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1.
A direct method for the global extremization of a class of integrals, introduced in Refs. 1–3, is generalized to allow for constraints in the form of differential conditions and by considering the so-called infinite-horizon case.  相似文献   

2.
NE/SQP (Refs. 2–3) is a recent algorithm that has proven quite effective for solving the nonlinear complementarity problem (NCP). NE/SQP is robust in the sense that its direction-finding subproblems are always solvable; in addition, the convergence rate of this method is q-quadratic. In this note, we consider a generalized version of NE/SQP, as first described in Ref. 4, which is suitable for the bounded NCP. We extend the work in Ref. 4 by demonstrating a stronger convergence result and present numerical results on test problems.  相似文献   

3.
We propose a noninterior continuation method for the monotone linear complementarity problem (LCP) by modifying the Burke–Xu framework of the noninterior predictor-corrector path-following method (Refs. 1–2). The new method solves one system of linear equations and carries out only one line search at each iteration. It is shown to converge to the LCP solution globally linearly and locally superlinearly without the assumption of strict complementarity at the solution. Our analysis of the continuation method is based on a broader class of the smooth functions introduced by Chen and Mangasarian (Ref. 3).  相似文献   

4.
We consider two merit functions which can be used for solving the nonlinear complementarity problem via nonnegatively constrained minimization. One of the functions is the restricted implicit Lagrangian (Refs. 1–3), and the other appears to be new. We study the conditions under which a stationary point of the minimization problem is guaranteed to be a solution of the underlying complementarity problem. It appears that, for both formulations, the same regularity condition is needed. This condition is closely related to the one used in Ref. 4 for unrestricted implicit Lagrangian. Some new sufficient conditions are also given.  相似文献   

5.
By means of a suitable variational inequality, we consider an extremization method for a particular class of integrals with the integrand of the objective functional linear with respect to the derivative of the unknown function. This method is closely related to the one proposed by Miele (Refs. 1–3) and, based on an application of the Green theorem concerning the transformation of line integrals into surface integrals, it can be extended to vector extremum problems under suitable regularity assumptions.  相似文献   

6.
This technical reply deals with the relations between Ref. 1 and Refs. 2–4.  相似文献   

7.
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   

8.
Recent studies are concerned with two types of questions in nonconvex optimization: (a) conditions for having bounded Lagrange multipliers, Refs. 1–2; (b) a priori bounds for such Lagrange multipliers, Ref. 3. Such topics have been investigated under suitable regularity assumptions. The purpose of this paper is to study the same problems for the generalized Lagrange multipliers of a locally Lipschitz programming.The author thanks the referees for helpful suggestions  相似文献   

9.
This short paper presents a primal interior-point method for linear programming. The method can be viewed as a modification of the methods developed in Refs. 1–6. In each iteration, it computes an approximately projected Newton direction and needsO(n 2.5) arithmetic operations to make the log-barrier function significantly decrease. It requires iterations, so that the total complexity isO(n 3 L).This research was supported by the Natural Science Foundation of China and the Tian Yuan Foundation for Mathematics. We are also very grateful to the referees for the many constructive comments and corrections useful for revising this paper.  相似文献   

10.
This paper deals with the numerical implementation of the exact boundary controllability of the Reissner model for shallow spherical shells (Ref. 1). The problem is attacked by the Hilbert uniqueness method (HUM, Refs. 2–4), and we propose a semidiscrete method for the numerical approximation of the minimization problem associated to the exact controllability problem. The numerical results compare well with the results obtained by a finite difference and conjugate gradient method in Ref. 5.This work was done when the first two authors were at CNR-IAC, Rome, Italy as Graduate Students.  相似文献   

11.
Differential dynamic programming and separable programs   总被引:1,自引:0,他引:1  
This paper deals with differential dynamic programming for solving nonlinear separable programs. The present algorithm and its derivation are rather different from differential dynamic programming algorithms and their derivations by Mayne and Jacobson, who have not proved the convergence of their algorithms. The local convergence of the present algorithm is proved, and numerical examples are given.The author would like to express his appreciation to Professors H. Mine and T. Katayama for their helpful discussions. The author is also indebted to Professor D. Q. Mayne for drawing his attention to Refs. 1–2.  相似文献   

