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积分—水平集总极值算法的另一实现途径 总被引:8,自引:1,他引:7
在(1)中提出了一个积分-水平集求总极值的概念性算法及Monte-Carlo随机投点的实现途径,并在不少实际问题中得到了很好的应用。但这一实际算法的收敛性是个未解决的问题。本文给出了另一实现途径,并证明了收敛性。从而从理论上证明了这一实现算法一定能求到总极值和总极值点,数值试验结果也支持这一理论结果。 相似文献
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本文给出了一个计算Adomian多项式的新算法,并将其用于求微分方程的近似 解.我们的算法比原有算法效率高,且易于在计算机上实现.我们在Maple中实现了这一 算法,并通过30多个微分方程的求解验证了新算法的有效性. 相似文献
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林诒勋 《数学的实践与认识》1985,(2)
<正> 以某些实际问题(如管道设计、通讯网建设等)为背景,图论中的最小树问题引起人们的广泛兴趣.自从 Kruskal 提出三种基本的构造法以后,各种算法实现途径相继出现,使这一问题得到完满的解决.然而,实际问题往往不能满足于求出一个最小树,而希望兼顾其它目标,在若干最小树中进行再选择.这就要求我们讨论最小树问题的全部解.在已有文献中,求全部支撑树已有较成熟的算法,尤其是文献[4]提供的算法可以将全部支撑树按权的大小依次列出.从理论上说,可以认为这些结果已经包含了求全部最小树问题.作为另一种途径,本文将着重讨论最小树问题全部解的性质,并由此建立求全部解的广探法(求全部支撑树的 Mayeda-Seshu 算法的推广). 相似文献
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极小化加权总完工时间的分批排序问题 总被引:11,自引:0,他引:11
本文讨论了分批排序中极小化加权总完工时间的两个问题.就所有工件的加工时间都相等这一特殊情况,分别给出两个算法,并证明了算法的最优性. 相似文献
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Minimum Global Height支撑树及相关问题 总被引:2,自引:0,他引:2
本文研究了两个组合优化问题:minimum g1obal height支撑树和minimum aveageheight支撑树问题.利用3SAT问题的时间复杂性,本文证明了这两个问题都是NP-hard的,并分别给出了一个算法,即(mgh)-算法和(mah)-算法.在非负网络中,这两个算法的时间复杂性都为O(n3).利用第一个问题的复杂性,本文证明了minimum height支撑树问题也是NP-hard的,从而纠正了有关文献中的一个错误结论. 相似文献
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本文目的是为建立与运输问题有关的决策支持系统提供方便.本文建立了供给总量限定需求区间约束型运输问题的对时限与费用两个目标进行优化的多目标规划模型,给出了求解模型的算法,并举例说明了算法的应用.该算法能求得问题的最优解,并具有易于编程实现、收敛性好等优点.数值实验表明该算法有较高的计算效率,可用于求解某些类型的指派问题. 相似文献
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A generalized primal-relaxed dual algorithm for global optimization is proposed and its convergence is proved. The (GOP) algorithm of Floudas and Visweswaran (Refs. 1–2) is shown to be a special case of this general algorithm. Within the proposed framework, the algorithm of Floudas and Visweswaran (Refs. 1–2) is further extended to the nonsmooth case. A penalty implementation of the extended (GOP) algorithm is studied to improve its efficiency. 相似文献
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Xin-wei Liu 《计算数学(英文版)》2001,(3)
1. Introductioncrust region methods are iterative. As a strategy of globalization, the trust region approach was introduced into solving unconstrained optimization and proved to be efficient androbust. An excellent survey was given by Mor6(1983). The associated research with trustregion methods for unconstrained optimization can be found in Fletcher(1980), Powell(1975),Sorensen(1981), Shultz, Schnabel and Byrd(1985), Yuan(1985). The solution of the trust region subproblem is still an activ… 相似文献
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本文提出了一种求解带二次约束和线性约束的二次规划的分支定界算法.在算法中,我们运用Lipschitz条件来确定目标函数和约束函数的在每个n矩形上的上下界,对于n矩形的分割,我们采用选择n矩形最长边的二分法,同时我们采用了一些矩形删除技术,在不大幅增加计算量的前提下,起到了加速算法收敛的效果.从理论上我们证明了算法的收敛性,同时数值实验表明该算法是有效的. 相似文献
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In this paper, we proposed an implementation of stochastic perturbation of reduced gradient and bisection (SPRGB) method for optimizing a non-convex differentiable function subject to linear equality constraints and non-negativity bounds on the variables. In particular, at each iteration, we compute a search direction by reduced gradient, and optimal line search by bisection algorithm along this direction yields a decrease in the objective value. SPRGB method is desired to establish the global convergence of the algorithm. An implementation and tests of SPRGB algorithm are given, and some numerical results of large-scale problems are presented, which show the efficient of this approach. 相似文献
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《Optimization》2012,61(5):731-758
In this article, the convergence properties of the DFP algorithm with inexact line searches on uniformly convex functions are investigated. An inexact line search is proposed and the global convergence and superlinear convergence of the DFP algorithm with this line search on uniformly convex functions are proved. 相似文献
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In this work, a new stabilization scheme for the Gauss-Newton method is defined, where the minimum norm solution of the linear least-squares problem is normally taken as search direction and the standard Gauss-Newton equation is suitably modified only at a subsequence of the iterates. Moreover, the stepsize is computed by means of a nonmonotone line search technique. The global convergence of the proposed algorithm model is proved under standard assumptions and the superlinear rate of convergence is ensured for the zero-residual case. A specific implementation algorithm is described, where the use of the pure Gauss-Newton iteration is conditioned to the progress made in the minimization process by controlling the stepsize. The results of a computational experimentation performed on a set of standard test problems are reported. 相似文献
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LenysBello MarcosRaydan 《计算数学(英文版)》2005,23(3):225-232
The spectral gradient method has proved to be effective for solving large-scale unconstrained optimization problems. It has been recently extended and combined with the projected gradient method for solving optimization problems on convex sets. This combination includes the use of nonmonotone line search techniques to preserve the fast local convergence. In this work we further extend the spectral choice of steplength to accept preconditioned directions when a good preconditioner is available. We present an algorithmthat combines the spectral projected gradient method with preconditioning strategies toincrease the local speed of convergence while keeping the global properties. We discuss implementation details for solving large-scale problems. 相似文献
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Keyvan Amini Mushtak A. K. Shiker Morteza Kimiaei 《4OR: A Quarterly Journal of Operations Research》2016,14(2):133-152
In this paper, a trust-region procedure is proposed for the solution of nonlinear equations. The proposed approach takes advantages of an effective adaptive trust-region radius and a nonmonotone strategy by combining both of them appropriately. It is believed that selecting an appropriate adaptive radius based on a suitable nonmonotone strategy can improve the efficiency and robustness of the trust-region frameworks as well as decrease the computational cost of the algorithm by decreasing the required number subproblems that must be solved. The global convergence and the local Q-quadratic convergence rate of the proposed approach are proved. Preliminary numerical results of the proposed algorithm are also reported which indicate the promising behavior of the new procedure for solving the nonlinear system. 相似文献