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991.
Progressive global random search of continuous functions 总被引:2,自引:0,他引:2
Luc P. Devroye 《Mathematical Programming》1978,15(1):330-342
A sequential random search method for the global minimization of a continuous function is proposed. The algorithm gradually concentrates the random search effort on areas neighboring the global minima. A modification is included for the case that the function cannot be exactly evaluated. The global convergence and the asymptotical optimality of the sequential sampling procedure are proved for both the stochastic and deterministic optimization problem.The research is sponsored in part by the Air Force under Grant AFOSR-72-2371. 相似文献
992.
Dimitri P. Bertsekas David A. Castañon 《Computational Optimization and Applications》1993,2(4):317-336
In this paper we discuss the parallel asynchronous implementation of the classical primaldual method for solving the linear minimum cost network flow problem. Multiple augmentations and price rises are simultaneously attempted starting from several nodes with possibly outdated price and flow information. The results are then merged asynchronously subject to rather weak compatibility conditions. We show that this algorithm is valid, terminating finitely to an optimal solution. We also present computational results using an Encore MULTIMAX that illustrate the speedup that can be obtained by parallel implementation.This work supported in part by the BM/C3 Technology branch of the United States Army Strategic Defense Command. 相似文献
993.
In order to analyze certain types of combinations of multiple recursive linear congruential generators (MRGs), we introduce a generalized spectral test. We show how to apply the test in large dimensions by a recursive procedure based on the fact that such combinations are subgenerators of other MRGs with composite moduli. We illustrate this with the well-known RANMAR generator. We also design an algorithm generalizing the procedure to arbitrary random number generators.
994.
Richard H. Byrd 《Mathematical Programming》1985,32(2):232-237
In this paper we give examples illustrating the behavior of the Coleman-Conn horizontal vertical method and of successive quadratic programming with a Hessian approximation exact on the tangent space of the constraints. One example shows that these methods in general are not one-step superlinearly convergent.This research was supported by National Science Foundation Grant MCS-8115475. 相似文献
995.
燃气轮机总能系统特性模拟与优化的新思路探讨 总被引:4,自引:0,他引:4
符号表a,b时间区限e如燃烧室效率土时间。fco压气机设计效率Gi(t)即时燃料量ti。设计进气温度efto透平设计效率H。燃料热值取。t全工况效率ef。机械效率Ne(t即时功率。压比efe发电效率风设计进气压力1前言对热力系统及其部件特性的研究,前人已作了很多工作,但多以设计工况下的机组的热力性能与经济性来考虑设计和应用选型等问题,由于种种变工况因素,在设计工况下,机组的热力性能参数匹配及其它性能指标可能处于优化区域,而实际运行中,却处于非最佳运行工况。鉴于上述分析,对装置除了解其设计工况的性能外,还必须对其变工况乃… 相似文献
996.
997.
D. Le 《Mathematical Programming》1985,32(1):41-68
This paper describes a new unconstrained optimisation procedure employing conjugate directions and requiring only threen-dimensional vectors. The method has been tested for computational efficiency and stability on a large set of test functions and compared with numerical data of other major methods. Results show that the method possesses strong superiority over other existing conjugate gradient methods on all problems and can out-perform or is at least as efficient as quasi-Newton methods on many tested problems. 相似文献
998.
Z.N. Li 《Applied Acoustics》2004,65(8):807-818
This paper is concerned with the determination of optimal sensor locations for structural vibration measurements. An efficient method based on the uniform design theory is presented in this paper, which is very different from the empirical method and is accurate and simple for implementation. A cantilever beam is used as an example to illustrate the effectiveness and application of the proposed method. It is shown through the example that in comparison with the conventional method, the use of the present method results in the reduction of workload above 90%. 相似文献
999.
TOPOLOGICAL STRUCTURE OF EFFICIENT SET OF OPTIMIZATION PROBLEM OF SET-VALUED MAPPING 总被引:6,自引:0,他引:6
LI YUANXI 《数学年刊B辑(英文版)》1994,15(1):115-122
TOPOLOGICAL STRUCTURE OF EFFICIENT SET OF OPTIMIZATION PROBLEM OF SET-VALUED MAPPING ¥LIYUANXIAbstract:Thispaperisconcernedwi... 相似文献
1000.
Optimized pump scheduling in water distribution systems 总被引:1,自引:0,他引:1
G. Yu R. S. Powell M. J. H. Sterling 《Journal of Optimization Theory and Applications》1994,83(3):463-488
A method based on nonlinear programming for determining the optimal operation of general water distribution systems containing multiple sources and reservoirs is presented. The problem is formulated and solved so that, given the forecasted demands for the coming 24 hours, the initial and final conditions in the reservoirs, the unit and maximum demand electricity charge, and the constraints in the hydraulic properties of all system components, an optimized pumping schedule is found. An optimization algorithm which employs the generalized reduced gradient method and the nonlinear sensitivity analysis has been developed for a basic scheduling problem in which only unit charges are considered. The maximum demand charge, which is weighted by varying degrees from day to day, is incorporated into the scheduling problem. The algorithm uses a feasible initial solution as the starting solution and iterates so that all the interim solutions are feasible.The work described here was undertaken at Brunel University and the University of Durham, UK. The authors are grateful to SERC for dunding the project and also thank Professor Uri Shamir, Department of Civil Engineering, Israel Institute of Technology for his review and many useful comments. 相似文献