学科分类
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34 个结果
  • 简介:Inthispaper,wepresentasmoothingNewton-likemethodforsolvingnonlinearsystemsofequalitiesandinequalities.Byusingtheso-calledmaxfunction,wetransfertheinequalitiesintoasystemofsemismoothequalities.ThenasmoothingNewton-likemethodisproposedforsolvingthereformulatedsystem,whichonlyneedstosolveonesystemoflinearequationsandtoperformonelinesearchateachiteration.Theglobalandlocalquadraticconvergencearestudiedunderappropriateassumptions.Numericalexamplesshowthatthenewapproachiseffective.

  • 标签: NEWTON 非线性系统 不等式 平滑 线性方程组 二次收敛
  • 简介:InthispaperwediscusstheconvergenceofamodifiedNewton’smethodpresentedbyA.Ostrowski[1]andJ.F.Traub[2],whichhasquadraticconvergenceorderbutreducesoneevaluationofthederivativeateverytwostepscomparedwithNewton’smethod.Aconvergencetheoremisestablishedbyusingaweakconditiona≤3-2(21/2)andasharperrorestimateisgivenabouttheiterativesequence.

  • 标签: MODIFIED Newton’s METHOD CONVERGENCE majurant METHOD
  • 简介:AconicNewtonmethodisattractivebecauseitconvergestoalocalminimizzerrapidlyfromanysufficientlygoodinitialguess.However,itmaybeexpensivetosolvetheconicNewtonequationateachiterate.InthispaperweconsideraninexactconicNewtonmethod,whichsolvesthecouicNewtonequationoldyapproximatelyandinsonmunspecifiedmanner.Furthermore,weshowthatsuchmethodislocallyconvergentandcharacterizestheorderofconvergenceintermsoftherateofconvergenceoftherelativeresiduals.

  • 标签: INEXACT CONIC NEWTON method CONIC NEWTON
  • 简介:Recentexperiencehasshownthatinterior-pointmethodsusingalogbarrierapproacharefarsuperiortoclassicalsimplexmethodsforcomputingsolutionstolargeparametricquantileregressionproblems.Inmanylargeempiricalapplications,thedesignmatrixhasaverysparsestructure.Atypicalexampleistheclassicalfixed-effectmodelforpaneldatawheretheparametricdimensionofthemodelcanbequitelarge,butthenumberofnon-zeroelementsisquitesmall.AdoptingrecentdevelopmentsinsparselinearalgebraweintroduceamodifiedversionoftheFrisch-NewtonalgorithmforquantileregressiondescribedinPortnoyandKoenker[28].Thenewalgorithmsubstantiallyreducesthestorage(memory)requirementsandincreasescomputationalspeed.Themodifiedalgorithmalsofacilitatesthedevelopmentofnonparametricquantileregressionmethods.Thepseudodesignmatricesemployedinnonparametricquantileregressionsmoothingareinherentlysparseinboththefidelityandroughnesspenaltycomponents.ExploitingthesparsestructureoftheseproblemsopensupawholerangeofnewpossibilitiesformultivariatesmoothingonlargedatasetsviaANOVA-typedecompositionandpartiallinearmodels.

  • 标签: 分位数回归 弗里希-牛顿算法 稀疏线性代数 数理统计
  • 简介:Inthispaper,aswitchingmethodforunconstrainedminimizationisproposed.ThemethodisbasedonthemodifiedBFGSmethodandthemodifiedSR1method.Theeigenvaluesandconditionnumbersofboththemodifiedupdatesareevaluatedandusedintheswitchingrule.WhentheconditionnumberofthemodifiedSR1updateissuperiortothemodifiedBFGSupdate,thestepintheproposedquasi-NewtonmethodisthemodifiedSR1step.OtherwisethestepisthemodifiedBFGSstep.Theefficiencyoftheproposedmethodistestedbynumericalexperimentsonsmall,mediumandlargescaleoptimization.Thenumericalresultsarereportedandanalyzedtoshowthesuperiorityoftheproposedmethod.

  • 标签: 半牛顿方程 SR1方法 BFGS方法 大系统最优化 开关算法
  • 简介:Thispaperconsiderstheexistenceandasymptoticestimatesofglobalsolutionsandfinitetimeblowupoflocalsolutionofnon-Newtonfiltrationequationwithspecialmediumvoidofthefollowingform:{ut/|x|^2-△pu=u^q,(x,t)∈Ω×(0,T),u(x,t)=0,(x,t)∈ЭΩ×(0,T),u(x,0)=u0(x),u0(x)≥0,u0(x)全不等于0,where△pu=div(|△↓u|^p-2△↓u),ΩisasmoothboundeddomaininR^N(N≥3),0∈Ω,2

  • 标签: 非牛顿滤波方程 渐近估计 HARDY不等式 非牛顿流体
  • 简介:WestudyhowtousetheSR1updatetorealizeminimizationmethodsforproblemswherethestorageiscritical.Wegiveanupdateformulawhichgeneratesmatricesusinginformationfromthelastmiterations.Thenumericaltestsshowthatthemethodisefficent.

