A predictor-corrector smoothing Newton method for solving the mixed complementarity problem with a P 0-function

The mixed complementarity problem (denoted by MCP(F)) can be reformulated as the solution of a nonsmooth system of equations. In the paper, based on a perturbed mid function, we contract a new smoothing function. The existence and continuity of a smooth path for solving the mixed complementarity problem with a P ₀ function are discussed. Then we presented a predictor-corrector smoothing Newton algorithm to solve the MCP with a P ₀-function. The global convergence of the proposed algorithm is verified under mild conditions. And by using the smooth and semismooth technique, the local superlinear convergence of the method is proved under some suitable assumptions.     

求解互补问题的极大熵和声搜索算法*

针对传统算法无法获得互补问题的多个最优解的困难, 提出了求解互补问题的和声搜索算法。利用NCP函数, 将互补问题转换为一个非光滑方程组问题,用极大熵函数对其进行光滑换处理,进而把互补问题的求解转化为无约束优化,利用和声搜索算法对其进行求解。该算法对目标函数的解析性质没有要求且容易实现,数值结果表明了该方法在求解互补问题中的有效性。     

求解互补问题的极大熵社会认知算法

针对传统算法无法获得互补问题的多个最优解的困难,提出了求解互补问题的社会认知优化算法.通过利用NCP函数,将互补问题的求解转化为一个非光滑方程组问题,然后用凝聚函数对其进行光滑化,进而把互补问题的求解转化为无约束优化问题,利用社会认知算法对其进行求解.该算法是基于社会认知理论,通过一系列的学习代理来模拟人类的社会性以及智能性从而完成对目标的优化.该算法对目标函数的解析性质没有要求且容易实现,数值实验结果表明了该方法是有效的.     

求解互补问题的极大熵差分进化算法*

针对传统算法无法获得互补问题多个最优解的困难, 提出了求解互补问题的差分进化算法。首先利用NCP函数, 将互补问题转换为一个非光滑方程组问题, 然后用凝聚函数对其进行光滑化, 进而把互补问题的求解转换为无约束优化问题, 利用差分进化算法对其进行求解。该算法对目标函数的解析性质没有要求且容易实现, 数值结果表明了该方法在求解互补问题中的有效性。     

Supervised training algorithms for B-Spline neural networks and neuro-fuzzy systems

Complete supervised training algorithms for B-Spline neural networks and fuzzy rule-based systems are discussed. By introducing the relationships between B-Spline neural networks and Mamdani (satisfying certain assumptions) and Takagi-Kang-Sugeno fuzzy models, training algorithms developed initially for neural networks can be adapted to fuzzy systems. The standard training criterion is reformulated, by separating its linear and nonlinear parameters. By employing this reformulated criterion with the Levenberg-Marquardt algorithm, a new training method, offering a fast rate of convergence is obtained. It is also shown that the standard Error-Back Propagation algorithm, the most common training method for this class of systems, exhibits a very poor and unreliable performance.     

基于免疫粒子群算法的广义Nash均衡问题求解

针对广义Nash均衡求解问题, 提出了一种免疫粒子群算法。首先利用非线性互补问题, 将广义Nash均衡问题转换为非线性方程组问题, 然后把免疫算法中抗体的免疫记忆功能和抗体浓度抑制机制引入基本粒子群算法, 设计了一种免疫粒子群算法。最后通过数值实验表明, 该算法保持了粒子群种群多样性, 增强了粒子群算法的全局寻优能力, 加快了算法的收敛速度, 具有较好的性能。     

A linearization method for generalized complementarity problems

This correspondence presents a Newton-type iterative method for the generalized complementarity problems (i.e., nonlinear complementarity problems over a closed convex cone). The solution is obtained by a sequence of linear approximations. A sufficient condition for the global convergence and the rate of convergence of the algorithm are studied.     

Solving equations via the trust region and its application to a class of stochastic linear complementarity problems

Equations with box constraints are applied in many fields, for example the complementarity problem. After studying the existing methods, we find that quadratic convergence of majority algorithms is based on the solvability of the equations. But whether the equations are solvable is previously unknown. So, it is necessary to design an algorithm which has fast quadratic convergence. The quadratic convergence does not depend on the solvability of the equations. In this paper, we propose a new method for solving equations. The global and local quadratic convergence of the proposed algorithm are established under some suitable assumptions. We apply the proposed algorithm to a class of stochastic linear complementarity problems. Numerical results show that our method is valid.     

