33 results
Search Results
2. A three-term conjugate gradient algorithm for large-scale unconstrained optimization problems.
- Author
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Deng, Songhai and Wan, Zhong
- Subjects
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MATHEMATICAL optimization , *PROBLEM solving , *APPROXIMATION theory , *ALGORITHMS , *STOCHASTIC convergence , *MATHEMATICAL analysis - Abstract
In this paper, a three-term conjugate gradient algorithm is developed for solving large-scale unconstrained optimization problems. The search direction at each iteration of the algorithm is determined by rectifying the steepest descent direction with the difference between the current iterative points and that between the gradients. It is proved that such a direction satisfies the approximate secant condition as well as the conjugacy condition. The strategies of acceleration and restart are incorporated into designing the algorithm to improve its numerical performance. Global convergence of the proposed algorithm is established under two mild assumptions. By implementing the algorithm to solve 75 benchmark test problems available in the literature, the obtained results indicate that the algorithm developed in this paper outperforms the existent similar state-of-the-art algorithms. [ABSTRACT FROM AUTHOR]
- Published
- 2015
- Full Text
- View/download PDF
3. An intelligent θ-Modified Bat Algorithm to solve the non-convex economic dispatch problem considering practical constraints.
- Author
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Kavousi-Fard, Abdollah and Khosravi, Abbas
- Subjects
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ARTIFICIAL intelligence , *ALGORITHMS , *ENERGY economics , *PROBLEM solving , *STOCHASTIC convergence , *CONSTRAINED optimization - Abstract
This paper proposes a practical formulation for the non-convex economic dispatch problem to consider multi-fuel options, ramp rate limits, valve loading effect, prohibited operating zones and spinning reserve. A new optimization algorithm based on the θ -bat algorithm ( θ -BA) is suggested to solve the problem. The θ -BA converts the Cartesian search space into the polar coordinates such that more search ability would be achieved. According to the complex, nonlinear, and constrained nature of the problem, a new self-adaptive modification method is proposed. The proposed modified θ -BA ( θ -MBA) is constructed based on the roulette wheel mechanism to effectively increase the convergence of the algorithm. The high ability and satisfying performance of the proposed optimization method is examined on IEEE 15-unit, 40-unit and 100-unit test systems. [ABSTRACT FROM AUTHOR]
- Published
- 2016
- Full Text
- View/download PDF
4. A smoothing Newton method for solving a class of stochastic linear complementarity problems
- Author
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Tang, Jia and Ma, Changfeng
- Subjects
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NEWTON-Raphson method , *STOCHASTIC analysis , *COMPLEMENTARITY (Physics) , *PROBLEM solving , *STOCHASTIC convergence , *NUMERICAL analysis , *GLOBAL analysis (Mathematics) , *ALGORITHMS - Abstract
Abstract: In this paper, we consider a class of stochastic linear complementarity problems (SLCPs) with finitely many elements. We present a smoothing Newton algorithm for solving the SLCP. Under suitable conditions, we obtain the global convergence and locally quadratic convergence of the proposed algorithm. Some numerical results are reported in this paper, which confirm the good theoretical properties of the proposed algorithm. [Copyright &y& Elsevier]
- Published
- 2011
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5. A new algorithm for two finite families of demicontractive mappings and equilibrium problems.
- Author
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Abkar, A. and Tavakkoli, M.
- Subjects
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ALGORITHMS , *MATHEMATICAL mappings , *PROBLEM solving , *FIXED point theory , *HILBERT space , *STOCHASTIC convergence - Abstract
In this paper, we introduce a new algorithm for finding a common element of the set of solutions of an equilibrium problem and the set of common fixed points of two finite families of demicontractive mappings. The strong convergence theorem of the proposed algorithm is established under some suitable control conditions in a real Hilbert space. Our result generalizes several recent results in the current literature. [ABSTRACT FROM AUTHOR]
- Published
- 2015
- Full Text
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6. Fast discrete consensus based on gossip for makespan minimization in networked systems.
