共查询到20条相似文献，搜索用时 718 毫秒
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对一般非凸无约束优化问题提出了一类在修正的DFP算法下的广义拟牛顿算法,证明了该算法对非凸函数在Goldstein非精确线搜索下具有全局收敛性. 相似文献
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针对凸二次规划问题,构造了新的核函数.通过构造的核函数来确定搜索方向和逼近度量,接着给出了求解凸二次规划问题的全牛顿步内点算法,最后给出了算法的复杂性界. 相似文献
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对一般目标函数极小化问题,提出一类新的修正阻尼牛顿法.若Hessian矩阵正定且目标函数梯度不为零,则搜索方向取牛顿方向;若Hessian矩阵不正定且非奇异,且目标函数梯度的转置和牛顿方向的数量积大于零时,搜索方向采用负牛顿方向;若Hessian矩阵奇异或者目标函数梯度的转置和牛顿方向的数量积等于零时,搜索方向则采用负梯度方向.因此该算法能保证搜索方向始终为下降方向,并证明对一般的非凸目标函数,该算法全局收敛. 相似文献
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严格凸优化问题在理论上已证明有唯一的全局最优解，并且可应用快速的多项式时间算法和软件求解这一全局最优解。所有的优化问题都体现出凸性，故优化问题的分水岭不是线性与非线性，而是凸性与非凸性。本文叙述了广义凸性下部分研究成果，广义凸函数是凸函数的弱化及推广，它与函数数的作用一样，当目标函数或约束奈件是具备某些广义凸性，即拟凸，伪凸，似不变凸等等件时，也能获得多目标规划的最优有效解，相应地也可得到弱对偶和强对偶的一些结果。 相似文献
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牛潇萌 《赤峰学院学报(自然科学版)》2015,31(3)
给出求解P0函数非线性互补问题光滑化拟牛顿算法,在P0函数非线性互补问题有非空有界解集、F'是Lipschitz连续的、聚点严格互补的条件下,证明了算法的超线性收敛性. 相似文献
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后六生 《南京晓庄学院学报》2012,(6):8-12
该文结合文献[1]Chen和Fukushima的邻近点拟牛顿方法和过滤集技术,给出了一个求解不可微凸优化问题的新算法.与Chen和Fukushima的方法不同,新算法不用线搜索,而是用过滤集构造接受准则,并借助于过滤集技术,证明了算法的整体收敛性. 相似文献
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利用凸函数性质可以非常简捷地解决许多不等式与最大(小)值问题.这里,遇到的问题是先要判别函数的凸性.对于基本初等函数的凸性大家较为熟悉.本文拟对众多的这样的函数——基本初等函数的线性组合 相似文献
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刘美 《武汉工程职业技术学院学报》2009,21(4):49-53,57
由Buckley—Feuring定义的模糊可微性的概念,利用模糊映射的左右手函数讨论在可微条件下,伪凸模糊映射、严格拟凸模糊映射、强拟凸模糊映射和严格伪凸模糊映射的特点,深入讨论了四者之间的相互关系,分析了四种映射互相转化的条件及如何削减某些凸性规划条件和简化模糊规划问题。 相似文献
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通过讨论一种保形拟插值的基函数与二次规范B-样条函数之间的关系，并给出了这类保形拟插值函数在具有线性再生性质，保持原有数据点列的单调性和凸性时分别应满足的条件． 相似文献
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The penalty method is a popular method for solving constrained optimization problems,which can change the constrained optimization to the unconstrained optimization.With the integral-level set method,a new approach was proposed,which i sbriefer than the penalty method,to achivev the unconstrained optimization and a nonlinear equality.By studying the properties of the function.a level-value estimate algorithm and an implementation algorithm were given by means of the uniform distribution of the good point set. 相似文献
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针对大规模无约束优化问题,将非单调线搜索模型用于有限存储BFGS算法,构建一种修正有限存储BFGS算法,并建立算法的全局收敛及超线性收敛性,从标准试验函数库CUTE中选择测试函数进行数值实验,结果表明了算法的有效性. 相似文献
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无约束全局最优化中的无参数填充函数 总被引：1，自引：0，他引：1
The filled function method is an approach for finding a global minimum of multi-dimensional functions.With more and more relevant research,it becomes a promising way used in unconstrained global optimization.Some filled functions with one or two parameters have already been suggested.However,there is no certain criterion to choose a parameter appropriately.In this paper,a parameter-free filled function was proposed.The definition of the original filled function and assumptions of the objective function given by Ge were improved according to the presented parameter-free filled function.The algorithm and numerical results of test functions were reported.Conclusions were drawn in the end. 相似文献
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基于算法的下降性要求给出了一类求解无约束优化问题的含参量共轭梯度类型公式和算法,并证明了该算法在弱Wolfe线搜索下的下降性和全局收敛性.数值实验结果表明算法是有效的. 相似文献
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A maximally flat FIR filter design method based on explicit formulas combined with simulated annealing and random search was presented. Utilizing the explicit formulas to calculate the ini- tial values, the firate-word-length FIR filter design problem was converted into optimization of the filter coefficients, An optimization method combined with local discrete random search and simulated annealing was proposed, with the result of optimum solution in the sense of Chebyshev approximation. The proposed method can simplify the design process of FIR filter and reduce the calculation burden. The simulation result indicates that the proposed method is superior to the traditional round off method and can reduce the value of the objective function to 41%～74%. 相似文献
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Concave resource allocation problem is an integer programming problem of minimizing a nonincreasing concave function subject to a convex nondecreasing constraint and bounded integer variables. This class of problems are encountered in optimization models involving economies of scale. In this paper, a new hybrid dynamic programming method was proposed for solving concave resource allocation problems. A convex underestimating function was used to approximate the objective function and the resulting convex subproblem was solved with dynamic programming technique after transforming it into a 0-1 linear knapsack problem. To ensure the convergence, monotonicity and domain cut technique was employed to remove certain integer boxes and partition the revised domain into a union of integer boxes. Computational results were given to show the efficiency of the algorithm. 相似文献
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In this paper, a new method named as the gradually descent method was proposed to solve the discrete global optimization problem. With the aid of an auxiliary function, this method enables to convert the problem of finding one discrete minimizer of the objective function f to that of finding another at each cycle. The auxiliary function can ensure that a point, except a prescribed point, is not its integer stationary point if the value of objective function at the point is greater than the scalar which is chosen properly. This property leads to a better minimizer of f found more easily by some classical local search methods. The computational results show that this algorithm is quite efficient and reliable for solving nonlinear integer programming problems. 相似文献
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Heuristic algorithm for off-lattice protein folding problem 总被引：1，自引：0，他引：1
Enlightened by the law of interactions among objects in the physical world, we propose a heuristic algorithm for solving the three-dimensional （3D） off-lattice protein folding problem. Based on a physical model, the problem is converted from a nonlinear constraint-satisfied problem to an unconstrained optimization problem which can be solved by the well-known gradient method. To improve the efficiency of our algorithm, a strategy was introduced to generate initial configuration. Computational results showed that this algorithm could find states with lower energy than previously proposed ground states obtained by nPERM algorithm for all chains with length ranging from 13 to 55. 相似文献
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林穗华 《南宁师范高等专科学校学报》2008,25(2):120-122
结合收敛性及计算效能两者的优势,提出一个求解无约束优化问题的混合共轭梯度法,证明了算法在wolfe线搜索下的全局收敛性．并对算法进行数值实验,数值结果良好。 相似文献