二次插值模型直接搜索算法的参数分析

对无约束优化问题的二次插值型直接搜索算法中初始插值半径,信赖域初始半径,位移接受准则和信赖域半径调节参数进行了数值实验分析.数值实验表明解无约束优化的基于二次函数插值型的直接搜索算法对初始插值半径和信赖域初始半径比较敏感,对位移接受准则和半径调节参数不敏感.根据数值实验结果推荐初始插值半径的选取应与信赖域初始半径相等,同时给出了基于二次插值型的直接搜索算法中初始插值半径与信赖域初始半径的选择区间和其它参数的推荐值.这些结果对这类算法的数值实现和工程应用是有益的.     

求解二维Fredholm积分方程的参数化信赖域方法

给出了求解二维第一类Fredholm积分方程信赖域方法。通过引入正则化参数将离散后的Fredholm积分方程转化带参数的最优化问题,借助于KKT条件将二次信赖域子问题参数化,并进行分析求解,最后给出了数值模拟。     

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。     

信赖域共轭梯度法求解二次规划逆问题

为了有效地求解二次规划逆问题,提出了一种求解其对偶问题的子问题的光滑化信赖域共轭梯度法。该方法采用增广拉格朗日法求解其对偶问题,引入光滑函数将对偶问题的子问题转换成连续的无约束优化问题,将信赖域法与共轭梯度法结合,设计出求解二次规划逆问题的算法流程。数值实验结果表明,该方法可行且有效,与牛顿法相比,更适合求解大规模问题。     

加权最小二乘法改进遗传克里金插值方法研究

数据内插被广泛应用于地统计分析领域,克里金插值作为其中最为有效的方法之一,其原理是通过建立变异函数理论模型,得到可靠的权重值和拉格朗日系数,构成求解待测点的线性组合。为了有效地提高插值精度,文中利用加权最小二乘法优化遗传算法中的适应度函数,进而改进普通基于遗传算法优化的克里金插值方法。并且在MATLAB中利用外部工具箱确定模型参数,最后通过实例验证,将该方法与普通克里金插值以及遗传克里金插值结果进行对比,发现采用该方法,插值效果较好且误差也较小,证明了通过加权最小二乘法可以有效改进普通遗传克里金插值方法。     

基于Hermite插值的SVM研究

在传统SVM的分类求解算法中,由于严格凸的无约束最优化问题中单变量函数x+是不可微的,不能使用通常的最优化的算法进行求解。三次Hermite插值多项式光滑的支持向量机模型采用的是一种多项式光滑技术,用三次Hermite插值多项式代替单变量函数x+,将原来不可微的模型变为可微的模型,并且给出了三次Hermite插值多项式光滑化单变量函数x+的推导过程。使用UCI机器学习数据集中的数据,通过实验验证了该模型的有效性。     

双线性系统多目标控制问题研究

研究了双线性系统的多目标控制问题. 首先把多目标控制问题, 通过效用函数技术转化为一个单目标最优控制问题, 其中, 效用函数是多个二次型性能指标的非线性函数, 因此, 在动态规划的意义下是不可分的. 然后, 为了克服不可分对求解带来的困难, 提出了一种两级最优控制算法. 下级用动态规划求解一个参数化的具有双线性---二次型结构的辅助 Lagrangian 问题；上级迭代调整辅助 Lagrangian 问题中的参数向量. 不断重复这个过程, 直至最优性条件被满足.     

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。     

基于信赖域方法的几何约束求解技术的研究

几何约束求解问题是当前基于约束设计研究中的热点问题。一个约束描述了一个应该被满足的关系,一旦用户已经定义了一系列的关系,那么在修改参数之后,系统会自动选择合适的状态来满足约束。拟将信赖域方法引入到几何约束求解中。因为传统的Newton法在实际计算时对初始点要求比较严格,且每次都要计算导数,当导数值出现奇异状况或非常小时,使计算无法进行,且收敛性不能保证,因而使方法受到一定的限制。信赖域方法既具有Newton法的快速收敛性又有理想的总体收敛性,而且可以解决Hessian阵不正定和鞍点等困难。     

