非线性最优化的广义梯度投影法

梯度投影法已有许多有效算法,但这些算法还存在三个问题:1)为了保证算法的收敛性,在算法的每一迭代步,需要选取δ-主动约束集,计算量较大.2)在迭代过程中,需要跟踪主动约束集.3)只能处理非线性不等式约束问题.本文讨论非线性等式与不等式约束的优化问题,给出了一个广义梯度投影法,证明了算法的收敛性并且完满地解决了上述三个问题.本文算法结构简单且其处理技巧有普遍意义.     

平衡规划问题的熵函数方法及其在混合交通流中的应用

将参变极值问题的极大熵函数方法应用到求解平衡规划问题中,通过先验分布信息和Kullback熵概念,给出了平衡规划问题基于Kullback熵表示的熵函数求解方法,并将平衡规划的极大熵函数方法应用于求解混合交通平衡分配问题．     

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.     

结合滤子技术的牛顿折线法及其实现

成功将多维滤子技术应用到牛顿折线法,提出了多维滤子牛顿折线法.新算法增加了牛顿点以及信赖域的试探点被接收作为下一步迭代点的几率.在一定的假设条件下证明了算法的全局收敛性.数值试验表明,滤子牛顿折线法适合于求解等势线呈峡谷状的函数.     

带有P0函数的非线性互补问题的一个新的非内点连续算法

研究带有P₀函数的非线性互补问题. 基于一个新的光滑函数, 把问题近似成参数化的光滑方程组, 并且给出一个新的非内点连续算法. 所给算法在每步迭代只需要求解一个线性方程组和执行一次Armijo类型的线搜索. 在不需要严格互补条件的情况下, 证明了算法是全局收敛和超线性收敛的. 并且, 在一个较弱的条件下该算法具有局部二阶收敛性. 数值实验证实了算法的可行性和有效性.     

Tolerance of edge cascades with coupled map lattices methods

This paper studies the cascading failure on random networks and scale-free networks by introducing the tolerance parameter of edge based on the coupled map lattices methods. The whole work focuses on investigating some indices including the number of failed edges, dynamic edge tolerance capacity and the perturbation of edge. In general, it assumes that the perturbation is attributed to the normal distribution in adopted simulations. By investigating the effectiveness of edge tolerance in scale-free and random networks, it finds that the larger tolerance parameter λ can more efficiently delay the cascading failure process for scale-free networks than random networks. These results indicate that the cascading failure process can be effectively controlled by increasing the tolerance parameter λ. Moreover, the simulations also show that, larger variance of perturbation can easily trigger the cascading failures than the smaller one. This study may be useful for evaluating efficiency of whole traffic systems, and for alleviating cascading failure in such systems.     

MERIT FUNCTION AND GLOBAL ALGORITHM FOR BOX CONSTRAINED VARIATIONAL INEQUALITIES

1 IntroductionWe consider tlie variational inequality problelll, deuoted by VIP(X, F), wliicli is to find avector x* E X such thatF(X*)"(X -- X-) 2 0, VX E X, (1)where F: R" - R" is any vector-valued f11uction and X is a uonelllpty subset of R'.This problem has important applicatiolls. in equilibriun1 modeIs arising in fields such asecououtics, transportatioll scieuce alld operations research. See [1]. There exist mauy lllethodsfor solviug tlie variational li1equality problem VIP(X. …     

求解交通均衡配流问题的新算法

给出了一个求解交通均衡配流问题的新算法,证明了新算法的收敛性,并在小型交通网络上进行了初步的数值试验.     

Efficiency promotion for an on-ramp system based on intelligent transportation system information

<正>The effect of cars with intelligent transportation systems(ITSs) on traffic flow near an on-ramp is investigated by car-following simulations.By numerical simulations,the dependences of flux on the inflow rate are investigated for various proportions of cars with ITSs.The phase diagrams as well as the spatiotemporal diagrams are presented to show different traffic flow states on the main road and the on-ramp.The results show that the saturated flux on the main road increases and the free flow region is enlarged with the increase of the proportion of cars with ITS.Interestingly,the congested regions of the main road disappear completely when the proportion is larger than a critical value.Further investigation shows that the capacity of the on-ramp system can be promoted by 13%by using the ITS information, and the saturated flux on the on-ramp can be kept at an appropriate value by adjusting the proportion of cars with ITS.     

Riemann-Stieltjes积分边值问题正解的存在唯一性

利用解的先验估计和极值原理,研究了一类具有Riemann-Stieltjes积分边值问题正解的存在唯一性．