In this paper,we construct a new sixth order iterative method for solving nonlinear equations.The local convergence and order of convergence of the new iterative method is demonstrated.In order to check the validity o...In this paper,we construct a new sixth order iterative method for solving nonlinear equations.The local convergence and order of convergence of the new iterative method is demonstrated.In order to check the validity of the new iterative method,we employ several chemical engineering applications and academic test problems.Numerical results show the good numerical performance of the new iterative method.Moreover,the dynamical study of the new method also supports the theoretical results.展开更多
For an elliptic problem with variable coefficients in three dimensions,this article discusses local pointwise convergence of the three-dimensional(3D)finite element.First,the Green's function and the derivative Gr...For an elliptic problem with variable coefficients in three dimensions,this article discusses local pointwise convergence of the three-dimensional(3D)finite element.First,the Green's function and the derivative Green's function are introduced.Secondly,some relationship of norms such as L^(2)-norms,W^(1,∞)-norms,and negative-norms in locally smooth subsets of the domainΩis derived.Finally,local pointwise convergence properties of the finite element approximation are obtained.展开更多
This paper presents a quadratically approximate algorithm framework (QAAF) for solving general constrained optimization problems, which solves, at each iteration, a subproblem with quadratic objective function and q...This paper presents a quadratically approximate algorithm framework (QAAF) for solving general constrained optimization problems, which solves, at each iteration, a subproblem with quadratic objective function and quadratic equality together with inequality constraints. The global convergence of the algorithm framework is presented under the Mangasarian-Fromovitz constraint qualification (MFCQ), and the conditions for superlinear and quadratic convergence of the algorithm framework are given under the MFCQ, the constant rank constraint qualification (CRCQ) as well as the strong second-order sufficiency conditions (SSOSC). As an incidental result, the definition of an approximate KKT point is brought forward, and the global convergence of a sequence of approximate KKT points is analysed.展开更多
In this work,we present probabilistic local convergence results for a stochastic semismooth Newton method for a class of stochastic composite optimization problems involving the sum of smooth nonconvex and nonsmooth c...In this work,we present probabilistic local convergence results for a stochastic semismooth Newton method for a class of stochastic composite optimization problems involving the sum of smooth nonconvex and nonsmooth convex terms in the objective function.We assume that the gradient and Hessian information of the smooth part of the objective function can only be approximated and accessed via calling stochastic firstand second-order oracles.The approach combines stochastic semismooth Newton steps,stochastic proximal gradient steps and a globalization strategy based on growth conditions.We present tail bounds and matrix concentration inequalities for the stochastic oracles that can be utilized to control the approximation errors via appropriately adjusting or increasing the sampling rates.Under standard local assumptions,we prove that the proposed algorithm locally turns into a pure stochastic semismooth Newton method and converges r-linearly or r-superlinearly with high probability.展开更多
For the improved two-sided projected quasi-Newton algorithms, which were presented in PartI, we prove in this paper that they are locally one-step or two-step superlinearly convergent. Numerical tests are reported the...For the improved two-sided projected quasi-Newton algorithms, which were presented in PartI, we prove in this paper that they are locally one-step or two-step superlinearly convergent. Numerical tests are reported thereafter. Results by solving a set of typical problems selectedfrom literature have demonstrated the extreme importance of these modifications in making Nocedal& Overton's original methon practical. Furthermore, these results show that the improved algoritnmsare very competitive in comparison with some highly praised sequential quadratic programmingmethods.展开更多
This paper studies a family of the local convergence of the improved secant methods for solving the nonlinear equality constrained optimization subject to bounds on variables. The Hessian of the Lagrangian is approxim...This paper studies a family of the local convergence of the improved secant methods for solving the nonlinear equality constrained optimization subject to bounds on variables. The Hessian of the Lagrangian is approximated using the DFP or the BFGS secant updates. The improved secant methods are used to generate a search direction. Combining with a suitable step size, each iterate switches to trial step of strict interior feasibility. When the Hessian is only positive definite in an affine null subspace, one shows that the algorithms generate the sequences converging q-linearly and two-step q-superlinearly. Yhrthermore, under some suitable assumptions, some sequences generated by the algorithms converge locally one-step q-superlinearly. Finally, some numerical results are presented to illustrate the effectiveness of the proposed algorithms.展开更多
