A global convergent algorithm is proposed to solve bilevel linear fractional-linear programming, which is a special class of bilevel programming. In our algorithm, replacing the lower level problem by its dual gap equ...A global convergent algorithm is proposed to solve bilevel linear fractional-linear programming, which is a special class of bilevel programming. In our algorithm, replacing the lower level problem by its dual gap equaling to zero, the bilevel linear fractional-linear programming is transformed into a traditional sin- gle level programming problem, which can be transformed into a series of linear fractional programming problem. Thus, the modi- fied convex simplex method is used to solve the infinite linear fractional programming to obtain the global convergent solution of the original bilevel linear fractional-linear programming. Finally, an example demonstrates the feasibility of the proposed algorithm.展开更多
Hardware/software partitioning is an important step in the design of embedded systems. In this paper, the hardware/software partitioning problem is modeled as a constrained binary integer programming problem, which is...Hardware/software partitioning is an important step in the design of embedded systems. In this paper, the hardware/software partitioning problem is modeled as a constrained binary integer programming problem, which is further converted equivalently to an unconstrained binary integer programming problem by a penalty method. A local search method, HSFM, is developed to obtain a discrete local minimizer of the unconstrained binary integer programming problem. Next, an auxiliary function, which has the same global optimal solutions as the unconstrained binary integer programming problem, is constructed, and its properties are studied. We show that applying HSFM to minimize the auxiliary function can escape from previous local optima by the increase of the parameter value successfully. Finally, a discrete dynamic convexized method is developed to solve the hardware/software partitioning problem. Computational results and comparisons indicate that the proposed algorithm can get high-quality solutions.展开更多
Two non-probabilistic, set-theoretical methods for determining the maximum and minimum impulsive responses of structures to uncertain-but-bounded impulses are presented. They are, respectively, based on the theories o...Two non-probabilistic, set-theoretical methods for determining the maximum and minimum impulsive responses of structures to uncertain-but-bounded impulses are presented. They are, respectively, based on the theories of interval mathematics and convex models. The uncertain-but-bounded impulses are assumed to be a convex set, hyper-rectangle or ellipsoid. For the two non-probabilistic methods, less prior information is required about the uncertain nature of impulses than the probabilistic model. Comparisons between the interval analysis method and the convex model, which are developed as an anti-optimization problem of finding the least favorable impulsive response and the most favorable impulsive response, are made through mathematical analyses and numerical calculations. The results of this study indicate that under the condition of the interval vector being determined from an ellipsoid containing the uncertain impulses, the width of the impulsive responses predicted by the interval analysis method is larger than that by the convex model; under the condition of the ellipsoid being determined from an interval vector containing the uncertain impulses, the width of the interval impulsive responses obtained by the interval analysis method is smaller than that by the convex model.展开更多
In this paper, we present a new hybrid conjugate gradient algorithm for unconstrained optimization. This method is a convex combination of Liu-Storey conjugate gradient method and Fletcher-Reeves conjugate gradient me...In this paper, we present a new hybrid conjugate gradient algorithm for unconstrained optimization. This method is a convex combination of Liu-Storey conjugate gradient method and Fletcher-Reeves conjugate gradient method. We also prove that the search direction of any hybrid conjugate gradient method, which is a convex combination of two conjugate gradient methods, satisfies the famous D-L conjugacy condition and in the same time accords with the Newton direction with the suitable condition. Furthermore, this property doesn't depend on any line search. Next, we also prove that, moduling the value of the parameter t,the Newton direction condition is equivalent to Dai-Liao conjugacy condition.The strong Wolfe line search conditions are used.The global convergence of this new method is proved.Numerical comparisons show that the present hybrid conjugate gradient algorithm is the efficient one.展开更多
An algorithm for solving a class of smooth convex programming is given. Using smooth exact multiplier penalty function, a smooth convex programming is minimized to a minimizing strongly convex function on the compact ...An algorithm for solving a class of smooth convex programming is given. Using smooth exact multiplier penalty function, a smooth convex programming is minimized to a minimizing strongly convex function on the compact set was reduced. Then the strongly convex function with a Newton method on the given compact set was minimized.展开更多
