This paper discusses the two-block large-scale nonconvex optimization problem with general linear constraints.Based on the ideas of splitting and sequential quadratic optimization(SQO),a new feasible descent method fo...This paper discusses the two-block large-scale nonconvex optimization problem with general linear constraints.Based on the ideas of splitting and sequential quadratic optimization(SQO),a new feasible descent method for the discussed problem is proposed.First,we consider the problem of quadratic optimal(QO)approximation associated with the current feasible iteration point,and we split the QO into two small-scale QOs which can be solved in parallel.Second,a feasible descent direction for the problem is obtained and a new SQO-type method is proposed,namely,splitting feasible SQO(SF-SQO)method.Moreover,under suitable conditions,we analyse the global convergence,strong convergence and rate of superlinear convergence of the SF-SQO method.Finally,preliminary numerical experiments regarding the economic dispatch of a power system are carried out,and these show that the SF-SQO method is promising.展开更多
In this paper,we explore bound preserving and high-order accurate local discontinuous Galerkin(LDG)schemes to solve a class of chemotaxis models,including the classical Keller-Segel(KS)model and two other density-depe...In this paper,we explore bound preserving and high-order accurate local discontinuous Galerkin(LDG)schemes to solve a class of chemotaxis models,including the classical Keller-Segel(KS)model and two other density-dependent problems.We use the convex splitting method,the variant energy quadratization method,and the scalar auxiliary variable method coupled with the LDG method to construct first-order temporal accurate schemes based on the gradient flow structure of the models.These semi-implicit schemes are decoupled,energy stable,and can be extended to high accuracy schemes using the semi-implicit spectral deferred correction method.Many bound preserving DG discretizations are only worked on explicit time integration methods and are difficult to get high-order accuracy.To overcome these difficulties,we use the Lagrange multipliers to enforce the implicit or semi-implicit LDG schemes to satisfy the bound constraints at each time step.This bound preserving limiter results in the Karush-Kuhn-Tucker condition,which can be solved by an efficient active set semi-smooth Newton method.Various numerical experiments illustrate the high-order accuracy and the effect of bound preserving.展开更多
The objective of the paper is to develop a new algorithm for numerical solution of dynamic elastic-plastic strain hardening/softening problems. The gradient dependent model is adopted in the numerical model to overcom...The objective of the paper is to develop a new algorithm for numerical solution of dynamic elastic-plastic strain hardening/softening problems. The gradient dependent model is adopted in the numerical model to overcome the result mesh-sensitivity problem in the dynamic strain softening or strain localization analysis. The equations for the dynamic elastic-plastic problems are derived in terms of the parametric variational principle, which is valid for associated, non-associated and strain softening plastic constitutive models in the finite element analysis. The precise integration method, which has been widely used for discretization in time domain of the linear problems, is introduced for the solution of dynamic nonlinear equations. The new algorithm proposed is based on the combination of the parametric quadratic programming method and the precise integration method and has all the advantages in both of the algorithms. Results of numerical examples demonstrate not only the validity, but also the advantages of the algorithm proposed for the numerical solution of nonlinear dynamic problems.展开更多
A new algorithm for the solution of quadratic programming problemsis put forward in terms of the mixed energy theory and is furtherused for the incremental solution of elastic-plastic trussstructures. The method propo...A new algorithm for the solution of quadratic programming problemsis put forward in terms of the mixed energy theory and is furtherused for the incremental solution of elastic-plastic trussstructures. The method proposed is different from the traditionalone, for which the unknown variables are selected just in one classsuch as displacements or stresses. The present method selects thevariables in the mixed form with both displacement and stress. As themethod is established in the hybrid space, the information found inthe previous incremental step can be used for the solution of thepresent step, making the algorithm highly effi- cient in thenumerical solution process of quadratic programming problems. Theresults obtained in the exm- ples of the elastic-plastic solution ofthe truss structures verify what has been predicted in thetheoretical anal- ysis.展开更多
