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Global convergence analysis of a new nonmonotone bfgs algorithm on convex objective functions

COMPUTATIONAL OPTIMIZATION AND APPLICATIONS 1997年第3期7卷 277-289页

作者： Han, JY Liu, GH NORTHWESTERN UNIV DEPT IND ENGN & MANAGEMENT SCIEVANSTONIL 60208

In this paper, a new nonmonotone bfgs algorithm for unconstrained optimization is introduced. Under mild conditions, the global convergence of this new algorithm on convex functions is proved. Some numerical experimen... 详细信息

关键词： nonmonotone linesearch bfgs algorithm global convergence unconstrained optimization

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A particle swarm-bfgs algorithm for nonlinear programming problems

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COMPUTERS & OPERATIONS RESEARCH 2013年第4期40卷 963-972页

作者： Nezhad, Ali Mohammad Shandiz, Roohollah Aliakbari Jahromi, Abdolhamid Eshraghniaye Sharif Univ Technol Dept Ind Engn Tehran Iran Sharif Univ Technol Dept Math Sci Tehran Iran

This article proposes a hybrid optimization algorithm based on a modified bfgs and particle swarm optimization to solve medium scale nonlinear programs. The hybrid algorithm integrates the modified bfgs into particle swarm optimization to solve augmented Lagrangian penalty function. In doing so, the algorithm launches into a global search over the solution space while keeping a detailed exploration into the neighborhoods. To shed light on the merit of the algorithm, we provide a test bed consisting of 30 test problems to compare our algorithm against two of its variations along with two state-of-the-art nonlinear optimization algorithms. The numerical experiments illustrate that the proposed algorithm makes an effective use of hybrid framework when dealing with nonlinear equality constraints although its convergence cannot be guaranteed. (C) 2012 Elsevier Ltd. All rights reserved.

关键词： Nonlinear programming Augmented Lagrangian penalty function bfgs algorithm Particle swarm optimization Active set SQP algorithm Interior/CG algorithm

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The bfgs algorithm for a nonlinear least squares problem arising from blood flow in arteries

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COMPUTERS & MATHEMATICS WITH APPLICATIONS 2005年第2-3期49卷 171-186页

作者： Murea, CM Univ Haute Alsace Lab Math & Applicat F-68093 Mulhouse France

Using the Arbitrary Lagrangian Eulerian coordinates and the least squares method, a two-dimensional steady fluid structure interaction problem is transformed in an optimal control problem. Sensitivity analysis is presented. The bfgs algorithm gives satisfactory numerical results even when we use a reduced number of discrete controls. (c) 2005 Elsevier Ltd. All rights reserved.

关键词： fluid structure interaction arbitrary Lagrangian Eulerian coordinates bfgs algorithm

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A TYPE OF MODIFIED bfgs algorithm WITH ANY RANK DEFECTS AND THE LOCAL Q-SUPERLINEAR CONVERGENCE PROPERTIES

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JOURNAL OF APPLIED MATHEMATICS AND COMPUTING 2006年第1-2期22卷 193-208页

作者： Ge, Ren-Dong Xia, Zun-Quan Qiang, Guo Dalian Nationalities Univ Sch Sci CORA Dalian 116600 Peoples R China Dalian Univ Dept Appl Math Dalian Peoples R China

A modified bfgs algorithm for solving the unconstrained optimization, whose Hessian matrix at the minimum point of the convex function is of rank defects, is presented in this paper. The main idea of the algorithm is first to add a modified term to the convex function for obtain an equivalent model, then simply the model to get the modified bfgs algorithm. The superlinear convergence property of the algorithm is proved in this paper. To compared with the Tensor algorithms presented by R. B. Schnabel (seing [4],[5]), this method is more efficient for solving singular unconstrained optimization in computing amount and complication.

关键词： Convex function singular unconstrained optimization bfgs algorithm locally superlinear convergence quasi-Newton method Hessian matrix rank defects

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Design of A New Fractional Order PI^λ-PD^μ Controller for Fractional Order System Based on bfgs algorithm 28

Design of A New Fractional Order PI<SUP>λ</SUP>-PD<SUP>μ</...

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28th Chinese Control and Decision Conference

作者： Zhou, Xi Qi, Zhidong Hu, Cong Tang, Pengliang Nan Jing Univ Sci & Technol Nanjing Jiangsu Peoples R China

ISBN: (纸本)9781467397148

A new fractional order PI lambda-PD mu controller is proposed for fractional order plant in this paper, which is a six-parameter controller with special structure. The PI lambda part and PD mu part of the controller are separate placed in forward channel and internal feedback loop. The PD mu feedback is used to change the poles of the plant transfer function to more desirable locations for control by a PI lambda controller. With ITAE as the objective function, the six parameters of fractional order PI lambda-PD mu controller could be obtained through bfgs optimization algorithm. Simulation results show that fractional order PI lambda-PD mu controller has good anti - jamming performance, and can well restrain the overshoot of the fractional order system.

关键词： Fractional order PI lambda-PD mu controller ITAE Parameters bfgs algorithm

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Global convergence of the bfgs algorithm with nonmonotone linesearch^*

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Optimization 1995年第2期34卷 147-159页

作者： G. Liu[a] J. Han[a] D. Sun[a] [a] Institute of Applied Mathematics Academia Sinica Beijing China

In this paper, based on the nonmonotone linesearch technique of Grippo, et al. ([4]) we propose a class of nonmonotone linesearches which includes many linesearches used in practice. Applying this general linesearch model to the well- known bfgs algorithm, we prove, under mild conditions, its global convergence. The numerical experiment shows that nonmonotone quasi-Newton methods are competitive to monotone ones in some cases. © 1995, Taylor & Francis Group, LLC. All rights reserved.

