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1.
A Kind of direct methods is presented for the solution of optimal control problems with state constraints.These methods are sequential quadratic programming methods.At every iteration a quadratic programming which is obtained by quadratic approximation to Lagrangian function and Linear approximations to constraints is solved to get a search direction for a merit function.The merit function is formulated by augmenting the Lagrangian funetion with a penalty term.A line search is carried out along the search direction to determine a step length such that the merit function is decreased.The methods presented in this paper include continuous sequential quadratic programming methods and discreate sequential quadrade programming methods. 相似文献
2.
The construction of a Runge-Kutta pair of order with the minimal number of stages requires the solution of a nonlinear system of order conditions in unknowns. We define a new family of pairs which includes pairs using function evaluations per integration step as well as pairs which additionally use the first function evaluation from the next step. This is achieved by making use of Kutta's simplifying assumption on the original system of the order conditions, i.e., that all the internal nodes of a method contributing to the estimation of the endpoint solution provide, at these nodes, cost-free second-order approximations to the true solution of any differential equation. In both cases the solution of the resulting system of nonlinear equations is completely classified and described in terms of five free parameters. Optimal Runge-Kutta pairs with respect to minimized truncation error coefficients, maximal phase-lag order and various stability characteristics are presented. These pairs were selected under the assumption that they are used in Local Extrapolation Mode (the propagated solution of a problem is the one provided by the fifth-order formula of the pair). Numerical results obtained by testing the new pairs over a standard set of test problems suggest a significant improvement in efficiency when using a specific pair of the new family with minimized truncation error coefficients, instead of some other existing pairs.
3.
《Optimization》2012,61(2):101-112
For optimal control problems of nonlinear evolution equations of first order we derive regularity properties for the corresponding adjoint states where the proof is based on the necessary optimal conditions and smoothness properites of the optimal states. These results are used for the characterization of the optimal solution and the corresponding adjoint state of the periodic three-dimensionel NAVIER-STOKES system. 相似文献
4.
Existence of positive solutions of singular boundary value problems related to Emden-Fowler equation is proved. A general minimization theorem in Sobolev spaces is applied. 相似文献
5.
In this paper, we propose a Branch-and-price (BP) algorithm and a Column Generation Heuristic (CGH) for the Multi-Vehicle Covering Tour Problem (m-CTP). Specific dominance and extension pruning rules are introduced to accelerate the resolution of the pricing problems. To the best of our knowledge, this is the first work dedicated to the exact resolution of m-CTP. The algorithm managed to solve about 30% of the instances in our test bed, within a 4 hour CPU time limit. Our preliminary computational experiments suggest that both the lower bounds provided by the formulation behind BP and the CGH upper bounds are of good quality. 相似文献
6.
Peter J. Cameron 《Discrete Mathematics》2010,310(2):347-1110
A collection of open problems, mostly presented at the problem session of the 21st British Combinatorial Conference. 相似文献
7.
路见可 《高校应用数学学报(英文版)》1993,8(1):15-24
The equllibrium problem for the infinite elastic plane consisting of two different media with many cracks on the interface is discussed.It is transferred to a boundary value problem for analytic functions and then further reduced to a singular integral equation,the unique solvability and an effective method of solution for which are eatablished.A practical example in applications is illustrated,the solution of which is obtained in closed form. 相似文献
8.
Layne T. Watson 《Mathematical Programming》1980,19(1):92-101
The Chow—Yorke algorithm is a nonsimplicial homotopy type method for computing Brouwer fixed points that is globally convergent. It is efficient and accurate for fixed point problems. L.T. Watson, T.Y. Li, and C.Y. Wang have adapted the method for zero finding problems, the nonlinear complementarity problem, and nonlinear two-point boundary value problems. Here theoretical justification is given for applying the method to some mathematical programming problems, and computational results are presented.This work was partially supported by NSF Grant MCS 7821337. 相似文献
9.
This paper derives an upper bound for the speedup obtainable by any parallel branch-and-bound algorithm using the best-bound search strategy. We confirm that parallel branch-and-bound can achieve nearly linear, or even super-linear, speedup under the appropriate conditions.This work was supported by U.S. Army Research Office grant DAAG29-82-K-0107. 相似文献
10.
A new proof of the characterization of the Chinese postman polyhedra is given. In developing this proof, a theorem of Gomory about homomorphic lifting of facets for group polyhedra is generalized to subproblems. Some results for the Chinese postman problem are generalized to binary group problems. In addition, a connection is made between Fulkerson's blocking polyhedra and a blocking pair of binary group problems. A connection is also developed between minors and lifting of facets for group problems. 相似文献