In this paper, a QP-free feasible method with piecewise NCP functions is proposed for nonlinear inequality constrained optimization problems. The new NCP functions are piecewise linear-rational, regular pseudo-smooth...In this paper, a QP-free feasible method with piecewise NCP functions is proposed for nonlinear inequality constrained optimization problems. The new NCP functions are piecewise linear-rational, regular pseudo-smooth and have nice properties. This method is based on the solutions of linear systems of equation reformulation of KKT optimality conditions, by using the piecewise NCP functions. This method is implementable and globally convergent without assuming the strict complementarity condition, the isolatedness of accumulation points. Purr thermore, the gradients of active constraints are not requested to be linearly independent. The submatrix which may be obtained by quasi-Newton methods, is not requested to be uniformly positive definite. Preliminary numerical results indicate that this new QP-free method is quite promising.展开更多
The authors establish a general monotonicity formula for the following elliptic system △ui＋fi（x,ui,…,um）=0 in Ω,where Ω belong to belong to R^n is a regular domain, （fi（x, u1,... ,um）） = △↓F（x,→↑u）, F...The authors establish a general monotonicity formula for the following elliptic system △ui＋fi（x,ui,…,um）=0 in Ω,where Ω belong to belong to R^n is a regular domain, （fi（x, u1,... ,um）） = △↓F（x,→↑u）, F（x,→↑u ） is a given smooth function of x ∈ R^n and →↑u = （u1,…,um） ∈ R^m. The system comes from understanding the stationary case of Ginzburg-Landau model. A new monotonicity formula is also set up for the following parabolic systemδtui-△ui-fi（x,ui,…,um）=0 in（ti,t2）×R^n,where t1 〈 t2 are two constants, （fi（x,→↑u ） is given as above. The new monotonicity formulae are focused more attention on the monotonicity of nonlinear terms. The new point of the results is that an index β is introduced to measure the monotonicity of the nonlinear terms in the problems. The index β in the study of monotonieity formulae is useful in understanding the behavior of blow-up sequences of solutions. Another new feature is that the previous monotonicity formulae are extended to nonhomogeneous nonlinearities. As applications, the Ginzburg-Landau model and some different generalizations to the free boundary problems are studied.展开更多
This paper introduces some new generalizations of the concept of （~, p）-invexity for non- differentiable locally Lipschitz functions using the tools of Clarke subdifferential. These functions are used to derive the ...This paper introduces some new generalizations of the concept of （~, p）-invexity for non- differentiable locally Lipschitz functions using the tools of Clarke subdifferential. These functions are used to derive the necessary and sufficient optimality conditions for a class of nonsmooth semi-infinite minmax programming problems, where set of restrictions are indexed in a compact set. Utilizing the sufficient optimality conditions, the authors formulate three types of dual models and establish weak and strong duality results. The results of the paper extend and unify naturally some earlier results from the literature.展开更多
For the semi-infinite programming （SIP） problem, the authors first convert it into an equivalent nonlinear programming problem with only one inequality constraint by using an integral function, and then propose a sm...For the semi-infinite programming （SIP） problem, the authors first convert it into an equivalent nonlinear programming problem with only one inequality constraint by using an integral function, and then propose a smooth penalty method based on a class of smooth functions. The main feature of this method is that the global solution of the penalty function is not necessarily solved at each iteration, and under mild assumptions, the method is always feasible and efficient when the evaluation of the integral function is not very expensive. The global convergence property is obtained in the absence of any constraint qualifications, that is, any accumulation point of the sequence generated by the algorithm is the solution of the SIP. Moreover, the authors show a perturbation theorem of the method and obtain several interesting results. Furthermore, the authors show that all iterative points remain feasible after a finite number of iterations under the Mangasarian-Fromovitz constraint qualification. Finally, numerical results are given.展开更多
基金supported by the Natural science Foundation of China(10371089,10571137)
文摘In this paper, a QP-free feasible method with piecewise NCP functions is proposed for nonlinear inequality constrained optimization problems. The new NCP functions are piecewise linear-rational, regular pseudo-smooth and have nice properties. This method is based on the solutions of linear systems of equation reformulation of KKT optimality conditions, by using the piecewise NCP functions. This method is implementable and globally convergent without assuming the strict complementarity condition, the isolatedness of accumulation points. Purr thermore, the gradients of active constraints are not requested to be linearly independent. The submatrix which may be obtained by quasi-Newton methods, is not requested to be uniformly positive definite. Preliminary numerical results indicate that this new QP-free method is quite promising.
基金Project supported by the National Natural Science Foundation of China (No. 10631020)the Specialized Research Fund for the Doctoral Program of Higher Education (No. 20060003002)
文摘The authors establish a general monotonicity formula for the following elliptic system △ui＋fi（x,ui,…,um）=0 in Ω,where Ω belong to belong to R^n is a regular domain, （fi（x, u1,... ,um）） = △↓F（x,→↑u）, F（x,→↑u ） is a given smooth function of x ∈ R^n and →↑u = （u1,…,um） ∈ R^m. The system comes from understanding the stationary case of Ginzburg-Landau model. A new monotonicity formula is also set up for the following parabolic systemδtui-△ui-fi（x,ui,…,um）=0 in（ti,t2）×R^n,where t1 〈 t2 are two constants, （fi（x,→↑u ） is given as above. The new monotonicity formulae are focused more attention on the monotonicity of nonlinear terms. The new point of the results is that an index β is introduced to measure the monotonicity of the nonlinear terms in the problems. The index β in the study of monotonieity formulae is useful in understanding the behavior of blow-up sequences of solutions. Another new feature is that the previous monotonicity formulae are extended to nonhomogeneous nonlinearities. As applications, the Ginzburg-Landau model and some different generalizations to the free boundary problems are studied.
基金supported by the National Board of Higher Mathematics(NBHM)Department of Atomic Energy,India,under Grant No.2/40(12)/2014/R&D-II/10054
文摘This paper introduces some new generalizations of the concept of （~, p）-invexity for non- differentiable locally Lipschitz functions using the tools of Clarke subdifferential. These functions are used to derive the necessary and sufficient optimality conditions for a class of nonsmooth semi-infinite minmax programming problems, where set of restrictions are indexed in a compact set. Utilizing the sufficient optimality conditions, the authors formulate three types of dual models and establish weak and strong duality results. The results of the paper extend and unify naturally some earlier results from the literature.
基金supported by the National Natural Science Foundation of China under Grant Nos.10971118, 10701047 and 10901096the Natural Science Foundation of Shandong Province under Grant Nos. ZR2009AL019 and BS2010SF010
文摘For the semi-infinite programming （SIP） problem, the authors first convert it into an equivalent nonlinear programming problem with only one inequality constraint by using an integral function, and then propose a smooth penalty method based on a class of smooth functions. The main feature of this method is that the global solution of the penalty function is not necessarily solved at each iteration, and under mild assumptions, the method is always feasible and efficient when the evaluation of the integral function is not very expensive. The global convergence property is obtained in the absence of any constraint qualifications, that is, any accumulation point of the sequence generated by the algorithm is the solution of the SIP. Moreover, the authors show a perturbation theorem of the method and obtain several interesting results. Furthermore, the authors show that all iterative points remain feasible after a finite number of iterations under the Mangasarian-Fromovitz constraint qualification. Finally, numerical results are given.