12.
In this article, we present an algorithm leading to an optimal controller gain for the automatic regulation of a linear system (closed-loop policy) and to an optimal auxiliary input. This is used for the purpose of either system identification, resulting in the maximum sensitivity measure and thus increased accuracy (Refs. 1–25), or system sensitivity reduction, resulting in the minimum sensitivity measure and thus reliable operation (Refs. 26–46). These results, which are robust in terms of parameter variations, are developed without constraints on the input functions.  相似文献   

13.
In Refs. 1–3, existence results have been obtained for optimal control problems whose state equations are described by certain nonlinear integral equations of Urysohn type. We generalize and synthesize these results by formulating a general lower closure result from which the results of Refs. 1–3 are shown to follow. In the course of this, we also present a novel and rather abstract treatment of existence problems for variable-time optimal control, quite in the spirit of Ref. 4.  相似文献   

14.
Generally, structural optimization is carried out based on external static loads. However, all forces have dynamic characteristics in the real world. Mathematical optimization with dynamic loads is almost impossible in a large-scale problem. Therefore, in engineering practice, dynamic loads are often transformed into static loads via dynamic factors, design codes, and so on. Recently, a systematic transformation of dynamic loads into equivalent static loads has been proposed in Refs. 1–3. Equivalent static loads are made to generate at each time step the same displacement field as the one generated by the dynamic loads. In this research, it is verified that the solution obtained via the algorithm of Refs. 1–3 satisfies the Karush–Kuhn–Tucker necessary conditions. Application of the algorithm is discussed.  相似文献   

15.
Recently, the method of quasilinearization has been generalized, extended, and refined (Refs. 1–2). In this paper, various results are obtained which offer monotone sequences that provide lower and upper bounds for the solution and converge quadratically, when the function involved admits a decomposition of the difference of two convex functions.  相似文献   

16.
An approach to solving discontinuous problems of optimization and control is described. The approach is based on the concept of approximate gradient introduced in Ref. 1. Generalizations of the theorems of Kuhn-Tucker and Dubovitsky-Milyutin and the maximum principle of Pontryagin are proved. The mathematical constructions described allow one to solve a wide variety of applied problems of optimization and control within the class of nonsmooth (including discontinuous) functions. The paper continues the investigations of Refs. 1–2.  相似文献   

17.
An important class of problems in philosophy can be formulated as mathematical programming problems in an infinite-dimensional vector space. One such problem is that of probability kinematics: the study of how an individual ought to adjust his degree-of-belief function in response to new information. Much work has recently been done to establish maximum principles for these generalized programming problems (Refs. 3–4). Perhaps, the most general treatment of the problem presented to date is that by Neustadt (Ref. 1). In this paper, the problem of probability kinematics is formulated as a generalized mathematical programming problem and necessary conditions for the optimal revised degree-of-belief function are derived from an abstract maximum principle contained in Neustadt's paper.This work was supported by the National Research Council of Canada.The author is grateful to G. J. Lastman and J. A. Baker of the University of Waterloo for numerous suggestions made for improvement of this paper. The problem of probability kinematics was brought to the author's attention by W. L. Harper of the University of Western Ontario.  相似文献   

18.
We give a suitable example to show a gap between multiobjective optimization and single-objective optimization, which solves a problem proposed in Refs. 1–2.  相似文献   

19.
In this paper we investigate the conditions under which the marginal cost approach of Refs. 1–3 holds. As observed in Ref. 4, the validity of the marginal cost approach gives rise to a useful framework of single-component maintenance optimization models, which covers almost all models used in practice. For the class of unimodal finite-valued marginal cost functions, we show that these optimization models are easy to solve.  相似文献   

20.
Two important problems in the area of engineering plasticity are limit load analysis and elastoplastic analysis. It is well known that these two problems can be formulated as linear and quadratic programming problems, respectively (Refs. 1–2). In applications, the number of variables in each of these mathematical programming problems tends to be large. Consequently, it is important to have efficient numerical methods for their solution. The purpose of this paper is to present a method which allows the quadratic programming formulation of the elastoplastic analysis to be reformulated as an equivalent quadratic programming problem which has significantly fewer variables than the original formulation. Indeed, in Section 4, we will present details of an example for which the original quadratic programming formulation required 297 variables and for which the equivalent formulation presented here required only two variables. The method is based on a characterization of the entire family of optimal solutions for a linear programming problem.This research was supported by the Natural Science and Engineering Council of Canada under Grant No. A8189 and by a Leave Fellowship from the Social Sciences and Humanities Research Council of Canada. The author takes pleasure in acknowledging many stimulating discussions with Professor D. E. Grierson.  相似文献   

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