The exponential growth in the scale of power systems has led to a significant increase in the complexity of dispatch problem resolution,particularly within multi-area interconnected power grids.This complexity necessi...The exponential growth in the scale of power systems has led to a significant increase in the complexity of dispatch problem resolution,particularly within multi-area interconnected power grids.This complexity necessitates the employment of distributed solution methodologies,which are not only essential but also highly desirable.In the realm of computational modelling,the multi-area economic dispatch problem(MAED)can be formulated as a linearly constrained separable convex optimization problem.The proximal point algorithm(PPA)is particularly adept at addressing such mathematical constructs effectively.This study introduces parallel(PPPA)and serial(SPPA)variants of the PPA as distributed algorithms,specifically designed for the computational modelling of the MAED.The PPA introduces a quadratic term into the objective function,which,while potentially complicating the iterative updates of the algorithm,serves to dampen oscillations near the optimal solution,thereby enhancing the convergence characteristics.Furthermore,the convergence efficiency of the PPA is significantly influenced by the parameter c.To address this parameter sensitivity,this research draws on trend theory from stock market analysis to propose trend theory-driven distributed PPPA and SPPA,thereby enhancing the robustness of the computational models.The computational models proposed in this study are anticipated to exhibit superior performance in terms of convergence behaviour,stability,and robustness with respect to parameter selection,potentially outperforming existing methods such as the alternating direction method of multipliers(ADMM)and Auxiliary Problem Principle(APP)in the computational simulation of power system dispatch problems.The simulation results demonstrate that the trend theory-based PPPA,SPPA,ADMM and APP exhibit significant robustness to the initial value of parameter c,and show superior convergence characteristics compared to the residual balancing ADMM.展开更多
This paper proposes two kinds of approximate proximal point algorithms （APPA） for monotone variational inequalities, both of which can be viewed as two extended versions of Solodov and Svaiter＇s APPA in the paper ...This paper proposes two kinds of approximate proximal point algorithms （APPA） for monotone variational inequalities, both of which can be viewed as two extended versions of Solodov and Svaiter＇s APPA in the paper ＂Error bounds for proximal point subproblems and associated inexact proximal point algorithms＂ published in 2000. They are both prediction- correction methods which use the same inexactness restriction; the only difference is that they use different search directions in the correction steps. This paper also chooses an optimal step size in the two versions of the APPA to improve the profit at each iteration. Analysis also shows that the two APPAs are globally convergent under appropriate assumptions, and we can expect algorithm 2 to get more progress in every iteration than algorithm 1. Numerical experiments indicate that algorithm 2 is more efficient than algorithm 1 with the same correction step size,展开更多
In this paper, a class of generalized strongly nonlinear quasivariational inclusions are studied. By using the properties of the resolvent operator associated with a maximal monotone; mapping in Hilbert space, an exis...In this paper, a class of generalized strongly nonlinear quasivariational inclusions are studied. By using the properties of the resolvent operator associated with a maximal monotone; mapping in Hilbert space, an existence theorem of solutions for generalized strongly nonlinear quasivariational inclusion is established and a new proximal point algorithm with errors is suggested for finding approximate solutions which strongly converge to the exact solution of the generalized strongly, nonlinear quasivariational inclusion. As special cases, some known results in this field are also discussed.展开更多
Proximal point algorithms （PPA） are attractive methods for solving monotone variational inequalities （MVI）. Since solving the sub-problem exactly in each iteration is costly or sometimes impossible, various approx...Proximal point algorithms （PPA） are attractive methods for solving monotone variational inequalities （MVI）. Since solving the sub-problem exactly in each iteration is costly or sometimes impossible, various approximate versions ofPPA （APPA） are developed for practical applications. In this paper, we compare two APPA methods, both of which can be viewed as prediction-correction methods. The only difference is that they use different search directions in the correction-step. By extending the general forward-backward splitting methods, we obtain Algorithm Ⅰ; in the same way, Algorithm Ⅱ is proposed by spreading the general extra-gradient methods. Our analysis explains theoretically why Algorithm Ⅱ usually outperforms Algorithm Ⅰ. For computation practice, we consider a class of MVI with a special structure, and choose the extending Algorithm Ⅱ to implement, which is inspired by the idea of Gauss-Seidel iteration method making full use of information about the latest iteration. And in particular, self-adaptive techniques are adopted to adjust relevant parameters for faster convergence. Finally, some numerical experiments are reported on the separated MVI. Numerical results showed that the extending Algorithm II is feasible and easy to implement with relatively low computation load.展开更多
