相关量测噪声下的全局随机优化问题

本文考虑全局优化问题，在量测噪声可以相关的情形下，论述了随机搜索算法ａ．ｓ．收敛到全局最优集。     

关于随机优化算法的几点讨论

关于随机优化算法的几点讨论李晓莉，雷功炎（河南驻马店师专，北京大学数学系）ＳＯＭＥＤＩＳＣＵＳＳＩＯＮＳＡＢＯＵＴＳＴＯＣＨＡＳＴＩＣＯＰＴＩＭＩＺＡＴＩＯＮＡＬＧＯＲＩＴＨＭＳ￥ＬｉＸｉａｏ－ｌｉ（ＤｅｐａｒｔｍｅｎｔｏｆＭａｔｈｅｍａｔｉｃｓ，Ｚ...     

非线性约束优化问题的一个新的全局收敛算法

对于非线性约束的优化问题.最近给出的各种SQP算法均采用罚函数技巧以保证算法的全局收敛性,因而都必须小心地调整惩罚参数。本文给出一个不依赖于惩罚参数、每步迭代的校正矩阵也不需正定且仍具有全局收敛性的SQP方法,而且罚函数形式简单、具有和约束函数同阶的光滑性.     

非线性约束优化问题的混合粒子群算法

把处理约束条件的一个外点方法和改进的粒子群优化算法相结合,提出了一种求解非线性约束优化问题的混合粒子群优化算法.该方法兼顾了粒子群优化和外点法的优点,对算法迭代过程中出现不可行粒子,利用外点法处理后产生可行粒子.数值实验表明了提出的新算法具有有效性、通用性和稳健性.     

非线性极大极小系统全局优化算法的分析

非线性极大极小系统的全局优化可用于柔性制造和智能交通的决策与控制.实现了非线性极大极小系统的全局优化算法的仿真,并进行了计算时间分析.数值实验表明了全局优化算法的可行性.算法的计算时间主要由系统的优化极大射影矩阵数目决定,而优化极大射影矩阵数目与系统解析式中单极大式的系数紧密相关,系数取值越分散,简约极大射影矩阵的效果越好,计算效率越高.     

一种无约束全局优化的水平值下降算法

本文研究无约束全局优化问题,建立了一种新的水平值下降算法(Level-value Descent Method,LDM).讨论并建立了概率意义下取全局最小值的一个充分必要条件,证明了算法LDM是依概率测度收敛的.这种LDM算法是基于重点度取样(Improtance Sampling)和Markov链Monte-Carlo随机模拟实现的,并利用相对熵方法(TheCross-Entropy Method)自动更新取样密度,算例表明LDM算法具有较高的数值精度和较好的全局收敛性.     

非线性比式和问题的全局优化算法

In this paper,a global optimization algorithm is proposed for nonlinear sum of ratios problem(P).The algorithm works by globally solving problem(P1) that is equivalent to problem(P),by utilizing linearization technique a linear relaxation programming of the (P1) is then obtained.The proposed algorithm is convergent to the global minimum of(P1) through the successive refinement of linear relaxation of the feasible region of objective function and solutions of a series of linear relaxation programming.Nume...     

扩展截尾的随机逼近算法

注意到系统控制及相关领域中相当一类问题可归结为参数估计,而后者又可转化为未知函数的求根问题,首先介绍用带噪声量测递推地求根方法,即经典的随机逼近算法,并针对它的不足,引入扩展截尾的随机逼近算法(SAAWET),给出它的一般收敛定理.接着介绍应用SAAWET解决线性随机系统系数辨识及定阶, Hammerstein,Wiener,NARX等非线性系统的辨识,非线性随机系统的迭代学习控制及适应调节,以及其它一些问题.所给出的估计都是递推的,并且以概率1收敛到真值.     

