A class of quasi-equilibrium problems and a class of constrained multiobjective games were introduced and studied in generalized convex spaces without linear structure. First, two existence theorems of solutions for q...A class of quasi-equilibrium problems and a class of constrained multiobjective games were introduced and studied in generalized convex spaces without linear structure. First, two existence theorems of solutions for quasi-equilibrium problems are proved in noncompact generalized convex spaces. Then, ar applications of the quasi-equilibrium existence theorem, several existence theorems of weighted Nash-equilibria and Pareto equilibria for the constrained multiobjective games are established in noncompact generalized convex spaces. These theorems improve, unify, and generalize the corresponding results of the multiobjective games in recent literatures.展开更多
By applying a new existence theorem of quasi-equilibrium problems due to the author, some existence theorems of solutions for noncompact infinite optimization problems and noncompact constrained game problems are prov...By applying a new existence theorem of quasi-equilibrium problems due to the author, some existence theorems of solutions for noncompact infinite optimization problems and noncompact constrained game problems are proved in generalized convex spaces without linear structure. These theorems improve and generalize a number of important results in recent literature.展开更多
In this paper, a primal-dual path-following interior-point algorithm for linearly constrained convex optimization(LCCO) is presented.The algorithm is based on a new technique for finding a class of search directions a...In this paper, a primal-dual path-following interior-point algorithm for linearly constrained convex optimization(LCCO) is presented.The algorithm is based on a new technique for finding a class of search directions and the strategy of the central path.At each iteration, only full-Newton steps are used.Finally, the favorable polynomial complexity bound for the algorithm with the small-update method is deserved, namely, O(√n log n /ε).展开更多
In this paper, we propose and analyze an accelerated augmented Lagrangian method(denoted by AALM) for solving the linearly constrained convex programming. We show that the convergence rate of AALM is O(1/k^2) whil...In this paper, we propose and analyze an accelerated augmented Lagrangian method(denoted by AALM) for solving the linearly constrained convex programming. We show that the convergence rate of AALM is O(1/k^2) while the convergence rate of the classical augmented Lagrangian method(ALM) is O1 k. Numerical experiments on the linearly constrained 1-2minimization problem are presented to demonstrate the effectiveness of AALM.展开更多
Active set method and gradient projection method are curre nt ly the main approaches for linearly constrained convex programming. Interior-po int method is one of the most effective choices for linear programming. In ...Active set method and gradient projection method are curre nt ly the main approaches for linearly constrained convex programming. Interior-po int method is one of the most effective choices for linear programming. In the p aper a predictor-corrector interior-point algorithm for linearly constrained c onvex programming under the predictor-corrector motivation was proposed. In eac h iteration, the algorithm first performs a predictor-step to reduce the dualit y gap and then a corrector-step to keep the points close to the central traject ory. Computations in the algorithm only require that the initial iterate be nonn egative while feasibility or strict feasibility is not required. It is proved th at the algorithm is equivalent to a level-1 perturbed composite Newton method. Numerical experiments on twenty-six standard test problems are made. The result s show that the proposed algorithm is stable and robust.展开更多
A new class of constrained multiobjective games with infinite players in noncompact locally convex H-spaces without linear structure are introduced and studied.By applying a Fan-Glicksberg type fixed point theorem for...A new class of constrained multiobjective games with infinite players in noncompact locally convex H-spaces without linear structure are introduced and studied.By applying a Fan-Glicksberg type fixed point theorem for upper semicontinuous set-valued mappings with closed acyclic values and a maximum theorem,several existence theorems of weighted Nath-equilibria and Pareto equilibria for the constrained multiobjective games are proved in noncompact locally convex H-spaces.These theorems improve,unify and generalize the corresponding results of the multiobjective games in recent literatures.展开更多
A potential reduction algorithm is proposed for optimization of a convex function subject to linear constraints.At each step of the algorithm,a system of linear equations is solved to get a search direction and the Ar...A potential reduction algorithm is proposed for optimization of a convex function subject to linear constraints.At each step of the algorithm,a system of linear equations is solved to get a search direction and the Armijo's rule is used to determine a stepsize.It is proved that the algorithm is globally convergent.Computational results are reported.展开更多