In counter-rotating electrochemical machining （CRECM）, a revolving cathode tool with hollow windows of various shapes is used to fabricate convex structures on a revolving part. During this process, the anode workpi...In counter-rotating electrochemical machining （CRECM）, a revolving cathode tool with hollow windows of various shapes is used to fabricate convex structures on a revolving part. During this process, the anode workpiece and the cathode tool rotate relative to each other at the same rotation speed. In contrast to the conventional schemes of ECM machining with linear motion of a block tool electrode, this scheme of ECM is unique, and has not been adequately studied yet. In this paper, the finite element method （FEM） is used to simulate the anode shaping process during CRECM, and the simulation process which involves a meshing model, a moving boundary, and a simulation algorithm is described. The simulated anode profiles of the convex structure at different processing times show that the CRECM process can be used to fabricate convex structures of various shapes with different heights. Besides, the variation of the inter-electrode gap indicates that this process can also reach a relative equilibrium state like that in conventional ECM. A rectangular convex and a circular convex are successfully fabricated on revolving parts. The experimental results indicate relatively good agreement with the simulation results. The proposed simulation process is valid for convex shaping prediction and feasibility studies as well.展开更多
In this paper, on the basis of the logarithmic barrier function and KKT conditions, we propose a combined homotopy infeasible interior-point method （CHIIP） for convex nonlinear programming problems. For any convex n...In this paper, on the basis of the logarithmic barrier function and KKT conditions, we propose a combined homotopy infeasible interior-point method （CHIIP） for convex nonlinear programming problems. For any convex nonlinear programming, without strict convexity for the logarithmic barrier function, we get different solutions of the convex programming in different cases by CHIIP method.展开更多
Two new versions of accelerated first-order methods for minimizing convex composite functions are proposed. In this paper, we first present an accelerated first-order method which chooses the step size 1/ Lk to be 1/ ...Two new versions of accelerated first-order methods for minimizing convex composite functions are proposed. In this paper, we first present an accelerated first-order method which chooses the step size 1/ Lk to be 1/ L0 at the beginning of each iteration and preserves the computational simplicity of the fast iterative shrinkage-thresholding algorithm. The first proposed algorithm is a non-monotone algorithm. To avoid this behavior, we present another accelerated monotone first-order method. The proposed two accelerated first-order methods are proved to have a better convergence rate for minimizing convex composite functions. Numerical results demonstrate the efficiency of the proposed two accelerated first-order methods.展开更多
In recent years, it has shown that a generalized thresholding algorithm is useful for inverse problems with sparsity constraints. The generalized thresholding minimizes the non-convex p-norm based function with p <...In recent years, it has shown that a generalized thresholding algorithm is useful for inverse problems with sparsity constraints. The generalized thresholding minimizes the non-convex p-norm based function with p < 1, and it penalizes small coefficients over a wider range meanwhile applies less bias to the larger coefficients.In this work, on the basis of two-level Bregman method with dictionary updating(TBMDU), we use the modified thresholding to minimize the non-convex function and propose the generalized TBMDU(GTBMDU) algorithm.The experimental results on magnetic resonance(MR) image simulations and real MR data, under a variety of sampling trajectories and acceleration factors, consistently demonstrate that the proposed algorithm can efficiently reconstruct the MR images and present advantages over the previous soft thresholding approaches.展开更多
In this paper, we present a regularized Newton method (M-RNM) with correction for minimizing a convex function whose Hessian matrices may be singular. At every iteration, not only a RNM step is computed but also two c...In this paper, we present a regularized Newton method (M-RNM) with correction for minimizing a convex function whose Hessian matrices may be singular. At every iteration, not only a RNM step is computed but also two correction steps are computed. We show that if the objective function is LC<sup>2</sup>, then the method posses globally convergent. Numerical results show that the new algorithm performs very well.展开更多