- Author
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Franceschelli, Mauro, Giua, Alessandro, and Seatzu, Carla
- Subjects
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PRODUCTION scheduling , *DISTRIBUTED algorithms , *PROBLEM solving , *ALGORITHMS , *STOCHASTIC convergence , *MULTIAGENT systems - Abstract
In this paper we propose a novel algorithm to solve the discrete consensus problem, i.e., the problem of distributing evenly a set of tokens of arbitrary weight among the nodes of a networked system. Tokens are tasks to be executed by the nodes and the proposed distributed algorithm minimizes monotonically the makespan of the assigned tasks. The algorithm is based on gossip -like asynchronous local interactions between the nodes. The convergence time of the proposed algorithm is superior with respect to the state of the art of discrete and quantized consensus by at least a factor O ( n ) in both theoretical and empirical comparisons. [ABSTRACT FROM AUTHOR]
- Published
- 2015
- Full Text
- View/download PDF
7. A class of accelerated Uzawa algorithms for saddle point problems.
- Author
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Zheng, Qingqing and Ma, Changfeng
- Subjects
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SADDLEPOINT approximations , *ALGORITHMS , *PROBLEM solving , *EXTRAPOLATION , *PARAMETER estimation , *ITERATIVE methods (Mathematics) , *STOCHASTIC convergence - Abstract
In this paper, we establish a class of accelerated Uzawa (AU) algorithms for solving the large sparse nonsingular saddle point problems by making use of the extrapolation technique. This extrapolation technique is based on the eigenvalues of the iterative matrix. These AU algorithms involve two iteration parameters whose special choices can cover the known classical Uzawa method, as well as yield new ones. Firstly, the accelerated model for the Uzawa algorithm is established and the detail algorithm description of AU method is presented. Then the convergence analyse of the AU method is given. Moreover, theoretical analyses show that the AU algorithm converges faster than some Uzawa-type methods (the Uzawa method is also included in) when the eigenvalues of the iterative matrix and the parameter τ satisfy some conditions. Numerical experiments on a few model problems are presented to illustrate the theoretical results and examine the numerical effectiveness of the AU method. [ABSTRACT FROM AUTHOR]
- Published
- 2014
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8. Dynamic mentoring and self-regulation based particle swarm optimization algorithm for solving complex real-world optimization problems.
- Author
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Tanweer, M. R., Suresh, S., and Sundararajan, N.
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PARTICLE swarm optimization , *MACHINE learning , *SELF regulation , *ALGORITHMS , *PROBLEM solving , *STOCHASTIC convergence - Abstract
In this paper, a dynamic mentoring scheme along with a self-regulation scheme have been incorporated in the standard Particle Swarm Optimization (PSO) algorithm to empower the searching particles with human-like characteristics. The algorithm is referred to as a Dynamic Mentoring and Self-Regulation based Particle Swarm Optimization (DMeSR-PSO) algorithm. Based on their experiences, the particles are divided into three groups, viz., the mentor group, the mentee group and the independent learner group where the number of particles in each group is dynamically changing in every iteration. In human learning psychology, mentoring is regarded as a powerful and effective learning process and independent learners are the ones who do not need mentoring and are capable of performing self-regulation of their own knowledge. Therefore, the particles in each of the above three groups have different learning strategies for their velocity updates where the mentors are equipped with a strong self-belief based search, the mentees are taking guidance from the mentors and the independent learners employ self-perception strategy. The DMeSR-PSO algorithm has been extensively evaluated using the simple unimodal and multimodal benchmark functions from CEC2005, more complex shifted and rotated benchmark functions fromCEC2013 and also based on eight real- world problems from CEC2011. The results have been compared with six state-of-the-art PSO variants and five meta-heuristic algorithms for the CEC2005 problems. Further, a comparative analysis on CEC2013 benchmark functions with different PSO variants has also been presented. Finally, DMeSR-PSO's performance on the real-world problems is compared with the top two algorithms from the CEC2011 competition. The results indicate that the proposed learning strategies help DMeSR-PSO to achieve faster convergence and provide better solutions in most of the problems with a 95% confidence level, yielding an effective optimization algorithm for real-world applications. [ABSTRACT FROM AUTHOR]
- Published
- 2016
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9. An improved QPSO algorithm and its application in the high-dimensional complex problems.
- Author
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Liu, Fang and Zhou, Zhiguang
- Subjects
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PARTICLE swarm optimization , *PROBLEM solving , *SIMULATED annealing , *ALGORITHMS , *STOCHASTIC convergence , *COMPUTER algorithms - Abstract
Abstract: In allusion to the deficiencies of the low computational efficiency and local optimal solution of particle swarm optimization (PSO) algorithm, an improved PSO algorithm based on combining the simulated annealing (SA), co-evolution theory, quantum behavior theory and diversity-guided mutation strategy (MSCQPSO) is proposed in this paper. In the proposed MSCQPSO algorithm, the population is divided into multi-populations according to the computed fitness value. The SA and diversity-guided mutation strategy are introduced to enhance the global search ability. The quantum behavior theory is introduced into co-evolution theory to change the updating mode of the particles in order to guarantee the simplification and effectiveness. In order to prove the validity of the proposed MSCQPSO algorithm, the ten high-dimensional complex benchmark functions are selected in here. The experiment results show that the proposed MSCQPSO algorithm takes on the fast convergence, the high searching accuracy, the better robustness for solving the high-dimensional complex problems than the PSO algorithm, the CPSO algorithm and HPSO algorithm. [Copyright &y& Elsevier]
