The article is devoted to the discussion of the possibilities of approbation of one of the probabilistic methods of verification of evaluation works-the minimax method or the method of establishing the minimum risk of...The article is devoted to the discussion of the possibilities of approbation of one of the probabilistic methods of verification of evaluation works-the minimax method or the method of establishing the minimum risk of making erroneous diagnoses of the instability of the planetary boundary layer of air.Within the framework of this study,the task of probabilistic forecasting of diagnostic parameters and their combinations,leading in their totality to the formation of an unstable state of the planetary boundary layer of the atmosphere,was carried out.It is this state that,as shown by previous studies,a priori contribution to the development of a number of weather phenomena dangerous for society(squalls,hail,heavy rains,etc.).The results of applying the minimax method made it possible to identify a number of parameters,such as the intensity of circulation,the activity of the Earth’s magnetosphere,and the components of the geostrophic wind velocity,the combination of which led to the development of instability.In the future,it is possible to further expand the number of diagnosed parameters to identify more sensitive elements.In this sense,the minimax method,the usefulness of which is shown in this study,can be considered as one of the preparatory steps for the subsequent more detailed method for forecasting individual hazardous weather phenomena.展开更多
In this paper,by designing a normalized nonmonotone search strategy with the BarzilaiBorwein-type step-size,a novel local minimax method(LMM),which is a globally convergent iterative method,is proposed and analyzed to...In this paper,by designing a normalized nonmonotone search strategy with the BarzilaiBorwein-type step-size,a novel local minimax method(LMM),which is a globally convergent iterative method,is proposed and analyzed to find multiple(unstable)saddle points of nonconvex functionals in Hilbert spaces.Compared to traditional LMMs with monotone search strategies,this approach,which does not require strict decrease of the objective functional value at each iterative step,is observed to converge faster with less computations.Firstly,based on a normalized iterative scheme coupled with a local peak selection that pulls the iterative point back onto the solution submanifold,by generalizing the Zhang-Hager(ZH)search strategy in the optimization theory to the LMM framework,a kind of normalized ZH-type nonmonotone step-size search strategy is introduced,and then a novel nonmonotone LMM is constructed.Its feasibility and global convergence results are rigorously carried out under the relaxation of the monotonicity for the functional at the iterative sequences.Secondly,in order to speed up the convergence of the nonmonotone LMM,a globally convergent Barzilai-Borwein-type LMM(GBBLMM)is presented by explicitly constructing the Barzilai-Borwein-type step-size as a trial step-size of the normalized ZH-type nonmonotone step-size search strategy in each iteration.Finally,the GBBLMM algorithm is implemented to find multiple unstable solutions of two classes of semilinear elliptic boundary value problems with variational structures:one is the semilinear elliptic equations with the homogeneous Dirichlet boundary condition and another is the linear elliptic equations with semilinear Neumann boundary conditions.Extensive numerical results indicate that our approach is very effective and speeds up the LMMs significantly.展开更多
The local minimax method(LMM)proposed by Li and Zhou(2001,2002)is an efficient method to solve nonlinear elliptic partial differential equations(PDEs)with certain variational structures for multiple solutions.The stee...The local minimax method(LMM)proposed by Li and Zhou(2001,2002)is an efficient method to solve nonlinear elliptic partial differential equations(PDEs)with certain variational structures for multiple solutions.The steepest descent direction and the Armijo-type step-size search rules are adopted in Li and Zhou(2002)and play a significant role in the performance and convergence analysis of traditional LMMs.In this paper,a new algorithm framework of the LMMs is established based on general descent directions and two normalized(strong)Wolfe-Powell-type step-size search rules.The corresponding algorithm framework,named the normalized Wolfe-Powell-type LMM(NWP-LMM),is introduced with its feasibility and global convergence rigorously justified for general descent directions.As a special case,the global convergence of the NWP-LMM combined with the preconditioned steepest descent(PSD)directions is also verified.Consequently,it extends the framework of traditional LMMs.In addition,conjugate-gradient-type(CG-type)descent directions are utilized to speed up the NWP-LMM.Finally,extensive numerical results for several semilinear elliptic PDEs are reported to profile their multiple unstable solutions and compared with different algorithms in the LMM’s family to indicate the effectiveness and robustness of our algorithms.In practice,the NWP-LMM combined with the CG-type direction performs much better than its known LMM companions.展开更多