We present the local convergence analysis of a fifth order Traub-Steffensen-Chebyshev-like composition for solving nonlinear equations in Banach spaces.In earlier studies,hypotheses on the Fréchet derivative up t...We present the local convergence analysis of a fifth order Traub-Steffensen-Chebyshev-like composition for solving nonlinear equations in Banach spaces.In earlier studies,hypotheses on the Fréchet derivative up to the fifth order of the operator un-der consideration is used to prove the convergence order of the method although only divided differences of order one appear in the method.That restricts the applicability of the method.In this paper,we extended the applicability of the fifth order Traub-Steffensen-Chebyshev-like composition without using hypotheses on the derivatives of the operator involved.Our convergence conditions are weaker than the conditions used in earlier studies.Numerical examples where earlier results cannot apply to solve equa-tions but our results can apply are also given in this study.展开更多
In this paper we consider lim _(R-) B_R^(f,x_0), in one case that f_x_0 (t) is a ABMV function on [0, ∞], and in another case that f∈L_(m-1)~1(R~) and x^k/~kf∈BV(R) when |k| = m-1 and f(x) = 0 when |x -x_0|<δ f...In this paper we consider lim _(R-) B_R^(f,x_0), in one case that f_x_0 (t) is a ABMV function on [0, ∞], and in another case that f∈L_(m-1)~1(R~) and x^k/~kf∈BV(R) when |k| = m-1 and f(x) = 0 when |x -x_0|<δ for some δ>0. Our theormes improve the results of Pan Wenjie ([1]).展开更多
A local convergence theorem and five semi-local convergence theorems of the secant method are listed in this paper. For every convergence theorem, a convergence ball is respectively introduced, where the hypothesis co...A local convergence theorem and five semi-local convergence theorems of the secant method are listed in this paper. For every convergence theorem, a convergence ball is respectively introduced, where the hypothesis conditions of the corresponding theorem can be satisfied. Since all of these convergence balls have the same center x^*, they can be viewed as a homocentric ball. Convergence theorems are sorted by the different sizes of various radii of this homocentric ball, and the sorted sequence represents the degree of weakness on the conditions of convergence theorems.展开更多
We introduce and study in the present paper the general version of Gauss-type proximal point algorithm (in short GG-PPA) for solving the inclusion , where T is a set-valued mapping which is not necessarily monotone ac...We introduce and study in the present paper the general version of Gauss-type proximal point algorithm (in short GG-PPA) for solving the inclusion , where T is a set-valued mapping which is not necessarily monotone acting from a Banach space X to a subset of a Banach space Y with locally closed graph. The convergence of the GG-PPA is present here by choosing a sequence of functions with , which is Lipschitz continuous in a neighbourhood O of the origin and when T is metrically regular. More precisely, semi-local and local convergence of GG-PPA are analyzed. Moreover, we present a numerical example to validate the convergence result of GG-PPA.展开更多
A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main proper...A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main properties of our method are: (i) it is well d.efined for the monotones SDCP; (ii) it has to solve just one linear system of equations at each step; (iii) it is shown to be both globally linearly convergent and locally quadratically convergent under suitable assumptions.展开更多
Most multimodal multi-objective evolutionary algorithms(MMEAs)aim to find all global Pareto optimal sets(PSs)for a multimodal multi-objective optimization problem(MMOP).However,in real-world problems,decision makers(D...Most multimodal multi-objective evolutionary algorithms(MMEAs)aim to find all global Pareto optimal sets(PSs)for a multimodal multi-objective optimization problem(MMOP).However,in real-world problems,decision makers(DMs)may be also interested in local PSs.Also,searching for both global and local PSs is more general in view of dealing with MMOPs,which can be seen as generalized MMOPs.Moreover,most state-of-theart MMEAs exhibit poor convergence on high-dimension MMOPs and are unable to deal with constrained MMOPs.To address the above issues,we present a novel multimodal multiobjective coevolutionary algorithm(Co MMEA)to better produce both global and local PSs,and simultaneously,to improve the convergence performance in dealing with high-dimension MMOPs.Specifically,the Co MMEA introduces two archives to the search process,and coevolves them simultaneously through effective knowledge transfer.The convergence archive assists the Co MMEA to quickly approach the Pareto optimal front.The knowledge of the converged solutions is then transferred to the diversity archive which utilizes the local convergence indicator and the-dominance-based method to obtain global and local PSs effectively.Experimental results show that Co MMEA is competitive compared to seven state-of-the-art MMEAs on fifty-four complex MMOPs.展开更多