- Published
- 2014
- Full Text
- View/download PDF
10. A subgradient extragradient algorithm for solving multi-valued variational inequality.
- Author
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Fang, Changjie and Chen, Shenglan
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VARIATIONAL inequalities (Mathematics) , *ALGORITHMS , *PROBLEM solving , *SUBGRADIENT methods , *CONVEX sets , *STOCHASTIC convergence - Abstract
Abstract: In this paper, we propose a subgradient extragradient method for solving multi-valued variational inequality. It is showed that the method converges globally to a solution of multi-valued variational inequality, provided the multi-valued mapping is pseudomonotone with nonempty compact convex values. Convergence rate is analyzed. Preliminary computational experience is also reported. [Copyright &y& Elsevier]
- Published
- 2014
- Full Text
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11. A superlinearly convergent norm-relaxed method of quasi-strongly sub-feasible direction for inequality constrained minimax problems.
- Author
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Jian, Jin-bao, Li, Jie, Zheng, Hai-yan, and Li, Jian-ling
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STOCHASTIC convergence , *MATHEMATICAL inequalities , *CHEBYSHEV approximation , *PROBLEM solving , *ALGORITHMS , *ITERATIVE methods (Mathematics) , *LINEAR equations - Abstract
Abstract: In this paper, nonlinear minimax problems with inequality constraints are discussed. Combined the norm-relaxed SQP method with the idea of strongly sub-feasible directions method, a new method of quasi-strongly sub-feasible directions (MQSSFD) with arbitrary initial point for the discussed problems is presented. At each iteration of the proposed algorithm, an improved search direction is obtained by solving a quadratic program (QP) which always has a solution, and a high-order correction direction is yielded via a system of linear equations (SLE) to avoid the Maratos effect. After finite iterations, the iteration point always get into the feasible set by introducing a new non-monotone curve search. Under some mild conditions including the weak Mangasarian–Fromovitz constraint qualification (MFCQ), the proposed algorithm possesses global convergence, and the superlinear convergence is obtained without the strict complementarity. Finally, some elementary numerical experiments are implemented and reported. [Copyright &y& Elsevier]
- Published
- 2014
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12. On the convergence rate of Ye–Yuan’s modified alternating direction method of multipliers.
- Author
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Shen, Yuan and Xu, Minghua
- Subjects
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STOCHASTIC convergence , *MULTIPLIERS (Mathematical analysis) , *ITERATIVE methods (Mathematics) , *CONSTRAINED optimization , *PROBLEM solving , *MATHEMATICAL variables , *ALGORITHMS - Abstract
Abstract: The alternating direction method of multipliers (ADMM) is known to be a classic and efficient method for constrained optimization problem with two blocks of variables, and its empirical efficiency has been well illustrated in various fields. Specially, for improving its speed performance, Ye and Yuan suggested to do an additional extension with an optimal step size on the variables after each iteration of the primary ADMM. Indeed, the numerical experiments indicate that this modified ADMM improves the speed performance of the ADMM by around 40% without changing the algorithmic framework much. Recently, the convergence rate of the primary ADMM is established. Inspired by its idea, in this paper, we show that this improved ADMM also has convergence rate. The reason that larger γ yields better speed performance is also investigated and explained. [Copyright &y& Elsevier]
- Published
- 2014
- Full Text
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13. The solution methods for the largest eigenvalue (singular value) of nonnegative tensors and convergence analysis.