In order to find roots of maximal monotone operators, this paper introduces and studies the modified approximate proximal point algorithm with an error sequence {e k} such that || ek || \leqslant hk || xk - [(x)\tilde...In order to find roots of maximal monotone operators, this paper introduces and studies the modified approximate proximal point algorithm with an error sequence {e k} such that || ek || \leqslant hk || xk - [(x)\tilde]k ||\left\| { e^k } \right\| \leqslant \eta _k \left\| { x^k - \tilde x^k } \right\| with ?k = 0￥ ( hk - 1 ) < + ￥\sum\limits_{k = 0}^\infty {\left( {\eta _k - 1} \right)} and infk \geqslant 0 hk = m\geqslant 1\mathop {\inf }\limits_{k \geqslant 0} \eta _k = \mu \geqslant 1 . Here, the restrictions on {η k} are very different from the ones on {η k}, given by He et al (Science in China Ser. A, 2002, 32 (11): 1026–1032.) that supk \geqslant 0 hk = v < 1\mathop {\sup }\limits_{k \geqslant 0} \eta _k = v . Moreover, the characteristic conditions of the convergence of the modified approximate proximal point algorithm are presented by virtue of the new technique very different from the ones given by He et al.展开更多
In this paper, a new class of over-relaxed proximal point algorithms for solving nonlinear operator equations with (A,η,m)-monotonicity framework in Hilbert spaces is introduced and studied. Further, by using the gen...In this paper, a new class of over-relaxed proximal point algorithms for solving nonlinear operator equations with (A,η,m)-monotonicity framework in Hilbert spaces is introduced and studied. Further, by using the generalized resolvent operator technique associated with the (A,η,m)-monotone operators, the approximation solvability of the operator equation problems and the convergence of iterative sequences generated by the algorithm are discussed. Our results improve and generalize the corresponding results in the literature.展开更多
We introduced a new class of fuzzy set-valued variational inclusions with (H,η)-monotone mappings. Using the resolvent operator method in Hilbert spaces, we suggested a new proximal point algorithm for finding approx...We introduced a new class of fuzzy set-valued variational inclusions with (H,η)-monotone mappings. Using the resolvent operator method in Hilbert spaces, we suggested a new proximal point algorithm for finding approximate solutions, which strongly converge to the exact solution of a fuzzy set-valued variational inclusion with (H,η)-monotone. The results improved and generalized the general quasi-variational inclusions with fuzzy set-valued mappings proposed by Jin and Tian Jin MM, Perturbed proximal point algorithm for general quasi-variational inclusions with fuzzy set-valued mappings, OR Transactions, 2005, 9(3): 31-38, (In Chinese); Tian YX, Generalized nonlinear implicit quasi-variational inclusions with fuzzy mappings, Computers & Mathematics with Applications, 2001, 42: 101-108.展开更多
We study the split common solution problem with multiple output sets for monotone operator equations in Hilbert spaces.To solve this problem,we propose two new parallel algorithms.We establish a weak convergence theor...We study the split common solution problem with multiple output sets for monotone operator equations in Hilbert spaces.To solve this problem,we propose two new parallel algorithms.We establish a weak convergence theorem for the first and a strong convergence theorem for the second.展开更多
With the increment of the number of Gaussian components, the computation cost increases in the Gaussian mixture probability hypothesis density(GM-PHD) filter. Based on the theory of Chen et al, we propose an improved ...With the increment of the number of Gaussian components, the computation cost increases in the Gaussian mixture probability hypothesis density(GM-PHD) filter. Based on the theory of Chen et al, we propose an improved pruning algorithm for the GM-PHD filter, which utilizes not only the Gaussian components’ means and covariance, but their weights as a new criterion to improve the estimate accuracy of the conventional pruning algorithm for tracking very closely proximity targets. Moreover, it solves the end-less while-loop problem without the need of a second merging step. Simulation results show that this improved algorithm is easier to implement and more robust than the formal ones.展开更多
A Class of Collinear Scaling Algorithms for Unconstrained Optimization. An appealing approach to the solution of nonlinear optimization problems based on conic models of the objective function has been in troduced by ...A Class of Collinear Scaling Algorithms for Unconstrained Optimization. An appealing approach to the solution of nonlinear optimization problems based on conic models of the objective function has been in troduced by Davidon (1980). It leads to a broad class of algorithms which can be considered to generalize the existing quasi-Newton methods. One particular member of this class has been deeply discussed by Sorensen (1980), who has proved some interesting theoretical properties. In this paper, we generalize Sorensen’s technique to Spedicato three-parameter family of variable-metric updates. Furthermore, we point out that the collinear scaling three- parameter family is essentially equivalent to the Spedicato three-parameter family. In addition, numerical expriments have been carried out to compare some colliner scaling algorithms with a straightforward implementation of the BFGS quasi-Newton method.展开更多
A new system of generalized mixed implicit equilibrium problems is introduced and studied in Banach spaces. First, the notion of the Yosida proximal mapping for generalized mixed implicit equilibrium problems is intro...A new system of generalized mixed implicit equilibrium problems is introduced and studied in Banach spaces. First, the notion of the Yosida proximal mapping for generalized mixed implicit equilibrium problems is introduced. By using the notion, a system of generalized equation problems is considered, and its equivalence with the system of generalized mixed implicit equilibrium problems is also proved. Next, by applying the system of generalized equation problems, we suggest and analyze an iterative algorithm to compute the approximate solutions of the system of generalized mixed implicit equilibrium problems. The strong convergence of the iterative sequences generated by the algorithm is proved under quite mild conditions. The results are new and unify and generalize some recent results in this field.展开更多
基金funded by Guangxi Science and Technology Base and Talent Special Project,grant number GuiKeAD20159077Foundation of Guilin University of Technology,grant number GLUTQD2018001.