By extending the Levy wavefunction constrained search to Fock Space,one can define a wavefunction constrained search for electron densities in systems having noninteger number of electrons.For pure-state v-representab...By extending the Levy wavefunction constrained search to Fock Space,one can define a wavefunction constrained search for electron densities in systems having noninteger number of electrons.For pure-state v-representable densities,the results are equivalent to what one would obtain with the zero-temperature grand canonical ensemble.In other cases,the wavefunction constrained search in Fock space presents an upper bound to the grand canonical ensemble functional.One advantage of the Fock-space wavefunction constrained search functional over the zero-temperature grand-canonical ensemble constrained search functional is that certain specific excited states(i.e.,those that are not ground-statev-representable) are the stationary points of the Fock-space functional.However,a potential disadvantage of the Fock-space constrained search functional is that it is not convex.展开更多
The box-constrained weighted maximin dispersion problem is to find a point in an n-dimensional box such that the minimum of the weighted Euclidean distance from given m points is maximized. In this paper, we first ref...The box-constrained weighted maximin dispersion problem is to find a point in an n-dimensional box such that the minimum of the weighted Euclidean distance from given m points is maximized. In this paper, we first reformulate the maximin dispersion problem as a non-convex quadratically constrained quadratic programming (QCQP) problem. We adopt the successive convex approximation (SCA) algorithm to solve the problem. Numerical results show that the proposed algorithm is efficient.展开更多
This paper proposes projected gradient algorithms in association with using both trust region and line search techniques for convex constrained optimization problems. The mixed strategy is adopted which switches to ba...This paper proposes projected gradient algorithms in association with using both trust region and line search techniques for convex constrained optimization problems. The mixed strategy is adopted which switches to back tracking steps when a trial projected gradient step produced by the trust region subproblem is unacceptable. A nonmonotone criterion is used to speed up the convergence progress in some curves with large curvature. A theoretical analysis is given which proves that the proposed algorithms are globally convergent and have local superlinear convergence rate under some reasonable conditions. The results of numerical experiments are reported to show the effectiveness of the proposed algorithms.展开更多
近年来,多用户多输入多输出(Multiple-User Multiple-Input Multiple-Output,MU-MIMO)下行链路的预编码算法设计吸引了越来越多研究者的兴趣。然而目前并没有对基站端已知信道误差概率分布且约束条件为单天线功率约束(Per-Antenna Power...近年来,多用户多输入多输出(Multiple-User Multiple-Input Multiple-Output,MU-MIMO)下行链路的预编码算法设计吸引了越来越多研究者的兴趣。然而目前并没有对基站端已知信道误差概率分布且约束条件为单天线功率约束(Per-Antenna Power Constraints,PAPCS)的情况下的线性预编码算法的研究。针对上述情况,以遍历和速率(Expected Sum Rate)最大化为优化准则,主要基于约束随机逐次凸近似(Constrained Stochastic Successive Convex Approximation,CSSCA)、二阶对偶法、交替方向乘子法(Alternating Direction Method of Multipliers,ADMM)及高斯随机化(Gaussian Randomization)设计了线性预编码算法。所提算法的适用场景更符合实际情况,而且实验仿真结果证明,算法的性能较好。展开更多
文摘A class of quasi-equilibrium problems and a class of constrained multiobjective games were introduced and studied in generalized convex spaces without linear structure. First, two existence theorems of solutions for quasi-equilibrium problems are proved in noncompact generalized convex spaces. Then, ar applications of the quasi-equilibrium existence theorem, several existence theorems of weighted Nash-equilibria and Pareto equilibria for the constrained multiobjective games are established in noncompact generalized convex spaces. These theorems improve, unify, and generalize the corresponding results of the multiobjective games in recent literatures.
文摘By applying a new existence theorem of quasi-equilibrium problems due to the author, some existence theorems of solutions for noncompact infinite optimization problems and noncompact constrained game problems are proved in generalized convex spaces without linear structure. These theorems improve and generalize a number of important results in recent literature.
基金supported by the Shanghai Pujiang Program (Grant No.06PJ14039)the Science Foundation of Shanghai Municipal Commission of Education (Grant No.06NS031)
文摘In this paper, a primal-dual path-following interior-point algorithm for linearly constrained convex optimization(LCCO) is presented.The algorithm is based on a new technique for finding a class of search directions and the strategy of the central path.At each iteration, only full-Newton steps are used.Finally, the favorable polynomial complexity bound for the algorithm with the small-update method is deserved, namely, O(√n log n /ε).
