作者:
SMITH, MJLecturer
Department of Mathematics University of York Heslington York England
The paper provides a descent algorithm for solving certain monotone variational inequalities and shows how this algorithm may be used for solving certain monotone complementarity problems. Convergence is proved under ...
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The paper provides a descent algorithm for solving certain monotone variational inequalities and shows how this algorithm may be used for solving certain monotone complementarity problems. Convergence is proved under natural monotonicity and smoothness conditions; neither symmetry nor strict monotonicity is required.
In this paper, we focus on the problem of blind source separation (BSS). To solve the problem efficiently, a new algorithm is proposed. First, a parallel variable dual-matrix model (PVDMM) that considers all the numer...
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In this paper, we focus on the problem of blind source separation (BSS). To solve the problem efficiently, a new algorithm is proposed. First, a parallel variable dual-matrix model (PVDMM) that considers all the numerical relations between a mixing matrix and a separating matrix is proposed. Different constrained terms are used to construct the cost function for every sub-algorithm. These constrained terms reflect a numerical relation. Therefore, a number of undesired solutions are excluded, the search region is reduced, and the convergence efficiency of the algorithm is ultimately improved. Parallel sub-algorithms are proven to converge to a separable matrix only if the cost function approaches zero. Second, a descent algorithm (DA) as a PVDMM optimizing approach is proposed in this paper as well. Apparently, the efficiency of the algorithm depends completely on the DA. Unlike the traditional descent method, the DA defines step length by solving inequality instead of merely utilizing the Wolfe- or Armijo-type search rule. Stimulation results indicate that the DA can improve computational efficiency. Under mild conditions, the DA has been proven to have strong convergence properties. Numerical results also show that the method is very efficient and robust. Finally, we applied the combinative algorithm to the BSS problem. Computer simulations illustrate its good performance.
We study an unconstrained minimization approach to the generalized complementarity problem GCP(f, g) based on the generalized Fischer-Burmeister function and its generalizations when the underlying functions are . Als...
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We study an unconstrained minimization approach to the generalized complementarity problem GCP(f, g) based on the generalized Fischer-Burmeister function and its generalizations when the underlying functions are . Also, we show how, under appropriate regularity conditions, minimizing the merit function corresponding to f and g leads to a solution of the generalized complementarity problem. Moreover, we propose a descent algorithm for GCP(f, g) and show a result on the global convergence of a descent algorithm for solving generalized complementarity problem. Finally, we present some preliminary numerical results. Our results further give a unified/generalization treatment of such results for the nonlinear complementarity problem based on generalized Fischer-Burmeister function and its generalizations.
In this paper, we give a descent algorithm for solving quadratic bilevel programming problems. It is proved that the descent algorithm finds a locally optimal solution to a quadratic bilevel programming problem in a ...
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In this paper, we give a descent algorithm for solving quadratic bilevel programming problems. It is proved that the descent algorithm finds a locally optimal solution to a quadratic bilevel programming problem in a finite number of iterations. Two numerical examples are given to illustrate this algorithm.
作者:
Sellami, MohamedUniv Gabes
Natl Engn Sch Gabes Res Unit Mechan Modeling Energy & Mat M2EM Gabes 6029 Tunisia Univ Gabes
Natl Engn Sch Gabes Dept Civil Engn Gabes 6029 Tunisia
This paper presents a novel descent algorithm based on the step-by-step iterative principle, applied to the optimum design of steel frames. The search consists on finding the direction which decreases the structural w...
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This paper presents a novel descent algorithm based on the step-by-step iterative principle, applied to the optimum design of steel frames. The search consists on finding the direction which decreases the structural weight most quickly. As the design problem includes discrete variables, the optimum is found by evaluating the structural weight gradient step by step. The step size is controlled in such a way that convergence towards infeasible or suboptimal solutions is avoided. By properly choosing the initial solution, it is possible to increase the efficiency and the convergence speed of the algorithm. Many strategies, for the choice of initial design point, by making use of engineering intuitions or using optimized design obtained by other algorithms are discussed. Furthermore, it is confirmed in this study that the proposed algorithm can be used to improve optimum designs found by metaheuristic algorithms. The optimization results, relative to several weight minimizations problems of benchmark planar steel frames designed according to Load and Resistance Factor Design, American Institute of Steel Construction (LRFD-AISC) specifications, are compared to those obtained by different optimization methods. The comparison proves the efficiency and robustness as well as the prompt of convergence of the proposed descent algorithm developed in this paper.
This paper presents a new and simple algorithm for the least absolute value regression problem. It is based on the notion of “edge” descent along the surface of the objective function. It is comparable or better in ...
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For the symmetric Pareto Eigenvalue Complementarity Problem (EiCP), by reformulating it as a constrained optimization problem on a differentiable Rayleigh quotient function, we present a class of descent methods and p...
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For the symmetric Pareto Eigenvalue Complementarity Problem (EiCP), by reformulating it as a constrained optimization problem on a differentiable Rayleigh quotient function, we present a class of descent methods and prove their convergence. The main features include: using nonlinear complementarity functions (NCP functions) and Rayleigh quotient gradient as the descent direction, and determining the step size with exact linear search. In addition, these algorithms are further extended to solve the Generalized Eigenvalue Complementarity Problem (GEiCP) derived from unilateral friction elastic systems. Numerical experiments show the efficiency of the proposed methods compared to the projected steepest descent method with less CPU time.
A limit theorem is established for the asymptotic state of a Markov chain arising from an iterative renormalization. The limit theorem is illustrated in applications to the theory of random search and in probabilistic...
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A limit theorem is established for the asymptotic state of a Markov chain arising from an iterative renormalization. The limit theorem is illustrated in applications to the theory of random search and in probabilistic models for descent algorithms. Some special cases are also noted where exact distributional results can be obtained.
All descent algorithms are characterized by a line search step. For a convex minimized functional of a certain special form, a proposed line search process with definite and convenient estimation of the interval inclu...
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We consider a simplified model of a coupled parabolic PDE-ODE describing heat transfer within buildings. We describe an identification procedure able to reconstruct the parameters of the model. The response of the mod...
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We consider a simplified model of a coupled parabolic PDE-ODE describing heat transfer within buildings. We describe an identification procedure able to reconstruct the parameters of the model. The response of the model is nonlinear with respect to its parameters and the reconstruction of the parameters is achieved by the introduction of a new vectorial descent stepsize, which improves the convergence of the Levenberg-Marquardt minimization algorithm. The new vectorial descent stepsize can have negative and positive entries of different sizes, which fundamentally differs from standard scalar descent stepsize. The new algorithm is proved to converge and to outperform the standard scalar descent strategy. We also propose algorithms for the initialization of the parameters needed by the reconstruction procedure, when no a priori knowledge is available.
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