The exact minimax penalty function method is used to solve a noncon- vex differentiable optimization problem with both inequality and equality constraints. The conditions for exactness of the penalization for the exac...The exact minimax penalty function method is used to solve a noncon- vex differentiable optimization problem with both inequality and equality constraints. The conditions for exactness of the penalization for the exact minimax penalty function method are established by assuming that the functions constituting the considered con- strained optimization problem are invex with respect to the same function η (with the exception of those equality constraints for which the associated Lagrange multipliers are negative these functions should be assumed to be incave with respect to η). Thus, a threshold of the penalty parameter is given such that, for all penalty parameters exceeding this threshold, equivalence holds between the set of optimal solutions in the considered constrained optimization problem and the set of minimizer in its associated penalized problem with an exact minimax penalty function. It is shown that coercivity is not suf- ficient to prove the results.展开更多
In this paper, we propose a modified trust-region filter method algorithm for Minimax problems, which based on the framework of SQP-filter method and associated with the technique of nonmonotone method. We use the SQP...In this paper, we propose a modified trust-region filter method algorithm for Minimax problems, which based on the framework of SQP-filter method and associated with the technique of nonmonotone method. We use the SQP subproblem to acquire an attempt step, and use the filter to weigh the effect of the attempt step so as to avoid using penalty function. The algorithm uses the Lagrange function as a merit function and the nonmonotone filter to improve the effect of the algorithm. Under some mild conditions, we prove the global convergence.展开更多
A new nonsmooth equations model of constrained minimax problem was de-rived. The generalized Newton method was applied for solving this system of nonsmooth equations system. A new algorithm for solving constrained min...A new nonsmooth equations model of constrained minimax problem was de-rived. The generalized Newton method was applied for solving this system of nonsmooth equations system. A new algorithm for solving constrained minimax problem was established. The local superlinear and quadratic convergences of the algorithm were discussed.展开更多
针对基于Farrow结构的可变分数时延(Variable fractional delay,VFD)滤波器需求解大量子滤波器系数这一关键问题,本文将稀疏约束理论引入滤波器的权系数优化中,研究具有稀疏系数的Farrow结构滤波器。在极大极小(Minimax)准则下,通过添...针对基于Farrow结构的可变分数时延(Variable fractional delay,VFD)滤波器需求解大量子滤波器系数这一关键问题,本文将稀疏约束理论引入滤波器的权系数优化中,研究具有稀疏系数的Farrow结构滤波器。在极大极小(Minimax)准则下,通过添加L1正则化约束项改进权系数优化模型,在系数(反)对称性基础上进一步增加系数的稀疏度。然后,采用交替方向乘子法(Alternating direction method of multipliers,ADMM)进行权系数迭代求解。仿真实验表明,本文提出的基于稀疏约束的VFD滤波器在保证高延迟精度的同时,乘法器和加法器分别减少了47.69%和58.60%,极大地降低了系统运算量以及复杂度。展开更多
The energy dissipation rate is an important concept in the theory of turbulence. Doering-Constantin's variational principle characterizes the upper bounds (maxi- mum) of the time-averaged rate of viscous energy dis...The energy dissipation rate is an important concept in the theory of turbulence. Doering-Constantin's variational principle characterizes the upper bounds (maxi- mum) of the time-averaged rate of viscous energy dissipation. In the present study, an optimization theoretical point of view was adopted to recast Doering-Constantin's formu- lation into a minimax principle for the energy dissipation of an incompressible shear flow. Then, the Kakutani minimax theorem in the game theory is applied to obtain a set of conditions, under which the maximization and the minimization in the minimax principle are commutative. The results explain the spectral constraint of Doering-Constantin, and confirm the equivalence between Doering-Constantin's variational principle and Howard- Busse's statistical turbulence theory.展开更多