Globally and superlinearly convergent algorithms for the solution of box-constrained optimization

Based on the identification technique of active constraints, we propose a Newton-like algorithm and a quasi-Newton algorithm for solving the box-constrained optimization problem. The two algorithms require only the solution of a lower-dimensional system of linear equations at each iteration. In the proposed quasi-Newton algorithm, we make use of an approximate direction derivative of the multiplier functions so that only first-order derivatives of the objective function are needed to evaluate. Under mild assumptions, global convergence of the two algorithms is established. In particular, locally quadratic convergence for the Newton-like algorithm and locally superlinear convergence for the quasi-Newton algorithm are obtained without assuming that the strict complementarity condition holds at the solution.     

Reformulated radial basis neural networks trained by gradientdescent

This paper presents an axiomatic approach for constructing radial basis function (RBF) neural networks. This approach results in a broad variety of admissible RBF models, including those employing Gaussian RBFs. The form of the RBFs is determined by a generator function. New RBF models can be developed according to the proposed approach by selecting generator functions other than exponential ones, which lead to Gaussian RBFs. This paper also proposes a supervised learning algorithm based on gradient descent for training reformulated RBF neural networks constructed using the proposed approach. A sensitivity analysis of the proposed algorithm relates the properties of RBFs with the convergence of gradient descent learning. Experiments involving a variety of reformulated RBF networks generated by linear and exponential generator functions indicate that gradient descent learning is simple, easily implementable, and produces RBF networks that perform considerably better than conventional RBF models trained by existing algorithms     

A globally and locally superlinearly convergent inexact Newton-GMRES method for large-scale variational inequality problem

In this paper, we propose an inexact Newton-generalized minimal residual method for solving the variational inequality problem. Based on a new smoothing function, the variational inequality problem is reformulated as a system of parameterized smooth equations. In each iteration, the corresponding linear system is solved only approximately. Under mild assumptions, it is proved that the proposed algorithm has global convergence and local superlinear convergence properties. Preliminary numerical results indicate that the method is effective for a large-scale variational inequality problem.     

An affine scaling interior trust-region method combining with nonmonotone line search filter technique for linear inequality constrained minimization

This paper proposes an affine scaling interior trust-region method in association with nonmonotone line search filter technique for solving nonlinear optimization problems subject to linear inequality constraints. Based on a Newton step which is derived from the complementarity conditions of linear inequality constrained optimization, a trust-region subproblem subject only to an ellipsoidal constraint is defined by minimizing a quadratic model with an appropriate quadratic function and scaling matrix. The nonmonotone schemes combining with trust-region strategy and line search filter technique can bring about speeding up the convergence progress in the case of high nonlinear. A new backtracking relevance condition is given which assures global convergence without using the switching condition used in the traditional line search filter technique. The fast local convergence rate of the proposed algorithm is achieved which is not depending on any external restoration procedure. The preliminary numerical experiments are reported to show effectiveness of the proposed algorithm.     

Robust iterative learning control for linear systems with multiple time-invariant parametric uncertainties

This article presents a novel robust iterative learning control algorithm (ILC) for linear systems in the presence of multiple time-invariant parametric uncertainties.The robust design problem is formulated as a min–max problem with a quadratic performance criterion subject to constraints of the iterative control input update. Then, we propose a new methodology to find a sub-optimal solution of the min–max problem. By finding an upper bound of the worst-case performance, the min–max problem is relaxed to be a minimisation problem. Applying Lagrangian duality to this minimisation problem leads to a dual problem which can be reformulated as a convex optimisation problem over linear matrix inequalities (LMIs). An LMI-based ILC algorithm is given afterward and the convergence of the control input as well as the system error are proved. Finally, we apply the proposed ILC to a generic example and a distillation column. The numerical results reveal the effectiveness of the LMI-based algorithm.     

求解互补支持向量机的非单调信赖域算法

求解支持向量机的核心问题是对一个大规模凸二次规划问题进行求解。基于支持向量机的修正模型,得到一个与之等价的互补问题,利用Fischer-Burmeister互补函数,从一个新的角度提出了求解互补支持向量机的非单调信赖域算法。新算法避免了求解Hesse矩阵或矩阵求逆运算,减少了工作量,提高了运算效率。在不需要任何假设的情况下,证明算法具有全局收敛性。数值实验结果表明,对于大规模非线性分类问题,该算法的运行速度比LSVM算法和下降法快,为求解SVM优化问题提供了一种新的可行方法。     

An arc-search infeasible interior-point algorithm for horizontal linear complementarity problem in the N∞− neighbourhood of the central path

An arc-search infeasible interior point algorithm is proposed for solving a horizontal linear complementarity problem. The algorithm produces a sequence of iterates in the negative infinity neighbourhood of the central path and searches the solutions along the ellipses that approximate the whole central path. We study the theoretical convergence properties and also establish polynomial complexity bound for the proposed algorithm. Moreover, our numerical results suggest that the proposed algorithm is very efficient and competitive.     

