空间F^＊上一类积分方程解的存在和唯一性

本文在引文［１—４］的基础出上，首次在空间~Ｆ＊上构造性的建立了一类积分方程。并获得了这类积分方程解的存在和唯一性定理。     

The convergence space of minimal USCO mappings

A convergence structure generalizing the order convergence structure on the set of Hausdorff continuous interval functions is defined on the set of minimal usco maps. The properties of the obtained convergence space are investigated and essential links with the pointwise convergence and the order convergence are revealed. The convergence structure can be extended to a uniform convergence structure so that the convergence space is complete. The important issue of the denseness of the subset of all continuous functions is also addressed.      

Inverse Scattering for the Problem with Impedance-type Boundary

This paper deals with the inverse scattering problems for the Helmholtz equation with impedance boundary condition. It aims at reconstructing the unknown impedance coefficient from the knowledge of scattered wave fields. We generalize the concept of classic solution (CS) to optimal solution (OS) by a nonlinear optimization problem. Then, based on potential theory, we establish an inversion procedure to get the approximation of OS which is defined as the regularized solution (RS) in this paper. The convergence result for RS is proven from which one can get OS and CS stably and efficiently.     

An Algorithm for Continuous Type Optimal Location Problem

In this paper, we extend the ordinary discrete type facility location problems to continuous type ones. Unlike the discrete type facility location problem in which the objective function isn't everywhere differentiable, the objective function in the continuous type facility location problem is strictly convex and continuously differentiable. An algorithm without line search for solving the continuous type facility location problems is proposed and its global convergence, linear convergence rate is proved. Numerical experiments illustrate that the algorithm suggested in this paper have smaller amount of computation, quicker convergence rate than the gradient method and conjugate direction method in some sense.     

一类双曲反问题的逼近算法及收敛性

该文考虑地球物理勘探中出现的间断特性阻抗的反演问题．利用样条插值理论，把无穷维空间上的反问题用有限维空间上的反问题来近似．利用半群理论，证明了近似反问题之解收敛于原反问题之解．据此可得到求解反问题的一种稳定的近似算法．     

Lower-dimensional linear complementarity problem approaches to the solution of a bi-obstacle problem

A globally convergent Broyden-like method for solving a bi-obstacle problem is proposed based on its equivalent lower-dimensional linear complementarity problem. A suitable line search technique is introduced here. The global and superlinear convergence of the method is verified under appropriate assumptions.     

Quasi-stationary Stefan problem as limit case of Mullins-Sekerka problem

The existence of a local classical solution to the Mullins-Sekerka problem and the convergence to the two-phase quasi-stationary Stefan problem are proved when surface tension approaches zero. This convergence gives a proof of the existence of a local classical solution of quasi-stationary Stefan problem. The methods work in all dimensions.     

最优场址问题的研究进展

３０年代以来，最优场址问题一直是运筹学界阳活跃的研究领域之一。此问题具有深镔实验背景和广泛的实用价值。本文综述了最优场址问题研究进展并对其发展历史进行了简单的回顾，主要介绍近年来最优场址问题研究的一些重要成果，对每一种成果进行了基本的评论。     

A globally convergent Newton method for solving strongly monotone variational inequalities

Variational inequality problems have been used to formulate and study equilibrium problems, which arise in many fields including economics, operations research and regional sciences. For solving variational inequality problems, various iterative methods such as projection methods and the nonlinear Jacobi method have been developed. These methods are convergent to a solution under certain conditions, but their rates of convergence are typically linear. In this paper we propose to modify the Newton method for variational inequality problems by using a certain differentiable merit function to determine a suitable step length. The purpose of introducing this merit function is to provide some measure of the discrepancy between the solution and the current iterate. It is then shown that, under the strong monotonicity assumption, the method is globally convergent and, under some additional assumptions, the rate of convergence is quadratic. Limited computational experience indicates the high efficiency of the proposed method.     

广义鞍点问题的改进的类SOR算法

针对广义鞍点问题,本文提出了一个改进的类逐次超松弛迭代算法,在较弱的条件下,分析了算法的收敛性及线性收敛率.新算法的每步计算量与已有的算法类似,都是需要（近似）求解线性方程组,但新算法有更好的灵活度通过合适地选取参数矩阵,每一步子问题可以容易地求解,甚至可以有闭式解（closed-form solution）.数值实验结果显示了新算法的有效性.     

A Smoothing Newton Method for General Nonlinear Complementarity Problems

Smoothing Newton methods for nonlinear complementarity problems NCP(F) often require F to be at least a P ₀-function in order to guarantee that the underlying Newton equation is solvable. Based on a special equation reformulation of NCP(F), we propose a new smoothing Newton method for general nonlinear complementarity problems. The introduction of Kanzow and Pieper's gradient step makes our algorithm to be globally convergent. Under certain conditions, our method achieves fast local convergence rate. Extensive numerical results are also reported for all complementarity problems in MCPLIB and GAMSLIB libraries with all available starting points.     

求解互补问题的一种序列二次规划方法

通过将互补问题转化为一种带非负约束的极小化问题 ,给出了求解互补问题的一种序列二次规划方法 .该方法中每一个子问题都是可解的 ,迭代产生的序列是非负的 ,在适当的条件下 ,分别证明了算法的全局收敛性、局部超线收敛性以及局部二次收敛性 .     