- Author
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Chen, Zhongming, Qi, Liqun, Yang, Qingzhi, and Yang, Yuning
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EIGENVALUES , *NONNEGATIVE matrices , *TENSOR algebra , *STOCHASTIC convergence , *PROBLEM solving , *SINGULAR value decomposition , *ALGORITHMS - Abstract
Abstract: In this paper we study two solution methods for finding the largest eigenvalue (singular value) of general square (rectangular) nonnegative tensors. For a positive tensor, one can find the largest eigenvalue (singular value) based on the properties of the positive tensor and the power-type method. While for a general nonnegative tensor, we use a series of decreasing positive perturbations of the original tensor and repeatedly recall power-type method for finding the largest eigenvalue (singular value) of a positive tensor with an inexact strategy. We prove the convergence of the method for the general nonnegative tensor. Under a certain assumption, the computing complexity of the method is established. Motivated by the interior-point method for the convex optimization, we put forward a one-step inner iteration power-type method, whose convergence is also established under certain assumption. Additionally, by using embedding technique, we show the relationship between the singular values of the rectangular tensor and the eigenvalues of related square tensor, which suggests another way for finding the largest singular value of nonnegative rectangular tensor besides direct power-type method for this problem. Finally, numerical examples of our algorithms are reported, which demonstrate the convergence behaviors of our methods and show that the algorithms presented are promising. [Copyright &y& Elsevier]
- Published
- 2013
- Full Text
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14. Input design as a tool to improve the convergence of PEM.
- Author
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Eckhard, Diego, Bazanella, Alexandre S., Rojas, Cristian R., and Hjalmarsson, Håkan
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COMPUTER input design , *STOCHASTIC convergence , *MATHEMATICAL optimization , *PROBLEM solving , *ACQUISITION of data , *SPECTRUM analysis , *ALGORITHMS , *PREDICTION theory , *ERROR analysis in mathematics - Abstract
Abstract: The Prediction Error Method (PEM) is related to an optimization problem built on input/output data collected from the system to be identified. It is often hard to find the global solution of this optimization problem because the corresponding objective function presents local minima and/or the search space is constrained to a nonconvex set. The shape of the cost function, and hence the difficulty in solving the optimization problem, depends directly on the experimental conditions, more specifically on the spectrum of the input/output data collected from the system. Therefore, it seems plausible to improve the convergence to the global minimum by properly choosing the spectrum of the input; in this paper, we address this problem. We present a condition for convergence to the global minimum of the cost function and propose its inclusion in the input design. We present the application of the proposed approach to case studies where the algorithms tend to get trapped in nonglobal minima. [Copyright &y& Elsevier]
- Published
- 2013
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15. The steepest descent algorithm without line search for p-Laplacian.
- Author
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Zhou, Guangming and Feng, Chunsheng
- Subjects
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METHOD of steepest descent (Numerical analysis) , *ALGORITHMS , *LAPLACIAN matrices , *MATHEMATICAL formulas , *PROBLEM solving , *STOCHASTIC convergence - Abstract
Abstract: In this paper, the steepest descent algorithm without line search is proposed for p-Laplacian. Its search direction is the weighted preconditioned steepest descent one, and step length is estimated by a formula except the first iteration. Continuation method is applied for solving the p-Laplacian with very large p. Lots of numerical experiments are carried out on these algorithms. All numerical results show the algorithm without line search can cut down some computational time. Fast convergence of these new algorithms is displayed by their step length figures. These figures show that if search direction is the steepest descent one, exact step lengths can be substituted properly with step lengths obtained by the formula. [Copyright &y& Elsevier]
- Published
- 2013
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16. Chaotic Krill Herd algorithm.
- Author
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Wang, Gai-Ge, Guo, Lihong, Gandomi, Amir H., Hao, Guo-Sheng, and Wang, Heqi
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CHAOS theory , *ALGORITHMS , *MATHEMATICAL optimization , *STOCHASTIC convergence , *MATHEMATICAL mappings , *PROBLEM solving - Abstract
Abstract: Recently, Gandomi and Alavi proposed a meta-heuristic optimization algorithm, called Krill Herd (KH). This paper introduces the chaos theory into the KH optimization process with the aim of accelerating its global convergence speed. Various chaotic maps are considered in the proposed chaotic KH (CKH) method to adjust the three main movements of the krill in the optimization process. Several test problems are utilized to evaluate the performance of CKH. The results show that the performance of CKH, with an appropriate chaotic map, is better than or comparable with the KH and other robust optimization approaches. [Copyright &y& Elsevier]
- Published
- 2014
- Full Text
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17. A restoration-free filter SQP algorithm for equality constrained optimization
- Author
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Zhu, Xiaojing and Pu, Dingguo
- Subjects
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QUADRATIC programming , *ALGORITHMS , *CONSTRAINED optimization , *PROBLEM solving , *STOCHASTIC convergence , *NUMERICAL analysis - Abstract
Abstract: In this paper, a trust-region sequential quadratic programming algorithm with a modified filter acceptance mechanism is proposed for nonlinear equality constrained optimization. The most important advantage of the proposed algorithm is its avoidance of any feasibility restoration phase, a necessity in traditional filter methods. We solve quadratic programming subproblems based on the well-known Byrd–Omojokun trust-region method. Inexact solutions to these subproblems are allowed. Under some standard assumptions, global convergence of the proposed algorithm is established. Numerical results show our approach is potentially useful. [Copyright &y& Elsevier]