  • 标签: LARGE SCALE PROBLEM LIMITED MEMORY methods
  • 简介:WeprovideconvergenceresultsanderrorestimatesforNewton-likemethodsingeneralizedBanachspaces.TheideaofageneralizednormisusedwhichisdefinedtobeamapfromalinearspaceintoapartiallyorderedBanachspace.Convergenceresultsanderrorestimatesareimprovedcomparedwiththerealnormtheory.

  • 标签: ESTIMATES operators CONSCIOUS DERIVATIVE Operator HEIDELBERG
  • 简介:首先用微分中值定理推出了Newton-Leibniz公式,同时也用Newton-Leibniz公式推出了三个微分中值定理,从而证明了微分中值定理与Newton-Leibniz公式可互相证明.

  • 标签: 微分中值定理 NEWTON-LEIBNIZ公式 互相证明
  • 简介:Inthisstudy,weuseinexactnewtonmethodstofindsolutionsofnonlinear,nondifferenti-ableoperatorequationsonBanachspaceswithaconvergencestructure.ThistechniqueinvolvestheintroductionofageneralizednormasanoperatorfromalinearspaceintoapartiallyorderedBanachspace.Inthiswaythemetricpropertiesoftheexaminedproblemcanbeanalyzedmoreprecisely.Moreover,thisapproachallmvsustoderivefromthesametheorem,ontheonehand,semi-localresultsofKantorovich-type,andontheotherhand,globalresultsbasedonmono-tonicityconsiderations.Furthermore,iveshowthatspecialcasesofourresultsreducetothecorrespondingonesalreadyintheliterature.Finally>ourresultsareusedtosolveintegralequationsthatcannotbesolvedwithexistingmethods.

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  • 简介:在这篇论文,non-quasi-Newton“有用于非强迫的优化问题的不精确的线搜索的s家庭被学习。为non-quasi-Newton的一个新更改公式“sfamily被建议。如果,有任何一个Wolfe类型orArmijo类型线搜索的组成的算法全球性并且Q-superlinearly收敛,这被证明要最小化的功能hasLipschitz连续坡度。

  • 标签: 非准牛顿法 不精确线性搜索 整体收敛 非限制最优化
  • 简介:基于Thiele连分式,重新建立了求解非线性方程的经典的Newton迭代公式.为了避免求导数运算,采用差商可以近似代替导数的办法,得到Newton迭代方法的几个变体并给出了其收敛的阶数.最后,数值实例证实了这些迭代格式是有效的.

  • 标签: 连分式 NEWTON迭代 差商 收敛阶数
  • 简介:Inthispaperweimprovethetwoversionsofthetwo-sidedprojectedquasi-Newtonmethod-onewasproposedbyNocedal&Overtonin[1]andtheotherwasdiscussedinourpreviouspaper,byintroducingthreedifferentmeritfunctionstomakeinexactone-dimensionalsearches.Itisshownthattheseimprovedquasi-Newtonalgorithmshavegainedglobalconvergencepropertywhichisnotpossessedbytheoriginaltwoalgorithms.

  • 标签: projected sided MERIT gained QUASI possessed
  • 简介:InthispaperwereportasparsetruncatedNewtonalgorithmforhandlinglarge-scalesimpleboundnonlinearconstrainedminimixationproblem.ThetruncatedNewtonmethodisusedtoupdatethevariableswithindicesoutsideoftheactiveset,whiletheprojectedgradientmethodisusedtoupdatetheactivevariables.Ateachiterativelevel,thesearchdirectionconsistsofthreeparts,oneofwhichisasubspacetruncatedNewtondirection,theothertwoaresubspacegradientandmodifiedgradientdirections.ThesubspacetruncatedNewtondirectionisobtainedbysolvingasparsesystemoflinearequations.Theglobalconvergenceandquadraticconvergencerateofthealgorithmareprovedandsomenumericaltestsaregiven.

  • 标签: The TRUNCATED NEWTON method LARGE-SCALE SPARSE
  • 简介:Fortheimprovedtwo-sidedprojectedquasi-Newtonalgorithms,whichwerepresentedinPartI,weproveinthispaperthattheyarelocallyone-steportwo-stepsuperlinearlyconvergent.Numericaltestsarereportedthereafter.ResultsbysolvingasetoftypicalproblemsselectedfromliteraturehavedemonstratedtheextremeimportanceofthesemodificationsinmakingNocedal&Overton’soriginalmethonpractical.Furthermore,theseresultsshowthattheimprovedalgoritnmsareverycompetitiveincomparisonwithsomehighlypraisedsequentialquadraticprogrammingmethods.

  • 标签: LOCAL CONVERGENT projected sided SEQUENTIAL QUADRATIC
  • 简介:我们在伪Euclidean空间Rmm+n与索引m。我们导出基本几何数量的飘移拉普拉斯算符并且在伪距离功能获得他们的卷估计。最后,我们以吝啬的弯曲或高斯地图的图象在次要的生长条件下面证明刚硬结果。

  • 标签: S空间 伪欧氏空间 距离函数 拉普拉斯 平均曲率 刚度分析