解大规模无约束优化的自适应过滤信赖域法

提出一种解大规模无约束优化问题的自适应过滤信赖域法。用目标函数的梯度及迭代点的信息来构造目标函数海赛矩阵的近似数量矩阵,引进了过滤技术和自适应技术,大大提高了计算效率。从理论上证明了新算法的全局收敛性,数值试验结果也表明了新算法的有效性。     

一种求解无约束优化问题的非单调信赖域算法

提出了非单调信赖域算法求解基于锥模型的无约束优化问题,该算法在求解信赖域子问题时充分利用了当前迭代点的一阶梯度信息。提出了一个新的信赖域半径的选取机制,并和经典的信赖域方法作比较分析。设定了一些条件,在这些假设条件下证明了算法是整体收敛的。数值实验结果表明,该算法对基于锥模型的无约束优化问题的求解是行之有效的,拓展了非单调信赖域算法的应用领域。     

关于楔形信赖域半径更新的两种方法

楔形信赖域算法用于求解无导数的优化问题,是基于传统的信赖域算法提出的。楔形信赖域算法的改进之处是在传统的信赖域子问题的基础上增加一个楔形约束,故称为“楔形信赖域”。信赖域半径的更新方法对于算法的收敛性有重要的影响。针对原楔形信赖域的半径更新方法的不足,提出了两种新的更新半径的策略。实验结果表明,在大多数测试问题上,改进的这两种算法的函数值计算次数大大减少。     

非单调信赖域方法求解无约束非光滑优化问题

提出了非单调信赖域算法求解无约束非光滑优化问题,并和经典的信赖域方法作比较分析。同时,设定了一些条件,在这些假设条件下证明了该算法是整体收敛的。数值实验结果表明,非单调策略对无约束非光滑优化问题的求解是行之有效的,拓展了非单调信赖域算法的应用领域。     

求解二次规划逆问题的非单调信赖域算法

为了提高求解二次规划逆问题的速度,提出了针对求解该问题的非单调信赖域算法.为了降低问题的复杂度,将二次规划逆问题转换为决策变量相对较少的对偶问题,采用增广Lagrange法构造对偶问题的子问题,并通过引入光滑函数将子问题转换为无约束优化问题,利用非单调信赖域算法进行求解.数值实验结果表明,该算法的迭代次数比牛顿算法、Gauss回代交替方向法少,运行速度快.因此,对于大规模二次规划逆问题,该算法更加有效.     

A modified trust region algorithm for nonlinear equations with new updating rule of trust region radius

In this article, we present a trust region algorithm for the nonlinear equations with a new updating rule of the trust region radius, which takes some function of the residual. We show that under the local error bound condition which is weaker than the non-singularity, the new algorithm converges quadratically to some solution of the nonlinear equations. Numerical results show that the new algorithm performs very well for some singular nonlinear equations.     

用改进的信赖域方法求解二次插值模型

一种改进的信赖域方法被用来解无约束最优化问题,当目标函数的导数信息不可利用或者求解目标函数的导数代价太大。通常,考虑用二次插值模型来逼近目标函数,并且用传统的信赖域方法求解这个二次模型。传统的信赖域方法将被改进,并且形成两个改进的信赖域子问题。改进的信赖域方法的创新点在于:求解二次模型在一个参数化的信赖域中,修改这个模型在另一个参数化的信赖域当中。在这两个新的信赖域中,可以分别很快地找到一个好的下降方向和一个具有均衡性的插值点。这个改进的方法不但节省了函数值计算次数而且提高了解的精度。实验结果表明,针对测试问题,提出的方法的确是优于传统的信赖域方法的。     

一类新的带记忆模型的非单调信赖域算法

本文就无约束优化问题提出了一个带记忆模型的非单调信赖域算法。与传统的非单调信赖域算法不同,文中的信赖域子问题的逼近模型为记忆模型,该模型使我们可以从更全面的角度来求得信赖域试探步,从而避免了传统非单调信赖域方法中试探步的求取完全依赖于当前点的信息而过于局部化的困难。文中提出了一个带记忆模型的非单调信赖域
域算法,并证明了其全局收敛性。     

A nonmonotone accelerated Levenberg–Marquardt method for the -eigenvalues of symmetric tensors

The eigenvalues of tensors become more and more important in the numerical multilinear algebra. In this paper, based on the nonmonotone technique, an accelerated Levenberg–Marquardt (LM) algorithm is presented for computing the -eigenvalues of symmetric tensors, in which an LM step and an accelerated LM step are computed at each iteration. We establish the global convergence of the proposed algorithm using properties of symmetric tensors and norms. Under the local error-bound condition, the cubic convergence of the nonmonotone accelerated LM algorithm is derived. Numerical results show that this method is efficient.     

A cubic regularization algorithm for unconstrained optimization using line search and nonmonotone techniques

In recent years, cubic regularization algorithms for unconstrained optimization have been defined as alternatives to trust-region and line search schemes. These regularization techniques are based on the strategy of computing an (approximate) global minimizer of a cubic overestimator of the objective function. In this work we focus on the adaptive regularization algorithm using cubics (ARC) proposed in Cartis et al. [Adaptive cubic regularisation methods for unconstrained optimization. Part I: motivation, convergence and numerical results, Mathematical Programming A 127 (2011), pp. 245–295]. Our purpose is to design a modified version of ARC in order to improve the computational efficiency preserving global convergence properties. The basic idea is to suitably combine a Goldstein-type line search and a nonmonotone accepting criterion with the aim of advantageously exploiting the possible good descent properties of the trial step computed as (approximate) minimizer of the cubic model. Global convergence properties of the proposed nonmonotone ARC algorithm are proved. Numerical experiments are performed and the obtained results clearly show satisfactory performance of the new algorithm when compared to the basic ARC algorithm.     