It is well known that trust region methods are very effective for optimization problems. In this article, a new adaptive trust region method is presented for solving uncon- strained optimization problems. The proposed...It is well known that trust region methods are very effective for optimization problems. In this article, a new adaptive trust region method is presented for solving uncon- strained optimization problems. The proposed method combines a modified secant equation with the BFGS updated formula and an adaptive trust region radius, where the new trust region radius makes use of not only the function information but also the gradient information. Under suitable conditions, global convergence is proved, and we demonstrate the local superlinear convergence of the proposed method. The numerical results indicate that the proposed method is very efficient.展开更多
By further generalizing Frommer's results in the sense of nonlinear multisplitting, we build a class of nonlinear multisplitting AOR-type methods, which covers many rather practical nonlinear multisplitting relaxa...By further generalizing Frommer's results in the sense of nonlinear multisplitting, we build a class of nonlinear multisplitting AOR-type methods, which covers many rather practical nonlinear multisplitting relaxation methods such as multisplitting AOR-Newton method, multisplitting AOR-chord method and multisplitting AOR-Steffensen method, etc.. Furthermore,a general convergence theorem for the nonlinear multisplitting AOR-type methods and the local convergence for the multisplitting AOR-Newton method are discussed in detail.A lot of numerical tests show that our new methods are feasible and satisfactory.展开更多
In this paper, we present a nonmonotone smoothing Newton algorithm for solving the circular cone programming(CCP) problem in which a linear function is minimized or maximized over the intersection of an affine space w...In this paper, we present a nonmonotone smoothing Newton algorithm for solving the circular cone programming(CCP) problem in which a linear function is minimized or maximized over the intersection of an affine space with the circular cone. Based on the relationship between the circular cone and the second-order cone(SOC), we reformulate the CCP problem as the second-order cone problem(SOCP). By extending the nonmonotone line search for unconstrained optimization to the CCP, a nonmonotone smoothing Newton method is proposed for solving the CCP. Under suitable assumptions, the proposed algorithm is shown to be globally and locally quadratically convergent. Some preliminary numerical results indicate the effectiveness of the proposed algorithm for solving the CCP.展开更多
In this paper,we present a smoothing Newton-like method for solving nonlinear systems of equalities and inequalities.By using the so-called max function,we transfer the inequalities into a system of semismooth equalit...In this paper,we present a smoothing Newton-like method for solving nonlinear systems of equalities and inequalities.By using the so-called max function,we transfer the inequalities into a system of semismooth equalities.Then a smoothing Newton-like method is proposed for solving the reformulated system,which only needs to solve one system of linear equations and to perform one line search at each iteration. The global and local quadratic convergence are studied under appropriate assumptions. Numerical examples show that the new approach is effective.展开更多
By introducing a smooth merit function for the median function, a new smooth merit function for box constrained variational inequalities (BVIs) was constructed. The function is simple and has some good differential ...By introducing a smooth merit function for the median function, a new smooth merit function for box constrained variational inequalities (BVIs) was constructed. The function is simple and has some good differential properties. A damped Newton type method was presented based on it. Global and local superlinear/ quadratic convergence results were obtained under mild conditions, and the finite termination property was also shown for the linear BVIs. Numerical results suggest that the method is efficient and promising.展开更多
One class of effective methods for the optimization problem with inequality constraints are to transform the problem to a unconstrained optimization problem by constructing a smooth potential function. In this paper, ...One class of effective methods for the optimization problem with inequality constraints are to transform the problem to a unconstrained optimization problem by constructing a smooth potential function. In this paper, we modifies a dual algorithm for constrained optimization problems and establishes a corresponding improved dual algorithm; It is proved that the improved dual algorithm has the local Q-superlinear convergence; Finally, we performed numerical experimentation using the improved dual algorithm for many constrained optimization problems, the numerical results are reported to show that it is valid in practical computation.展开更多
