Mathematical programs with complementarity constraints(MPCC) is an important subclass of MPEC.It is a natural way to solve MPCC by constructing a suitable approximation of the primal problem.In this paper,we propose a...Mathematical programs with complementarity constraints(MPCC) is an important subclass of MPEC.It is a natural way to solve MPCC by constructing a suitable approximation of the primal problem.In this paper,we propose a new smoothing method for MPCC by using the aggregation technique.A new SQP algorithm for solving the MPCC problem is presented.At each iteration,the master direction is computed by solving a quadratic program,and the revised direction for avoiding the Maratos effect is generated by an explicit formula.As the non-degeneracy condition holds and the smoothing parameter tends to zero,the proposed SQP algorithm converges globally to an S-stationary point of the MPEC problem,its convergence rate is superlinear.Some preliminary numerical results are reported.展开更多
RF superconducting cavities can work in CW mode or long pulse mode.RF superconducting technology is widely used in particle accelerators.The development of RF superconductivity is limited by the material,surface treat...RF superconducting cavities can work in CW mode or long pulse mode.RF superconducting technology is widely used in particle accelerators.The development of RF superconductivity is limited by the material,surface treatment and installation.SRF technology is improved greatly after dozens of years'researches.Lots of techniques and experiences have been accumulated by running superconducting accelerators.In recent years,researches and developments have been carried out for future large scientific project.New cavity shape and superconducting cavities made of large grain niobium are the hot frontiers in SRF field.Energy Recovery Linacs have been developed in recent years.ERLs has many advantages such as high efficiency,energy saving,good stability,low radiation level,etc.ERLs are more and more used in advanced light sources and free electron laser facilities.展开更多
The authors propose a dwindling filter algorithm with Zhou's modified subproblem for nonlinear inequality constrained optimization.The feasibility restoration phase,which is always used in the traditional filter m...The authors propose a dwindling filter algorithm with Zhou's modified subproblem for nonlinear inequality constrained optimization.The feasibility restoration phase,which is always used in the traditional filter method,is not needed.Under mild conditions,global convergence and local superlinear convergence rates are obtained.Numerical results demonstrate that the new algorithm is effective.展开更多
In this paper, we discuss the convergence of the Broyden algorithms withrevised search direction. Under some inexact line searches, we prove that the algorithms areglobally convergent for continuously differentiable f...In this paper, we discuss the convergence of the Broyden algorithms withrevised search direction. Under some inexact line searches, we prove that the algorithms areglobally convergent for continuously differentiable functions and the rate of convergence of thealgorithms is one-step superlinear and n-step second-order for uniformly convex objective functions.展开更多
We propose sieve M-estimator for a semi-functional linear model in which the scalar response is explained by a linear operator of functional predictor and smooth functions of some real-valued random variables.Spline e...We propose sieve M-estimator for a semi-functional linear model in which the scalar response is explained by a linear operator of functional predictor and smooth functions of some real-valued random variables.Spline estimators of the functional coefficient and the smooth functions are considered,and by selecting appropriate knot numbers the optimal convergence rate and the asymptotic normality can be obtained under some mild conditions.Some simulation results and a real data example are presented to illustrate the performance of our estimation method.展开更多
This paper studies estimation in partial functional linear quantile regression in which the dependent variable is related to both a vector of finite length and a function-valued random variable as predictor variables....This paper studies estimation in partial functional linear quantile regression in which the dependent variable is related to both a vector of finite length and a function-valued random variable as predictor variables. The slope function is estimated by the functional principal component basis. The asymptotic distribution of the estimator of the vector of slope parameters is derived and the global convergence rate of the quantile estimator of unknown slope function is established under suitable norm. It is showed that this rate is optirnal in a minimax sense under some smoothness assumptions on the covariance kernel of the covariate and the slope function. The convergence rate of the mean squared prediction error for the proposed estimators is also established. Finite sample properties of our procedures are studied through Monte Carlo simulations. A real data example about Berkeley growth data is used to illustrate our proposed methodology.展开更多
This paper proposes a filter secant method with nonmonotone line search for non-linearequality constrained optimization.The Hessian of the Lagrangian is approximated using the BFGSsecant update.This new method has mor...This paper proposes a filter secant method with nonmonotone line search for non-linearequality constrained optimization.The Hessian of the Lagrangian is approximated using the BFGSsecant update.This new method has more flexibility for the acceptance of the trial step and requires lesscomputational costs compared with the monotone one.The global and local convergence of the proposedmethod are given under some reasonable conditions.Further,two-step Q-superlinear convergence rateis established by introducing second order correction step.The numerical experiments are reported toshow the effectiveness of the proposed algorithm.展开更多