基金Supported by Fujian Natural Science Foundation(2016J01005)Strategic Priority Research Program of the Chinese Academy of Sciences(XDB18010202)
文摘In this paper, we propose and analyze an accelerated augmented Lagrangian method(denoted by AALM) for solving the linearly constrained convex programming. We show that the convergence rate of AALM is O(1/k^2) while the convergence rate of the classical augmented Lagrangian method(ALM) is O1 k. Numerical experiments on the linearly constrained 1-2minimization problem are presented to demonstrate the effectiveness of AALM.
文摘Active set method and gradient projection method are curre nt ly the main approaches for linearly constrained convex programming. Interior-po int method is one of the most effective choices for linear programming. In the p aper a predictor-corrector interior-point algorithm for linearly constrained c onvex programming under the predictor-corrector motivation was proposed. In eac h iteration, the algorithm first performs a predictor-step to reduce the dualit y gap and then a corrector-step to keep the points close to the central traject ory. Computations in the algorithm only require that the initial iterate be nonn egative while feasibility or strict feasibility is not required. It is proved th at the algorithm is equivalent to a level-1 perturbed composite Newton method. Numerical experiments on twenty-six standard test problems are made. The result s show that the proposed algorithm is stable and robust.
文摘A new class of constrained multiobjective games with infinite players in noncompact locally convex H-spaces without linear structure are introduced and studied.By applying a Fan-Glicksberg type fixed point theorem for upper semicontinuous set-valued mappings with closed acyclic values and a maximum theorem,several existence theorems of weighted Nath-equilibria and Pareto equilibria for the constrained multiobjective games are proved in noncompact locally convex H-spaces.These theorems improve,unify and generalize the corresponding results of the multiobjective games in recent literatures.
文摘A potential reduction algorithm is proposed for optimization of a convex function subject to linear constraints.At each step of the algorithm,a system of linear equations is solved to get a search direction and the Armijo's rule is used to determine a stepsize.It is proved that the algorithm is globally convergent.Computational results are reported.
文摘By extending the Levy wavefunction constrained search to Fock Space,one can define a wavefunction constrained search for electron densities in systems having noninteger number of electrons.For pure-state v-representable densities,the results are equivalent to what one would obtain with the zero-temperature grand canonical ensemble.In other cases,the wavefunction constrained search in Fock space presents an upper bound to the grand canonical ensemble functional.One advantage of the Fock-space wavefunction constrained search functional over the zero-temperature grand-canonical ensemble constrained search functional is that certain specific excited states(i.e.,those that are not ground-statev-representable) are the stationary points of the Fock-space functional.However,a potential disadvantage of the Fock-space constrained search functional is that it is not convex.
文摘The box-constrained weighted maximin dispersion problem is to find a point in an n-dimensional box such that the minimum of the weighted Euclidean distance from given m points is maximized. In this paper, we first reformulate the maximin dispersion problem as a non-convex quadratically constrained quadratic programming (QCQP) problem. We adopt the successive convex approximation (SCA) algorithm to solve the problem. Numerical results show that the proposed algorithm is efficient.
文摘This paper proposes projected gradient algorithms in association with using both trust region and line search techniques for convex constrained optimization problems. The mixed strategy is adopted which switches to back tracking steps when a trial projected gradient step produced by the trust region subproblem is unacceptable. A nonmonotone criterion is used to speed up the convergence progress in some curves with large curvature. A theoretical analysis is given which proves that the proposed algorithms are globally convergent and have local superlinear convergence rate under some reasonable conditions. The results of numerical experiments are reported to show the effectiveness of the proposed algorithms.
文摘近年来,多用户多输入多输出(Multiple-User Multiple-Input Multiple-Output,MU-MIMO)下行链路的预编码算法设计吸引了越来越多研究者的兴趣。然而目前并没有对基站端已知信道误差概率分布且约束条件为单天线功率约束(Per-Antenna Power Constraints,PAPCS)的情况下的线性预编码算法的研究。针对上述情况,以遍历和速率(Expected Sum Rate)最大化为优化准则,主要基于约束随机逐次凸近似(Constrained Stochastic Successive Convex Approximation,CSSCA)、二阶对偶法、交替方向乘子法(Alternating Direction Method of Multipliers,ADMM)及高斯随机化(Gaussian Randomization)设计了线性预编码算法。所提算法的适用场景更符合实际情况,而且实验仿真结果证明,算法的性能较好。