Trust region methods are powerful and effective optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. The adva...Trust region methods are powerful and effective optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. The advantages of the above two methods can be combined to form a more powerful method for constrained optimization. The trust region subproblem of our method is to minimize a conic function subject to the linearized constraints and trust region bound. At the same time, the new algorithm still possesses robust global properties. The global convergence of the new algorithm under standard conditions is established.展开更多
A kind of nondecreasing subgradient algorithm with appropriate stopping rule has been proposed for nonsmooth constrained minimization problem. The dual theory is invoked in dealing with the stopping rule and general g...A kind of nondecreasing subgradient algorithm with appropriate stopping rule has been proposed for nonsmooth constrained minimization problem. The dual theory is invoked in dealing with the stopping rule and general global minimiizing algorithm is employed as a subroutine of the algorithm. The method is expected to tackle a large class of nonsmooth constrained minimization problem.展开更多
In this paper we report a sparse truncated Newton algorithm for handling large-scale simple bound nonlinear constrained minimixation problem. The truncated Newton method is used to update the variables with indices ou...In this paper we report a sparse truncated Newton algorithm for handling large-scale simple bound nonlinear constrained minimixation problem. The truncated Newton method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. At each iterative level, the search direction consists of three parts, one of which is a subspace truncated Newton direction, the other two are subspace gradient and modified gradient directions. The subspace truncated Newton direction is obtained by solving a sparse system of linear equations. The global convergence and quadratic convergence rate of the algorithm are proved and some numerical tests are given.展开更多
By adding one variable to the equality- or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimize...By adding one variable to the equality- or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimizers of this penalty function are precisely the local minimizers of the original problem, when the penalty parameter is sufficiently large.展开更多
This paper presents a trust region two phase model algorithm for solving the equality and bound constrained nonlinear optimization problem. A concept of substationary point is given. Under suitable assumptions,the gl...This paper presents a trust region two phase model algorithm for solving the equality and bound constrained nonlinear optimization problem. A concept of substationary point is given. Under suitable assumptions,the global convergence of this algorithm is proved without assuming the linear independence of the gradient of active constraints. A numerical example is also presented.展开更多
Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studi...Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.展开更多
Using the Faddeev-Jackiw (FJ) quantization method, this paper treats the CP^1nonlinear sigma model with ChernSimons term. The generalized FJ brackets are obtained in the framework of this quantization method, which ...Using the Faddeev-Jackiw (FJ) quantization method, this paper treats the CP^1nonlinear sigma model with ChernSimons term. The generalized FJ brackets are obtained in the framework of this quantization method, which agree with the results obtained by using the Dirac's method.展开更多
A 2D time domain boundary element method(BEM)is developed to solve the transient scattering of plane waves by a unilaterally frictionally constrained inclusion.Coulomb friction is assumed along the contact interface.T...A 2D time domain boundary element method(BEM)is developed to solve the transient scattering of plane waves by a unilaterally frictionally constrained inclusion.Coulomb friction is assumed along the contact interface.The incident wave is assumed strong enough so that localized slip and separation take place along the interface.The present problem is in effect a nonlinear boundary value problem since the mixed boundary conditions involve unknown intervals (slip,separation and stick regions).In order to determine the unknown intervals,an iterative technique is developed.As an example,we consider the scattering of a circular cylinder embedded in an infinite solid.展开更多
This paper proposes a system representation for unifying control design and numerical calculation in nonlinear optimal control problems with inequality constraints in terms of the symplectic structure. The symplectic ...This paper proposes a system representation for unifying control design and numerical calculation in nonlinear optimal control problems with inequality constraints in terms of the symplectic structure. The symplectic structure is derived from Hamiltonian systems that are equivalent to Hamilton-Jacobi equations. In the representation, the constraints can be described as an input-state transformation of the system. Therefore, it can be seamlessly applied to the stable manifold method that is a precise numerical solver of the Hamilton-Jacobi equations. In conventional methods, e.g., the penalty method or the barrier method, it is difficult to systematically assign the weights of penalty functions that are used for realizing the constraints. In the proposed method, we can separate the adjustment of weights with respect to objective functions from that of penalty functions. Furthermore, the proposed method can extend the region of computable solutions in a state space. The validity of the method is shown by a numerical example of the optimal control of a vehicle model with steering limitations.展开更多
In this paper, a truncated hybrid method is proposed and developed for solving sparse large-scale nonlinear programming problems. In the hybrid method, a symmetric system of linear equations, instead of the usual quad...In this paper, a truncated hybrid method is proposed and developed for solving sparse large-scale nonlinear programming problems. In the hybrid method, a symmetric system of linear equations, instead of the usual quadratic programming subproblems, is solved at iterative process. In order to ensure the global convergence, a method of multiplier is inserted in iterative process. A truncated solution is determined for the system of linear equations and the unconstrained subproblems are solved by the limited memory BFGS algorithm such that the hybrid algorithm is suitable to the large-scale problems. The local convergence of the hybrid algorithm is proved and some numerical tests for medium-sized truss problem are given.展开更多
This paper is devoted to studying the existence of solutions for the following logarithmic Schrödinger problem: −div(a(x)∇u)+V(x)u=ulogu2+k(x)| u |q1−2u+h(x)| u |q2−2u, x∈ℝN.(1)We first prove that the correspon...This paper is devoted to studying the existence of solutions for the following logarithmic Schrödinger problem: −div(a(x)∇u)+V(x)u=ulogu2+k(x)| u |q1−2u+h(x)| u |q2−2u, x∈ℝN.(1)We first prove that the corresponding functional I belongs to C1(HV1(ℝN),ℝ). Furthermore, by using the variational method, we prove the existence of a sigh-changing solution to problem (1).展开更多
文摘Trust region methods are powerful and effective optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. The advantages of the above two methods can be combined to form a more powerful method for constrained optimization. The trust region subproblem of our method is to minimize a conic function subject to the linearized constraints and trust region bound. At the same time, the new algorithm still possesses robust global properties. The global convergence of the new algorithm under standard conditions is established.
