（ｔ）＝ｔ３＋ｓｉｎｔ,在［－π２,π２］上是单…     

再议f（x）＝f~（－1）（x）与x＝f（x）是否同解

再议ｆ（ｘ）＝ｆ~（－１）（ｘ）与ｘ＝ｆ（ｘ）是否同解邬坤昌（上海宝山松浦中学）常绪珠（湖北钟祥一中）方程ｆ（ｘ）＝ｆ－１（Ｘ）与方程Ｘ＝ｆ（ｘ）［或Ｘ＝ｆ－１（Ｘ）］是否同解？文［１］以函数ｙ＝１－ｘ的反函数是它自己为反侧，说明了ｆ（ｘ）＝ｆ－１（?..     

一类求解鞍点问题的广义不精确Uzawa方法

本文提出了一类求解大型稀疏鞍点问题的新的广义不精确Uzawa算法.该方法不仅可以包含 前人的方法, 而且可以拓展出很多新方法. 理论分析给出该方法收敛的条件, 并详细的分析了其收敛性质和参数矩阵的选取方法. 通过对有限元离散的Stokes问题的数值实验表明, 新方法是行之有效的, 其收敛速度明显优于原来的算法.     

Nonmonotone stabilization methods for nonlinear equations

We are concerned with defining new globalization criteria for solution methods of nonlinear equations. The current criteria used in these methods require a sufficient decrease of a particular merit function at each iteration of the algorithm. As was observed in the field of smooth unconstrained optimization, this descent requirement can considerably slow the rate of convergence of the sequence of points produced and, in some cases, can heavily deteriorate the performance of algorithms. The aim of this paper is to show that the global convergence of most methods proposed in the literature for solving systems of nonlinear equations can be obtained using less restrictive criteria that do not enforce a monotonic decrease of the chosen merit function. In particular, we show that a general stabilization scheme, recently proposed for the unconstrained minimization of continuously differentiable functions, can be extended to methods for the solution of nonlinear (nonsmooth) equations. This scheme includes different kinds of relaxation of the descent requirement and opens up the possibility of describing new classes of algorithms where the old monotone linesearch techniques are replace with more flexible nonmonotone stabilization procedures. As in the case of smooth unconstrained optimization, this should be the basis for defining more efficient algorithms with very good practical rates of convergence.This material is partially based on research supported by the Air Force Office of Scientific Research Grant AFOSR-89-0410, National Science Foundation Grant CCR-91-57632, and Istituto di Analisi dei Sistemi ed Informatica del CNR.     

一类锥模型非单调信赖域算法及收敛性分析

本文对无约束优化问题提出了一类基于锥模型的非单调信赖域算法.二次模型非单调信赖域算法是新算法的特例.在适当的条件下,证明了算法的全局收敛性及Q-二次收敛性.     

大规模无约束优化的一族LBFGS类算法

尝试在有限存储类算法中利用目标函数值所提供的信息.首先利用插值条件构造了一个新的二次函数逼近目标函数,得到了一个新的弱割线方程,然后将此弱割线方程与袁[1]的弱割线方程相结合,给出了一族包括标准LBFGS的有限存储BFGS类算法,证明了这族算法的收敛性.从标准试验函数库CUTE中选择试验函数进行了数值试验,试验结果表明这族算法的数值表现都与标准LBFGS类似.     

求解无约束非线性规划问题的一个新的重开始共轭梯度算法的收敛性

Conjugate gradient optimization algorithms depend on the search directions.with different choices for the parameters in the search directions.In this note,by combining the nice numerical performance of PR and HS methods with the global convergence property of the class of conjugate gradient methods presented by HU and STOREY(1991),a class of new restarting conjugate gradient methods is presented.Global convergences of the new method with two kinds of common line searches,are proved .Firstly,it is shown that,using reverse modulus of continuity funciton and forcing function,the new method for solving unconstrained optimization can work for a continously differentiable function with Curry-Altman‘s step size rule and a bounded level set .Secondly,by using comparing technique,some general convergence propecties of the new method with other kind of step size rule are established,Numerical experiments show that the new method is efficient by comparing with FR conjugate gradient method.     

结合修正Curry-Altman步长搜索一个新的共轭梯度算法的收敛性

Conjugate gradient optimization algorithms depend on the search directions with different choices for the parameter in the search directions. In this note, conditions are given on the parameter in the conjugate gradient directions to ensure the descent property of the search directions. Global convergence of such a class of methods is discussed. It is shown that, using reverse modulus of continuity function and forcing function, the new method for solving unconstrained optimization can work for a continuously differentiable function with a modification of the Curry-Altman‘s step-size rule and a bounded level set. Combining PR method with our new method, PR method is modified to have global convergence property.Numerical experiments show that the new methods are efficient by comparing with FR conjugate gradient method.     

A nonmonotone filter trust region method for nonlinear constrained optimization

In this paper, we present a nonmonotone filter trust region algorithm for solving nonlinear equality constrained optimization. Similar to Bryd–Omojokun class of algorithms, each step is composed of a quasi-normal step and a tangential step. This new method has more flexibility for the acceptance of the trial step compared to the filter methods, and requires less computational costs compared with the monotone methods. Under reasonable conditions, we give the globally convergence properties. Numerical tests are presented that confirm the efficiency of the approach.     

带非精确线搜索的调整搜索方向DFP算法

本文介绍一类新的带调整搜索方向的Broyden算法．我们着重讨论带调整搜索方向的DFP算法的收敛性，在某些非精确线搜索的情况下，我们证明对连续可微目标函数，这算法是整体收敛的，而对一致凸目标函数，收敛速度是一步超线收敛的．从这篇文章的证明过程中，可以得到对一致凸目标函数，DFP算法具有一步超线形收敛．     

大规模无约束优化的一族LBFGS类算法

尝试在有限存储类算法中利用目标函数值所提供的信息.首先利用插值条件构造了一个新的二次函数逼近目标函数,得到了一个新的弱割线方程,然后将此弱割线方程与袁[1]的弱割线方程相结合,给出了一族包括标准LBFGS的有限存储BFGS类算法,证明了这族算法的收敛性.从标准试验函数库CUTE中选择试验函数进行了数值试验,试验结果表明...     

Some Predictor-Corrector Algorithms for Multivalued Variational Inequalities

In this paper, we use the auxiliary principle technique to suggest a new class of predictor-corrector algorithms for solving multivalued variational inequalities. The convergence of the proposed methods requires only the partially-relaxed strong monotonicity of the operator, which is weaker than cocoercivity. As special cases, we obtain a number of known and new results for solving various classes of variational inequalities.