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排序方式: 共有250条查询结果,搜索用时 15 毫秒
91.
92.
《Optimization》2012,61(3-4):269-284
The Kuhn–Tucker conditions of an optimization problem with inequality constraints are transformed equivalently into a special nonlinear system of equations T 0(z) = 0. It is shown that Newton's method for solving this system combines two valuable properties: The local Q-quadratic convergence without assuming the strict complementary slackness condition and the regularity of the Jacobian of T 0 at a point z under reasonable conditions, so that Newton’s method can be used also far from a Kuhn–Tucker point 相似文献
93.
不等式约束优化一个新的SQP算法 总被引:5,自引:0,他引:5
本文提出了一个处理不等式约束优化问题的新的SQP算法.和传统的SQP算法相比,该算法每步只需求解一个仅含等式约束的子二次规划,从而减少了算法的计算工作量.在适当的条件下,证明算法是全局收敛的且具有超线性收敛速度.数值实验表明算法是有效的. 相似文献
94.
Iterative methods for variational and complementarity problems 总被引:12,自引:0,他引:12
In this paper, we study both the local and global convergence of various iterative methods for solving the variational inequality and the nonlinear complementarity problems. Included among such methods are the Newton and several successive overrelaxation algorithms. For the most part, the study is concerned with the family of linear approximation methods. These are iterative methods in which a sequence of vectors is generated by solving certain linearized subproblems. Convergence to a solution of the given variational or complementarity problem is established by using three different yet related approaches. The paper also studies a special class of variational inequality problems arising from such applications as computing traffic and economic spatial equilibria. Finally, several convergence results are obtained for some nonlinear approximation methods.This research was based on work supported by the National Science Foundation under grant ECS-7926320. 相似文献
95.
本文给出了广义可微精确罚函数的概念及一类所谓广义限域可微精确罚函数.本文预先选定罚因子,将不等式约束问题化为单一的无约束问题,并给出了具全局收敛性的算法.本文的罚函数构造简单,假设条件少而且算法的构造与收敛性结果是独特的. 相似文献
96.
We establish the FKG correlation inequality for the Euclidean scalar Yukawa2 quantum field model and, when the Fermi mass is zero, for pseudoscalar Yukawa2. To do so we approximate the quantum field model by a lattice spin system and show that the FKG inequality for this system follows from a positivity condition on the fundamental solution of the Euclidean Dirac equation with external field. We prove this positivity condition by applying the Vekua-Bers theory of generalized analytic functions.Research partially supported by the National Research Council of Canada.Alfred P. Sloan Foundation Fellow. 相似文献
97.
98.
A variational inequality approach for the determination of oligopolistic market equilibrium 总被引:4,自引:0,他引:4
Patrick T. Harker 《Mathematical Programming》1984,30(1):105-111
This paper presents an alternative approach to that by Murphy, Sherali and Soyster [13] for computing market equilibria with
mathematical programming methods. This approach is based upon a variational inequality representation of the problem and the
use of a diagonalization/relaxation algorithm. 相似文献
99.
The uniform nearest particle system (UNPS) is studied, which is a continuoustime Markov process with state space
. The rigorous upper bound
(mf)
= ( – 1)/ for the order parameter
2, is given by the correlation identity and the FKG inequality. Then an improvement of this bound
(mf)
is shown in a similar fashion;
C( – 1)/|log( – 1) for >1. Recently, Mountford proved that the critical value c=1. Combining his result and our improved bound implies that if the critical exponent exists, it is strictly greater than the mean-field value 1 in the weak sense. 相似文献
100.
F. Delyon 《Journal of statistical physics》1979,21(6):727-738
We rigorously prove that the probabilityP
n
for the origin to belong to a cluster of exactlyn positive spins in thev-dimensional Ising model behaves as exp(–n(v – 1)/v) in various regions, including in particular the low-temperature positive and negative phases in zero magnetic field. 相似文献