This paper considers dealing with path constraints in the framework of the improved control vector iteration （CVI） approach. Two available ways for enforcing equality path constraints are presented, which can be dir...This paper considers dealing with path constraints in the framework of the improved control vector iteration （CVI） approach. Two available ways for enforcing equality path constraints are presented, which can be directly incorporated into the improved CVI approach. Inequality path constraints are much more difficult to deal with, even for small scale problems, because the time intervals where the inequality path constraints are active are unknown in advance. To overcome the challenge, the ll penalty function and a novel smoothing technique are in-troduced, leading to a new effective approach. Moreover, on the basis of the relevant theorems, a numerical algo-rithm is proposed for nonlinear dynamic optimization problems with inequality path constraints. Results obtained from the classic batch reaCtor operation problem are in agreement with the literature reoorts, and the comoutational efficiency is also high.展开更多
This research proposes a novel three-dimensional gravity inversion based on sparse recovery in compress sensing. Zero norm is selected as the objective function, which is then iteratively solved by the approximate zer...This research proposes a novel three-dimensional gravity inversion based on sparse recovery in compress sensing. Zero norm is selected as the objective function, which is then iteratively solved by the approximate zero norm solution. The inversion approach mainly employs forward modeling; a depth weight function is introduced into the objective function of the zero norms. Sparse inversion results are obtained by the corresponding optimal mathematical method. To achieve the practical geophysical and geological significance of the results, penalty function is applied to constrain the density values. Results obtained by proposed provide clear boundary depth and density contrast distribution information. The method's accuracy, validity, and reliability are verified by comparing its results with those of synthetic models. To further explain its reliability, a practical gravity data is obtained for a region in Texas, USA is applied. Inversion results for this region are compared with those of previous studies, including a research of logging data in the same area. The depth of salt dome obtained by the inversion method is 4.2 km, which is in good agreement with the 4.4 km value from the logging data. From this, the practicality of the inversion method is also validated.展开更多
In this paper, a branch-and-bound method for solving multi-dimensional quadratic 0-1 knapsack problems was studied. The method was based on the Lagrangian relaxation and the surrogate constraint technique for finding ...In this paper, a branch-and-bound method for solving multi-dimensional quadratic 0-1 knapsack problems was studied. The method was based on the Lagrangian relaxation and the surrogate constraint technique for finding feasible solutions. The Lagrangian relaxations were solved with the maximum-flow algorithm and the Lagrangian bounds was determined with the outer approximation method. Computational results show the efficiency of the proposed method for multi-dimensional quadratic 0-1 knapsack problems.展开更多
In this article, variational iteration method (VIM) and homotopy perturbation method (HPM) solve the nonlinear initial value problems of first-order fractional quadratic integro-differential equations (FQIDEs). We use...In this article, variational iteration method (VIM) and homotopy perturbation method (HPM) solve the nonlinear initial value problems of first-order fractional quadratic integro-differential equations (FQIDEs). We use the Caputo sense in this article to describe the fractional derivatives. The solutions of the problems are derived by infinite convergent series, and the results show that both methods are most convenient and effective.展开更多
In this paper,we define arbitrarily high-order energy-conserving methods for Hamilto-nian systems with quadratic holonomic constraints.The derivation of the methods is made within the so-called line integral framework...In this paper,we define arbitrarily high-order energy-conserving methods for Hamilto-nian systems with quadratic holonomic constraints.The derivation of the methods is made within the so-called line integral framework.Numerical tests to illustrate the theoretical findings are presented.展开更多