一种BFGS校正的改进信赖域方法

本文利用经典的信赖域方法,针对无约束优化问题,对信赖域进行改进,并在此基础上对算法进行BFGS校正。数值实验证明,相比传统的信赖域方法,改进的信赖域方法在计算效率上有了很大提高;而加入BFGS校正后,新算法相比改进的信赖域方法又有了进一步的提高。     

A trust region method based on a new affine scaling technique for simple bounded optimization

In this paper, we propose a new trust region affine scaling method for nonlinear programming with simple bounds. Our new method is an interior-point trust region method with a new scaling technique. The scaling matrix depends on the distances of the current iterate to the boundaries, the gradient of the objective function and the trust region radius. This scaling technique is different from the existing ones. It is motivated by our analysis of the linear programming case. The trial step is obtained by minimizing the quadratic approximation to the objective function in the scaled trust region. It is proved that our algorithm guarantees that at least one accumulation point of the iterates is a stationary point. Preliminary numerical experience on problems with simple bounds from the CUTEr collection is also reported. The numerical performance reveals that our method is effective and competitive with the famous algorithm LANCELOT. It also indicates that the new scaling technique is very effective and might be a good alternative to that used in the subroutine fmincon from Matlab optimization toolbox.     

Adaptive augmented Lagrangian methods: algorithms and practical numerical experience

In this paper, we consider augmented Lagrangian (AL) algorithms for solving large-scale nonlinear optimization problems that execute adaptive strategies for updating the penalty parameter. Our work is motivated by the recently proposed adaptive AL trust region method by Curtis et al. [An adaptive augmented Lagrangian method for large-scale constrained optimization, Math. Program. 152 (2015), pp. 201–245.]. The first focal point of this paper is a new variant of the approach that employs a line search rather than a trust region strategy, where a critical algorithmic feature for the line search strategy is the use of convexified piecewise quadratic models of the AL function for computing the search directions. We prove global convergence guarantees for our line search algorithm that are on par with those for the previously proposed trust region method. A second focal point of this paper is the practical performance of the line search and trust region algorithm variants in Matlab software, as well as that of an adaptive penalty parameter updating strategy incorporated into the Lancelot software. We test these methods on problems from the CUTEst and COPS collections, as well as on challenging test problems related to optimal power flow. Our numerical experience suggests that the adaptive algorithms outperform traditional AL methods in terms of efficiency and reliability. As with traditional AL algorithms, the adaptive methods are matrix-free and thus represent a viable option for solving large-scale problems.     

A derivative-free affine scaling trust region methods based on probabilistic models with new nonmonotone line search technique for linear inequality constrained minimization without strict complementarity

ABSTRACT

In this paper, a derivative-free trust region methods based on probabilistic models with new nonmonotone line search technique is considered for nonlinear programming with linear inequality constraints. The proposed algorithm is designed to build probabilistic polynomial interpolation models for the objective function. We build the affine scaling trust region methods which use probabilistic or random models within a classical trust region framework. The new backtracking linear search technique guarantee the descent of the objective function, and new iterative points are in the feasible region. In order to overcome the strict complementarity hypothesis, under some reasonable conditions which are weaker than strong second order sufficient condition, we give the new and more simple identification function to structure the affine matrix. The global and local fast convergence of the algorithm are shown and the results of numerical experiments are reported to show the effectiveness of the proposed algorithm.     

Multi-fidelity wing aerostructural optimization using a trust region filter-SQP algorithm

A trust region filter-SQP method is used for wing multi-fidelity aerostructural optimization. Filter method eliminates the need for a penalty function, and subsequently a penalty parameter. Besides, it can easily be modified to be used for multi-fidelity optimization. A low fidelity aerostructural analysis tool is presented, that computes the drag, weight and structural deformation of lifting surfaces as well as their sensitivities with respect to the design variables using analytical methods. That tool is used for a mono-fidelity wing aerostructral optimization using a trust region filter-SQP method. In addition to that, a multi-fidelity aerostructural optimization has been performed, using a higher fidelity CFD code to calibrate the results of the lower fidelity model. In that case, the lower fidelity tool is used to compute the objective function, constraints and their derivatives to construct the quadratic programming subproblem. The high fidelity model is used to compute the objective function and the constraints used to generate the filter. The results of the high fidelity analysis are also used to calibrate the results of the lower fidelity tool during the optimization. This method is applied to optimize the wing of an A320 like aircraft for minimum fuel burn. The results showed about 9 % reduction in the aircraft mission fuel burn.     

