Efficient domain partitioning algorithms for global optimization of rational and Lipschitz continuous functions

A domain partitioning algorithm for minimizing or maximizing a Lipschitz continuous function is enhanced to yield two new, more efficient algorithms. The use of interval arithmetic in the case of rational functions and the estimates of Lipschitz constants valid in subsets of the domain in the case of others and the addition of local optimization have resulted in an algorithm which, in tests on standard functions, performs well.     

基于单纯形方法的双层线性规划全局优化算法

通过分析双层线性规划可行域的结构特征和全局最优解在约束域的极点上达到这一特性,对单纯形方法中进基变量的选取法则进行适当修改后,给出了一个求解双层线性规划局部最优解方法,然后引进上层目标函数对应的一种割平面约束来修正当前局部最优解,直到求得双层线性规划的全局最优解.提出的算法具有全局收敛性,并通过算例说明了算法的求解过程.     

Some Invariance Principles for Random Vectors in the Generalized Domain of Attraction of the Multivariate Normal Law

For independent identically distributed random vectors belonging to the generalized Domain of Attraction of the multivariate normal law, we define two partial sum processes analogous to that of Donsker's Theorem. We prove that each converges in distribution to a Brownian Motion in the space of continuous functions. One process uses nonrandom operator normalization, and the other is a studentization of the first, using normalization by the empirical covariance operator.     

一类非线性发展方程整体弱解的存在性和稳定性

该文考虑一类新的非线性方程(｜ut｜r-2ut)t-Δutt-Δu-ρ(t)Δut=f(u) 的初边值问题，利用小扰动法证明了整体弱解的 存在性，借用位势井的概念得到了解的稳定性.〖HT5”H〗关键词:〖HT5”SS〗非线性发展方程;初边值问题;整体弱解;稳定性.     

On a new stochastic global optimization algorithm based on censored observations

In this paper a new algorithm is proposed for global optimization problems. The main idea is that of modifying a standard clustering approach by sequentially sampling the objective function while adaptively deciding an appropriate sample size. Theoretical as well as computational results are presented.     

Global optimization by random perturbation of the gradient method with a fixed parameter

The paper deals with the global minimization of a differentiable cost function mapping a ball of a finite dimensional Euclidean space into an interval of real numbers. It is established that a suitable random perturbation of the gradient method with a fixed parameter generates a bounded minimizing sequence and leads to a global minimum: the perturbation avoids convergence to local minima. The stated results suggest an algorithm for the numerical approximation of global minima: experiments are performed for the problem of fitting a sum of exponentials to discrete data and to a nonlinear system involving about 5000 variables. The effect of the random perturbation is examined by comparison with the purely deterministic gradient method.     

无严格互补松驰条件的序列线性方程组新算法

该文通过构造特殊形式的有效集来逼近KKT点处的有效集，给出了一个任意初始点下的序列线性方程组新算法，并证明了该算法在没有严格互补松驰条件的情况下具有全局收敛性和一步超线性收敛性。      

Near-optimal design of Global Positioning System (GPS) networks using the Tabu Search technique

This paper describes an optimization technique based on an heuristic procedure which is applied to analyse and improve the efficiency of the design of Global Positioning System (GPS) surveying networks. GPS is a valuable survey tool because of its ability to increase the accuracy, speed and flexibility of a survey. A GPS network can be defined as a number of stations, which are co-ordinated by a series of sessions, formed by placing receivers on stations. The goal is to select the best order in which these sessions can be organised to give the best possible schedule. Generally, solving large networks to optimality requires impractical computational time. This paper proposes a Tabu Search technique which provides optimal or near-optimal solutions for large networks with an acceptable amount of computational effort. Computational results for several case studies with known and unknown optimal schedules have been presented to assess the performance of the proposed technique.     

Global weak solutions to the Nordström-Vlasov system

The Nordström-Vlasov system is a Lorentz invariant model for a self-gravitating collisionless gas. We establish suitable a priori bounds on the solutions of this system, which together with energy estimates and the smoothing effect of “momentum averaging” yield the existence of global weak solutions to the corresponding initial value problem. In the process we improve the continuation criterion for classical solutions which was derived recently. The weak solutions are shown to preserve mass.     

Basins of Attraction of Periodic Oscillations in Suspension Bridges

We consider the dynamics of the lowest order transversal vibration mode of a suspension bridge, for which the hangers are treated as one-sided springs, according to the model of Lazer and McKeena [SIAM Review 58, 1990, 537]. We analyze in particular the multi-stability of periodic attractors and the basin of attraction structure in phase space and its dependence with the model parameters. The parameter values used in numerical simulations have been estimated from a number of bridges built in the United States and in the United Kingdom, thus taking into account realistic, yet sometimes simplified, structural, aerodynamical, and physical considerations.