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1.
对于一般约束优化问题,本文通过一种特殊的耦合策略,把一个局邵超线性收敛的不精确SQP算法与广义梯度投影法相结合,从而给出了一个混合算法.该算法无需计算拉格朗日函数的海色矩阵,并且在适当的假设下,算法具有全局和局部超线性收敛性.  相似文献   

2.
本文对线性约束优化问题提出了一个新的广义梯度投影法,该算法采用了非精确线性搜索,并在每次迭代运算中结合了广义投影矩阵和变尺度方法的思想确定其搜索方向.在通常的假设条件下,证明了该算法的整体收敛性和超线性收敛速度.  相似文献   

3.
利用SQP方法、广义投影技术和强次可行方(向)法思想,建立不等式约束优化一个新的初始点任意的快速收敛算法. 算法每次迭代仅需解一个总存在可行解的二次子规划,或用广义投影计算“一阶”强次可行下降辅助搜索方向;采用曲线搜索与直线搜索相结合的方法产生步长. 在较温和的条件下,算法具有全局收敛性、强收敛性、超线性与二次收敛性. 给出了算法有效的数值试验.  相似文献   

4.
本文考虑线性约束非线性规划问题,提出了一类共轭投影梯度法,证明了算法的全局收敛性,并对算法的二次终止性,超线性收敛特征进行了分析,算法的优点是(1)采用计算机上实现的Armijo线性搜索规则,(2)初始点不要求一定是可行点,可以不满足线性等式约束,(3)具有较快的收敛速度。  相似文献   

5.
初始点任意的一个非线性优化的广义梯度投影法   总被引:8,自引:0,他引:8  
广义投影算法的优点是避免转轴运算。它成功地给出了线性约束问题、初始点任意的只带非线性不等式约束问题,以及利用辅助规划来处理带等式与不等式约束问题的算法.后者完满地解决了投影算法对于非线性等式约束问题的处理,但要求满足不等式约束的初始点.本文据此利用广义投影与罚函数技巧给出了一个初始点任意的等式与不等式约束问题的算法,省去了求初始解的计算,并保持了上述方法的优点,证明了算法的全局收敛性  相似文献   

6.
梯度投影法是一类有效的约束最优化算法,在最优化领域中占有重要的地位.但是,梯度投影法所采用的投影是正交投影,不包含目标函数和约束函数的二阶导数信息·因而;收敛速度不太令人满意.本文介绍一种共轭投影概念,利用共轭投影构造了一般线性或非线性约束下的共轭投影变尺度算法,并证明了算法在一定条件下具有全局收敛性.由于算法中的共轭投影恰当地包含了目标函数和约束函数的二阶导数信息,因而收敛速度有希望加快.数值试验的结果表明算法是有效的.  相似文献   

7.
本文针对不等式约束优化问题,结合Facchinei-Fischer-Kanzow精确有效集识别技术,给出—个新的线性方程组与辅助方向相结合的可行下降算法.算法每步迭代只需求解一个降维的线性方程组或计算一次辅助方向,且获取辅助方向的投影矩阵只涉及近似有效约束集中的元素,问题规模大为减少,且当迭代次数充分大时,只需求解一个降维的线性方程组.无需严格互补松弛条件,算法全局且一步超线性收敛.  相似文献   

8.
基于内点算法思想,利用广义投影技术设计了求解带线性不等式约束和非负约束的非线性规划的广义梯度投影内点算法,并了算法的收敛性质,数值例子表明算法是有效的。  相似文献   

9.
基于内点算法思想,利用广义投影技术设计了求解带线性不等式约束和非负约束的非线性规划的广义梯度投影内点算法,并讨论了算法的收敛性质,数值例子表明算法是有效的.  相似文献   

10.
孙清滢 《计算数学》2004,26(4):401-412
本文利用广义投影矩阵,对求解无约束规划的超记忆梯度算法中的参数给出一种新的取值范围以保证得到目标函数的超记忆梯度广义投影下降方向,并与处理任意初始点的方法技巧结合建立求解非线性不等式约束优化问题的一个初始点任意的超记忆梯度广义投影算法,在较弱条件下证明了算法的收敛性.同时给出结合FR,PR,HS共轭梯度参数的超记忆梯度广义投影算法,从而将经典的共轭梯度法推广用于求解约束规划问题.数值例子表明算法是有效的.  相似文献   

11.
12.
Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.  相似文献   

13.
14.
正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with  相似文献   

15.
正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.  相似文献   

16.
A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].  相似文献   

17.
Résumé On décrit toutes les feuilles des laminations minimales dont un ensemble résiduel de feuilles ont 2 bouts.   相似文献   

18.
We develop a theory of downward sets for a class of normed ordered spaces. We study best approximation in a normed ordered space X by elements of downward sets, and give necessary and sufficient conditions for any element of best approximation by a closed downward subset of X. We also characterize strictly downward subsets of X, and prove that a downward subset of X is strictly downward if and only if each its boundary point is Chebyshev. The results obtained are used for examination of some Chebyshev pairs (W,x), where ∈ X and W is a closed downward subset of X  相似文献   

19.
In this paper, the author establishes the boundedness of multilinear operators on weighted Herz spaces and Herz-type Hardy spaces. The author also obtains their weak estimates on endpoints. As a special case, the conclusions may lead to the weighted estimates for multilinear Calderon-Zygmund operators.  相似文献   

20.
In this paper we present a generalized quantitative version of a result due to M. Revers concerning the exact convergence rate at zero of Lagrange interpolation polynomial to f(x) = |x|α with on equally spaced nodes in [-1, 1].  相似文献   

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