关于广义Newton法的收敛性问题

本文在较弱的条件下,证明了Ｂ－可微方程组的广义Ｎｅｗｔｏｎ法的局部超线性收敛性,为该算法直接应用于非线性规划问题、变分不等问题以及非线性互补问题等提供了理论依据。最后,本文给出了广义Ｎｅｗｔｏｎ法付之实践的具体策略。数值结果表明,算法是行之有效的。     

关于并行迭代区域分解算法的松弛因子

1引言考虑二阶椭圆型Dirichlet边值问题的弱形式,求u∈H_0~1(Ω)使得a(u,v)=(f,v),(?) v∈H_0~1(Ω),(1)其中Ω是平面多角形区域,f∈L~2(Ω),(f,v)=∫_Ωfvdx,a(u,v)=∫_Ω(sum from i,j=1 to 2 a_(ij)(?)u/(?)x_i(?)等 a_0uv)dx,其中[a_(ij)]在Ω上对称一致正定,a_(ij)在Ω上分片连续有界,a_0≥0．由Lax-Milgram引理,问题(1)在H_0~1(Ω)中有唯一解．     

CONVERGENCE PROPERTIES OF A MODIFIED BFGS ALGORITHM FOR MINIMIZATION WITHARMIJO-GOLDSTEIN STEPLENGTHS

1.IntroductionAssumethatwearefindingtheminimizerofthefollowingunconstrainedoptimizationproblemminf(x),(1.1)acReandassumethecurrentpointisxk'TOcalculatexk 1fromxkbyalinesearchmethod,thefollowingiterationXk 1~Xk Akpk,k~1,2,'(1.2)isapplied.IntheBFGSal...     

建立在修正BFGS公式基础上的新的共轭梯度法

共轭梯度法是一类非常重要的用于解决大规模无约束优化问题的方法. 本文通过修正的BFGS公式提出了一个新的共轭梯度方法. 该方法具有不依赖于线搜索的充分下降性. 对于一般的非线性函数, 证明了该方法的全局收敛性. 数值结果表明该方法是有效的.     

A BFGS algorithm for solving symmetric nonlinear equations

In this article, we propose a BFGS method for solving symmetric nonlinear equations. The presented method possesses some favourable properties: (a) the generated sequence of iterates is norm descent; (b) the generated sequence of the quasi-Newton matrix is positive definite and (c) this method possesses the global convergence and superlinear convergence. Numerical results show that the presented method is interesting.     

The Superlinear Convergence Analysis of a Nonmonotone BFGS Algorithm on Convex Objective Functions

We prove the superlinear convergence of a nonmonotone BFGS algorithm on convex objective functions under suitable conditions.     

一个新的BFGS信赖域算法

本文对于无约束最优化问题提出了一个新的BFGS信赖域算法.利用BFGS方法和信赖域方法,提出了改进的BFGS信赖域方法.推广了文献[3,5]中的两种算法,得到一个新的BFGS信赖域算法,在适当条件下证明了算法的全局收敛性.     

并行Halley迭代法的修正及其效率分析

In this paper a modification of the parallel Halley iteration method for simultaneously finding polynomial zeros is discussed. The convergence and the convergence rate with high order are obtained and the efficiency analysis is given.     

无约束最优化线搜索一般模型及BFGS方法的整体收敛性

本文给出了无约束最优化的算法中线性搜索的可接受的步长选择律的一种一般形式，它概括了大多数已有的步长律为其特例，并且研究了它基本性质，最后证明了此线性搜索一般模拟相结合的无约束优化的ＢＦＧＳ算法的整体收敛性。     

Nonsmooth Equation Based BFGS Method for Solving KKT Systems in Mathematical Programming

In this paper, we present a BFGS method for solving a KKT system in mathematical programming, based on a nonsmooth equation reformulation of the KKT system. We split successively the nonsmooth equation into equivalent equations with a particular structure. Based on the splitting, we develop a BFGS method in which the subproblems are systems of linear equations with symmetric and positive-definite coefficient matrices. A suitable line search is introduced under which the generated iterates exhibit an approximate norm descent property. The method is well defined and, under suitable conditions, converges to a KKT point globally and superlinearly without any convexity assumption on the problem.     

关于非线性不等式组Levenberg-Marquardt算法的收敛性(英文)

本文研究了一类非线性不等式组的求解问题.利用一列目标函数两次可微的参数优化问题来逼近非线性不等式组的解,光滑Levenberg-Marquardt方法来求解参数优化问题,在一些较弱的条件下证明了文中算法的全局收敛性,数值实例显示文中算法效果较好.     

