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11.
This paper is concerned with the implementation and testing of an algorithm for solving constrained least-squares problems. The algorithm is an adaptation to the least-squares case of sequential quadratic programming (SQP) trust-region methods for solving general constrained optimization problems. At each iteration, our local quadratic subproblem includes the use of the Gauss–Newton approximation but also encompasses a structured secant approximation along with tests of when to use this approximation. This method has been tested on a selection of standard problems. The results indicate that, for least-squares problems, the approach taken here is a viable alternative to standard general optimization methods such as the Byrd–Omojokun trust-region method and the Powell damped BFGS line search method. 相似文献
12.
Venansius Baryamureeba 《Numerical Linear Algebra with Applications》2002,9(2):93-106
A sequence of least‐squares problems of the form miny∥G1/2(AT y?h)∥2, where G is an n×n positive‐definite diagonal weight matrix, and A an m×n (m?n) sparse matrix with some dense columns; has many applications in linear programming, electrical networks, elliptic boundary value problems, and structural analysis. We suggest low‐rank correction preconditioners for such problems, and a mixed solver (a combination of a direct solver and an iterative solver). The numerical results show that our technique for selecting the low‐rank correction matrix is very effective. Copyright © 2002 John Wiley & Sons, Ltd. 相似文献
13.
我国上市公司资本结构影响因素实证分析 总被引:17,自引:0,他引:17
本文选取了可能影响企业资本结构的多个指标变量进行分析 ,利用主成分分析提供的方法将变量综合成彼此互不相关的少数几个主成分。再用主成分 (作为回归自变量 )对企业的 5种资本负债比 (作为回归因变量 )进行多元回归分析 ,得出了影响企业资本结构的主要因素 ,以及这些因素与企业资本结构之间的关系 ,为企业确定资本结构提供参考依据 ,为企业财务决策提供支持。 相似文献
14.
15.
为了准确计算出镀膜过程中每层膜的折射率,介绍了实时监控过程中确定膜层折射率的2种方法:一种是由实测的透射比光谱直接反算出膜层的折射率;另一种是用最小二乘法的优化算法实时拟合折射率。试验结果表明:在线反算适合单点监控,所得折射率误差小于2%。然而在实际镀膜过程中,由于宽带内膜层参数误差较大,一般大于25%。为此,采用最小二乘法拟合,即在整个宽光谱范围内采集每个波长点的信息,所得结果误差很小,一般都在2%~5%之间,有时可达到10%,在很大程度上提高了实际镀膜时膜厚监控的精度。 相似文献
16.
非参数回归函数估计的渐近正态性 总被引:6,自引:0,他引:6
本文研究了独立或相依样本时非参数回归函数的Nadaraya-Watson估计,在简洁合理的条件下,证明了估计量的渐近正态性.获得的结论可在时间序列分析中得到应用. 相似文献
17.
Lihong Wang 《Annals of the Institute of Statistical Mathematics》2004,56(2):251-264
The purpose of this paper is to investigate the asymptotic properties of the least squares estimates (L
2-estimates) and the least absolute deviation estimates (L
1-estimates) of the parameters of a nonlinear regression model subject to a set of equality and inequality restrictions, which
has a long-range dependent stationary process as its stochastic errors. Then we will compare the asymptotic relative efficiencies
of the above estimators. 相似文献
18.
A new approach to the robust handling of non‐linear constraints for GAs (genetic algorithms) optimization is proposed. A specific feature of the approach consists of the change in the conventional search strategy by employing search paths which pass through both feasible and infeasible points (contrary to the traditional approach where only feasible points may be included in a path). The method (driven by full Navier–Stokes computations) was applied to the problem of multiobjective optimization of aerodynamic shapes subject to various geometrical and aerodynamic constraints. The results demonstrated that the method retains high robustness of conventional GAs while keeping CFD computational volume to an acceptable level, which allowed the algorithm to be used in a demanding engineering environment. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
19.
A least‐squares meshfree method based on the first‐order velocity–pressure–vorticity formulation for two‐dimensional incompressible Navier–Stokes problem is presented. The convective term is linearized by successive substitution or Newton's method. The discretization of all governing equations is implemented by the least‐squares method. Equal‐order moving least‐squares approximation is employed with Gauss quadrature in the background cells. The boundary conditions are enforced by the penalty method. The matrix‐free element‐by‐element Jacobi preconditioned conjugate method is applied to solve the discretized linear systems. Cavity flow for steady Navier–Stokes problem and the flow over a square obstacle for time‐dependent Navier–Stokes problem are investigated for the presented least‐squares meshfree method. The effects of inaccurate integration on the accuracy of the solution are investigated. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
20.