In this article, we compute the enclosures eigenvalues (upper and lower bounds) using the quadratic method. The Schrodinger operator (A) (harmonic and anharmonic oscillator model) has used as an example. We study a ne...In this article, we compute the enclosures eigenvalues (upper and lower bounds) using the quadratic method. The Schrodinger operator (A) (harmonic and anharmonic oscillator model) has used as an example. We study a new technique to get more accurate bounds. We compare our results with Boulton and Strauss method.展开更多
A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main proper...A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main properties of our method are: (i) it is well d.efined for the monotones SDCP; (ii) it has to solve just one linear system of equations at each step; (iii) it is shown to be both globally linearly convergent and locally quadratically convergent under suitable assumptions.展开更多
In this paper,two-stage stochastic quadratic programming problems with equality constraints are considered.By Monte Carlo simulation-based approximations of the objective function and its first(second)derivative,an in...In this paper,two-stage stochastic quadratic programming problems with equality constraints are considered.By Monte Carlo simulation-based approximations of the objective function and its first(second)derivative,an inexact Lagrange-Newton type method is proposed.It is showed that this method is globally convergent with probability one.In particular,the convergence is local superlinear under an integral approximation error bound condition.Moreover,this method can be easily extended to solve stochastic quadratic programming problems with inequality constraints.展开更多
In this paper, we apply the modified Adomian Decomposition Method to get the numerical solutions of Quadratic integral equations. The appearance of noise terms in Decomposition Method was investigated. The method was ...In this paper, we apply the modified Adomian Decomposition Method to get the numerical solutions of Quadratic integral equations. The appearance of noise terms in Decomposition Method was investigated. The method was described along with several examples.展开更多
In this paper we present a new method for solving the Stokes problem which is a constrained optimization method. The new method is simpler and requires less computation than the existing methods. In this method we tra...In this paper we present a new method for solving the Stokes problem which is a constrained optimization method. The new method is simpler and requires less computation than the existing methods. In this method we transform the Stokes problem into a quadratic programming problem and by solving it, the velocity and the pressure are obtained.展开更多
A one_step smoothing Newton method is proposed for solving the vertical linear complementarity problem based on the so_called aggregation function. The proposed algorithm has the following good features: (ⅰ) It solve...A one_step smoothing Newton method is proposed for solving the vertical linear complementarity problem based on the so_called aggregation function. The proposed algorithm has the following good features: (ⅰ) It solves only one linear system of equations and does only one line search at each iteration; (ⅱ) It is well_defined for the vertical linear complementarity problem with vertical block P 0 matrix and any accumulation point of iteration sequence is its solution.Moreover, the iteration sequence is bounded for the vertical linear complementarity problem with vertical block P 0+R 0 matrix; (ⅲ) It has both global linear and local quadratic convergence without strict complementarity. Many existing smoothing Newton methods do not have the property (ⅲ).展开更多
The paper presents an approach for avoiding and minimizing the complementary pivots in a simplex based solution method for a quadratic programming problem. The linearization of the problem is slightly changed so that ...The paper presents an approach for avoiding and minimizing the complementary pivots in a simplex based solution method for a quadratic programming problem. The linearization of the problem is slightly changed so that the simplex or interior point methods can solve with full speed. This is a big advantage as a complementary pivot algorithm will take roughly eight times as longer time to solve a quadratic program than the full speed simplex-method solving a linear problem of the same size. The strategy of the approach is in the assumption that the solution of the quadratic programming problem is near the feasible point closest to the stationary point assuming no constraints.展开更多