- Published
- 2013
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18. A new partial splitting augmented Lagrangian method for minimizing the sum of three convex functions
- Author
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Cao, Cuixia, Han, Deren, and Xu, Lingling
- Subjects
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CONVEX functions , *CONVEX programming , *PROBLEM solving , *ALGORITHMS , *OPERATOR theory , *STOCHASTIC convergence , *LAGRANGE multiplier - Abstract
Abstract: In this paper, we propose a new partial splitting augmented Lagrangian method for solving the separable constrained convex programming problem where the objective function is the sum of three separable convex functions and the constraint set is also separable into three parts. The proposed algorithm combines the alternating direction method (ADM) and parallel splitting augmented Lagrangian method (PSALM), where two operators are handled by a parallel method, while the third operator and the former two are dealt with by an alternating manner. Under mild conditions, we prove the global convergence of the new method. We also report some preliminary numerical results on constrained matrix optimization problem, illustrating the advantage of the new algorithm over the most recently PADALM of Peng and Wu (2010) [12]. [Copyright &y& Elsevier]
- Published
- 2013
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19. A superlinearly convergent numerical algorithm for nonlinear programming
- Author
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Zhu, Zhibin and Wang, Shuo
- Subjects
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ALGORITHMS , *NONLINEAR programming , *STOCHASTIC convergence , *PROBLEM solving , *MATHEMATICAL optimization , *QUADRATIC programming - Abstract
Abstract: In this paper, a new algorithm is proposed to solve the nonlinear constrained optimization problems. Unlike sequential quadratic programming (SQP) type methods, this algorithm does not involve solutions of quadratic programs. It is merely necessary to solve systems of linear equations with small scale to obtain a direction. The scheme is based on an idea of -effective active set strategies. The theoretical analysis shows that global and superlinear convergence can be induced under some suitable conditions. [Copyright &y& Elsevier]
- Published
- 2012
- Full Text
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20. Quantized consensus in Hamiltonian graphs
- Author
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Franceschelli, Mauro, Giua, Alessandro, and Seatzu, Carla
- Subjects
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HAMILTONIAN graph theory , *ALGORITHMS , *STOCHASTIC convergence , *SET theory , *PROBLEM solving , *INTELLIGENT agents , *COMPUTER networks - Abstract
Abstract: The main contribution of this paper is an algorithm to solve an extended version of the quantized consensus problem over networks represented by Hamiltonian graphs, i.e., graphs containing a Hamiltonian cycle, which we assume to be known in advance. Given a network of agents, we assume that a certain number of tokens should be assigned to the agents, so that the total number of tokens weighted by their sizes is the same for all the agents. The algorithm is proved to converge almost surely to a finite set containing the optimal solution. A worst case study of the expected convergence time is carried out, thus proving the efficiency of the algorithm with respect to other solutions recently presented in the literature. Moreover, the algorithm has a decentralized stop criterion once the convergence set is reached. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
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21. Convergence of a FEM and two-grid algorithms for elliptic problems on disjoint domains
- Author
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Jovanovic, Boško S., Koleva, Miglena N., and Vulkov, Lubin G.
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STOCHASTIC convergence , *FINITE element method , *ALGORITHMS , *MATHEMATICAL decoupling , *NUMERICAL analysis , *RECTANGLES , *PROBLEM solving - Abstract
Abstract: In this paper, we analyze a FEM and two-grid FEM decoupling algorithms for elliptic problems on disjoint domains. First, we study the rate of convergence of the FEM and, in particular, we obtain a superconvergence result. Then with proposed algorithms, the solution of the multi-component domain problem (simple example — two disjoint rectangles) on a fine grid is reduced to the solution of the original problem on a much coarser grid together with solution of several problems (each on a single-component domain) on fine meshes. The advantage is the computational cost although the resulting solution still achieves asymptotically optimal accuracy. Numerical experiments demonstrate the efficiency of the algorithms. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
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22. Making parametric Hammerstein system identification a linear problem
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Cai, Zhijun and Bai, Er-Wei
- Subjects
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SYSTEM identification , *LINEAR systems , *PROBLEM solving , *ALGORITHMS , *STOCHASTIC convergence , *MATHEMATICAL analysis - Abstract
Abstract: In this paper, we study the identification of parametric Hammerstein systems with FIR linear parts. By a proper normalization and a clever characterization, it is shown that the average squared error cost function for identification can be expressed in terms of the inner product between the true but unknown parameter vector and its estimate. Further, the cost function is concave in the inner product and linear in the inner product square. Therefore, the identification of parametric Hammerstein systems with FIR linear parts is a globally convergent problem and has one and only one (local and global) minimum. This implies that the identification of such systems is a linear problem in terms of the inner product square and any local search based identification algorithm converges globally. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
- View/download PDF
23. An augmented Lagrangian fish swarm based method for global optimization
- Author
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Rocha, Ana Maria A.C., Martins, Tiago F.M.C., and Fernandes, Edite M.G.P.
