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11.
An interior point method for monotone linear complementarity problems acting in a wide neighborhood of the central path is
presented. The method has
-iteration complexity and is superlinearly convergent even when the problem does not possess a strictly complementary solution.
Mathematics Subject Classification (2000): 49M15, 65K05, 90C33
Work supported by the National Science Foundation under Grant No. 0139701.
An erratum to this article is available at. 相似文献
12.
互补问题算法的新进展 总被引:20,自引:0,他引:20
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。 相似文献
13.
提出一种改进的求解极小极大问题的信赖域滤子方法,利用SQP子问题来求一个试探步,尾服用滤子来衡量是否接受试探步,避免了罚函数的使用;并且借用已有文献的思想, 使用了Lagrange函数作为效益函数和非单调技术,在适当的条件下,分析了算法的全局和局部收敛性,并进行了数值实验. 相似文献
14.
Recently, Ye, Tapia and Zhang (1991) demonstrated that Mizuno—Todd—Ye's predictor—corrector interior-point algorithm for linear programming maintains the O(
L)-iteration complexity while exhibiting superlinear convergence of the duality gap to zero under the assumption that the iteration sequence converges, and quadratic convergence of the duality gap to zero under the assumption of nondegeneracy. In this paper we establish the quadratic convergence result without any assumption concerning the convergence of the iteration sequence or nondegeneracy. This surprising result, to our knowledge, is the first instance of a demonstration of polynomiality and superlinear (or quadratic) convergence for an interior-point algorithm which does not assume the convergence of the iteration sequence or nondegeneracy.Supported in part by NSF Grant DDM-8922636 and NSF Coop. Agr. No. CCR-8809615, the Iowa Business School Summer Grant, and the Interdisciplinary Research Grant of the University of Iowa Center for Advanced Studies.Supported in part by NSF Coop. Agr. No. CCR-8809615, AFOSR 89-0363, DOE DEFG05-86ER25017 and ARO 9DAAL03-90-G-0093.Supported in part by NSF Grant DMS-9102761 and DOE Grant DE-FG05-91ER25100. 相似文献
15.
Florian A. Potra 《Mathematical Programming》2001,91(1):99-115
Sufficient conditions are given for the Q-superlinear convergence of the iterates produced by primal-dual interior-point methods
for linear complementarity problems. It is shown that those conditions are satisfied by several well known interior-point
methods. In particular it is shown that the iteration sequences produced by the simplified predictor–corrector method of Gonzaga
and Tapia, the simplified largest step method of Gonzaga and Bonnans, the LPF+ algorithm of Wright, the higher order methods
of Wright and Zhang, Potra and Sheng, and Stoer, Wechs and Mizuno are Q-superlinearly convergent.
Received: February 9, 2000 / Accepted: February 20, 2001?Published online May 3, 2001 相似文献
16.
对不等式约束最优化问题本文提出了一个新算法。算法使用了非单调搜索,它不仅放松了每步迭代中对搜索的限制,而且使得算法迭代到一定阶段后具有非常简洁的形式,在不需要严格互补条件的较弱假设下,算法是整体和超线性收敛的。 相似文献
17.
In this paper, we propose a general smoothing Broyden-like quasi-Newton method for solving a class of nonsmooth equations. Under appropriate conditions, the proposed method converges to a solution of the equation globally and superlinearly. In particular, the proposed method provides the possibility of developing a quasi-Newton method that enjoys superlinear convergence even if strict complementarity fails to hold. We pay particular attention to semismooth equations arising from nonlinear complementarity problems, mixed complementarity problems and variational inequality problems. We show that under certain conditions, the related methods based on the perturbed Fischer–Burmeister function, Chen–Harker–Kanzow–Smale smoothing function and the Gabriel–Moré class of smoothing functions converge globally and superlinearly. 相似文献
18.
A successive quadratic programming algorithm with global and superlinear convergence properties 总被引:6,自引:0,他引:6
Masao Fukushima 《Mathematical Programming》1986,35(3):253-264
This paper presents a successive quadratic programming algorithm for solving general nonlinear programming problems. In order to avoid the Maratos effect, direction-finding subproblems are derived by modifying the second-order approximations to both objective and constraint functions of the problem. We prove that the algorithm possesses global and superlinear convergence properties.This work was supported in part by a Scientific Research Grant-in-Aid from the Ministry of Education, Science and Culture, Japan. 相似文献
19.
Optical nonlinearity measurement of 4-(N-methyl,N-hydroxyethl)amino,4'-nitroazobenzene using a transmittance technique with a phase object(T-PO) with top-hat beams at 600-nm wavelength 下载免费PDF全文
The transmittance technique with a phase object(T-PO),for measuring optical nonlinear coefficients is proposed with a top-hat beam.The sensitivity of the T-PO with a top-hat beam is a factor of 4 greater than that with a Gaussian beam.The validity of this method is verified by measuring the nonlinearity of a well-characterized liquid,CS 2 at 532-nm wavelength.The ease of use of this method has been proved by measuring a new compound 4-(N-methyl,N-hydroxyethyl)amino,4'-nitroazobenzene(ANAB) at 600-nm wavelength,indicating that this method can be extended to the measurement of optical nonlinearities in a wide-band spectrum. 相似文献
20.
In this paper, we investigate the Schr\"{o}dinger equation, which satisfies that the potential is asymptotical 0 at infinity in some measure-theoretic and the nonlinearity is sublinear growth. By using variant symmetric mountain lemma, we obtain infinitely many solutions for the problem. Moreover, if the nonlinearity is locally sublinear defined for $|u|$ small, we can also get the same result. In which, we show that these solutions tend to zero in $L^{\infty}(\mathbb{R}^{N})$ by the Br\"{e}zis-Kato estimate. 相似文献