Kharitonov 定理的若干讨论

Kharitonov 在区间多项式稳定性研究中的开创性工作,给鲁棒控制领域带来了新的希望.Kharitonov 定理断言,几个特殊多项式的稳定性即可保证某一族(无穷多个)多项式的稳定性.近年来,这一领域的研究引起了控制界的极大关注,出现了许多有意义的结果.在这些工作中,对 Kharitonov 定理本身也有一定的探讨.由于原始的定理证明不够直观明了,一些学者试图对定理的证明进行简化,得到了一些简单证明.本     

LAND USE OPTIMIZATION USING SELF-ORGANIZING ALGORITHMS

ABSTRACT. In many spatial systems the interaction between various regions decreases dramatically with distance. This suggests that local trade-offs may be more important than global ones in land use planning and that a decentralized, parallel optimization of the individual regions may be an attractive supplement to more centralized optimization approaches. In this paper, we solve a forest planning problem using a series of decentralized approaches. The approaches can be characterized as self-organizing algorithms and are modeled in the framework of a cellular automaton. We compare our results with those obtained by more centralized approaches, viz. a large sample approach, simulated annealing, and a genetic algorithm. We find that the self-organizing algorithms generally converge much faster to solutions which are at least as good as those obtained by simulated annealing and the genetic algorithm.     

论单调最优化算法的收敛性

全局收敛性是最优化算法应具备的一个基本性质,研究各种最优化算法的全局收敛性是非线性规划的一个重要理论问题.Zangwill 借助点到集映象来构成抽象算法这一研究途径,分析和综合了各种具体最优化算法的收敛特征,并且利用闭映象的概念提出了抽象算法的收敛条件,而后这方面的工作得到了广泛重视而有了很大的发展.Polak,Meyer,Huard,Denel,Yue 等人,都发展了 Zangwill 的研究工作.他们分别提出了多种抽象算法模型,并且研究了它们的收敛性.这些理论结果对具体算法的研究中有了重要和广泛的应用.     

TWO ALGORITHMS FOR LC~1 UNCONSTRAINED OPTIMIZATION

1. IntroductionThe LCI optimization problems exist extensively in various optimization problems.FOr example, the problems from nonlinear complementarity) variational inequality andCd nonlinear programming can be formed as LCI optimization problems. In addition,LCI optimization problems also arise from the extended linear-quadratic programmingproblems, nonlinear minimax problems, stochastic optimization problems and somesemi-infinite programs. See [6] [9] [11] [13] [14] [151 [17] [21].In t…     

随机规划中的一些逼近结果

主要讨论了一类随机规划的目标函数分别在概率测度序列分布收敛、函数序列上图收敛以及随机变量序列均方可积收敛等收敛意义下目标函数序列的收敛情况。基于上述收敛情况给出了一些逼近思想，这些思想可应用于求解这类随机规划问题。     

NONMONOTONE PRECONDITIONAL CURVILINEAR PATH ALGORITHMS FOR UNCONSTRAINED OPTIMIZATION

This paper presents nonmonotonic quasi-Newton algorithms via two pre-conditional curvilinear paths, the preconditional modified gradient path and the precon-ditional optimal path, for unconstrained optimization problem. We employ the stable Bunch-Parlett factorization method to form two curvilinear paths very easily. The nonmonotone criterion is used to speed up the convergence progress in the contours of objective function with large curvature. Theoretical analyses are given which prove that the proposed algorithms are globally convergent and have a local superlinear convergence rate under some reasonable conditions. The results of numerical experiments are reported to show the effectiveness of the proposed algorithms.     

SOME RECENT PROGRESS ON STOCHASTIC HEAT EQUATIONS

This article attempts to give a short survey of recent progress on a class of elementary stochastic partial differential equations(for example, stochastic heat equations)driven by Gaussian noise of various covariance structures. The focus is on the existence and uniqueness of the classical(square integrable) solution(mild solution, weak solution). It is also concerned with the Feynman-Kac formula for the solution; Feynman-Kac formula for the moments of the solution; and their applications to the asymptotic moment bounds of the solution. It also briefly touches the exact asymptotics of the moments of the solution.