In this paper, we investigate the elastic wave full-waveform inversion (FWI) based on the trust region method. The FWI is an optimization problem of minimizing the misfit between the observed data and simulated data. ...In this paper, we investigate the elastic wave full-waveform inversion (FWI) based on the trust region method. The FWI is an optimization problem of minimizing the misfit between the observed data and simulated data. Usually</span><span style="font-family:"">,</span><span style="font-family:""> the line search method is used to update the model parameters iteratively. The line search method generates a search direction first and then finds a suitable step length along the direction. In the trust region method, it defines a trial step length within a certain neighborhood of the current iterate point and then solves a trust region subproblem. The theoretical methods for the trust region FWI with the Newton type method are described. The algorithms for the truncated Newton method with the line search strategy and for the Gauss-Newton method with the trust region strategy are presented. Numerical computations of FWI for the Marmousi model by the L-BFGS method, the Gauss-Newton method and the truncated Newton method are completed. The comparisons between the line search strategy and the trust region strategy are given and show that the trust region method is more efficient than the line search method and both the Gauss-Newton and truncated Newton methods are more accurate than the L-BFGS method.展开更多
In this paper, we combine the nonmonotone and adaptive techniques with trust region method for unconstrained minimization problems. We set a new ratio of the actual descent and predicted descent. Then, instead of the ...In this paper, we combine the nonmonotone and adaptive techniques with trust region method for unconstrained minimization problems. We set a new ratio of the actual descent and predicted descent. Then, instead of the monotone sequence, the nonmonotone sequence of function values are employed. With the adaptive technique, the radius of trust region △k can be adjusted automatically to improve the efficiency of trust region methods. By means of the Bunch-Parlett factorization, we construct a method with indefinite dogleg path for solving the trust region subproblem which can handle the indefinite approximate Hessian Bk. The convergence properties of the algorithm are established. Finally, detailed numerical results are reported to show that our algorithm is efficient.展开更多
In this paper, a new trust region algorithm for nonlinear equality constrained LC1 optimization problems is given. It obtains a search direction at each iteration not by solving a quadratic programming subprobiem with...In this paper, a new trust region algorithm for nonlinear equality constrained LC1 optimization problems is given. It obtains a search direction at each iteration not by solving a quadratic programming subprobiem with a trust region bound, but by solving a system of linear equations. Since the computational complexity of a QP-Problem is in general much larger than that of a system of linear equations, this method proposed in this paper may reduce the computational complexity and hence improve computational efficiency. Furthermore, it is proved under appropriate assumptions that this algorithm is globally and super-linearly convergent to a solution of the original problem. Some numerical examples are reported, showing the proposed algorithm can be beneficial from a computational point of view.展开更多
Combining a trust region method with a biased sampling method,a novel optimization strategy(TRBSKRG)based on a dynamic metamodel is proposed.Initial sampling points are selected by a maximin Latin hypercube design met...Combining a trust region method with a biased sampling method,a novel optimization strategy(TRBSKRG)based on a dynamic metamodel is proposed.Initial sampling points are selected by a maximin Latin hypercube design method,and the metamodel is constructed with Kriging functions.The global optimization algorithm is employed to perform the biased sampling by searching the maximum expectation improvement point or the minimum of surrogate prediction point within the trust region.And the trust region is updated according to the current known information.The iteration continues until the potential global solution of the true optimization problem satisfied the convergence conditions.Compared with the trust region method and the biased sampling method,the proposed optimization strategy can obtain the global optimal solution to the test case,in which improvements in computation efficiency are also shown.When applied to an aerodynamic design optimization problem,the aerodynamic performance of tandem UAV is improved while meeting the constraints,which verifies its engineering application.展开更多
A precise detection of the fault feature parameter of motor current is a new research hotspot in the broken rotor bar(BRB) fault diagnosis of induction motors. Discrete Fourier transform(DFT) is the most popular techn...A precise detection of the fault feature parameter of motor current is a new research hotspot in the broken rotor bar(BRB) fault diagnosis of induction motors. Discrete Fourier transform(DFT) is the most popular technique in this field, owing to low computation and easy realization. However, its accuracy is often limited by the data window length, spectral leakage, fence e ect, etc. Therefore, a new detection method based on a global optimization algorithm is proposed. First, a BRB fault current model and a residual error function are designed to transform the fault parameter detection problem into a nonlinear least-square problem. Because this optimization problem has a great number of local optima and needs to be resolved rapidly and accurately, a joint algorithm(called TR-MBPSO) based on a modified