Nonmonotone trust region methods with curvilinear path in unconstrained optimization

A general nonmonotone trust region method with curvilinear path for unconstrained optimization problem is presented. Although this method allows the sequence of the objective function values to be nonmonotone, convergence properties similar to those for the usual trust region methods with curvilinear path are proved under certain conditions. Some numerical results are reported which show the superiority of the nonmonotone trust region method with respect to the numbers of gradient evaluations and function evaluations.     

基于改进量子遗传算法的油田井位及数量优化

布井的数量及位置的选取是油田开发中至关重要的一环。一项最优的布井方案受到地质情况、油藏驱动方式、流体特性、油田设备规格以及多种经济参数指标的影响,是一个具有多决策变量的优化问题,传统的数学优化方法在处理这类问题时,很难找到一个合适的目标函数来满足优化条件。量子算法作为量子计算与智能算法相结合的产物,其优秀的寻优能力以及良好泛化能力,在处理目标函数性态复杂的优化问题时较传统方法有着更好的表现。因此,本文利用MATLAB建立油藏数值模拟模型,将井的数量和井位作为变量,以油田净现值为目标函数结合改进的量子遗传算法(Quantum Genetic Algorithm,QGA)对井位进行优化。通过与传统布井方式的对比,所提出的方法有更好的经济效益,同时摆脱了传统布井方式对于经验的依赖,具有很好的移植性。     

隐形矫治方案中的牙齿运动路径规划方法研究

针对隐形矫治方案制定过程中传统牙齿运动路径规划方法准确度及效率低下问题， 根据牙颌评价参数提出新的目标函数，再以传统的人工蜂群算法(ABC)为基础，通过外部存储 存放Pareto 解集，然后以改进的Harmonic 距离对Pareto 解集进行更新，从而提高种群的多样 性。随后通过Slerp 球面线性插值以及线性插值获取牙齿运动路径初始值，与人工蜂群算法中 的初始食物源生成方式相结合，生成更好的食物源。通过改进后的人工蜂群算法采用优先级方 案对新目标函数进行优化，得到牙齿的无碰撞运动路径。通过验证本文方法的矫治方案效果， 并与传统目标函数进行比较，结果表明目标函数可以生成更符合临床治疗要求的矫治方案，改 进ABC 算法相比基本ABC 能够获得更优的路径，缩短了矫治阶段数，具有实用价值。     

Two-Order Approximate and Large Stepsize Numerical Direction Based on the Quadratic Hypothesis and Fitting Method

Many effective optimization algorithms require partial derivatives of objective functions, while some optimization problems’ objective functions have no derivatives. According to former research studies, some search directions are obtained using the quadratic hypothesis of objective functions. Based on derivatives, quadratic function assumptions, and directional derivatives, the computational formulas of numerical first-order partial derivatives, second-order partial derivatives, and numerical second-order mixed partial derivatives were constructed. Based on the coordinate transformation relation, a set of orthogonal vectors in the fixed coordinate system was established according to the optimization direction. A numerical algorithm was proposed, taking the second order approximation direction as an example. A large stepsize numerical algorithm based on coordinate transformation was proposed. Several algorithms were validated by an unconstrained optimization of the two-dimensional Rosenbrock objective function. The numerical second order approximation direction with the numerical mixed partial derivatives showed good results. Its calculated amount is 0.2843% of that of without second-order mixed partial derivative. In the process of rotating the local coordinate system 360°, because the objective function is more complex than the quadratic function, if the numerical direction derivative is used instead of the analytic partial derivative, the optimization direction varies with a range of 103.05°. Because theoretical error is in the numerical negative gradient direction, the calculation with the coordinate transformation is 94.71% less than the calculation without coordinate transformation. If there is no theoretical error in the numerical negative gradient direction or in the large-stepsize numerical optimization algorithm based on the coordinate transformation, the sawtooth phenomenon occurs. When each numerical mixed partial derivative takes more than one point, the optimization results cannot be improved. The numerical direction based on the quadratic hypothesis only requires the objective function to be obtained, but does not require derivability and does not take into account truncation error and rounding error. Thus, the application scopes of many optimization methods are extended.