文摘The exponential growth in the scale of power systems has led to a significant increase in the complexity of dispatch problem resolution,particularly within multi-area interconnected power grids.This complexity necessitates the employment of distributed solution methodologies,which are not only essential but also highly desirable.In the realm of computational modelling,the multi-area economic dispatch problem(MAED)can be formulated as a linearly constrained separable convex optimization problem.The proximal point algorithm(PPA)is particularly adept at addressing such mathematical constructs effectively.This study introduces parallel(PPPA)and serial(SPPA)variants of the PPA as distributed algorithms,specifically designed for the computational modelling of the MAED.The PPA introduces a quadratic term into the objective function,which,while potentially complicating the iterative updates of the algorithm,serves to dampen oscillations near the optimal solution,thereby enhancing the convergence characteristics.Furthermore,the convergence efficiency of the PPA is significantly influenced by the parameter c.To address this parameter sensitivity,this research draws on trend theory from stock market analysis to propose trend theory-driven distributed PPPA and SPPA,thereby enhancing the robustness of the computational models.The computational models proposed in this study are anticipated to exhibit superior performance in terms of convergence behaviour,stability,and robustness with respect to parameter selection,potentially outperforming existing methods such as the alternating direction method of multipliers(ADMM)and Auxiliary Problem Principle(APP)in the computational simulation of power system dispatch problems.The simulation results demonstrate that the trend theory-based PPPA,SPPA,ADMM and APP exhibit significant robustness to the initial value of parameter c,and show superior convergence characteristics compared to the residual balancing ADMM.
文摘This paper proposes two kinds of approximate proximal point algorithms （APPA） for monotone variational inequalities, both of which can be viewed as two extended versions of Solodov and Svaiter＇s APPA in the paper ＂Error bounds for proximal point subproblems and associated inexact proximal point algorithms＂ published in 2000. They are both prediction- correction methods which use the same inexactness restriction; the only difference is that they use different search directions in the correction steps. This paper also chooses an optimal step size in the two versions of the APPA to improve the profit at each iteration. Analysis also shows that the two APPAs are globally convergent under appropriate assumptions, and we can expect algorithm 2 to get more progress in every iteration than algorithm 1. Numerical experiments indicate that algorithm 2 is more efficient than algorithm 1 with the same correction step size,
文摘In this paper, a class of generalized strongly nonlinear quasivariational inclusions are studied. By using the properties of the resolvent operator associated with a maximal monotone; mapping in Hilbert space, an existence theorem of solutions for generalized strongly nonlinear quasivariational inclusion is established and a new proximal point algorithm with errors is suggested for finding approximate solutions which strongly converge to the exact solution of the generalized strongly, nonlinear quasivariational inclusion. As special cases, some known results in this field are also discussed.
基金Project (No. 1027054) supported by the National Natural Science Foundation of China
文摘Proximal point algorithms （PPA） are attractive methods for solving monotone variational inequalities （MVI）. Since solving the sub-problem exactly in each iteration is costly or sometimes impossible, various approximate versions ofPPA （APPA） are developed for practical applications. In this paper, we compare two APPA methods, both of which can be viewed as prediction-correction methods. The only difference is that they use different search directions in the correction-step. By extending the general forward-backward splitting methods, we obtain Algorithm Ⅰ; in the same way, Algorithm Ⅱ is proposed by spreading the general extra-gradient methods. Our analysis explains theoretically why Algorithm Ⅱ usually outperforms Algorithm Ⅰ. For computation practice, we consider a class of MVI with a special structure, and choose the extending Algorithm Ⅱ to implement, which is inspired by the idea of Gauss-Seidel iteration method making full use of information about the latest iteration. And in particular, self-adaptive techniques are adopted to adjust relevant parameters for faster convergence. Finally, some numerical experiments are reported on the separated MVI. Numerical results showed that the extending Algorithm II is feasible and easy to implement with relatively low computation load.