Let C be a nonempty closed convex subset of a 2-uniformly convex and uniformly smooth Banach space E and {An}n∈N be a family of monotone and Lipschitz continuos mappings of C into E＊. In this article, we consider th...Let C be a nonempty closed convex subset of a 2-uniformly convex and uniformly smooth Banach space E and {An}n∈N be a family of monotone and Lipschitz continuos mappings of C into E＊. In this article, we consider the improved gradient method by the hybrid method in mathematical programming [i0] for solving the variational inequality problem for {AN} and prove strong convergence theorems. And we get several results which improve the well-known results in a real 2-uniformly convex and uniformly smooth Banach space and a real Hilbert space.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
In this paper, a new primal-dual interior-point algorithm for convex quadratic optimization （CQO） based on a kernel function is presented. The proposed function has some properties that are easy for checking. These ...In this paper, a new primal-dual interior-point algorithm for convex quadratic optimization （CQO） based on a kernel function is presented. The proposed function has some properties that are easy for checking. These properties enable us to improve the polynomial complexity bound of a large-update interior-point method （IPM） to O（√n log nlog n/e）, which is the currently best known polynomial complexity bound for the algorithm with the large-update method. Numerical tests were conducted to investigate the behavior of the algorithm with different parameters p, q and θ, where p is the growth degree parameter, q is the barrier degree of the kernel function and θ is the barrier update parameter.展开更多
This paper shows that the alternating direction method can be used to solve the structured inverse quadratic eigenvalue problem with symmetry, positive semi-definiteness and sparsity requirements. The results of numer...This paper shows that the alternating direction method can be used to solve the structured inverse quadratic eigenvalue problem with symmetry, positive semi-definiteness and sparsity requirements. The results of numerical examples show that the proposed method works well.展开更多
The service quality of a workstation depends mainly on its service load, ifnot taking into account all kinds of devices' break-downs. In this article, an optimization modelwith inequality constraints is proposed, ...The service quality of a workstation depends mainly on its service load, ifnot taking into account all kinds of devices' break-downs. In this article, an optimization modelwith inequality constraints is proposed, which aims to minimize the service load. A noveltransformation of optimization variables is also devised and the constraints are properly combinedso as to make this model into a convex one, whose corresponding Lagrange function and the KKTconditions are established afterwards. The interior-point method for convex optimization ispresented here as an efficient computation tool. Finally, this model is evaluated by a real example,from which conclusions are reached that the interior-point method possesses advantages such asfaster convergeoce and fewer iterations and it is possible to make complicated nonlinearoptimization problems exhibit convexity so as to obtain the optimum.展开更多
Sparse signal recovery is a topic of considerable interest,and the literature in this field is already quite immense.Many problems that arise in sparse signal recovery can be generalized as a convex programming with l...Sparse signal recovery is a topic of considerable interest,and the literature in this field is already quite immense.Many problems that arise in sparse signal recovery can be generalized as a convex programming with linear conic constraints.In this paper,we present a new proximal point algorithm(PPA) termed as relaxed-PPA(RPPA) contraction method,for solving this common convex programming.More precisely,we first reformulate the convex programming into an equivalent variational inequality(VI),and then efficiently explore its inner structure.In each step,our method relaxes the VI-subproblem to a tractable one,which can be solved much more efficiently than the original VI.Under mild conditions,the convergence of the proposed method is proved.Experiments with l1 analysis show that RPPA is a computationally efficient algorithm and compares favorably with the recently proposed state-of-the-art algorithms.展开更多
The simplified Newton method, at the expense of fast convergence, reduces the work required by Newton method by reusing the initial Jacobian matrix. The composite Newton method attempts to balance the trade-off betwee...The simplified Newton method, at the expense of fast convergence, reduces the work required by Newton method by reusing the initial Jacobian matrix. The composite Newton method attempts to balance the trade-off between expense and fast convergence by composing one Newton step with one simplified Newton step. Recently, Mehrotra suggested a predictor-corrector variant of primal-dual interior point method for linear programming. It is currently the interiorpoint method of the choice for linear programming. In this work we propose a predictor-corrector interior-point algorithm for convex quadratic programming. It is proved that the algorithm is equivalent to a level-1 perturbed composite Newton method. Computations in the algorithm do not require that the initial primal and dual points be feasible. Numerical experiments are made.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