A novel neural network method is developed for solving systems of conservation laws whose solutions may contain abrupt changes of state,including shock waves and contact discontinuities.In conventional approaches,a lo...A novel neural network method is developed for solving systems of conservation laws whose solutions may contain abrupt changes of state,including shock waves and contact discontinuities.In conventional approaches,a low-cost solution patch is usually used as the input to a neural network for predicting the high-fidelity solution patch.With that technique,however,there is no way to distinguish a smeared discontinuity from a smooth solution with large gradient in the input,and the two almost identical inputs correspond to two fundamentally different high-fidelity solution patches in training and predicting.To circumvent this difficulty,we use local patches of two low-cost numerical solutions of the conservation laws in a converging sequence as the input to a neural network.The neural network then makes a correct prediction by identifying whether the solution contains discontinuities or just smooth variations with large gradients,because the former becomes increasingly steep in a converging sequence in the input,and the latter does not.The inputs can be computed from lowcost numerical schemes with coarse resolution,in a local domain of dependence of a space-time location where the prediction is to be made.Despite smeared input solutions,the output provides sharp approximations of solutions containing shock waves and contact discontinuities.The method works effectively not only for regions with discontinuities,but also for smooth regions of the solution.It is efficient to implement,once trained,and has broader applications for different types of differential equations.展开更多
We establish local convergence results for a generic algorithmic framework for solving a wide class of equality constrained optimization problems.The framework is based on applying a splitting scheme to the augmented ...We establish local convergence results for a generic algorithmic framework for solving a wide class of equality constrained optimization problems.The framework is based on applying a splitting scheme to the augmented Lagrangian function that includes as a special case the well-known alternating direction method of multipliers(ADMM).Our local convergence analysis is free of the usual restrictions on ADMM-like methods,such as convexity,block separability or linearity of constraints.It offers a much-needed theoretical justification to the widespread practice of applying ADMM-like methods to nonconvex optimization problems.展开更多
基金supported by the National Natural Science Foundation of China (No.12271518)the Key Program of the National Natural Science Foundation of China (No.62333016)。
文摘In this paper,we construct a new sixth order iterative method for solving nonlinear equations.The local convergence and order of convergence of the new iterative method is demonstrated.In order to check the validity of the new iterative method,we employ several chemical engineering applications and academic test problems.Numerical results show the good numerical performance of the new iterative method.Moreover,the dynamical study of the new method also supports the theoretical results.
基金Supported by Special Projects in Key Fields of Colleges and Universities in Guangdong Province(2022ZDZX3016)Projects of Talents Recruitment of GDUPT.
文摘For an elliptic problem with variable coefficients in three dimensions,this article discusses local pointwise convergence of the three-dimensional(3D)finite element.First,the Green's function and the derivative Green's function are introduced.Secondly,some relationship of norms such as L^(2)-norms,W^(1,∞)-norms,and negative-norms in locally smooth subsets of the domainΩis derived.Finally,local pointwise convergence properties of the finite element approximation are obtained.
基金NSFC (Nos.10261001,10771040)Guangxi Province Science Foundation (No.0640001)
文摘This paper presents a quadratically approximate algorithm framework (QAAF) for solving general constrained optimization problems, which solves, at each iteration, a subproblem with quadratic objective function and quadratic equality together with inequality constraints. The global convergence of the algorithm framework is presented under the Mangasarian-Fromovitz constraint qualification (MFCQ), and the conditions for superlinear and quadratic convergence of the algorithm framework are given under the MFCQ, the constant rank constraint qualification (CRCQ) as well as the strong second-order sufficiency conditions (SSOSC). As an incidental result, the definition of an approximate KKT point is brought forward, and the global convergence of a sequence of approximate KKT points is analysed.