一类非单调保守BFGS算法研究

基于非单调线搜索在寻求优化问题最优解中的优越性,提出了一类新的非单调保守BFGS算法.同已有方法不同,该算法中用来控制非单调性程度的算法参数不是取固定值,而是利用已有目标函数和梯度函数的信息自动调整其取值,以改善算法的数值表现.在合适的假设条件下,建立了新的非单调保守BFGS算法的全局收敛性.用基准测试优化问题测试了算...     

强单调对称非线性方程组的BFGS算法

提出一种求解强单调非线性方程组的BFGS算法,该算法的一个明显优点是Bκ的条件数比Li-Fukushima^[3]提出的GNBFGS中Bκ的条件数小得多。且该算法是一种无需计算导数的下降算法。在一定的条件下,证明了算法的全局收敛性和超线性收敛性。最后进行数值试验,结果表明,本文算法具有较好的数值结果。而且验证了本文所提出的算法中Bκ的条件数要比GNBFGS算法的条件数小得多。     

CONVERGENCE PROPERTIES OF MULTI-DIRECTIONAL PARALLEL ALGORITHMS FOR UNCONSTRAINED MINIMIZATION

Convergence properties of a class of multi-directional parallel quasi-Newton algorithmsfor the solution of unconstrained minimization problems are studied in this paper.At eachiteration these algorithms generate several different quasi-Newton directions,and thenapply line searches to determine step lengths along each direction,simultaneously.Thenext iterate is obtained among these trail points by choosing the lowest point in the sense offunction reductions.Different quasi-Newton updating formulas from the Broyden familyare used to generate a main sequence of Hessian matrix approximations.Based on theBFGS and the modified BFGS updating formulas,the global and superlinear convergenceresults are proved.It is observed that all the quasi-Newton directions asymptoticallyapproach the Newton direction in both direction and length when the iterate sequenceconverges to a local minimum of the objective function,and hence the result of superlinearconvergence follows.     

ON AMODIFIED NEWTON''''S METHOD AND CONVERGENCE

In this paper we discuss the convergence of a modified Newton's method presented by A. Ostrowski [1] and J.F. Traub [2], which has quadratic convergence order but reduces one evaluation of the derivative at every two steps compared with Newton's method. A convergence theorem is established by using a weak condition a≤3-2(2~(1/2)) and a sharp error estimate is given about the iterative sequence.     

LIMITED MEMORY BFGS METHOD FOR NONLINEAR MONOTONE EQUATIONS

In this paper, we propose an algorithm for solving nonlinear monotone equations by combining the limited memory BFGS method （L-BFGS） with a projection method. We show that the method is globally convergent if the equation involves a Lipschitz continuous monotone function. We also present some preliminary numerical results.     

A NEW GRADIENT PROJECTION METHOD AND ITS CONVERGENCE

In this paper, by using a new projection, we construct a variant of Zhang's algorithm and prove its convergence. Specially, the variant of Zhang's algorithm has quadratic termination and superlinear convergence rale under certain conditions. Zhang's algorithm hasn't these properties.     

BROYDEN'S METHOD FOR SOLVING VARIATIONAL INEQUALITIES WITH GLOBAL AND SUPERLINEAR CONVERGENCE

1. IntroductionWe are concerned with the following variational inequality problem of finding amx E X such thatwhere f: R" - R" is assumed to be a continuously differentiable function, and X g R"is specified bywhere gi: R" -- R and h,-: R" - R are twice continuously differentiable functions.The variational inequality (1.1) is denoted by VI(X, f). An important special case ofVI(X, f) is the so--called nonlinear complementarity problem (NCP(f)) with X ~ R7 {x E R" I x 2 0}. Variational…     

Gauss-Newton法的收敛球与解的唯一性球

0　引　言本文研究非线性最小二乘问题min F( x)∶ =12 f( x) Tf ( x) ( EP)的 Gauss-Newton法的局部收敛性 ,其中 f:Rn→ Rm是 Frechet可微的 ,m≥ n.非线性最小二乘问题在数据拟合 ,参数估计和函数逼近等方面有广泛的应用 .在工程应用中也起到很大作用 ,例如在神经网络中 ,对小波问题 ,FP网络等方面的数据 (图形 )传输 ,数据 (图形 )压缩等方面有极其重要的理论和实际意义 .目前 ,求解最小二乘问题的最基本的方法之一是 Gauss-Newton法 [1 ]xn+1 =xn -[f′( xn) Tf′( x) ] - 1 f′( xn) Tf( xn) . ( GN)就我们所知 ,目前关于 Gau…     

Parareal算法的均方稳定性分析

Parareal算法是一种非常有效的实时并行计算方法.与传统的并行计算方法相比,该算法的显著特点是它的时间并行性-先将整个计算时间划分成若干个子区间,然后在每个子区间内同时进行计算.Parareal算法收敛速度快,并行效率高,且易于编程实现,从2001年由Lions,Maday和Turinici等人首次提出至今,在短短...