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4 个结果
  • 简介:ANEFFECTIVEIMPROVEMENTOFREMESALGORITHMXiongguijing;(熊规景)Xiesiqing(谢四清)(Inst.ofMath.Sci.,ChineseAcademyofSciences,430071Wuhan,...

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  • 简介:Inthispaper,anewgloballyconvergentalgorithmfornonlinearoptimizationproblemswithequalityandinequalityconstraintsispresented.ThenewalgorithmisofSQPtypewhichdeterminesasearchdirectionbysolvingaquadraticprogrammingsubproblemperiteration.Somerevisionsonthequadraticprogrammingsubproblemhavebeenmadeinsuchawaythattheassociatedconstraintregionisnonemptyforeachpointxgeneratedbythealgorithm,i.e.,thesubproblemsalwayshaveoptimalsolutions.Thenewalgorithmhastwoimportantproperties.Thecomputationofrevisionparameterforguaranteeingtheconsistencyofquadraticsubproblemandthecomputationofthesecondordercorrectionstepforsuperlinearconvergenceusethesameinverseofamatrixperiteration,sothecomputationamountofthenewalgorithmwillnotbeincreasedmuchmorethanotherSQPtypealgorithms;Anotheristhatthenewalgorithmcangiveautomaticallyafeasiblepointasastartingpointforthequadraticsubproblemsperiteration,thiswillobivouslysimplifythecomputationprocedureofthesubproblems.Somenumericalresultsarereported.

  • 标签: CONSTRAINED optimization SQP method consistency feasible
  • 简介:Inthispaperweconsidertheeffectivereducibilityofthefollowinglineardifferentialequation:x=(A+∈Q(t,∈))x,|∈|≤∈0,whereAisaconstantmatrix,Q(t,e)isquasiperiodicint,andeisasmallperturbationparameter.WeprovethatiftheeigenvaluesofAandthebasicfrequenciesofQsatisfysomenon-resonantconditions,thelineardifferentialequationcanbereducedtoy=(A^*(∈)+R^*(t,∈))y,|∈|≤∈o,whereR^*isexponentiallysmallin∈.

  • 标签: 线性微分方程 有效还原性 准周期性 时滞方程
  • 简介:复杂系统除了受到不确定性的影响以外,还常常演化为多重时间尺度和(或)多重空间尺度。因此,相应的随机偏微分方程模型包含了时间空间上的多尺度。段金桥与王伟的新书《EffectiveDynamicsofStochasticPartialDifferentialEquations(随机偏微分方程的有效动力学)》重点研究具有快慢时间尺度及大小空间尺度的随机偏微分方程,将平均、慢流形、均匀化等基本技巧发展到随机偏微分方程中,从中萃取出有效动力学。这本书之所以提出有效动力学的原因有二:一方面,有效动力学正

  • 标签: 随机偏微分方程 空间尺度 匀化 时间尺度 学正 时间空间