一类分裂变分不等式及其收敛算法

引入一种新的分裂变分不等式问题,构造了两种算法来求解,得到了相应迭代序列的弱收敛性和强收敛性.     

A SQP METHOD FOR GENERAL NONLINEAR COMPLEMENTARITY PROBLEMS

§ 1　 IntroductionThe nonlinear complementarity problem(NCP) is to find a pointx∈Rn such thatx Tf(x) =0 ,x≥ 0 ,f(x)≥ 0 ,(1 .1 )where f is a continuously differentiable function from Rninto itself.It is well known thatthe NCP is equivalent to a system of smoothly nonlinear equations with nonnegative con-straintsH (z)∶ =y -f(x)x . y =0 ,s.t. x≥ 0 ,y≥ 0 ,(1 .2 )where z=(x,y) and x y=(x1 y1 ,...,xnyn) T.Based on the above reformulation,many in-terior-point methods are established;see,fo…     

On a problem with nonperiodic frequent alternation of boundary conditions imposed on fast oscillating sets

A singularly perturbed eigenvalue problem for the Laplacian in a cylinder is considered. The problem is characterized by frequent nonperiodic alternation of boundary conditions imposed on narrow strips lying on the cylinder’s lateral surface. The width of the strips is an arbitrary function of a small parameter and can oscillate rapidly, with the nature of the oscillations being arbitrary. Sharp estimates are derived for the convergence rate of the eigenvalues and eigenfunctions in the problem.     

Sub-quadratic convergence of a smoothing Newton algorithm for the <Emphasis Type="Italic">P</Emphasis><Subscript><Emphasis Type="Italic">0</Emphasis></Subscript>– and monotone LCP

Given , the linear complementarity problem (LCP) is to find such that (x, s) 0,s=Mx+q,x^Ts=0. By using the Chen-Harker-Kanzow-Smale (CHKS) smoothing function, the LCP is reformulated as a system of parameterized smooth-nonsmooth equations. As a result, a smoothing Newton algorithm, which is a modified version of the Qi-Sun-Zhou algorithm [Mathematical Programming, Vol. 87, 2000, pp. 1–35], is proposed to solve the LCP with M being assumed to be a P₀-matrix (P₀–LCP). The proposed algorithm needs only to solve one system of linear equations and to do one line search at each iteration. It is proved in this paper that the proposed algorithm has the following convergence properties: (i) it is well-defined and any accumulation point of the iteration sequence is a solution of the P₀–LCP; (ii) it generates a bounded sequence if the P₀–LCP has a nonempty and bounded solution set; (iii) if an accumulation point of the iteration sequence satisfies a nonsingularity condition, which implies the P₀–LCP has a unique solution, then the whole iteration sequence converges to this accumulation point sub-quadratically with a Q-rate 2–t, where t(0,1) is a parameter; and (iv) if M is positive semidefinite and an accumulation point of the iteration sequence satisfies a strict complementarity condition, then the whole sequence converges to the accumulation point quadratically.This authors work is supported by the Hong Kong Research Grant Council and the Australian Research Council.This authors work is supported by Grant R146-000-035-101 of National University of Singapore.Mathematics Subject Classification (1991): 90C33, 65K10     

互补问题算法的新进展

互补问题是一类重要的优化问题，在最近３０多年的时间里，人们为求解它而提出了许多算法，该文主要介绍１９９０－１９９７年之间出现的某些新算法，它们大致可归类为：（１）光滑方程法；（２）非光滑方程法；（３）可微无约束优化法；（４）ＧＬＰ投影法；（５）内点法；（６）磨光与非内点连续法，文中对每类算法及相应的收敛性结果做了描述与评论，并列出有关文献。     

New multiplier method for solving linear complementarity problems

A new multiplier method for solving the linear complementarity problem LCP(q, M) is proposed. By introducing a Lagrangian of LCP(q, M), a new smooth merit function ϑ(x, λ) for LCP(q, M) is constructed. Based on it, a simple damped Newton-type algorithm with multiplier self-adjusting step is presented. When M is a P-matrix, the sequence {ϑ(x ^k, λ ^k)} (where {(x ^k, λ ^k)} is generated by the algorithm) is globally linearly convergent to zero and convergent in a finite number of iterations if the solution is degenerate. Numerical results suggest that the method is highly efficient and promising. Selected from Numerical Mathematics (A Journal of Chinese Universities), 2004, 26(2): 162–171     

处理退化问题的一类SQP算法

本文对不等式优化问题提出了一个修正的序列二次规划算法(SQP).该算法适用于退化问题一积极约束梯度线性相关且严格互补条件不成立,并且算法是可行的,具有整体收敛与超线性收敛性.     

有奇异解的无约束最优化问题的一种混合法

本文研究求解含有奇异解的无约束最优化问题算法 .该类问题的一个重要特性是目标函数的Hessian阵可能处处奇异 .我们提出求解该类问题的一种梯度 -正则化牛顿型混合算法 .并在一定的条件下得到了算法的全局收敛性 .而且 ,经一定迭代步后 ,算法还原为正则化 Newton法 .因而 ,算法具有局部二次收敛性 .