基金supported by the National Natural Science Foundation of China(70771080)the Special Fund for Basic Scientific Research of Central Colleges+2 种基金China University of Geosciences(Wuhan) (CUG090113)the Research Foundation for Outstanding Young TeachersChina University of Geosciences(Wuhan)(CUGQNW0801)
文摘A global convergent algorithm is proposed to solve bilevel linear fractional-linear programming, which is a special class of bilevel programming. In our algorithm, replacing the lower level problem by its dual gap equaling to zero, the bilevel linear fractional-linear programming is transformed into a traditional sin- gle level programming problem, which can be transformed into a series of linear fractional programming problem. Thus, the modi- fied convex simplex method is used to solve the infinite linear fractional programming to obtain the global convergent solution of the original bilevel linear fractional-linear programming. Finally, an example demonstrates the feasibility of the proposed algorithm.
基金Supported by the National Natural Science Foundation of China(11301255)the Fund by Collaborative Innovation Center of IoT Industrialization and Intelligent Production,Minjiang University(IIC1703)+1 种基金Foundation of Minjiang University(MYK17032)the Program for New Century Excellent Talents in Fujian Province University
文摘Hardware/software partitioning is an important step in the design of embedded systems. In this paper, the hardware/software partitioning problem is modeled as a constrained binary integer programming problem, which is further converted equivalently to an unconstrained binary integer programming problem by a penalty method. A local search method, HSFM, is developed to obtain a discrete local minimizer of the unconstrained binary integer programming problem. Next, an auxiliary function, which has the same global optimal solutions as the unconstrained binary integer programming problem, is constructed, and its properties are studied. We show that applying HSFM to minimize the auxiliary function can escape from previous local optima by the increase of the parameter value successfully. Finally, a discrete dynamic convexized method is developed to solve the hardware/software partitioning problem. Computational results and comparisons indicate that the proposed algorithm can get high-quality solutions.
基金The project supported by the National Outstanding Youth Science Foundation of China (10425208)the National Natural Science Foundation of ChinaInstitute of Engineering Physics of China (10376002) The English text was polished by Keren Wang
文摘Two non-probabilistic, set-theoretical methods for determining the maximum and minimum impulsive responses of structures to uncertain-but-bounded impulses are presented. They are, respectively, based on the theories of interval mathematics and convex models. The uncertain-but-bounded impulses are assumed to be a convex set, hyper-rectangle or ellipsoid. For the two non-probabilistic methods, less prior information is required about the uncertain nature of impulses than the probabilistic model. Comparisons between the interval analysis method and the convex model, which are developed as an anti-optimization problem of finding the least favorable impulsive response and the most favorable impulsive response, are made through mathematical analyses and numerical calculations. The results of this study indicate that under the condition of the interval vector being determined from an ellipsoid containing the uncertain impulses, the width of the impulsive responses predicted by the interval analysis method is larger than that by the convex model; under the condition of the ellipsoid being determined from an interval vector containing the uncertain impulses, the width of the interval impulsive responses obtained by the interval analysis method is smaller than that by the convex model.
文摘In this paper, we present a new hybrid conjugate gradient algorithm for unconstrained optimization. This method is a convex combination of Liu-Storey conjugate gradient method and Fletcher-Reeves conjugate gradient method. We also prove that the search direction of any hybrid conjugate gradient method, which is a convex combination of two conjugate gradient methods, satisfies the famous D-L conjugacy condition and in the same time accords with the Newton direction with the suitable condition. Furthermore, this property doesn't depend on any line search. Next, we also prove that, moduling the value of the parameter t,the Newton direction condition is equivalent to Dai-Liao conjugacy condition.The strong Wolfe line search conditions are used.The global convergence of this new method is proved.Numerical comparisons show that the present hybrid conjugate gradient algorithm is the efficient one.