为设计高效稳定的演化算法,将方程求根的不动点迭代思想引入到优化领域,通过将演化算法的寻优过程看作为在迭代框架下方程不动点的逐步显示化过程,设计出一种基于数学模型的演化新算法,即不动点演化算法(fixed point evolution algorith...为设计高效稳定的演化算法,将方程求根的不动点迭代思想引入到优化领域,通过将演化算法的寻优过程看作为在迭代框架下方程不动点的逐步显示化过程,设计出一种基于数学模型的演化新算法,即不动点演化算法(fixed point evolution algorithm,FPEA).该算法的繁殖算子是由Aitken加速的不动点迭代模型导出的二次多项式,其整体框架继承传统演化算法(如差分演化算法)基于种群的迭代模式.试验结果表明:在基准函数集CEC2014、CEC2019上,本文算法的最优值平均排名在所有比较算法中排名第1;在4个工程约束设计问题上,FPEA与CSA、GPE等多个算法相比,能以较少的计算开销获得最高的求解精度.展开更多
We construct a modified Bernoulli iteration method for solving the quadratic matrix equation AX^2 ＋ BX ＋ C = 0, where A, B and C are square matrices. This method is motivated from the Gauss-Seidel iteration for solv...We construct a modified Bernoulli iteration method for solving the quadratic matrix equation AX^2 ＋ BX ＋ C = 0, where A, B and C are square matrices. This method is motivated from the Gauss-Seidel iteration for solving linear systems and the ShermanMorrison-Woodbury formula for updating matrices. Under suitable conditions, we prove the local linear convergence of the new method. An algorithm is presented to find the solution of the quadratic matrix equation and some numerical results are given to show the feasibility and the effectiveness of the algorithm. In addition, we also describe and analyze the block version of the modified Bernoulli iteration method.展开更多
A multi-loop constrained model predictive control scheme based on autoregressive exogenous-partial least squares(ARX-PLS) framework is proposed to tackle the high dimension, coupled and constraints problems in industr...A multi-loop constrained model predictive control scheme based on autoregressive exogenous-partial least squares(ARX-PLS) framework is proposed to tackle the high dimension, coupled and constraints problems in industry processes due to safety limitation, environmental regulations, consumer specifications and physical restriction. ARX-PLS decoupling character enables to turn the multivariable model predictive control(MPC) controller design in original space into the multi-loop single input single output(SISO) MPC controllers design in latent space.An idea of iterative method is applied to decouple the constraints latent variables in PLS framework and recursive least square is introduced to identify ARX-PLS model. This algorithm is applied to a non-square simulation system and a stirred reactor for ethylene polymerizations comparing with adaptive internal model control(IMC) method based on ARX-PLS framework. Its application has shown that this method outperforms adaptive IMC method based on ARX-PLS framework to some extent.展开更多
We introduce a new class of parametrized structure–preserving partitioned RungeKutta(α-PRK)methods for Hamiltonian systems with holonomic constraints.The methods are symplectic for any fixed scalar parameterα,and a...We introduce a new class of parametrized structure–preserving partitioned RungeKutta(α-PRK)methods for Hamiltonian systems with holonomic constraints.The methods are symplectic for any fixed scalar parameterα,and are reduced to the usual symplectic PRK methods like Shake-Rattle method or PRK schemes based on Lobatto IIIA-IIIB pairs whenα=0.We provide a new variational formulation for symplectic PRK schemes and use it to prove that theα-PRK methods can preserve the quadratic invariants for Hamiltonian systems subject to holonomic constraints.Meanwhile,for any given consistent initial values(p0,q0)and small step size h>0,it is proved that there existsα∗=α(h,p0,q0)such that the Hamiltonian energy can also be exactly preserved at each step.Based on this,we propose some energy and quadratic invariants preservingα-PRK methods.Theseα-PRK methods are shown to have the same convergence rate as the usual PRK methods and perform very well in various numerical experiments.展开更多
We consider a linear-quadratical optimal control problem of a system governed by parabolic equation with distributed in right-hand side control and control and state constraints. We construct a mesh approximation of t...We consider a linear-quadratical optimal control problem of a system governed by parabolic equation with distributed in right-hand side control and control and state constraints. We construct a mesh approximation of this problem using different two-level approximations of the state equation, ADI and fractional steps approximations in time among others. Iterative solution methods are investigated for all constructed approximations of the optimal control problem. Their implementation can be carried out in parallel manner.展开更多
In this paper we examine single-step iterative methods for the solution of the nonlinear algebraic equation f (x) = x2 - N = 0 , for some integer N, generating rational approximations p/q that are optimal in the sense...In this paper we examine single-step iterative methods for the solution of the nonlinear algebraic equation f (x) = x2 - N = 0 , for some integer N, generating rational approximations p/q that are optimal in the sense of Pell’s equation p2 - Nq2 = k for some integer k, converging either alternatingly or oppositely.展开更多