基金supported by the Fundamental Research Fund—Shenzhen Research Institute for Big Data Startup Fund(Grant No.JCYJ-AM20190601)the Shenzhen Institute of Artificial Intelligence and Robotics for Society+2 种基金National Natural Science Foundation of China(Grant Nos.11831002 and 11871135)the Key-Area Research and Development Program of Guangdong Province(Grant No.2019B121204008)Beijing Academy of Artificial Intelligence。
文摘In this work,we present probabilistic local convergence results for a stochastic semismooth Newton method for a class of stochastic composite optimization problems involving the sum of smooth nonconvex and nonsmooth convex terms in the objective function.We assume that the gradient and Hessian information of the smooth part of the objective function can only be approximated and accessed via calling stochastic firstand second-order oracles.The approach combines stochastic semismooth Newton steps,stochastic proximal gradient steps and a globalization strategy based on growth conditions.We present tail bounds and matrix concentration inequalities for the stochastic oracles that can be utilized to control the approximation errors via appropriately adjusting or increasing the sampling rates.Under standard local assumptions,we prove that the proposed algorithm locally turns into a pure stochastic semismooth Newton method and converges r-linearly or r-superlinearly with high probability.
基金This research was supported in part by the National Natural Science Foundation of china
文摘For the improved two-sided projected quasi-Newton algorithms, which were presented in PartI, we prove in this paper that they are locally one-step or two-step superlinearly convergent. Numerical tests are reported thereafter. Results by solving a set of typical problems selectedfrom literature have demonstrated the extreme importance of these modifications in making Nocedal& Overton's original methon practical. Furthermore, these results show that the improved algoritnmsare very competitive in comparison with some highly praised sequential quadratic programmingmethods.
基金supported by the partial supports of the National Science Foundation under Grant No.10871130the Ph.D. Foundation under Grant No.20093127110005 of Chinese Education Ministry
文摘This paper studies a family of the local convergence of the improved secant methods for solving the nonlinear equality constrained optimization subject to bounds on variables. The Hessian of the Lagrangian is approximated using the DFP or the BFGS secant updates. The improved secant methods are used to generate a search direction. Combining with a suitable step size, each iterate switches to trial step of strict interior feasibility. When the Hessian is only positive definite in an affine null subspace, one shows that the algorithms generate the sequences converging q-linearly and two-step q-superlinearly. Yhrthermore, under some suitable assumptions, some sequences generated by the algorithms converge locally one-step q-superlinearly. Finally, some numerical results are presented to illustrate the effectiveness of the proposed algorithms.
文摘We present the local convergence analysis of a fifth order Traub-Steffensen-Chebyshev-like composition for solving nonlinear equations in Banach spaces.In earlier studies,hypotheses on the Fréchet derivative up to the fifth order of the operator un-der consideration is used to prove the convergence order of the method although only divided differences of order one appear in the method.That restricts the applicability of the method.In this paper,we extended the applicability of the fifth order Traub-Steffensen-Chebyshev-like composition without using hypotheses on the derivatives of the operator involved.Our convergence conditions are weaker than the conditions used in earlier studies.Numerical examples where earlier results cannot apply to solve equa-tions but our results can apply are also given in this study.
文摘In this paper we consider lim _(R-) B_R^(f,x_0), in one case that f_x_0 (t) is a ABMV function on [0, ∞], and in another case that f∈L_(m-1)~1(R~) and x^k/~kf∈BV(R) when |k| = m-1 and f(x) = 0 when |x -x_0|<δ for some δ>0. Our theormes improve the results of Pan Wenjie ([1]).
文摘A local convergence theorem and five semi-local convergence theorems of the secant method are listed in this paper. For every convergence theorem, a convergence ball is respectively introduced, where the hypothesis conditions of the corresponding theorem can be satisfied. Since all of these convergence balls have the same center x^*, they can be viewed as a homocentric ball. Convergence theorems are sorted by the different sizes of various radii of this homocentric ball, and the sorted sequence represents the degree of weakness on the conditions of convergence theorems.
