A filled function with adjustable parameters is suggested in this paper for finding a global minimum point of a general class of nonlinear programming problems with a bounded and closed domain. This function has two a...A filled function with adjustable parameters is suggested in this paper for finding a global minimum point of a general class of nonlinear programming problems with a bounded and closed domain. This function has two adjustable parameters. We will discuss the properties of the proposed filled function. Conditions on this function and on the values of parameters are given so that the constructed function has the desired properties of traditional filled function.展开更多
In this papert we construct unconstrained methods for the generalized nonlinearcomplementarity problem and variational inequalities. Properties of the correspon-dent unconstrained optimization problem are studied. We ...In this papert we construct unconstrained methods for the generalized nonlinearcomplementarity problem and variational inequalities. Properties of the correspon-dent unconstrained optimization problem are studied. We apply these methods tothe subproblems in trust region method, and study their interrelationships. Nu-merical results are also presented.展开更多
Based on the nonmonotone line search technique proposed by Gu and Mo （Appl. Math. Comput. 55, （2008） pp. 2158-2172）, a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization prob...Based on the nonmonotone line search technique proposed by Gu and Mo （Appl. Math. Comput. 55, （2008） pp. 2158-2172）, a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization problems in this paper. The new algorithm is developed by resetting the ratio ρk for evaluating the trial step dk whenever acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective for solving unconstrained optimization problems.展开更多
An inexact Halley＇s method-Halley-PCG（preconditioned conjugate gradient） method is proposed for solving the systems of linear equations for improved Halley method either by Cholesky factorization exactly or by prec...An inexact Halley＇s method-Halley-PCG（preconditioned conjugate gradient） method is proposed for solving the systems of linear equations for improved Halley method either by Cholesky factorization exactly or by preconditioned conjugate gradient method approximately. The convergence result is given and the efficiency of the method compared to the improved Halley＇s method is shown.展开更多
基金Supported by the National Science Foundation of China(10171118)Supported by the Science Foundation of University of Science and Technology of Henan(2003ZY06)
文摘A filled function with adjustable parameters is suggested in this paper for finding a global minimum point of a general class of nonlinear programming problems with a bounded and closed domain. This function has two adjustable parameters. We will discuss the properties of the proposed filled function. Conditions on this function and on the values of parameters are given so that the constructed function has the desired properties of traditional filled function.
文摘In this papert we construct unconstrained methods for the generalized nonlinearcomplementarity problem and variational inequalities. Properties of the correspon-dent unconstrained optimization problem are studied. We apply these methods tothe subproblems in trust region method, and study their interrelationships. Nu-merical results are also presented.
文摘Based on the nonmonotone line search technique proposed by Gu and Mo （Appl. Math. Comput. 55, （2008） pp. 2158-2172）, a new nonmonotone trust region algorithm is proposed for solving unconstrained optimization problems in this paper. The new algorithm is developed by resetting the ratio ρk for evaluating the trial step dk whenever acceptable. The global and superlinear convergence of the algorithm are proved under suitable conditions. Numerical results show that the new algorithm is effective for solving unconstrained optimization problems.
文摘An inexact Halley＇s method-Halley-PCG（preconditioned conjugate gradient） method is proposed for solving the systems of linear equations for improved Halley method either by Cholesky factorization exactly or by preconditioned conjugate gradient method approximately. The convergence result is given and the efficiency of the method compared to the improved Halley＇s method is shown.