Using K-T optimality condition of nonsmooth optimization, we establish two equivalent systems of the nonsmooth equations for the constrained minimax problem directly. Then generalized Newton methods are applied to so...Using K-T optimality condition of nonsmooth optimization, we establish two equivalent systems of the nonsmooth equations for the constrained minimax problem directly. Then generalized Newton methods are applied to solve these systems of the nonsmooth equations. Thus a new approach to solving the constrained minimax problem is developed.展开更多
文摘The article is devoted to the discussion of the possibilities of approbation of one of the probabilistic methods of verification of evaluation works-the minimax method or the method of establishing the minimum risk of making erroneous diagnoses of the instability of the planetary boundary layer of air.Within the framework of this study,the task of probabilistic forecasting of diagnostic parameters and their combinations,leading in their totality to the formation of an unstable state of the planetary boundary layer of the atmosphere,was carried out.It is this state that,as shown by previous studies,a priori contribution to the development of a number of weather phenomena dangerous for society(squalls,hail,heavy rains,etc.).The results of applying the minimax method made it possible to identify a number of parameters,such as the intensity of circulation,the activity of the Earth’s magnetosphere,and the components of the geostrophic wind velocity,the combination of which led to the development of instability.In the future,it is possible to further expand the number of diagnosed parameters to identify more sensitive elements.In this sense,the minimax method,the usefulness of which is shown in this study,can be considered as one of the preparatory steps for the subsequent more detailed method for forecasting individual hazardous weather phenomena.
基金supported by the NSFC(Grant Nos.12171148,11771138)the NSFC(Grant Nos.12101252,11971007)+2 种基金the NSFC(Grant No.11901185)the National Key R&D Program of China(Grant No.2021YFA1001300)by the Fundamental Research Funds for the Central Universities(Grant No.531118010207).
文摘In this paper,by designing a normalized nonmonotone search strategy with the BarzilaiBorwein-type step-size,a novel local minimax method(LMM),which is a globally convergent iterative method,is proposed and analyzed to find multiple(unstable)saddle points of nonconvex functionals in Hilbert spaces.Compared to traditional LMMs with monotone search strategies,this approach,which does not require strict decrease of the objective functional value at each iterative step,is observed to converge faster with less computations.Firstly,based on a normalized iterative scheme coupled with a local peak selection that pulls the iterative point back onto the solution submanifold,by generalizing the Zhang-Hager(ZH)search strategy in the optimization theory to the LMM framework,a kind of normalized ZH-type nonmonotone step-size search strategy is introduced,and then a novel nonmonotone LMM is constructed.Its feasibility and global convergence results are rigorously carried out under the relaxation of the monotonicity for the functional at the iterative sequences.Secondly,in order to speed up the convergence of the nonmonotone LMM,a globally convergent Barzilai-Borwein-type LMM(GBBLMM)is presented by explicitly constructing the Barzilai-Borwein-type step-size as a trial step-size of the normalized ZH-type nonmonotone step-size search strategy in each iteration.Finally,the GBBLMM algorithm is implemented to find multiple unstable solutions of two classes of semilinear elliptic boundary value problems with variational structures:one is the semilinear elliptic equations with the homogeneous Dirichlet boundary condition and another is the linear elliptic equations with semilinear Neumann boundary conditions.Extensive numerical results indicate that our approach is very effective and speeds up the LMMs significantly.
基金supported by National Natural Science Foundation of China(Grant Nos.12171148 and 11771138)the Construct Program of the Key Discipline in Hunan Province.Wei Liu was supported by National Natural Science Foundation of China(Grant Nos.12101252 and 11971007)+2 种基金supported by National Natural Science Foundation of China(Grant No.11901185)National Key Research and Development Program of China(Grant No.2021YFA1001300)the Fundamental Research Funds for the Central Universities(Grant No.531118010207).