文摘We introduce and study in the present paper the general version of Gauss-type proximal point algorithm (in short GG-PPA) for solving the inclusion , where T is a set-valued mapping which is not necessarily monotone acting from a Banach space X to a subset of a Banach space Y with locally closed graph. The convergence of the GG-PPA is present here by choosing a sequence of functions with , which is Lipschitz continuous in a neighbourhood O of the origin and when T is metrically regular. More precisely, semi-local and local convergence of GG-PPA are analyzed. Moreover, we present a numerical example to validate the convergence result of GG-PPA.
基金This work was supported by the National Natural Science Foundation of China (10201001, 70471008)
文摘A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main properties of our method are: (i) it is well d.efined for the monotones SDCP; (ii) it has to solve just one linear system of equations at each step; (iii) it is shown to be both globally linearly convergent and locally quadratically convergent under suitable assumptions.
基金supported by the Open Project of Xiangjiang Laboratory(22XJ02003)the National Natural Science Foundation of China(62122093,72071205)。
文摘Most multimodal multi-objective evolutionary algorithms(MMEAs)aim to find all global Pareto optimal sets(PSs)for a multimodal multi-objective optimization problem(MMOP).However,in real-world problems,decision makers(DMs)may be also interested in local PSs.Also,searching for both global and local PSs is more general in view of dealing with MMOPs,which can be seen as generalized MMOPs.Moreover,most state-of-theart MMEAs exhibit poor convergence on high-dimension MMOPs and are unable to deal with constrained MMOPs.To address the above issues,we present a novel multimodal multiobjective coevolutionary algorithm(Co MMEA)to better produce both global and local PSs,and simultaneously,to improve the convergence performance in dealing with high-dimension MMOPs.Specifically,the Co MMEA introduces two archives to the search process,and coevolves them simultaneously through effective knowledge transfer.The convergence archive assists the Co MMEA to quickly approach the Pareto optimal front.The knowledge of the converged solutions is then transferred to the diversity archive which utilizes the local convergence indicator and the-dominance-based method to obtain global and local PSs effectively.Experimental results show that Co MMEA is competitive compared to seven state-of-the-art MMEAs on fifty-four complex MMOPs.
基金Supported by the National Natural Science Foundation of China(11661009)the Guangxi Science Fund for Distinguished Young Scholars(2015GXNSFGA139001)+1 种基金the Guangxi Natural Science Key Fund(2017GXNSFDA198046)the Basic Ability Promotion Project of Guangxi Young and Middle-Aged Teachers(2017KY0019)
文摘It is well known that trust region methods are very effective for optimization problems. In this article, a new adaptive trust region method is presented for solving uncon- strained optimization problems. The proposed method combines a modified secant equation with the BFGS updated formula and an adaptive trust region radius, where the new trust region radius makes use of not only the function information but also the gradient information. Under suitable conditions, global convergence is proved, and we demonstrate the local superlinear convergence of the proposed method. The numerical results indicate that the proposed method is very efficient.
文摘By further generalizing Frommer's results in the sense of nonlinear multisplitting, we build a class of nonlinear multisplitting AOR-type methods, which covers many rather practical nonlinear multisplitting relaxation methods such as multisplitting AOR-Newton method, multisplitting AOR-chord method and multisplitting AOR-Steffensen method, etc.. Furthermore,a general convergence theorem for the nonlinear multisplitting AOR-type methods and the local convergence for the multisplitting AOR-Newton method are discussed in detail.A lot of numerical tests show that our new methods are feasible and satisfactory.
基金supported by the National Natural Science Foundation of China(11401126,71471140 and 11361018)Guangxi Natural Science Foundation(2016GXNSFBA380102 and 2014GXNSFFA118001)+2 种基金Guangxi Key Laboratory of Cryptography and Information Security(GCIS201618)Guangxi Key Laboratory of Automatic Detecting Technology and Instruments(YQ15112 and YQ16112)China
文摘In this paper, we present a nonmonotone smoothing Newton algorithm for solving the circular cone programming(CCP) problem in which a linear function is minimized or maximized over the intersection of an affine space with the circular cone. Based on the relationship between the circular cone and the second-order cone(SOC), we reformulate the CCP problem as the second-order cone problem(SOCP). By extending the nonmonotone line search for unconstrained optimization to the CCP, a nonmonotone smoothing Newton method is proposed for solving the CCP. Under suitable assumptions, the proposed algorithm is shown to be globally and locally quadratically convergent. Some preliminary numerical results indicate the effectiveness of the proposed algorithm for solving the CCP.