全局信息共享的自适应FA算法

针对萤火虫算法FA对于高维复杂问题,收敛速度慢、求解精度低,优化效果不理想等缺点,提出一种基于全局信息共享的自适应FA算法。分别从三个方面对FA算法进行了改进:通过引入群体距离,改进γ值的调节方式,提升算法的自适应调节能力;通过增加过程搜索信息,加强算法的精细化调节能力;通过引入基于全局平均位置信息的量子空间下的δ势阱模式,增强算法的全局搜索能力。最后对几种典型函数的测试结果表明,改进算法在收敛速度与收敛精度上,较其它算法有明显提高。     

一种自适应的运动区域检测算法

提出了一种简单有效的自适应阂值选择机制,并将背景信息嵌入到阈值选择中,提高了阈值选择的准确性。实验结果表明,该算法能在各种环境变化情况下自动得到合适的阈值,提高了运动区域检测的准确性。     

An infeasible active-set QP-free algorithm for general nonlinear programming

We propose an infeasible active set QP-free algorithm for general constrained optimization in this paper. It starts from an arbitrary initial point. At each iteration, only two or three reduced linear equations with the same coefficients are solved to obtain the search direction. To determine the working set, the method makes use of multipliers from the last iteration, eliminating the need to compute a new estimate, and no additional linear systems are solved to select linear independent constraint gradients. The infeasibility measure and the objective function value are controlled separately by the filter technique. Without the positive definiteness assumption on the Hessian estimate, the sequence generated by the algorithm still globally converges to a Karush-Kuhn-Tucker point. And the algorithm obtains superlinear convergence without the strict complementarity. At last, preliminary numerical results are reported.     

A second order method for unconstrained optimization

An algorithm using second derivatives for solving unconstrained optimization problems is presented. In this brief note the descent direction of the algorithm is based on a modification of the Newton direction, while the Armijo rule for choosing the stepsize is used. The rate of convergence of the algorithm is shown to be superlinear. Our computational experience shows that the method performs quite well and our numerical results are presented in Section 4.     

自适应改进和声—单纯形进化算法研究

针对和声搜索算法的不足,提出了一种自适应改进和声—单纯形进化算法(AIHSEA)。通过在新算法中加入变异策略对和声微调进行改进来增强算法的鲁棒性;适时执行单纯形算子增加群体搜索的方向性来加快搜索;采用自适应参数HMCR、PAR和BW调节全局和局部搜索。采用六个标准的优化算法测试函数对AIHSEA进行测试,并与HS、IHS和GHS算法进行对比,仿真结果表明AIHSEA算法具有较强的精确寻优和跳出局部最优的能力。     

A nonmonotone ODE-based method for unconstrained optimization

This paper presents a new hybrid algorithm for unconstrained optimization problems, which combines the idea of the IMPBOT algorithm with the nonmonotone line search technique. A feature of the proposed method is that at each iteration, a system of linear equations is solved only once to obtain a trial step, via a modified limited-memory BFGS two loop recursion that requires only matrix–vector products, thus reducing the computations and storage. Furthermore, when the trial step is not accepted, the proposed method performs a line search along it using a modified nonmonotone scheme, thus a larger stepsize can be yielded in each line search procedure. Under some reasonable assumptions, the convergence properties of the proposed algorithm are analysed. Numerical results are also reported to show the efficiency of this proposed method.     

改进的自适应邻域的多目标进化算法

提出了一种新的自适应邻域的多目标进化算法,该算法采用自适应邻域的方法维护群体的分布性。探讨了根据当前群体情况进行自适应改变邻域半径,避免了传统邻域策略所引起的邻域半径的取值影响群体分布性的问题。另外,利用自适应邻域半径和拥挤距离进行密度估计,使密度小的个体得到保留。实验结果表明,所讨论的方法是有效的,在保持群体分布性上优于NSGAII和NMOEA。     

Convergence of memory gradient methods

In this paper we present a new class of memory gradient methods for unconstrained optimization problems and develop some useful global convergence properties under some mild conditions. In the new algorithms, trust region approach is used to guarantee the global convergence. Numerical results show that some memory gradient methods are stable and efficient in practical computation. In particular, some memory gradient methods can be reduced to the BB method in some special cases.     

解不定信赖域子问题的Heun三阶算法

针对信赖域子问题,当Hessian矩阵不正定时,利用Bunch-Parlett法对矩阵进行修正,构造了对称正定的矩阵,将不定子问题转化为正定子问题,用新的折线来逼近最优解曲线,给出了求解的Heun三阶算法。通过对Heun三阶折线路径性质的分析,理论上证明了算法的适定性。利用两个测试函数进行了数值实验,结果表明该算法有效。     

基于圆形信赖域的改进和声搜索算法

针对标准和声搜索(HS)算法易陷入局部最优、收敛精度不高的不足,提出了一种基于圆形信赖域(CTR)的新型和声搜索算法--CTRHS。该算法运用逐双音调一次性产生方式,在记忆思考环节交互式地采取面向圆形信赖域的集约化思考操作,在双音调微调环节利用当前和声记忆库中的最好或最差和声来确定微调带宽,并且以新生成和声直接替换当前和声记忆库中最差和声来实现和声记忆库的更新。通过在9种标准测试函数上对CTRHS算法进行实验验证和算法性能对比,结果表明CTRHS算法在解质量、收敛性能上优于文献中已报道的7种HS改进算法,且当和声记忆库规模(HMS)、和声记忆库思考率(HMCR)分别取5和0.99时,它能表现出更佳的全局优化性能。