文摘An algorithm for solving a class of smooth convex programming is given. Using smooth exact multiplier penalty function, a smooth convex programming is minimized to a minimizing strongly convex function on the compact set was reduced. Then the strongly convex function with a Newton method on the given compact set was minimized.
基金supported by the Program for New Century Excellent Talents in University of China(NCET-10-0074)
文摘In counter-rotating electrochemical machining （CRECM）, a revolving cathode tool with hollow windows of various shapes is used to fabricate convex structures on a revolving part. During this process, the anode workpiece and the cathode tool rotate relative to each other at the same rotation speed. In contrast to the conventional schemes of ECM machining with linear motion of a block tool electrode, this scheme of ECM is unique, and has not been adequately studied yet. In this paper, the finite element method （FEM） is used to simulate the anode shaping process during CRECM, and the simulation process which involves a meshing model, a moving boundary, and a simulation algorithm is described. The simulated anode profiles of the convex structure at different processing times show that the CRECM process can be used to fabricate convex structures of various shapes with different heights. Besides, the variation of the inter-electrode gap indicates that this process can also reach a relative equilibrium state like that in conventional ECM. A rectangular convex and a circular convex are successfully fabricated on revolving parts. The experimental results indicate relatively good agreement with the simulation results. The proposed simulation process is valid for convex shaping prediction and feasibility studies as well.
文摘In this paper, on the basis of the logarithmic barrier function and KKT conditions, we propose a combined homotopy infeasible interior-point method （CHIIP） for convex nonlinear programming problems. For any convex nonlinear programming, without strict convexity for the logarithmic barrier function, we get different solutions of the convex programming in different cases by CHIIP method.
基金Sponsored by the National Natural Science Foundation of China(Grant No.11461021)the Natural Science Basic Research Plan in Shaanxi Province of China(Grant No.2017JM1014)
文摘Two new versions of accelerated first-order methods for minimizing convex composite functions are proposed. In this paper, we first present an accelerated first-order method which chooses the step size 1/ Lk to be 1/ L0 at the beginning of each iteration and preserves the computational simplicity of the fast iterative shrinkage-thresholding algorithm. The first proposed algorithm is a non-monotone algorithm. To avoid this behavior, we present another accelerated monotone first-order method. The proposed two accelerated first-order methods are proved to have a better convergence rate for minimizing convex composite functions. Numerical results demonstrate the efficiency of the proposed two accelerated first-order methods.
基金the National Natural Science Foundation of China(Nos.6136200161365013 and 51165033)+3 种基金the Natural Science Foundation of Jiangxi Province(Nos.20132BAB211030 and 20122BAB211015)the Technology Foundation of Department of Education in Jiangxi Province(Nos.GJJ 13061 and GJJ14196)the National Postdoctoral Research Funds(No.2014M551867)the Jiangxi Advanced Projects for Postdoctoral Research Funds(No.2014KY02)
文摘In recent years, it has shown that a generalized thresholding algorithm is useful for inverse problems with sparsity constraints. The generalized thresholding minimizes the non-convex p-norm based function with p < 1, and it penalizes small coefficients over a wider range meanwhile applies less bias to the larger coefficients.In this work, on the basis of two-level Bregman method with dictionary updating(TBMDU), we use the modified thresholding to minimize the non-convex function and propose the generalized TBMDU(GTBMDU) algorithm.The experimental results on magnetic resonance(MR) image simulations and real MR data, under a variety of sampling trajectories and acceleration factors, consistently demonstrate that the proposed algorithm can efficiently reconstruct the MR images and present advantages over the previous soft thresholding approaches.