针对工业机械设备实时监测中不可控因素导致的振动信号数据缺失问题,提出一种基于自适应二次临近项交替方向乘子算法(adaptive quadratic proximity-alternating direction method of multipliers, AQ-ADMM)的压缩感知缺失信号重构方法...针对工业机械设备实时监测中不可控因素导致的振动信号数据缺失问题,提出一种基于自适应二次临近项交替方向乘子算法(adaptive quadratic proximity-alternating direction method of multipliers, AQ-ADMM)的压缩感知缺失信号重构方法。AQ-ADMM算法在经典交替方向乘子算法算法迭代过程中添加二次临近项,且能够自适应选取惩罚参数。首先在数据中心建立信号参考数据库用于构造初始字典,然后将K-奇异值分解(K-singular value decomposition, K-SVD)字典学习算法和AQ-ADMM算法结合重构缺失信号。对仿真信号和两种真实轴承信号数据集添加高斯白噪声后作为样本,试验结果表明当信号压缩率在50%~70%时,所提方法性能指标明显优于其它传统方法,在重构信号的同时实现了对含缺失数据机械振动信号的快速精确修复。展开更多
基金supported by the National Natural Science Foundation of China(12171106)the Natural Science Foundation of Guangxi Province(2020GXNSFDA238017 and 2018GXNSFFA281007)the Shanghai Sailing Program(21YF1430300)。
文摘This paper discusses the two-block large-scale nonconvex optimization problem with general linear constraints.Based on the ideas of splitting and sequential quadratic optimization(SQO),a new feasible descent method for the discussed problem is proposed.First,we consider the problem of quadratic optimal(QO)approximation associated with the current feasible iteration point,and we split the QO into two small-scale QOs which can be solved in parallel.Second,a feasible descent direction for the problem is obtained and a new SQO-type method is proposed,namely,splitting feasible SQO(SF-SQO)method.Moreover,under suitable conditions,we analyse the global convergence,strong convergence and rate of superlinear convergence of the SF-SQO method.Finally,preliminary numerical experiments regarding the economic dispatch of a power system are carried out,and these show that the SF-SQO method is promising.
文摘In this paper,we explore bound preserving and high-order accurate local discontinuous Galerkin(LDG)schemes to solve a class of chemotaxis models,including the classical Keller-Segel(KS)model and two other density-dependent problems.We use the convex splitting method,the variant energy quadratization method,and the scalar auxiliary variable method coupled with the LDG method to construct first-order temporal accurate schemes based on the gradient flow structure of the models.These semi-implicit schemes are decoupled,energy stable,and can be extended to high accuracy schemes using the semi-implicit spectral deferred correction method.Many bound preserving DG discretizations are only worked on explicit time integration methods and are difficult to get high-order accuracy.To overcome these difficulties,we use the Lagrange multipliers to enforce the implicit or semi-implicit LDG schemes to satisfy the bound constraints at each time step.This bound preserving limiter results in the Karush-Kuhn-Tucker condition,which can be solved by an efficient active set semi-smooth Newton method.Various numerical experiments illustrate the high-order accuracy and the effect of bound preserving.
文摘The objective of the paper is to develop a new algorithm for numerical solution of dynamic elastic-plastic strain hardening/softening problems. The gradient dependent model is adopted in the numerical model to overcome the result mesh-sensitivity problem in the dynamic strain softening or strain localization analysis. The equations for the dynamic elastic-plastic problems are derived in terms of the parametric variational principle, which is valid for associated, non-associated and strain softening plastic constitutive models in the finite element analysis. The precise integration method, which has been widely used for discretization in time domain of the linear problems, is introduced for the solution of dynamic nonlinear equations. The new algorithm proposed is based on the combination of the parametric quadratic programming method and the precise integration method and has all the advantages in both of the algorithms. Results of numerical examples demonstrate not only the validity, but also the advantages of the algorithm proposed for the numerical solution of nonlinear dynamic problems.
基金the National Natural Science Foundation of China(No.50178916,No.19732020 and No.19872016)the National Key Basic lteseareh Special Foundation(No.G1999032805)+1 种基金the Special Funds for Major State Basic Researeh Projectsthe Foundation for University Key Teachers by the Ministry of Education of China
文摘A new algorithm for the solution of quadratic programming problemsis put forward in terms of the mixed energy theory and is furtherused for the incremental solution of elastic-plastic trussstructures. The method proposed is different from the traditionalone, for which the unknown variables are selected just in one classsuch as displacements or stresses. The present method selects thevariables in the mixed form with both displacement and stress. As themethod is established in the hybrid space, the information found inthe previous incremental step can be used for the solution of thepresent step, making the algorithm highly effi- cient in thenumerical solution process of quadratic programming problems. Theresults obtained in the exm- ples of the elastic-plastic solution ofthe truss structures verify what has been predicted in thetheoretical anal- ysis.