自适应波束形成随着数字信号处理技术的不断发展,已广泛应用于雷达、语音、医疗等领域。然而,当阵列发生扰动时,将会导致干扰偏离零陷位置,甚至会导致算法完全失效。为了解决现有波束形成算法在发生导向矢量失配和干扰位置扰动时波束形...自适应波束形成随着数字信号处理技术的不断发展,已广泛应用于雷达、语音、医疗等领域。然而,当阵列发生扰动时,将会导致干扰偏离零陷位置,甚至会导致算法完全失效。为了解决现有波束形成算法在发生导向矢量失配和干扰位置扰动时波束形成器性能急剧下降的问题,本文提出了一种导向矢量失配条件下多约束鲁棒波束形成算法。本文参照实际情况引入更多约束,增加了双边范数扰动约束以及二次相似性约束,允许了误差产生的范围。此外,本文确保感兴趣信号(Signal Of Interest,SOI)的到达方向(Direction Of Arrival,DOA)远离干扰导向矢量的所有线性组合的DOA区域,保证了最优导向矢量的DOA位于SOI的角扇形区域。首先,以波束形成器输出最大功率为目标,并结合实际环境下的约束条件,建立了最优导向矢量的数学模型。其次,利用定义的干扰范围重构协方差矩阵,以此来展宽零陷,提高系统的抗干扰性能。最后,先用内点法求得替代变量的解,以此求解针对导向矢量的二次不等式约束问题;随后在约束模型中代入替代变量,用交替方向乘子法迭代求解导向矢量,在每一次的迭代中都会得到显示解。同时,本文还对算法的时间复杂度和收敛性进行了分析。实验结果显示,相较于传统的波束形成算法,所提方法加宽了干扰处零陷,使得波束形成器的抗干扰性能得到了一定的提高,且能够很好地校正失配导向矢量。展开更多
In this paper we first present a CG-type method for inverse eigenvalue problem of constructing real and symmetric matrices M,D and K for the quadratic pencil Q(λ)=λ^(2)M+λD+K,so that Q(λ)has a prescribed subset of...In this paper we first present a CG-type method for inverse eigenvalue problem of constructing real and symmetric matrices M,D and K for the quadratic pencil Q(λ)=λ^(2)M+λD+K,so that Q(λ)has a prescribed subset of eigenvalues and eigenvectors.This method can determine the solvability of the inverse eigenvalue problem automatically.We then consider the least squares model for updating a quadratic pencil Q(λ).More precisely,we update the model coefficient matrices M,C and K so that(i)the updated model reproduces the measured data,(ii)the symmetry of the original model is preserved,and(iii)the difference between the analytical triplet(M,D,K)and the updated triplet(M_(new),D_(new),K_(new))is minimized.In this paper a computationally efficient method is provided for such model updating and numerical examples are given to illustrate the effectiveness of the proposed method.展开更多
基金Supported by the National Natural Science Foundation of China(U1162130)the National High Technology Research and Development Program of China(2006AA05Z226)Outstanding Youth Science Foundation of Zhejiang Province(R4100133)
文摘This paper considers dealing with path constraints in the framework of the improved control vector iteration （CVI） approach. Two available ways for enforcing equality path constraints are presented, which can be directly incorporated into the improved CVI approach. Inequality path constraints are much more difficult to deal with, even for small scale problems, because the time intervals where the inequality path constraints are active are unknown in advance. To overcome the challenge, the ll penalty function and a novel smoothing technique are in-troduced, leading to a new effective approach. Moreover, on the basis of the relevant theorems, a numerical algo-rithm is proposed for nonlinear dynamic optimization problems with inequality path constraints. Results obtained from the classic batch reaCtor operation problem are in agreement with the literature reoorts, and the comoutational efficiency is also high.
基金supported by the Development of airborne gravity gradiometer(No.2017YFC0601601)open subject of Key Laboratory of Petroleum Resources Research,Institute of Geology and Geophysics,Chinese Academy of Sciences(No.KLOR2018-8)
文摘This research proposes a novel three-dimensional gravity inversion based on sparse recovery in compress sensing. Zero norm is selected as the objective function, which is then iteratively solved by the approximate zero norm solution. The inversion approach mainly employs forward modeling; a depth weight function is introduced into the objective function of the zero norms. Sparse inversion results are obtained by the corresponding optimal mathematical method. To achieve the practical geophysical and geological significance of the results, penalty function is applied to constrain the density values. Results obtained by proposed provide clear boundary depth and density contrast distribution information. The method's accuracy, validity, and reliability are verified by comparing its results with those of synthetic models. To further explain its reliability, a practical gravity data is obtained for a region in Texas, USA is applied. Inversion results for this region are compared with those of previous studies, including a research of logging data in the same area. The depth of salt dome obtained by the inversion method is 4.2 km, which is in good agreement with the 4.4 km value from the logging data. From this, the practicality of the inversion method is also validated.