bare-bones particle swarm optimization(BPSO) and trust region(TR) is subsequently proposed. In the TR-MBPSO, a reinitialization strategy of inactive particle is introduced to the BPSO to enhance the swarm diversity and global search ability. Meanwhile, the TR is combined with the modified BPSO to improve convergence speed and accuracy. It also includes a global convergence analysis, whose result proves that the TR-MBPSO can converge to the global optimum with the probability of 1. Both simulations and experiments are conducted, and the results indicate that the proposed detection method not only has high accuracy of parameter estimation with short-time data window, e.g., the magnitude and frequency precision of the fault-related components reaches 10^(-4), but also overcomes the impacts of spectral leakage and non-integer-period sampling. The proposed research provides a new BRB detection method, which has enough precision to extract the parameters of the fault feature components.展开更多
A trust-region algorithm is presented for a nonlinear optimization problem of equality-constraints. The characterization of the algorithm is using inexact gradient information. Global convergence results are demonstra...A trust-region algorithm is presented for a nonlinear optimization problem of equality-constraints. The characterization of the algorithm is using inexact gradient information. Global convergence results are demonstrated where the gradient values are obeyed a simple relative error condition.展开更多
A new trust region algorithm for solving convex LC 1 optimization problem is presented.It is proved that the algorithm is globally convergent and the rate of convergence is superlinear under some reasonable assum...A new trust region algorithm for solving convex LC 1 optimization problem is presented.It is proved that the algorithm is globally convergent and the rate of convergence is superlinear under some reasonable assumptions.展开更多
A trust region method is proposed to solve the problem of microwave tomography,which is very difficult to be solved for its ill-posedness and nonlinearity. Compared with the Levenberg-Marquardt method, this method int...A trust region method is proposed to solve the problem of microwave tomography,which is very difficult to be solved for its ill-posedness and nonlinearity. Compared with the Levenberg-Marquardt method, this method introduces more a priori knowledge and might obtain better results, though the two methods are equal in some cases.展开更多
Trust region methods are powerful and effective optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. The adva...Trust region methods are powerful and effective optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. The advantages of the above two methods can be combined to form a more powerful method for constrained optimization. The trust region subproblem of our method is to minimize a conic function subject to the linearized constraints and trust region bound. At the same time, the new algorithm still possesses robust global properties. The global convergence of the new algorithm under standard conditions is established.展开更多
In this paper we present a filter-trust-region algorithm for solving LC1 unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorith...In this paper we present a filter-trust-region algorithm for solving LC1 unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorithm under reasonable assumptions.展开更多
In this paper, we present a new line search and trust region algorithm for unconstrained optimization problems. The trust region center locates at somewhere in the negative gradient direction with the current best ite...In this paper, we present a new line search and trust region algorithm for unconstrained optimization problems. The trust region center locates at somewhere in the negative gradient direction with the current best iterative point being on the boundary. By doing these, the trust region subproblems are constructed at a new way different with the traditional ones. Then, we test the efficiency of the new line search and trust region algorithm on some standard benchmarking. The computational results reveal that, for most test problems, the number of function and gradient calculations are reduced significantly.展开更多
In this paper,a new trust region algorithm for unconstrained LC^1 optimization problems is given.Compare with those existing trust regiion methods,this algorithm has a different feature:it obtains a stepsize at each i...In this paper,a new trust region algorithm for unconstrained LC^1 optimization problems is given.Compare with those existing trust regiion methods,this algorithm has a different feature:it obtains a stepsize at each iteration not by soloving a quadratic subproblem with a trust region bound,but by solving a system of linear equations.Thus it reduces computational complexity and improves computation efficlency,It is proven that this algorithm is globally convergent and locally superlinear under some conditions.展开更多
A trust region method combining with nonmonotone technique is proposed for solving symmetric nonlinear equations.The global convergence of the given method will be established under suitable conditions.Numerical resul...A trust region method combining with nonmonotone technique is proposed for solving symmetric nonlinear equations.The global convergence of the given method will be established under suitable conditions.Numerical results show that the method is interesting for the given problems.展开更多
