An approach about large dynamic programming based on discrete linear system with a quadratic index function is proposed by importing two Lagrange multipliers.
In this paper, recent developments of some heuristic algorithms were discussed. The focus was laid on the improvements of ant-cycle (AC) algorithm based on the analysis of the performances of simulated annealing (SA) ...In this paper, recent developments of some heuristic algorithms were discussed. The focus was laid on the improvements of ant-cycle (AC) algorithm based on the analysis of the performances of simulated annealing (SA) and AC for the traveling salesman problem (TSP). The Metropolis rules in SA were applied to AC and turned out an improved AC. The computational results obtained from the case study indicated that the improved AC algorithm has advantages over the sheer SA or unmixed AC.展开更多
A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization pro...A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.展开更多
Based on the idea of Dikin-type primal-dual affine scaling method for linear program-ming,we describe a high-order Dikin-type algorithm for P_*(κ)-matrix linear complementarity problem in a wide neighborhood of the c...Based on the idea of Dikin-type primal-dual affine scaling method for linear program-ming,we describe a high-order Dikin-type algorithm for P_*(κ)-matrix linear complementarity problem in a wide neighborhood of the central path,and its polynomial-time complexity bound is given.Finally,two numerical experiments are provided to show the effectiveness of the proposed algorithms.展开更多
文摘An approach about large dynamic programming based on discrete linear system with a quadratic index function is proposed by importing two Lagrange multipliers.
文摘In this paper, recent developments of some heuristic algorithms were discussed. The focus was laid on the improvements of ant-cycle (AC) algorithm based on the analysis of the performances of simulated annealing (SA) and AC for the traveling salesman problem (TSP). The Metropolis rules in SA were applied to AC and turned out an improved AC. The computational results obtained from the case study indicated that the improved AC algorithm has advantages over the sheer SA or unmixed AC.
基金Project supported by the National Natural Science Foundation of China (Grant Nos.10571137,10771162)
文摘A mechanism for proving global convergence in filter-SQP (sequence of quadratic programming) method with the nonlinear complementarity problem (NCP) function is described for constrained nonlinear optimization problem.We introduce an NCP function into the filter and construct a new SQP-filter algorithm.Such methods are characterized by their use of the dominance concept of multi-objective optimization,instead of a penalty parameter whose adjustment can be problematic.We prove that the algorithm has global convergence and superlinear convergence rates under some mild conditions.
基金Foundation item: the Natural Science Foundation of Education Department of Hebei Province (No. D200613009).
文摘Based on the idea of Dikin-type primal-dual affine scaling method for linear program-ming,we describe a high-order Dikin-type algorithm for P_*(κ)-matrix linear complementarity problem in a wide neighborhood of the central path,and its polynomial-time complexity bound is given.Finally,two numerical experiments are provided to show the effectiveness of the proposed algorithms.