基金Supported both by the Teaching and Research Award Fund for Outstanding Young Teachers inHigher Educational Institutions of MOEChinaand by the Dawn Program Fund in Shanghai
文摘In order to find roots of maximal monotone operators, this paper introduces and studies the modified approximate proximal point algorithm with an error sequence {e k} such that || ek || \leqslant hk || xk - [(x)\tilde]k ||\left\| { e^k } \right\| \leqslant \eta _k \left\| { x^k - \tilde x^k } \right\| with ?k = 0￥ ( hk - 1 ) < + ￥\sum\limits_{k = 0}^\infty {\left( {\eta _k - 1} \right)} and infk \geqslant 0 hk = m\geqslant 1\mathop {\inf }\limits_{k \geqslant 0} \eta _k = \mu \geqslant 1 . Here, the restrictions on {η k} are very different from the ones on {η k}, given by He et al (Science in China Ser. A, 2002, 32 (11): 1026–1032.) that supk \geqslant 0 hk = v < 1\mathop {\sup }\limits_{k \geqslant 0} \eta _k = v . Moreover, the characteristic conditions of the convergence of the modified approximate proximal point algorithm are presented by virtue of the new technique very different from the ones given by He et al.
文摘In this paper, a new class of over-relaxed proximal point algorithms for solving nonlinear operator equations with (A,η,m)-monotonicity framework in Hilbert spaces is introduced and studied. Further, by using the generalized resolvent operator technique associated with the (A,η,m)-monotone operators, the approximation solvability of the operator equation problems and the convergence of iterative sequences generated by the algorithm are discussed. Our results improve and generalize the corresponding results in the literature.
基金the Natural Science Foundation of China (No. 10471151)the Educational Science Foundation of Chongqing (KJ051307).
文摘We introduced a new class of fuzzy set-valued variational inclusions with (H,η)-monotone mappings. Using the resolvent operator method in Hilbert spaces, we suggested a new proximal point algorithm for finding approximate solutions, which strongly converge to the exact solution of a fuzzy set-valued variational inclusion with (H,η)-monotone. The results improved and generalized the general quasi-variational inclusions with fuzzy set-valued mappings proposed by Jin and Tian Jin MM, Perturbed proximal point algorithm for general quasi-variational inclusions with fuzzy set-valued mappings, OR Transactions, 2005, 9(3): 31-38, (In Chinese); Tian YX, Generalized nonlinear implicit quasi-variational inclusions with fuzzy mappings, Computers & Mathematics with Applications, 2001, 42: 101-108.
基金supported by the Science and Technology Fund of TNU-Thai Nguyen University of Science.
文摘We study the split common solution problem with multiple output sets for monotone operator equations in Hilbert spaces.To solve this problem,we propose two new parallel algorithms.We establish a weak convergence theorem for the first and a strong convergence theorem for the second.
基金supported by the National Natural Science Foundation of China(61703228)
文摘With the increment of the number of Gaussian components, the computation cost increases in the Gaussian mixture probability hypothesis density(GM-PHD) filter. Based on the theory of Chen et al, we propose an improved pruning algorithm for the GM-PHD filter, which utilizes not only the Gaussian components’ means and covariance, but their weights as a new criterion to improve the estimate accuracy of the conventional pruning algorithm for tracking very closely proximity targets. Moreover, it solves the end-less while-loop problem without the need of a second merging step. Simulation results show that this improved algorithm is easier to implement and more robust than the formal ones.
基金Supported by NNSF of China and NSF of Jiangsu Province
文摘A Class of Collinear Scaling Algorithms for Unconstrained Optimization. An appealing approach to the solution of nonlinear optimization problems based on conic models of the objective function has been in troduced by Davidon (1980). It leads to a broad class of algorithms which can be considered to generalize the existing quasi-Newton methods. One particular member of this class has been deeply discussed by Sorensen (1980), who has proved some interesting theoretical properties. In this paper, we generalize Sorensen’s technique to Spedicato three-parameter family of variable-metric updates. Furthermore, we point out that the collinear scaling three- parameter family is essentially equivalent to the Spedicato three-parameter family. In addition, numerical expriments have been carried out to compare some colliner scaling algorithms with a straightforward implementation of the BFGS quasi-Newton method.
基金Project supported by the Scientific Research Fund of Sichuan Normal University(No.09ZDL04)the Sichuan Province Leading Academic Discipline Project(No.SZD0406)
文摘A new system of generalized mixed implicit equilibrium problems is introduced and studied in Banach spaces. First, the notion of the Yosida proximal mapping for generalized mixed implicit equilibrium problems is introduced. By using the notion, a system of generalized equation problems is considered, and its equivalence with the system of generalized mixed implicit equilibrium problems is also proved. Next, by applying the system of generalized equation problems, we suggest and analyze an iterative algorithm to compute the approximate solutions of the system of generalized mixed implicit equilibrium problems. The strong convergence of the iterative sequences generated by the algorithm is proved under quite mild conditions. The results are new and unify and generalize some recent results in this field.