The trust region method plays an important role in solving optimization problems. In this paper, we propose a new nonmonotone adaptive trust region method for solving unconstrained optimization problems. Actually, we ...The trust region method plays an important role in solving optimization problems. In this paper, we propose a new nonmonotone adaptive trust region method for solving unconstrained optimization problems. Actually, we combine a popular nonmonotone technique with an adaptive trust region algorithm. The new ratio to adjusting the next trust region radius is different from the ratio in the traditional trust region methods. Under some appropriate conditions, we show that the new algorithm has good global convergence and superlinear convergence.展开更多
In this paper we present a nonmonotone trust region method for nonlinear least squares problems with zero-residual and prove its convergence properties. The extensive numerical results are reported which show that the...In this paper we present a nonmonotone trust region method for nonlinear least squares problems with zero-residual and prove its convergence properties. The extensive numerical results are reported which show that the nonmonotone trust region method is generally superior to the usual trust region method.展开更多
It is well known that trust region methods are very effective for optimization problems. In this article, a new adaptive trust region method is presented for solving uncon- strained optimization problems. The proposed...It is well known that trust region methods are very effective for optimization problems. In this article, a new adaptive trust region method is presented for solving uncon- strained optimization problems. The proposed method combines a modified secant equation with the BFGS updated formula and an adaptive trust region radius, where the new trust region radius makes use of not only the function information but also the gradient information. Under suitable conditions, global convergence is proved, and we demonstrate the local superlinear convergence of the proposed method. The numerical results indicate that the proposed method is very efficient.展开更多
An active-set projected trust region algorithm is proposed for box constrained optimization problems, where the given algorithm is designed by three steps. First, the projected gradient direction which normally has be...An active-set projected trust region algorithm is proposed for box constrained optimization problems, where the given algorithm is designed by three steps. First, the projected gradient direction which normally has better numerical performance is introduced. Second, the projected trust region direction that often possesses good convergence is defined, where the matrix of trust region subproblem is updated by limited memory strategy. Third, in order to get both good numerical performance and convergence, the authors define the final search which is the convex combination of the projected gradient direction and the projected trust region direction. Under suitable conditions, the global convergence of the given algorithm is established. Numerical results show that the presented method is competitive to other similar methods.展开更多
In this paper, a projected gradient trust region algorithm for solving nonlinear equality systems with convex constraints is considered. The global convergence results are developed in a very general setting of comput...In this paper, a projected gradient trust region algorithm for solving nonlinear equality systems with convex constraints is considered. The global convergence results are developed in a very general setting of computing trial directions by this method combining with the line search technique. Close to the solution set this method is locally Q-superlinearly convergent under an error bound assumption which is much weaker than the standard nonsingularity condition.展开更多
文摘In this paper, we investigate the elastic wave full-waveform inversion (FWI) based on the trust region method. The FWI is an optimization problem of minimizing the misfit between the observed data and simulated data. Usually</span><span style="font-family:"">,</span><span style="font-family:""> the line search method is used to update the model parameters iteratively. The line search method generates a search direction first and then finds a suitable step length along the direction. In the trust region method, it defines a trial step length within a certain neighborhood of the current iterate point and then solves a trust region subproblem. The theoretical methods for the trust region FWI with the Newton type method are described. The algorithms for the truncated Newton method with the line search strategy and for the Gauss-Newton method with the trust region strategy are presented. Numerical computations of FWI for the Marmousi model by the L-BFGS method, the Gauss-Newton method and the truncated Newton method are completed. The comparisons between the line search strategy and the trust region strategy are given and show that the trust region method is more efficient than the line search method and both the Gauss-Newton and truncated Newton methods are more accurate than the L-BFGS method.
基金Supported by the NNSF(10231060 and 10501024)of Chinathe Specialized Research Fund(20040319003)of Doctoral Program of Higher Education of China+1 种基金the Natural Science Grant(BK2006214)of Jiangsu Province of Chinathe Foundation(2004NXY20)of Nanjing Xiaozhuang College.
文摘In this paper, we combine the nonmonotone and adaptive techniques with trust region method for unconstrained minimization problems. We set a new ratio of the actual descent and predicted descent. Then, instead of the monotone sequence, the nonmonotone sequence of function values are employed. With the adaptive technique, the radius of trust region △k can be adjusted automatically to improve the efficiency of trust region methods. By means of the Bunch-Parlett factorization, we construct a method with indefinite dogleg path for solving the trust region subproblem which can handle the indefinite approximate Hessian Bk. The convergence properties of the algorithm are established. Finally, detailed numerical results are reported to show that our algorithm is efficient.