An improved infeasible SSLE method for constrained optimization without strict complementarity

In this paper, using “working set” technique for determining the active set, a new SSLE-Type algorithm with arbitrary initial point for constrained optimization is presented. At each iteration, we first introduce a new working set based on a multiplier function, then an improved direction is obtained by three systems of linear equations with the same coefficient matrix and possess small scale, and to avoid the Maratos effect, another correction direction is yielded by a simple explicit formula. Under some mild conditions, the algorithm is proved to be globally and strongly convergent, and the superlinear or even quadratic convergence can be obtained without the strict complementarity. Finally, some interesting numerical results are reported.     

A computational analysis of LCP methods for bilinear and concave quadratic programming

The use of a sequential linear complementarity problem (SLCP) algorithm for finding a global minimum of bilinear programming problem (BLP) or a concave quadratic program (CQP) is examined. The algorithm consists of solving a sequence of linear complementarity problems (LCP). A branch-and-bound method is also considered in this study. This algorithm is based on the reformulation of a BLP into an LCP with a linear function to minimize. Computational experience with small and medium scale BLPs and CQPs indicates that the SLCP algorithm is quite efficient in finding a global minimum (or at least a solution that is quite near the optimum), but it is, in general, unable to establish that such a solution has been found. An algorithm to find a lower-bound for the BLP can overcome this drawback in some cases. Furthermore the SLCP algorithm is shown to be robust and compares favorably with the branch-and-bound method and another alternative technique.     

Pose estimation-based path planning for a tracked mobile robot traversing uneven terrains

A novel path-planning algorithm is proposed for a tracked mobile robot to traverse uneven terrains, which can efficiently search for stability sub-optimal paths. This algorithm consists of combining two RRT-like algorithms (the Transition-based RRT (T-RRT) and the Dynamic-Domain RRT (DD-RRT) algorithms) bidirectionally and of representing the robot–terrain interaction with the robot’s quasi-static tip-over stability measure (assuming that the robot traverses uneven terrains at low speed for safety). The robot’s stability is computed by first estimating the robot’s pose, which in turn is interpreted as a contact problem, formulated as a linear complementarity problem (LCP), and solved using the Lemke’s method (which guarantees a fast convergence). The present work compares the performance of the proposed algorithm to other RRT-like algorithms (in terms of planning time, rate of success in finding solutions and the associated cost values) over various uneven terrains and shows that the proposed algorithm can be advantageous over its counterparts in various aspects of the planning performance.     

Asynchronous multisplitting relaxation methods for linear complementarity problems

To solve the linear complementarity problems efficiently on the high-speed multiprocessor systems, we set up a class of asynchronous parallel matrix multisplitting accelerated over-relaxation (AOR) method by technical combination of the matrix multisplitting and the accelerated overrelaxation techniques. The convergence theory of this new method is thoroughly established under the condition that the system matrix of the linear complementarity problem is an H-matrix with positive diagonal elements. At last, we also make multi-parameter extension for this new asynchronous multisplitting AOR method, and investigate the convergence property of the resulted asynchronous multisplitting unsymmetric AOR method. Thereby, an extensive sequence of asynchronous parallel relaxed iteration methods in the sense of multisplitting is presented for solving the large scale linear complementarity problems in the asynchronous parallel computing environments. This not only affords various choices, but also presents systematic convergence theories about the asynchronous parallel relaxation methods for solving the linear complementarity problems.     

应用非单调线搜索求解一类互补问题

考虑一类含非Lipschtizian连续函数的非线性互补问题。引入plus函数的一类广义光滑函数,讨论其性质。应用所引入函数将互补问题重构为一系列光滑方程组,提出一个具有非单调线搜索的Newton算法求解重构的方程组以得到原问题的解。在很弱的条件下,该算法具有全局收敛性和局部二次收敛性。利用该算法求解一自由边界问题,其数值结果显示该算法是有效的。