This paper proposes an inexact SQP method in association with line search filter technique for solving nonlinear equality constrained optimization. For large-scale applications, it is expensive to get an exact search ...This paper proposes an inexact SQP method in association with line search filter technique for solving nonlinear equality constrained optimization. For large-scale applications, it is expensive to get an exact search direction, and hence the authors use an inexact method that finds an approximate solution satisfying some appropriate conditions. The global convergence of the proposed algorithm is established by using line search filter technique. The second-order correction step is used to overcome the Maratos effect, while the line search filter inexact SQP method has q-superlinear local convergence rate. Finally, the results of numerical experiments indicate that the proposed method is efficient for the given test problems.展开更多
This paper addresses the leader-following consensus problem of linear multi-agent systems(MASs) with communication noise. Each agent's dynamical behavior is described by a linear multi-input and multi-output(MIMO)...This paper addresses the leader-following consensus problem of linear multi-agent systems(MASs) with communication noise. Each agent's dynamical behavior is described by a linear multi-input and multi-output(MIMO) system, and the agent's full state is assumed to be unavailable. To deal with this challenge, a state observer is constructed to estimate the agent's full state. A dynamic output-feedback based protocol that is based on the estimated state is proposed. To mitigate the effect of communication noise, noise-attenuation gains are also introduced into the proposed protocol. In this study, each agent is allowed to have its own noise-attenuation gain. It is shown that the proposed protocol can solve the mean square leader-following consensus problem of a linear MIMO MAS. Moreover, if all noise-attenuation gains are of Q(t-β), where b∈(0,1), the convergence rate of the MAS can be quantitatively analyzed. It turns out that all followers' states converge to the leader's state in the mean square sense at a rate of O(t-β).展开更多
Ship maneuverability, in the field of ship engineering, is often predicted by maneuvering motion group (MMG) mathematical model. Then it is necessary to determine hydrodynamic coefficients and interaction force coef...Ship maneuverability, in the field of ship engineering, is often predicted by maneuvering motion group (MMG) mathematical model. Then it is necessary to determine hydrodynamic coefficients and interaction force coefficients of the model. Based on the data of free running model test, the problem for obtaining these coefficients is called inverse one. For the inverse problem, ill-posedness is inherent, nonlinearity and great computation happen, and the computation is also insensitive, unstable and time-consuming. In the paper, a regularization method is introduced to solve ill-posed problem and genetic algorithm is used for nonlinear motion of ship maneuvering. In addition, the immunity is applied to solve the prematurity, to promote the global searching ability and to increase the converging speed. The combination of regularization method and immune genetic algorithm(RIGA) applied in MMG mathematical model, showed rapid converging speed and good stability.展开更多
基金supported by the National Natural Science Foundation of China(No.10861005)the Natural Science Foundation of Guangxi Province (No.0728206)the Innovation Project of Guangxi Graduate Education(No. 2009105950701M29).
文摘Mathematical programs with complementarity constraints(MPCC) is an important subclass of MPEC.It is a natural way to solve MPCC by constructing a suitable approximation of the primal problem.In this paper,we propose a new smoothing method for MPCC by using the aggregation technique.A new SQP algorithm for solving the MPCC problem is presented.At each iteration,the master direction is computed by solving a quadratic program,and the revised direction for avoiding the Maratos effect is generated by an explicit formula.As the non-degeneracy condition holds and the smoothing parameter tends to zero,the proposed SQP algorithm converges globally to an S-stationary point of the MPEC problem,its convergence rate is superlinear.Some preliminary numerical results are reported.
文摘RF superconducting cavities can work in CW mode or long pulse mode.RF superconducting technology is widely used in particle accelerators.The development of RF superconductivity is limited by the material,surface treatment and installation.SRF technology is improved greatly after dozens of years'researches.Lots of techniques and experiences have been accumulated by running superconducting accelerators.In recent years,researches and developments have been carried out for future large scientific project.New cavity shape and superconducting cavities made of large grain niobium are the hot frontiers in SRF field.Energy Recovery Linacs have been developed in recent years.ERLs has many advantages such as high efficiency,energy saving,good stability,low radiation level,etc.ERLs are more and more used in advanced light sources and free electron laser facilities.
基金supported by the National Natural Science Foundation of China(Nos.11201304,11371253)the Innovation Program of Shanghai Municipal Education Commission(No.12YZ174)the Group of Accounting and Governance Disciplines(No.10kq03)
文摘The authors propose a dwindling filter algorithm with Zhou's modified subproblem for nonlinear inequality constrained optimization.The feasibility restoration phase,which is always used in the traditional filter method,is not needed.Under mild conditions,global convergence and local superlinear convergence rates are obtained.Numerical results demonstrate that the new algorithm is effective.
基金This research is supported by Ministry of Education P. R. C.
文摘In this paper, we discuss the convergence of the Broyden algorithms withrevised search direction. Under some inexact line searches, we prove that the algorithms areglobally convergent for continuously differentiable functions and the rate of convergence of thealgorithms is one-step superlinear and n-step second-order for uniformly convex objective functions.