文摘In this paper, we present a regularized Newton method (M-RNM) with correction for minimizing a convex function whose Hessian matrices may be singular. At every iteration, not only a RNM step is computed but also two correction steps are computed. We show that if the objective function is LC<sup>2</sup>, then the method posses globally convergent. Numerical results show that the new algorithm performs very well.
文摘Let C be a nonempty closed convex subset of a 2-uniformly convex and uniformly smooth Banach space E and {An}n∈N be a family of monotone and Lipschitz continuos mappings of C into E＊. In this article, we consider the improved gradient method by the hybrid method in mathematical programming [i0] for solving the variational inequality problem for {AN} and prove strong convergence theorems. And we get several results which improve the well-known results in a real 2-uniformly convex and uniformly smooth Banach space and a real Hilbert space.
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.
基金the Foundation of Scientific Research for Selecting and Cultivating Young Excellent University Teachers in Shanghai (Grant No.06XPYQ52)the Shanghai Pujiang Program (Grant No.06PJ14039)
文摘In this paper, a new primal-dual interior-point algorithm for convex quadratic optimization （CQO） based on a kernel function is presented. The proposed function has some properties that are easy for checking. These properties enable us to improve the polynomial complexity bound of a large-update interior-point method （IPM） to O（√n log nlog n/e）, which is the currently best known polynomial complexity bound for the algorithm with the large-update method. Numerical tests were conducted to investigate the behavior of the algorithm with different parameters p, q and θ, where p is the growth degree parameter, q is the barrier degree of the kernel function and θ is the barrier update parameter.
基金Supported by Youth Teacher Education and Research Funds of Fujian(Grant No.JAT170911).
文摘This paper shows that the alternating direction method can be used to solve the structured inverse quadratic eigenvalue problem with symmetry, positive semi-definiteness and sparsity requirements. The results of numerical examples show that the proposed method works well.
文摘The service quality of a workstation depends mainly on its service load, ifnot taking into account all kinds of devices' break-downs. In this article, an optimization modelwith inequality constraints is proposed, which aims to minimize the service load. A noveltransformation of optimization variables is also devised and the constraints are properly combinedso as to make this model into a convex one, whose corresponding Lagrange function and the KKTconditions are established afterwards. The interior-point method for convex optimization ispresented here as an efficient computation tool. Finally, this model is evaluated by a real example,from which conclusions are reached that the interior-point method possesses advantages such asfaster convergeoce and fewer iterations and it is possible to make complicated nonlinearoptimization problems exhibit convexity so as to obtain the optimum.
基金the National Natural Science Foundation of China(No.70901018)
文摘Sparse signal recovery is a topic of considerable interest,and the literature in this field is already quite immense.Many problems that arise in sparse signal recovery can be generalized as a convex programming with linear conic constraints.In this paper,we present a new proximal point algorithm(PPA) termed as relaxed-PPA(RPPA) contraction method,for solving this common convex programming.More precisely,we first reformulate the convex programming into an equivalent variational inequality(VI),and then efficiently explore its inner structure.In each step,our method relaxes the VI-subproblem to a tractable one,which can be solved much more efficiently than the original VI.Under mild conditions,the convergence of the proposed method is proved.Experiments with l1 analysis show that RPPA is a computationally efficient algorithm and compares favorably with the recently proposed state-of-the-art algorithms.
文摘The simplified Newton method, at the expense of fast convergence, reduces the work required by Newton method by reusing the initial Jacobian matrix. The composite Newton method attempts to balance the trade-off between expense and fast convergence by composing one Newton step with one simplified Newton step. Recently, Mehrotra suggested a predictor-corrector variant of primal-dual interior point method for linear programming. It is currently the interiorpoint method of the choice for linear programming. In this work we propose a predictor-corrector interior-point algorithm for convex quadratic programming. It is proved that the algorithm is equivalent to a level-1 perturbed composite Newton method. Computations in the algorithm do not require that the initial primal and dual points be feasible. Numerical experiments are made.
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.