文摘In this paper, a new trust region algorithm for nonlinear equality constrained LC1 optimization problems is given. It obtains a search direction at each iteration not by solving a quadratic programming subprobiem with a trust region bound, but by solving a system of linear equations. Since the computational complexity of a QP-Problem is in general much larger than that of a system of linear equations, this method proposed in this paper may reduce the computational complexity and hence improve computational efficiency. Furthermore, it is proved under appropriate assumptions that this algorithm is globally and super-linearly convergent to a solution of the original problem. Some numerical examples are reported, showing the proposed algorithm can be beneficial from a computational point of view.
基金Supported by the National Natural Science Foundation of China(11532002)
文摘Combining a trust region method with a biased sampling method,a novel optimization strategy(TRBSKRG)based on a dynamic metamodel is proposed.Initial sampling points are selected by a maximin Latin hypercube design method,and the metamodel is constructed with Kriging functions.The global optimization algorithm is employed to perform the biased sampling by searching the maximum expectation improvement point or the minimum of surrogate prediction point within the trust region.And the trust region is updated according to the current known information.The iteration continues until the potential global solution of the true optimization problem satisfied the convergence conditions.Compared with the trust region method and the biased sampling method,the proposed optimization strategy can obtain the global optimal solution to the test case,in which improvements in computation efficiency are also shown.When applied to an aerodynamic design optimization problem,the aerodynamic performance of tandem UAV is improved while meeting the constraints,which verifies its engineering application.
基金Supported by Fundamental Research Funds for the Central Universities(Grant No.2017XKQY032)
文摘A precise detection of the fault feature parameter of motor current is a new research hotspot in the broken rotor bar(BRB) fault diagnosis of induction motors. Discrete Fourier transform(DFT) is the most popular technique in this field, owing to low computation and easy realization. However, its accuracy is often limited by the data window length, spectral leakage, fence e ect, etc. Therefore, a new detection method based on a global optimization algorithm is proposed. First, a BRB fault current model and a residual error function are designed to transform the fault parameter detection problem into a nonlinear least-square problem. Because this optimization problem has a great number of local optima and needs to be resolved rapidly and accurately, a joint algorithm(called TR-MBPSO) based on a modified bare-bones particle swarm optimization(BPSO) and trust region(TR) is subsequently proposed. In the TR-MBPSO, a reinitialization strategy of inactive particle is introduced to the BPSO to enhance the swarm diversity and global search ability. Meanwhile, the TR is combined with the modified BPSO to improve convergence speed and accuracy. It also includes a global convergence analysis, whose result proves that the TR-MBPSO can converge to the global optimum with the probability of 1. Both simulations and experiments are conducted, and the results indicate that the proposed detection method not only has high accuracy of parameter estimation with short-time data window, e.g., the magnitude and frequency precision of the fault-related components reaches 10^(-4), but also overcomes the impacts of spectral leakage and non-integer-period sampling. The proposed research provides a new BRB detection method, which has enough precision to extract the parameters of the fault feature components.
文摘A trust-region algorithm is presented for a nonlinear optimization problem of equality-constraints. The characterization of the algorithm is using inexact gradient information. Global convergence results are demonstrated where the gradient values are obeyed a simple relative error condition.
基金Supported by the National Natural Science Foundation of P.R.China(1 9971 0 0 2 ) and the Subject ofBeijing Educational Committ
文摘A new trust region algorithm for solving convex LC 1 optimization problem is presented.It is proved that the algorithm is globally convergent and the rate of convergence is superlinear under some reasonable assumptions.
文摘A trust region method is proposed to solve the problem of microwave tomography,which is very difficult to be solved for its ill-posedness and nonlinearity. Compared with the Levenberg-Marquardt method, this method introduces more a priori knowledge and might obtain better results, though the two methods are equal in some cases.
文摘Trust region methods are powerful and effective optimization methods. The conic model method is a new type of method with more information available at each iteration than standard quadratic-based methods. The advantages of the above two methods can be combined to form a more powerful method for constrained optimization. The trust region subproblem of our method is to minimize a conic function subject to the linearized constraints and trust region bound. At the same time, the new algorithm still possesses robust global properties. The global convergence of the new algorithm under standard conditions is established.
基金Supported by CERG: CityU 101005 of the Government of Hong Kong SAR, Chinathe National Natural ScienceFoundation of China, the Specialized Research Fund of Doctoral Program of Higher Education of China (Grant No.20040319003)the Natural Science Fund of Jiangsu Province of China (Grant No. BK2006214)
文摘In this paper we present a filter-trust-region algorithm for solving LC1 unconstrained optimization problems which uses the second Dini upper directional derivative. We establish the global convergence of the algorithm under reasonable assumptions.