文摘In this article, we compute the enclosures eigenvalues (upper and lower bounds) using the quadratic method. The Schrodinger operator (A) (harmonic and anharmonic oscillator model) has used as an example. We study a new technique to get more accurate bounds. We compare our results with Boulton and Strauss method.
基金This work was supported by the National Natural Science Foundation of China (10201001, 70471008)
文摘A noninterior continuation method is proposed for semidefinite complementarity problem (SDCP). This method improves the noninterior continuation methods recently developed for SDCP by Chen and Tseng. The main properties of our method are: (i) it is well d.efined for the monotones SDCP; (ii) it has to solve just one linear system of equations at each step; (iii) it is shown to be both globally linearly convergent and locally quadratically convergent under suitable assumptions.
基金Partly supported by the National Natural Science Foundation of China( 1 0 1 71 0 5 5 )
文摘In this paper,two-stage stochastic quadratic programming problems with equality constraints are considered.By Monte Carlo simulation-based approximations of the objective function and its first(second)derivative,an inexact Lagrange-Newton type method is proposed.It is showed that this method is globally convergent with probability one.In particular,the convergence is local superlinear under an integral approximation error bound condition.Moreover,this method can be easily extended to solve stochastic quadratic programming problems with inequality constraints.
文摘In this paper, we apply the modified Adomian Decomposition Method to get the numerical solutions of Quadratic integral equations. The appearance of noise terms in Decomposition Method was investigated. The method was described along with several examples.
文摘In this paper we present a new method for solving the Stokes problem which is a constrained optimization method. The new method is simpler and requires less computation than the existing methods. In this method we transform the Stokes problem into a quadratic programming problem and by solving it, the velocity and the pressure are obtained.
文摘A one_step smoothing Newton method is proposed for solving the vertical linear complementarity problem based on the so_called aggregation function. The proposed algorithm has the following good features: (ⅰ) It solves only one linear system of equations and does only one line search at each iteration; (ⅱ) It is well_defined for the vertical linear complementarity problem with vertical block P 0 matrix and any accumulation point of iteration sequence is its solution.Moreover, the iteration sequence is bounded for the vertical linear complementarity problem with vertical block P 0+R 0 matrix; (ⅲ) It has both global linear and local quadratic convergence without strict complementarity. Many existing smoothing Newton methods do not have the property (ⅲ).
文摘The paper presents an approach for avoiding and minimizing the complementary pivots in a simplex based solution method for a quadratic programming problem. The linearization of the problem is slightly changed so that the simplex or interior point methods can solve with full speed. This is a big advantage as a complementary pivot algorithm will take roughly eight times as longer time to solve a quadratic program than the full speed simplex-method solving a linear problem of the same size. The strategy of the approach is in the assumption that the solution of the quadratic programming problem is near the feasible point closest to the stationary point assuming no constraints.
文摘针对工业机械设备实时监测中不可控因素导致的振动信号数据缺失问题,提出一种基于自适应二次临近项交替方向乘子算法(adaptive quadratic proximity-alternating direction method of multipliers, AQ-ADMM)的压缩感知缺失信号重构方法。AQ-ADMM算法在经典交替方向乘子算法算法迭代过程中添加二次临近项,且能够自适应选取惩罚参数。首先在数据中心建立信号参考数据库用于构造初始字典,然后将K-奇异值分解(K-singular value decomposition, K-SVD)字典学习算法和AQ-ADMM算法结合重构缺失信号。对仿真信号和两种真实轴承信号数据集添加高斯白噪声后作为样本,试验结果表明当信号压缩率在50%~70%时,所提方法性能指标明显优于其它传统方法,在重构信号的同时实现了对含缺失数据机械振动信号的快速精确修复。