文摘A kind of nondecreasing subgradient algorithm with appropriate stopping rule has been proposed for nonsmooth constrained minimization problem. The dual theory is invoked in dealing with the stopping rule and general global minimiizing algorithm is employed as a subroutine of the algorithm. The method is expected to tackle a large class of nonsmooth constrained minimization problem.
基金The research was supported by the State Education Grant for Retumed Scholars
文摘In this paper we report a sparse truncated Newton algorithm for handling large-scale simple bound nonlinear constrained minimixation problem. The truncated Newton method is used to update the variables with indices outside of the active set, while the projected gradient method is used to update the active variables. At each iterative level, the search direction consists of three parts, one of which is a subspace truncated Newton direction, the other two are subspace gradient and modified gradient directions. The subspace truncated Newton direction is obtained by solving a sparse system of linear equations. The global convergence and quadratic convergence rate of the algorithm are proved and some numerical tests are given.
基金supported by the National Natural Science Foundation of China (Nos. 10571116 and51075421)
文摘By adding one variable to the equality- or inequality-constrained minimization problems, a new simple penalty function is proposed. It is proved to be exact in the sense that under mild assumptions, the local minimizers of this penalty function are precisely the local minimizers of the original problem, when the penalty parameter is sufficiently large.
文摘This paper presents a trust region two phase model algorithm for solving the equality and bound constrained nonlinear optimization problem. A concept of substationary point is given. Under suitable assumptions,the global convergence of this algorithm is proved without assuming the linear independence of the gradient of active constraints. A numerical example is also presented.
文摘Chemical process optimization can be described as large-scale nonlinear constrained minimization. The modified augmented Lagrange multiplier methods (MALMM) for large-scale nonlinear constrained minimization are studied in this paper. The Lagrange function contains the penalty terms on equality and inequality constraints and the methods can be applied to solve a series of bound constrained sub-problems instead of a series of unconstrained sub-problems. The steps of the methods are examined in full detail. Numerical experiments are made for a variety of problems, from small to very large-scale, which show the stability and effectiveness of the methods in large-scale problems.
文摘Using the Faddeev-Jackiw (FJ) quantization method, this paper treats the CP^1nonlinear sigma model with ChernSimons term. The generalized FJ brackets are obtained in the framework of this quantization method, which agree with the results obtained by using the Dirac's method.
基金Project supported by the National Natural Science Foundation of China(Nos.19872001 and 59878004)the National Natural Science Foundation for Distinguished Young Scholars(No.10025211).
文摘A 2D time domain boundary element method(BEM)is developed to solve the transient scattering of plane waves by a unilaterally frictionally constrained inclusion.Coulomb friction is assumed along the contact interface.The incident wave is assumed strong enough so that localized slip and separation take place along the interface.The present problem is in effect a nonlinear boundary value problem since the mixed boundary conditions involve unknown intervals (slip,separation and stick regions).In order to determine the unknown intervals,an iterative technique is developed.As an example,we consider the scattering of a circular cylinder embedded in an infinite solid.
文摘This paper proposes a system representation for unifying control design and numerical calculation in nonlinear optimal control problems with inequality constraints in terms of the symplectic structure. The symplectic structure is derived from Hamiltonian systems that are equivalent to Hamilton-Jacobi equations. In the representation, the constraints can be described as an input-state transformation of the system. Therefore, it can be seamlessly applied to the stable manifold method that is a precise numerical solver of the Hamilton-Jacobi equations. In conventional methods, e.g., the penalty method or the barrier method, it is difficult to systematically assign the weights of penalty functions that are used for realizing the constraints. In the proposed method, we can separate the adjustment of weights with respect to objective functions from that of penalty functions. Furthermore, the proposed method can extend the region of computable solutions in a state space. The validity of the method is shown by a numerical example of the optimal control of a vehicle model with steering limitations.
文摘In this paper, a truncated hybrid method is proposed and developed for solving sparse large-scale nonlinear programming problems. In the hybrid method, a symmetric system of linear equations, instead of the usual quadratic programming subproblems, is solved at iterative process. In order to ensure the global convergence, a method of multiplier is inserted in iterative process. A truncated solution is determined for the system of linear equations and the unconstrained subproblems are solved by the limited memory BFGS algorithm such that the hybrid algorithm is suitable to the large-scale problems. The local convergence of the hybrid algorithm is proved and some numerical tests for medium-sized truss problem are given.
文摘This paper is devoted to studying the existence of solutions for the following logarithmic Schrödinger problem: −div(a(x)∇u)+V(x)u=ulogu2+k(x)| u |q1−2u+h(x)| u |q2−2u, x∈ℝN.(1)We first prove that the corresponding functional I belongs to C1(HV1(ℝN),ℝ). Furthermore, by using the variational method, we prove the existence of a sigh-changing solution to problem (1).
基金The National Natural Science Foundation of China (10571137 and 10571116)the Great Natural Science Foundation of Henan University of Science and Technology (2005ZD006)