文摘In this paper, we present a new line search and trust region algorithm for unconstrained optimization problems. The trust region center locates at somewhere in the negative gradient direction with the current best iterative point being on the boundary. By doing these, the trust region subproblems are constructed at a new way different with the traditional ones. Then, we test the efficiency of the new line search and trust region algorithm on some standard benchmarking. The computational results reveal that, for most test problems, the number of function and gradient calculations are reduced significantly.
文摘In this paper,a new trust region algorithm for unconstrained LC^1 optimization problems is given.Compare with those existing trust regiion methods,this algorithm has a different feature:it obtains a stepsize at each iteration not by soloving a quadratic subproblem with a trust region bound,but by solving a system of linear equations.Thus it reduces computational complexity and improves computation efficlency,It is proven that this algorithm is globally convergent and locally superlinear under some conditions.
基金Supported by SF of Guangxi University(X061041)Supported by NSF of China(10761001)
文摘A trust region method combining with nonmonotone technique is proposed for solving symmetric nonlinear equations.The global convergence of the given method will be established under suitable conditions.Numerical results show that the method is interesting for the given problems.
文摘The trust region method plays an important role in solving optimization problems. In this paper, we propose a new nonmonotone adaptive trust region method for solving unconstrained optimization problems. Actually, we combine a popular nonmonotone technique with an adaptive trust region algorithm. The new ratio to adjusting the next trust region radius is different from the ratio in the traditional trust region methods. Under some appropriate conditions, we show that the new algorithm has good global convergence and superlinear convergence.
基金Supported by the National Natural Science Foundation of China (10231060), the Special Research Found of Doctoral Program of Higher Education of China(200d0319003 ), the Research Project of Xuzhou Institute of Technology( XKY200622).
基金State Major Key Project for Basic ResearchesDecision Making and Information System Laboratory+1 种基金 Academy of Science of China Natural Science Foundation of Tsinghua University.
文摘In this paper we present a nonmonotone trust region method for nonlinear least squares problems with zero-residual and prove its convergence properties. The extensive numerical results are reported which show that the nonmonotone trust region method is generally superior to the usual trust region method.
基金Supported by the National Natural Science Foundation of China(11661009)the Guangxi Science Fund for Distinguished Young Scholars(2015GXNSFGA139001)+1 种基金the Guangxi Natural Science Key Fund(2017GXNSFDA198046)the Basic Ability Promotion Project of Guangxi Young and Middle-Aged Teachers(2017KY0019)
文摘It is well known that trust region methods are very effective for optimization problems. In this article, a new adaptive trust region method is presented for solving uncon- strained optimization problems. The proposed method combines a modified secant equation with the BFGS updated formula and an adaptive trust region radius, where the new trust region radius makes use of not only the function information but also the gradient information. Under suitable conditions, global convergence is proved, and we demonstrate the local superlinear convergence of the proposed method. The numerical results indicate that the proposed method is very efficient.
基金supported by Guangxi Natural Science Foundation under Grant Nos.2012GXNSFAA053002 and 2012GXNSFAA053013the National Natural Science Foundation of China under Grant Nos.11261006,11161003,71101033,and 71001015
文摘An active-set projected trust region algorithm is proposed for box constrained optimization problems, where the given algorithm is designed by three steps. First, the projected gradient direction which normally has better numerical performance is introduced. Second, the projected trust region direction that often possesses good convergence is defined, where the matrix of trust region subproblem is updated by limited memory strategy. Third, in order to get both good numerical performance and convergence, the authors define the final search which is the convex combination of the projected gradient direction and the projected trust region direction. Under suitable conditions, the global convergence of the given algorithm is established. Numerical results show that the presented method is competitive to other similar methods.
基金Supported by the National Natural Science Foundation of China (10871130)the Research Fund for the Doctoral Program of Higher Education of China (20093127110005)the Scientific Computing Key Laboratory of Shanghai Universities
文摘In this paper, a projected gradient trust region algorithm for solving nonlinear equality systems with convex constraints is considered. The global convergence results are developed in a very general setting of computing trial directions by this method combining with the line search technique. Close to the solution set this method is locally Q-superlinearly convergent under an error bound assumption which is much weaker than the standard nonsingularity condition.