We extend the classical affine scaling interior trust region algorithm for the linear constrained smooth minimization problem to the nonsmooth case where the gradient of objective function is only locally Lipschitzian...We extend the classical affine scaling interior trust region algorithm for the linear constrained smooth minimization problem to the nonsmooth case where the gradient of objective function is only locally Lipschitzian. We propose and analyze a new affine scaling trust-region method in association with nonmonotonic interior backtracking line search technique for solving the linear constrained LC1 optimization where the second-order derivative of the objective function is explicitly required to be locally Lipschitzian. The general trust region subproblem in the proposed algorithm is defined by minimizing an augmented affine scaling quadratic model which requires both first and second order information of the objective function subject only to an affine scaling ellipsoidal constraint in a null subspace of the augmented equality constraints. The global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions where twice smoothness of the objective function is not required. Applications of the algorithm to some nonsmooth optimization problems are discussed.展开更多
A new trust-region and affine scaling algorithm for linearly constrained optimization is presentedin this paper. Under no nondegenerate assumption, we prove that any limit point of the sequence generatedby the new alg...A new trust-region and affine scaling algorithm for linearly constrained optimization is presentedin this paper. Under no nondegenerate assumption, we prove that any limit point of the sequence generatedby the new algorithm satisfies the first order necessary condition and there exists at least one limit point ofthe sequence which satisfies the second order necessary condition. Some preliminary numerical experiments are reported.展开更多
Based on a differentiable merit function proposed by Taji et al. in ＂Math. Prog. Stud., 58, 1993, 369-383＂, the authors propose an affine scaling interior trust region strategy via optimal path to modify Newton meth...Based on a differentiable merit function proposed by Taji et al. in ＂Math. Prog. Stud., 58, 1993, 369-383＂, the authors propose an affine scaling interior trust region strategy via optimal path to modify Newton method for the strictly monotone variational inequality problem subject to linear equality and inequality constraints. By using the eigensystem decomposition and affine scaling mapping, the authors form an affine scaling optimal curvilinear path very easily in order to approximately solve the trust region subproblem. Theoretical analysis is given which shows that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions.展开更多
为了打破以往输电能力求解过程中发电机端电压维持不变的假设,提出了考虑发电约束求解最大输电能力(TTC)的新方法.根据大型风电场并网及同步发电机调速器和励磁系统等动态元件的运行限制,建立了计算输电断面最大输电能力的优化模型,并...为了打破以往输电能力求解过程中发电机端电压维持不变的假设,提出了考虑发电约束求解最大输电能力(TTC)的新方法.根据大型风电场并网及同步发电机调速器和励磁系统等动态元件的运行限制,建立了计算输电断面最大输电能力的优化模型,并采用信赖域内点法进行序列迭代求解.在信赖域内,将非线性优化问题逼近为线性规划(LP)子问题,以构造的价值函数为依据调整信赖域半径.在New England 39节点算例系统中验证了模型和计算方法的有效性.实验结果表明,考虑发电约束的输电断面最大传输能力计算结果更接近系统的实际运行情况.展开更多
基金the National Science Foundation Grant (10871130) of Chinathe Ph.D.Foundation Grant (0527003)+1 种基金the Shanghai Leading Academic Discipline Project (T0401)the Science Foundation Grant (05DZ11) of Shanghai Education Committee
文摘We extend the classical affine scaling interior trust region algorithm for the linear constrained smooth minimization problem to the nonsmooth case where the gradient of objective function is only locally Lipschitzian. We propose and analyze a new affine scaling trust-region method in association with nonmonotonic interior backtracking line search technique for solving the linear constrained LC1 optimization where the second-order derivative of the objective function is explicitly required to be locally Lipschitzian. The general trust region subproblem in the proposed algorithm is defined by minimizing an augmented affine scaling quadratic model which requires both first and second order information of the objective function subject only to an affine scaling ellipsoidal constraint in a null subspace of the augmented equality constraints. The global convergence and fast local convergence rate of the proposed algorithm are established under some reasonable conditions where twice smoothness of the objective function is not required. Applications of the algorithm to some nonsmooth optimization problems are discussed.
基金This work was supported by the National Natural Science Foundation of China(Crant No.39830070).
文摘A new trust-region and affine scaling algorithm for linearly constrained optimization is presentedin this paper. Under no nondegenerate assumption, we prove that any limit point of the sequence generatedby the new algorithm satisfies the first order necessary condition and there exists at least one limit point ofthe sequence which satisfies the second order necessary condition. Some preliminary numerical experiments are reported.
基金the National Natural Science Foundation of China(No.10471094)the Doctoral Programmer Foundation of the Ministry of Education of China(No.0527003)+1 种基金the Shanghai Leading Academic Discipline Project(No.T0401)and the Science Foundation Grant of Shanghai Municipal Education Committee(Nos.05DZ11,06A110).
文摘Based on a differentiable merit function proposed by Taji et al. in ＂Math. Prog. Stud., 58, 1993, 369-383＂, the authors propose an affine scaling interior trust region strategy via optimal path to modify Newton method for the strictly monotone variational inequality problem subject to linear equality and inequality constraints. By using the eigensystem decomposition and affine scaling mapping, the authors form an affine scaling optimal curvilinear path very easily in order to approximately solve the trust region subproblem. Theoretical analysis is given which shows that the proposed algorithm is globally convergent and has a local quadratic convergence rate under some reasonable conditions.
文摘为了打破以往输电能力求解过程中发电机端电压维持不变的假设,提出了考虑发电约束求解最大输电能力(TTC)的新方法.根据大型风电场并网及同步发电机调速器和励磁系统等动态元件的运行限制,建立了计算输电断面最大输电能力的优化模型,并采用信赖域内点法进行序列迭代求解.在信赖域内,将非线性优化问题逼近为线性规划(LP)子问题,以构造的价值函数为依据调整信赖域半径.在New England 39节点算例系统中验证了模型和计算方法的有效性.实验结果表明,考虑发电约束的输电断面最大传输能力计算结果更接近系统的实际运行情况.