基金supported by National Natural Science Foundation of China(Grant Nos.71420107025,11071022,11231010 and 11471223)the Innovation Foundation of Beijing University of Aeronautics and Astronautics for Ph.D.graduates(Grant No.YWF-14-YJSY-027)+2 种基金the National High Technology Research and Development Program of China(863 Program)(Grant No.SS2014AA012303)Beijing Center for Mathematics and Information Interdisciplinary Sciences,Key Project of Beijing Municipal Educational Commission(Grant No.KZ201410028030)Youth Doctor Development Funding Project for"121"Human Resources of Central University of Finance and Economics(Grant No.QBJ1423)
文摘We propose sieve M-estimator for a semi-functional linear model in which the scalar response is explained by a linear operator of functional predictor and smooth functions of some real-valued random variables.Spline estimators of the functional coefficient and the smooth functions are considered,and by selecting appropriate knot numbers the optimal convergence rate and the asymptotic normality can be obtained under some mild conditions.Some simulation results and a real data example are presented to illustrate the performance of our estimation method.
基金supported by National Natural Science Foundation of China(Grant No.11071120)
文摘This paper studies estimation in partial functional linear quantile regression in which the dependent variable is related to both a vector of finite length and a function-valued random variable as predictor variables. The slope function is estimated by the functional principal component basis. The asymptotic distribution of the estimator of the vector of slope parameters is derived and the global convergence rate of the quantile estimator of unknown slope function is established under suitable norm. It is showed that this rate is optirnal in a minimax sense under some smoothness assumptions on the covariance kernel of the covariate and the slope function. The convergence rate of the mean squared prediction error for the proposed estimators is also established. Finite sample properties of our procedures are studied through Monte Carlo simulations. A real data example about Berkeley growth data is used to illustrate our proposed methodology.
基金supported by the National Science Foundation of China under Grant No. 10871130the Ph.D. Foundation under Grant No. 20093127110005+1 种基金the Shanghai Leading Academic Discipline Project under Grant No. S30405the Shanghai Finance Budget Project under Grant Nos. 1139IA0013 and 1130IA15
文摘This paper proposes a filter secant method with nonmonotone line search for non-linearequality constrained optimization.The Hessian of the Lagrangian is approximated using the BFGSsecant update.This new method has more flexibility for the acceptance of the trial step and requires lesscomputational costs compared with the monotone one.The global and local convergence of the proposedmethod are given under some reasonable conditions.Further,two-step Q-superlinear convergence rateis established by introducing second order correction step.The numerical experiments are reported toshow the effectiveness of the proposed algorithm.
基金supported by the National Science Foundation Grant under Grant No.10871130the Shanghai Leading Academic Discipline Project under Grant No.T0401
文摘This paper proposes an inexact SQP method in association with line search filter technique for solving nonlinear equality constrained optimization. For large-scale applications, it is expensive to get an exact search direction, and hence the authors use an inexact method that finds an approximate solution satisfying some appropriate conditions. The global convergence of the proposed algorithm is established by using line search filter technique. The second-order correction step is used to overcome the Maratos effect, while the line search filter inexact SQP method has q-superlinear local convergence rate. Finally, the results of numerical experiments indicate that the proposed method is efficient for the given test problems.
基金supported by the National Natural Science Foundation of China(Grant Nos.6142231061370032+2 种基金61225017&61421004)Beijing Nova Program(Grant No.Z121101002512066)Guangdong Provincial Natural Science Foundation(Grant No.2014A030313266)
文摘This paper addresses the leader-following consensus problem of linear multi-agent systems(MASs) with communication noise. Each agent's dynamical behavior is described by a linear multi-input and multi-output(MIMO) system, and the agent's full state is assumed to be unavailable. To deal with this challenge, a state observer is constructed to estimate the agent's full state. A dynamic output-feedback based protocol that is based on the estimated state is proposed. To mitigate the effect of communication noise, noise-attenuation gains are also introduced into the proposed protocol. In this study, each agent is allowed to have its own noise-attenuation gain. It is shown that the proposed protocol can solve the mean square leader-following consensus problem of a linear MIMO MAS. Moreover, if all noise-attenuation gains are of Q(t-β), where b∈(0,1), the convergence rate of the MAS can be quantitatively analyzed. It turns out that all followers' states converge to the leader's state in the mean square sense at a rate of O(t-β).
文摘Ship maneuverability, in the field of ship engineering, is often predicted by maneuvering motion group (MMG) mathematical model. Then it is necessary to determine hydrodynamic coefficients and interaction force coefficients of the model. Based on the data of free running model test, the problem for obtaining these coefficients is called inverse one. For the inverse problem, ill-posedness is inherent, nonlinearity and great computation happen, and the computation is also insensitive, unstable and time-consuming. In the paper, a regularization method is introduced to solve ill-posed problem and genetic algorithm is used for nonlinear motion of ship maneuvering. In addition, the immunity is applied to solve the prematurity, to promote the global searching ability and to increase the converging speed. The combination of regularization method and immune genetic algorithm(RIGA) applied in MMG mathematical model, showed rapid converging speed and good stability.