关键词： bfgs algorithm Global convergence Nonmonotone linesearch

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Design of A New Fractional Order PIλ-PDμ Controller for Fractional Order System Based on bfgs algorithm

Design of A New Fractional Order PIλ-PDμ Controller for Fr...

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第28届中国控制与决策会议

作者： Xi Zhou Zhidong Qi Cong Hu Pengliang Tang Nan Jing University of Science & Technology

ISBN: (纸本)9781467397155

A new fractional order PI-PD controller is proposed for fractional order plant in this paper,which is a six-parameter controller with special *** PI part and PD part of the controller are separate placed in forward channel and internal feedback *** PD feedback is used to change the poles of the plant transfer function to more desirable locations for control by a PI *** ITAE as the objective function,the six parameters of fractional order PI-PD controller could be obtained through bfgs optimization *** results show that fractional order PI-PD controller has good anti-jamming performance,and can well restrain the overshoot of the fractional order system.

关键词： Fractional order PI~λ-PD~μ controller ITAE Parameters bfgs algorithm

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Research on Harmony Search bfgs Hybrid Parallel algorithm Based on Cloud Computing 18

Research on Harmony Search BFGS Hybrid Parallel Algorithm Ba...

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18th International Symposium on Distributed Computing and Applications for Business Engineering and Science (DCABES)

作者： Lu, Jianbo Li, Wenjing Liu, Chunxia Nanning Normal Univ Sch Comp & Informat Engn Nanning 530299 Peoples R China Guangxi Technol Coll Machinery & Elect Dept Comp & Informat Engn Nanning 530001 Peoples R China

ISBN: (纸本)9781728128658

In order to solve the problems of traditional harmony search algorithm such as slow convergence speed and low solution precision, this paper proposes the harmony search bfgs (Broyden-Fletcher-Goldfarb-Shanno) hybrid parallel algorithm based on cloud computing. The generated evolutionary harmony solution vector is used as the initial vector of bfgs algorithm, which then goes through the refining and optimization computing by bfgs algorithm, thus the hybrid parallel algorithm combining the harmony search and bfgs algorithm is constructed, the Map Reduce parallel programming model is used to design the Map and Reduce parallel functions of optimization computing on the cloud platform to construct the hybrid search bfgs hybrid optimization algorithm based on the cloud platform. It performs the programming and comparative experiment on Hadoop platform. The experimental results show that the proposed algorithm outperforms the harmony search algorithm in optimization precision, convergence speed and acceleration ratio, and its parallel computing is close to the linear acceleration ratio.

关键词： Harmony Search bfgs algorithm brid Parallelism cloud Computing

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Design of a multi-voltage probe system for ICRF antenna coupling resistance measurement on EAST

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Plasma Science and Technology 2020年第10期22卷 145-151页

作者： Zhen PENG Gen CHEN Jianhua WANG Yanping ZHAO Yuzhou MAO Institute o f Plasma Physics Chinese Academy of SciencesHefei 230031People's Republic of China University of Science and Technology of China Hefei 230026People's Republic of China Hangzhou Dianzi University Hangzhou 310018.People's Republic of China

A multi-voltage probe array system is designed to measure the coupling resistance of an ion cyclotron resonance frequency antenna. In the process of the antenna coupling resistance data extraction, the minimization algorithm, the original Levenberg–Marquardt algorithm, is replaced by the Broyden–Fletcher–Goldfarb–Shanno algorithm to achieve more stable and accurate results. Moreover, a simple model of the multi-voltage probe array was applied to simulate the performance of the Kalman filter, and to optimize the distance and position of the probes and probe number to mitigate the influence of the system noise on the rebuilt results. During the EAST experiment in 2019, a four-voltage probe array was applied to measure the coupling resistance of line 6 during high confined mode discharge. The measurement results by the multivoltage probe array system and the voltage/current probe pair show a good agreement.

关键词： EAST ICRF bfgs algorithm multi-voltage probe coupling resistance

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Research on Harmony Search bfgs Hybrid Parallel algorithm Based on Cloud Computing

Research on Harmony Search BFGS Hybrid Parallel Algorithm Ba...

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第十八届分布式计算及其应用国际学术研讨会

作者： Jianbo Lu Wenjing Li Chunxia Liu School of Computer and Information Engineering Nanning Normal University Department of Computer and Information Engineering Guangxi Technological College of Machinery And Electricity

In order to solve the problems of traditional harmony search algorithm such as slow convergence speed and low solution precision,this paper proposes the harmony search bfgs(Broyden-Fletcher-Goldfarb-Shanno) hybrid parallel algorithm based on cloud *** generated evolutionary harmony solution vector is used as the initial vector of bfgs algorithm,which then goes through the refining and optimization computing by bfgs algorithm,thus the hybrid parallel algorithm combining the harmony search and bfgs algorithm is constructed,the Map Reduce parallel programming model is used to design the Map and Reduce parallel functions of optimization computing on the cloud platform to construct the hybrid search bfgs hybrid optimization algorithm based on the cloud *** performs the programming and comparative experiment on Hadoop *** experimental results show that the proposed algorithm outperforms the harmony search algorithm in optimization precision,convergence speed and acceleration ratio,and its parallel computing is close to the linear acceleration ratio.

关键词： Harmony Search bfgs algorithm brid Parallelism cloud Computing

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