基金supported by Guangdong Provincial Zhujiang Scholar Award Project,National Science Foundation of China(10671163,10871031)the National Basic Research Program under the Grant 2005CB321703Scientific Research Fund of Hunan Provincial Education Department(06A069,06C824)
文摘In this paper,we present a smoothing Newton-like method for solving nonlinear systems of equalities and inequalities.By using the so-called max function,we transfer the inequalities into a system of semismooth equalities.Then a smoothing Newton-like method is proposed for solving the reformulated system,which only needs to solve one system of linear equations and to perform one line search at each iteration. The global and local quadratic convergence are studied under appropriate assumptions. Numerical examples show that the new approach is effective.
文摘By introducing a smooth merit function for the median function, a new smooth merit function for box constrained variational inequalities (BVIs) was constructed. The function is simple and has some good differential properties. A damped Newton type method was presented based on it. Global and local superlinear/ quadratic convergence results were obtained under mild conditions, and the finite termination property was also shown for the linear BVIs. Numerical results suggest that the method is efficient and promising.
基金Supported by the National 863 Project (2003AA002030)
文摘One class of effective methods for the optimization problem with inequality constraints are to transform the problem to a unconstrained optimization problem by constructing a smooth potential function. In this paper, we modifies a dual algorithm for constrained optimization problems and establishes a corresponding improved dual algorithm; It is proved that the improved dual algorithm has the local Q-superlinear convergence; Finally, we performed numerical experimentation using the improved dual algorithm for many constrained optimization problems, the numerical results are reported to show that it is valid in practical computation.
基金supported in part by NSF grant DMS-1522585partly sponsored by the Ralph N.Read Endowment of the Georgia Institute of Technology.
文摘A novel neural network method is developed for solving systems of conservation laws whose solutions may contain abrupt changes of state,including shock waves and contact discontinuities.In conventional approaches,a low-cost solution patch is usually used as the input to a neural network for predicting the high-fidelity solution patch.With that technique,however,there is no way to distinguish a smeared discontinuity from a smooth solution with large gradient in the input,and the two almost identical inputs correspond to two fundamentally different high-fidelity solution patches in training and predicting.To circumvent this difficulty,we use local patches of two low-cost numerical solutions of the conservation laws in a converging sequence as the input to a neural network.The neural network then makes a correct prediction by identifying whether the solution contains discontinuities or just smooth variations with large gradients,because the former becomes increasingly steep in a converging sequence in the input,and the latter does not.The inputs can be computed from lowcost numerical schemes with coarse resolution,in a local domain of dependence of a space-time location where the prediction is to be made.Despite smeared input solutions,the output provides sharp approximations of solutions containing shock waves and contact discontinuities.The method works effectively not only for regions with discontinuities,but also for smooth regions of the solution.It is efficient to implement,once trained,and has broader applications for different types of differential equations.
基金This work was supported in part by Shenzhen Fundamental Research Fund(Nos.JCYJ-20170306141038939,KQJSCX-20170728162302784,ZDSYS-201707251409055)via the Shenzhen Research Institute of Big DataThe work of Jun-Feng Yang was supported by the National Natural Science Foundation of China(Nos.11771208,11922111,11671195).
文摘We establish local convergence results for a generic algorithmic framework for solving a wide class of equality constrained optimization problems.The framework is based on applying a splitting scheme to the augmented Lagrangian function that includes as a special case the well-known alternating direction method of multipliers(ADMM).Our local convergence analysis is free of the usual restrictions on ADMM-like methods,such as convexity,block separability or linearity of constraints.It offers a much-needed theoretical justification to the widespread practice of applying ADMM-like methods to nonconvex optimization problems.