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101.
利用极大熵函数方法将不等式组及变分不等式的求解问题转化为近似可微优化问题,给出了不等式组及变分不等式问题近似解的可微优化方法,得到了不等式组和变分不等式问题的解集合的示性函数. 相似文献
102.
线性约束最优化的一个共轭投影梯度法 总被引:1,自引:0,他引:1
本结合共轭梯度法及梯度投影法的思想,建立线性等式约束最优化的一个新算法,称之为共轭投影梯度法。分别对二次凸目标函数和一般目标函数分析和论证了算法的重要性质和收敛性。 相似文献
103.
104.
企业效益是以规模为基础的,不同企业最优规模及达到的方式不同。本讨论了企业为获得最优效益,在理性、线性的最优规模下处理过剩资源,单纯的规模扩张及价格与产量关系线性时的规模扩张。指出在初步最优规模,无过剩资源时,单纯的规模扩张以资源同增长的方式最优;在价格与产量关系线性时,企业有最优扩张系数,最大的最优规模。 相似文献
105.
106.
We address the problem of finding the worst possible traffic a
user of a telecommunications network can send.
We take worst to mean having the highest effective
bandwidth, a concept that arises in the Large Deviation theory of
queueing networks.
The traffic is assumed to be stationary and to satisfy leaky bucket
constraints, which represent the a priori knowledge the network
operator has concerning the traffic.
Firstly, we show that this optimization problem may be reduced to an
optimization over periodic traffic sources.
Then, using convexity methods, we show that the realizations of a
worst case source must have the following properties:
at each instant the transmission rate must be either zero,
the peak rate, or the leaky bucket rate; it may only be the latter when
the leaky bucket is empty or full;
each burst of activity must either start with the leaky
bucket empty or end with it full. 相似文献
107.
Two improvements for the algorithm of Breiman and Cutler are presented. Better envelopes can be built up using positive quadratic forms. Better utilization of first and second derivative information is attained by combining both global aspects of curvature and local aspects near the global optimum. The basis of the results is the geometric viewpoint developed by the first author and can be applied to a number of covering type methods. Improvements in convergence rates are demonstrated empirically on standard test functions.Partially supported by an University of Canterbury Erskine grant. 相似文献
108.
Bundle-based decomposition for large-scale convex optimization: Error estimate and application to block-angular linear programs 总被引:3,自引:0,他引:3
Robinson has proposed the bundle-based decomposition algorithm to solve a class of structured large-scale convex optimization problems. In this method, the original problem is transformed (by dualization) to an unconstrained nonsmooth concave optimization problem which is in turn solved by using a modified bundle method. In this paper, we give a posteriori error estimates on the approximate primal optimal solution and on the duality gap. We describe implementation and present computational experience with a special case of this class of problems, namely, block-angular linear programming problems. We observe that the method is efficient in obtaining the approximate optimal solution and compares favorably with MINOS and an advanced implementation of the Dantzig—Wolfe decomposition method. 相似文献
109.
Generalized quasiconvexities,cone saddle points,and minimax theorem for vector-valued functions 总被引:5,自引:0,他引:5
T. Tanaka 《Journal of Optimization Theory and Applications》1994,81(2):355-377
We establish the following theorems: (i) an existence theorem for weak type generalized saddle points; (ii) an existence theorem for strong type generalized saddle points; (iii) a generalized minimax theorem for a vector-valued function. These theorems are generalizations and extensions of the author's recent results. For such extensions, we propose new concepts of convexity and continuity of vector-valued functions, which are weaker than ordinary ones. Some of the proofs are based on a few key observations and also on the Browder coincidence theorem or the Tychonoff fixed-point theorem. Also, the minimax theorem follows from the existence theorem for weak type generalized saddle points. The main spaces with mathematical structures considered are real locally convex spaces and real ordered topological vector spaces.This paper is dedicated to Professor Kensuke Tanaka on his sixtieth birthday.This paper was written when the author was a visitor at the Department of Mathematical Science, Graduate School of Science and Technology, Niigata University, Niigata, Japan. The author is indebted to Prof. K. Tanaka for suggesting this work.The author is very grateful to Prof. P. L. Yu for his useful encouragement and suggestions and to the referees for their valuable suggestions and comments. 相似文献
110.
The mapping in a nonlinear complementarity problem may be discontinuous. The integral global optimization algorithm is proposed to solve a nonlinear complementarity problem with a robust piecewise continuous mapping. Numerical examples are given to illustrate the effectiveness of the algorithm. 相似文献