粘塑性问题的参数二次规划法

本文应用参变量变分方法处理Perzyna粘塑性问题,将原问题化为求解带约束条件的二次规划问题,文中具体讨论了用于该问题的有限单元形式及具体实施过程.     

An O(n 2) Active Set Algorithm for Solving Two Related Box Constrained Parametric Quadratic Programs

Recently, O(n ²) active set methods have been presented for minimizing the parametric quadratic functions (1/2)x Dx–a x+| x–c| and (1/2)x Dx–a x+(/2)( x–c)², respectively, subject to lxb, for all nonnegative values of the parameter . Here, D is a positive diagonal n×n matrix, and a are arbitrary n-vectors, c is an arbitrary scalar; l and b are arbitrary n-vectors such that lb. In this paper, we show that each one of these algorithms may be used to simultaneously solve both parametric programs withno additional computational cost.     

Parametric linear fractional programming for an unbounded feasible region

Parametric analysis in linear fractional programming is significantly more complicated in case of an unbounded feasible region. We propose procedures which are based on a modified version of Martos' algorithm or a modification of Charnes-Cooper's algorithm, applying each to problems where either the objective function or the right-hand side is parametrized.     

严格渐近伪压缩映象隐迭代序列的收敛性

含有非扩张型映射的非线性算子方程的隐式迭代法,从2001年由H.K.Xu和R.G.Ori引入以来,已有许多学者进行了研究,得出了一些有意义的成果.最近M.O.Osilike对Browder-Petyshyn意义下的严格伪压缩映象的隐迭代过程,也做出了部分研究成果,但对严格渐近伪压缩映象未曾涉及.本文将主要研究Browder-Petyshyn意义下的严格渐近伪压缩映象的隐迭代过程.并讨论它们的收敛性问题.     

The approximation of planar curve evolutions by stable fully implicit finite element schemes that equidistribute

On the basis of our previous work, we introduce novel fully discrete, fully practical parametric finite element approximations for geometric evolution equations of curves in the plane. The fully implicit approximations are unconditionally stable and intrinsically equidistribute the vertices at each time level. We present iterative solution methods for the systems of nonlinear equations arising at each time level and present several numerical results. The ideas easily generalize to the evolution of curve networks and to anisotropic surface energies. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010     

非线性参数规划问题$\varepsilon$-最优解集集值映射的连续性

对非线性参数规划问题$\varepsilon$-最优解集集值映射的连续性条件进行了研究.首先在可行集集值映射局部有界且正则的条件下,讨论了非线性参数规划问题最优值函数的连续性,然后针对$\varepsilon$-最优解集集值映射的结构特征并利用此结果和集值分析理论,给出了非线性参数规划问题$\varepsilon$-最优解集集值映射连续的一个充分条件.     

An efficient explicit/implicit domain decomposition method for convection‐diffusion equations

A nonoverlapping domain decomposition method for some time‐dependent convection‐diffusion equations is presented. It combines predictor‐corrector technique, modified upwind differences with explicit/implicit coupling to provide intrinsic parallelism, and unconditional stability while improving the accuracy. Both rigorous mathematical analysis and numerical experiments are carried out to illustrate the stability, accuracy, and parallelism. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

具有退化三次曲线解的Hamilton二次系统的Poincare分支

具有退化三次曲线解的Hamilton二次系统,经二次微扰后的Poincare分支,是否存在两个极限环?这是一个长期受到困扰的问题.本文证明了在特定条件下,可以分支出两个极限环.     

Robust Recursive Quadratic Programming Algorithm Model with Global and Superlinear Convergence Properties

A new, robust recursive quadratic programming algorithm model based on a continuously differentiable merit function is introduced. The algorithm is globally and superlinearly convergent, uses automatic rules for choosing the penalty parameter, and can efficiently cope with the possible inconsistency of the quadratic search subproblem. The properties of the algorithm are studied under weak a priori assumptions; in particular, the superlinear convergence rate is established without requiring strict complementarity. The behavior of the algorithm is also investigated in the case where not all of the assumptions are met. The focus of the paper is on theoretical issues; nevertheless, the analysis carried out and the solutions proposed pave the way to new and more robust RQP codes than those presently available.     

Well-posedness of a Dissolution-growth problem on an unbounded domain erratum

We consider a spherical grain which may be growing by accretion or dissolving in a dilute solution of the same substance where one also has reaction and diffusion; the resulting free boundary problem was shown to be well-posed. The paper as originally printed was inadvertently truncated and this Erratum consists of Section 4 (on additional regularity) and the Bibliography.     

Well-posedness of a dissolution-growth problem on an unbounded domain

We consider a spherical grain which may be growing by accretion or dissolving in a dilute solution of the same substance where one also has reaction and diffusion. The resulting free boundary problem is shown to be well-posed and additional regularity is obtained.     