基金Project supported by the National Natural Science Foundation of China （Grant No.10571116）
文摘In this paper, a branch-and-bound method for solving multi-dimensional quadratic 0-1 knapsack problems was studied. The method was based on the Lagrangian relaxation and the surrogate constraint technique for finding feasible solutions. The Lagrangian relaxations were solved with the maximum-flow algorithm and the Lagrangian bounds was determined with the outer approximation method. Computational results show the efficiency of the proposed method for multi-dimensional quadratic 0-1 knapsack problems.
文摘In this article, variational iteration method (VIM) and homotopy perturbation method (HPM) solve the nonlinear initial value problems of first-order fractional quadratic integro-differential equations (FQIDEs). We use the Caputo sense in this article to describe the fractional derivatives. The solutions of the problems are derived by infinite convergent series, and the results show that both methods are most convenient and effective.
文摘In this paper,we define arbitrarily high-order energy-conserving methods for Hamilto-nian systems with quadratic holonomic constraints.The derivation of the methods is made within the so-called line integral framework.Numerical tests to illustrate the theoretical findings are presented.
文摘为设计高效稳定的演化算法,将方程求根的不动点迭代思想引入到优化领域,通过将演化算法的寻优过程看作为在迭代框架下方程不动点的逐步显示化过程,设计出一种基于数学模型的演化新算法,即不动点演化算法(fixed point evolution algorithm,FPEA).该算法的繁殖算子是由Aitken加速的不动点迭代模型导出的二次多项式,其整体框架继承传统演化算法(如差分演化算法)基于种群的迭代模式.试验结果表明:在基准函数集CEC2014、CEC2019上,本文算法的最优值平均排名在所有比较算法中排名第1;在4个工程约束设计问题上,FPEA与CSA、GPE等多个算法相比,能以较少的计算开销获得最高的求解精度.
基金Supported by The Special Funds For Major State Basic Research Projects （No. G1999032803） The China NNSF 0utstanding Young Scientist Foundation （No. 10525102）+1 种基金 The National Natural Science Foundation （No. 10471146） The National Basic Research Program （No. 2005CB321702）, P.R. China.
文摘We construct a modified Bernoulli iteration method for solving the quadratic matrix equation AX^2 ＋ BX ＋ C = 0, where A, B and C are square matrices. This method is motivated from the Gauss-Seidel iteration for solving linear systems and the ShermanMorrison-Woodbury formula for updating matrices. Under suitable conditions, we prove the local linear convergence of the new method. An algorithm is presented to find the solution of the quadratic matrix equation and some numerical results are given to show the feasibility and the effectiveness of the algorithm. In addition, we also describe and analyze the block version of the modified Bernoulli iteration method.
基金Supported by the National Natural Science Foundation of China （61174114, 60574047）, the National High Technology Re-search and Development Program of China （2007AA04Z168） and the Research Fund for the Doctoral Program of Higher Education of China （20120101130016）.
文摘A multi-loop constrained model predictive control scheme based on autoregressive exogenous-partial least squares(ARX-PLS) framework is proposed to tackle the high dimension, coupled and constraints problems in industry processes due to safety limitation, environmental regulations, consumer specifications and physical restriction. ARX-PLS decoupling character enables to turn the multivariable model predictive control(MPC) controller design in original space into the multi-loop single input single output(SISO) MPC controllers design in latent space.An idea of iterative method is applied to decouple the constraints latent variables in PLS framework and recursive least square is introduced to identify ARX-PLS model. This algorithm is applied to a non-square simulation system and a stirred reactor for ethylene polymerizations comparing with adaptive internal model control(IMC) method based on ARX-PLS framework. Its application has shown that this method outperforms adaptive IMC method based on ARX-PLS framework to some extent.