文摘The local minimax method(LMM)proposed by Li and Zhou(2001,2002)is an efficient method to solve nonlinear elliptic partial differential equations(PDEs)with certain variational structures for multiple solutions.The steepest descent direction and the Armijo-type step-size search rules are adopted in Li and Zhou(2002)and play a significant role in the performance and convergence analysis of traditional LMMs.In this paper,a new algorithm framework of the LMMs is established based on general descent directions and two normalized(strong)Wolfe-Powell-type step-size search rules.The corresponding algorithm framework,named the normalized Wolfe-Powell-type LMM(NWP-LMM),is introduced with its feasibility and global convergence rigorously justified for general descent directions.As a special case,the global convergence of the NWP-LMM combined with the preconditioned steepest descent(PSD)directions is also verified.Consequently,it extends the framework of traditional LMMs.In addition,conjugate-gradient-type(CG-type)descent directions are utilized to speed up the NWP-LMM.Finally,extensive numerical results for several semilinear elliptic PDEs are reported to profile their multiple unstable solutions and compared with different algorithms in the LMM’s family to indicate the effectiveness and robustness of our algorithms.In practice,the NWP-LMM combined with the CG-type direction performs much better than its known LMM companions.
文摘The exact minimax penalty function method is used to solve a noncon- vex differentiable optimization problem with both inequality and equality constraints. The conditions for exactness of the penalization for the exact minimax penalty function method are established by assuming that the functions constituting the considered con- strained optimization problem are invex with respect to the same function η (with the exception of those equality constraints for which the associated Lagrange multipliers are negative these functions should be assumed to be incave with respect to η). Thus, a threshold of the penalty parameter is given such that, for all penalty parameters exceeding this threshold, equivalence holds between the set of optimal solutions in the considered constrained optimization problem and the set of minimizer in its associated penalized problem with an exact minimax penalty function. It is shown that coercivity is not suf- ficient to prove the results.
文摘In this paper, we propose a modified trust-region filter method algorithm for Minimax problems, which based on the framework of SQP-filter method and associated with the technique of nonmonotone method. We use the SQP subproblem to acquire an attempt step, and use the filter to weigh the effect of the attempt step so as to avoid using penalty function. The algorithm uses the Lagrange function as a merit function and the nonmonotone filter to improve the effect of the algorithm. Under some mild conditions, we prove the global convergence.
文摘A new nonsmooth equations model of constrained minimax problem was de-rived. The generalized Newton method was applied for solving this system of nonsmooth equations system. A new algorithm for solving constrained minimax problem was established. The local superlinear and quadratic convergences of the algorithm were discussed.
文摘针对基于Farrow结构的可变分数时延(Variable fractional delay,VFD)滤波器需求解大量子滤波器系数这一关键问题,本文将稀疏约束理论引入滤波器的权系数优化中,研究具有稀疏系数的Farrow结构滤波器。在极大极小(Minimax)准则下,通过添加L1正则化约束项改进权系数优化模型,在系数(反)对称性基础上进一步增加系数的稀疏度。然后,采用交替方向乘子法(Alternating direction method of multipliers,ADMM)进行权系数迭代求解。仿真实验表明,本文提出的基于稀疏约束的VFD滤波器在保证高延迟精度的同时,乘法器和加法器分别减少了47.69%和58.60%,极大地降低了系统运算量以及复杂度。
基金supported by the National Natural Science Foundation of China (No.10772103)the Shanghai Leading Academic Discipline Project (No.Y0103)
文摘The energy dissipation rate is an important concept in the theory of turbulence. Doering-Constantin's variational principle characterizes the upper bounds (maxi- mum) of the time-averaged rate of viscous energy dissipation. In the present study, an optimization theoretical point of view was adopted to recast Doering-Constantin's formu- lation into a minimax principle for the energy dissipation of an incompressible shear flow. Then, the Kakutani minimax theorem in the game theory is applied to obtain a set of conditions, under which the maximization and the minimization in the minimax principle are commutative. The results explain the spectral constraint of Doering-Constantin, and confirm the equivalence between Doering-Constantin's variational principle and Howard- Busse's statistical turbulence theory.
文摘Using K-T optimality condition of nonsmooth optimization, we establish two equivalent systems of the nonsmooth equations for the constrained minimax problem directly. Then generalized Newton methods are applied to solve these systems of the nonsmooth equations. Thus a new approach to solving the constrained minimax problem is developed.