Duality Bound Method for the General Quadratic Programming Problem with Quadratic Constraints

The purpose of this article is to develop a branch-and-bound algorithm using duality bounds for the general quadratically-constrained quadratic programming problem and having the following properties: (i) duality bounds are computed by solving ordinary linear programs; (ii) they are at least as good as the lower bounds obtained by solving relaxed problems, in which each nonconvex function is replaced by its convex envelope; (iii) standard convergence properties of branch-and-bound algorithms for nonconvex global optimization problems are guaranteed. Numerical results of preliminary computational experiments for the case of one quadratic constraint are reported.     

单输入多时滞离散系统的线性二次调节问题

研究了单输入多时滞的离散时间系统的线性二次调节问题(LQR问题),给出了求解最优控制输入序列的一种简单有效而又新颖的方法.将该动态的离散时滞系统的LQR最优控制问题最终转化成了一个静态的、不带时滞的数学规划模型——带等式线性约束的严格凸二次规划问题,并利用两种方法解这个二次规划问题,均成功地导出了系统的最优控制输入序列.仿真结果验证了我们的方法的正确有效性.     

Analysis of a time discretization for an implicit variational inequality modelling dynamic contact problems with friction

Some dynamic contact problems with friction can be formulated as an implicit variational inequality. A time discretization of such an inequality is given here, thus giving rise to a so‐called incremental solution. The convergence of the incremental solution is established, and then the limit is shown to be the unique solution of the variational inequality. This paper contains therefore not only some new results concerning the numerical aspect of some models of contact and friction but also a constructive existence result. Copyright © 2001 John Wiley & Sons, Ltd.     

On global quadratic growth condition for min-max optimization problems with quadratic functions

Second-order sufficient condition and quadratic growth condition play important roles both in sensitivity and stability analysis and in numerical analysis for optimization problems. In this article, we concentrate on the global quadratic growth condition and study its relations with global second-order sufficient conditions for min-max optimization problems with quadratic functions. In general, the global second-order sufficient condition implies the global quadratic growth condition. In the case of two quadratic functions involved, we have the equivalence of the two conditions.     

A Globally Convergent Sequential Quadratic Programming Algorithm for Mathematical Programs with Linear Complementarity Constraints

This paper presents a sequential quadratic programming algorithm for computing a stationary point of a mathematical program with linear complementarity constraints. The algorithm is based on a reformulation of the complementarity condition as a system of semismooth equations by means of Fischer-Burmeister functional, combined with a classical penalty function method for solving constrained optimization problems. Global convergence of the algorithm is established under appropriate assumptions. Some preliminary computational results are reported.     

Parametric Sensitivity Analysis of Perturbed PDE Optimal Control Problems with State and Control Constraints

We study parametric optimal control problems governed by a system of time-dependent partial differential equations (PDE) and subject to additional control and state constraints. An approach is presented to compute the optimal control functions and the so-called sensitivity differentials of the optimal solution with respect to perturbations. This information plays an important role in the analysis of optimal solutions as well as in real-time optimal control.The method of lines is used to transform the perturbed PDE system into a large system of ordinary differential equations. A subsequent discretization then transcribes parametric ODE optimal control problems into perturbed nonlinear programming problems (NLP), which can be solved efficiently by SQP methods.Second-order sufficient conditions can be checked numerically and we propose to apply an NLP-based approach for the robust computation of the sensitivity differentials of the optimal solutions with respect to the perturbation parameters. The numerical method is illustrated by the optimal control and sensitivity analysis of the Burgers equation.Communicated by H. J. Pesch     

Fictitious domain method with penalty for an incompressible fluid

Fictitious domain method shows great advantages when handling problems with complex and constantly varying domains. In this article, we propose an algorithm which extends the fictitious domain method by introducing penalties. Test results with the numerical examples of backward facing step problem and the flow around steady and dynamic cylinder problem show that the algorithm we propose is highly efficient for solving incompressible fluid problems. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

The growth curve model with an autoregressive covariance structure

The growth curve model with an autoregressive covariance structure is considered. An iterative algorithm for finding the MLE's of the parameters in the model is presented, based on the modified likelihood equations. Asymptotic distributions of the MLE's are obtained when the sample size is large. A likelihood ratio statistic for testing the autoregressive covariance structure is presented.     

含参变量超越方程及高次方程迭代法求解的初值选取方法

针对含参变量超越方程及高次方程迭代法求解时初值选取困难的问题,通过分析迭代方程收敛速度随参变量的变化规律,提出了以参变量定义域内收敛速度最慢处方程的解为迭代初值,并将该含参变量的超越方程或高次方程在此处进行二阶泰勒级数展开,舍去高阶余量,进一步求解该二次方程得到另一种初值.方法的适用条件是迭代方程必须是收敛的.实例计算表明,将初值代入迭代公式仅需一次迭代即可得到精度较高的近似计算公式,可用于含参变量的超越方程及高次方程迭代求解.