基金sponsored by NSFC 11901389,Shanghai Sailing Program 19YF1421300 and NSFC 11971314The work of D.Wang was partially sponsored by NSFC 11871057,11931013.
文摘We introduce a new class of parametrized structure–preserving partitioned RungeKutta(α-PRK)methods for Hamiltonian systems with holonomic constraints.The methods are symplectic for any fixed scalar parameterα,and are reduced to the usual symplectic PRK methods like Shake-Rattle method or PRK schemes based on Lobatto IIIA-IIIB pairs whenα=0.We provide a new variational formulation for symplectic PRK schemes and use it to prove that theα-PRK methods can preserve the quadratic invariants for Hamiltonian systems subject to holonomic constraints.Meanwhile,for any given consistent initial values(p0,q0)and small step size h>0,it is proved that there existsα∗=α(h,p0,q0)such that the Hamiltonian energy can also be exactly preserved at each step.Based on this,we propose some energy and quadratic invariants preservingα-PRK methods.Theseα-PRK methods are shown to have the same convergence rate as the usual PRK methods and perform very well in various numerical experiments.
文摘We consider a linear-quadratical optimal control problem of a system governed by parabolic equation with distributed in right-hand side control and control and state constraints. We construct a mesh approximation of this problem using different two-level approximations of the state equation, ADI and fractional steps approximations in time among others. Iterative solution methods are investigated for all constructed approximations of the optimal control problem. Their implementation can be carried out in parallel manner.
文摘In this paper we examine single-step iterative methods for the solution of the nonlinear algebraic equation f (x) = x2 - N = 0 , for some integer N, generating rational approximations p/q that are optimal in the sense of Pell’s equation p2 - Nq2 = k for some integer k, converging either alternatingly or oppositely.
文摘自适应波束形成随着数字信号处理技术的不断发展,已广泛应用于雷达、语音、医疗等领域。然而,当阵列发生扰动时,将会导致干扰偏离零陷位置,甚至会导致算法完全失效。为了解决现有波束形成算法在发生导向矢量失配和干扰位置扰动时波束形成器性能急剧下降的问题,本文提出了一种导向矢量失配条件下多约束鲁棒波束形成算法。本文参照实际情况引入更多约束,增加了双边范数扰动约束以及二次相似性约束,允许了误差产生的范围。此外,本文确保感兴趣信号(Signal Of Interest,SOI)的到达方向(Direction Of Arrival,DOA)远离干扰导向矢量的所有线性组合的DOA区域,保证了最优导向矢量的DOA位于SOI的角扇形区域。首先,以波束形成器输出最大功率为目标,并结合实际环境下的约束条件,建立了最优导向矢量的数学模型。其次,利用定义的干扰范围重构协方差矩阵,以此来展宽零陷,提高系统的抗干扰性能。最后,先用内点法求得替代变量的解,以此求解针对导向矢量的二次不等式约束问题;随后在约束模型中代入替代变量,用交替方向乘子法迭代求解导向矢量,在每一次的迭代中都会得到显示解。同时,本文还对算法的时间复杂度和收敛性进行了分析。实验结果显示,相较于传统的波束形成算法,所提方法加宽了干扰处零陷,使得波束形成器的抗干扰性能得到了一定的提高,且能够很好地校正失配导向矢量。
基金Research supported by National Natural Science Foundation of China(10571047 and 10861005)Provincial Natural Science Foundation of Guangxi(0991238)。
文摘In this paper we first present a CG-type method for inverse eigenvalue problem of constructing real and symmetric matrices M,D and K for the quadratic pencil Q(λ)=λ^(2)M+λD+K,so that Q(λ)has a prescribed subset of eigenvalues and eigenvectors.This method can determine the solvability of the inverse eigenvalue problem automatically.We then consider the least squares model for updating a quadratic pencil Q(λ).More precisely,we update the model coefficient matrices M,C and K so that(i)the updated model reproduces the measured data,(ii)the symmetry of the original model is preserved,and(iii)the difference between the analytical triplet(M,D,K)and the updated triplet(M_(new),D_(new),K_(new))is minimized.In this paper a computationally efficient method is provided for such model updating and numerical examples are given to illustrate the effectiveness of the proposed method.