- Subjects
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LAGRANGE equations , *MATHEMATICAL optimization , *STOCHASTIC analysis , *ALGORITHMS , *CONSTRAINED optimization , *PROBLEM solving , *STOCHASTIC convergence , *MATHEMATICAL functions - Abstract
Abstract: This paper presents an augmented Lagrangian methodology with a stochastic population based algorithm for solving nonlinear constrained global optimization problems. The method approximately solves a sequence of simple bound global optimization subproblems using a fish swarm intelligent algorithm. A stochastic convergence analysis of the fish swarm iterative process is included. Numerical results with a benchmark set of problems are shown, including a comparison with other stochastic-type algorithms. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
- View/download PDF
24. Projection algorithms for the system of mixed variational inequalities in Banach spaces
- Author
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Zhang, Qing-bang, Deng, Ruliang, and Liu, Liu
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VARIATIONAL inequalities (Mathematics) , *BANACH spaces , *ALGORITHMS , *PROBLEM solving , *ITERATIVE methods (Mathematics) , *STOCHASTIC convergence - Abstract
Abstract: In this paper, the system of mixed variational inequalities is introduced and considered in Banach spaces, which includes some known systems of variational inequalities and the classical variational inequalities as special cases. Using the projection operator technique, we suggest some iterative algorithms for solving the system of mixed variational inequalities and prove the convergence of the proposed iterative methods under suitable conditions. Our theorems generalize some known results shown recently. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
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25. A comparison of several trilinear second-order calibration algorithms
- Author
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Yu, Yong-Jie, Wu, Hai-Long, Nie, Jin-Fang, Zhang, Shu-Rong, Li, Shu-Fang, Li, Yuan-Na, Zhu, Shao-Hua, and Yu, Ru-Qin
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CALIBRATION , *ALGORITHMS , *PERFORMANCE evaluation , *CHEMOMETRICS , *STOCHASTIC convergence , *QUANTITATIVE research , *COMPLEXITY (Philosophy) , *ANALYTICAL chemistry , *PROBLEM solving - Abstract
Abstract: A comprehensive and systematic strategy for evaluating the performances of several trilinear second-order calibration algorithms is presented in this paper, in particular with a view of practical applications. Several trilinear second-order calibration methods such as PARAFAC, ATLD, SWATLD and APTLD, which have the “second-order advantage” and are gaining widespread acceptance in the field of chemometrics, were compared. Based on different input parameters including noise level, initial value, number of estimated components and collinearity in simulated and real data, the performances of these methods were evaluated in terms of predicting ability, consistency of resolved and real profiles, fitness obtained by selected components and speed of convergence. The obtained results give a reevaluation of the position and role of these trilinear second-order calibration methods in chemometrics and provide a guidance in practical applications for solving complicated quantitative analysis problems in analytical chemistry. It is useful and helpful to choose, for example, which algorithm would be more suitable for predicting the concentration of the analyte(s) of interest even in the presence of unknown interferents in complex systems. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
- View/download PDF
26. IGAOR and multisplitting IGAOR methods for linear complementarity problems
- Author
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Li, Sheng-Guo, Jiang, Hao, Cheng, Li-Zhi, and Liao, Xiang-Ke
- Subjects
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STOCHASTIC convergence , *LINEAR complementarity problem , *NUMERICAL analysis , *MATHEMATICAL analysis , *ALGORITHMS , *PROBLEM solving - Abstract
Abstract: In this paper, we propose an interval version of the generalized accelerated overrelaxation methods, which we refer to as IGAOR, for solving the linear complementarity problems, LCP (M, q), and develop a class of multisplitting IGAOR methods which can be easily implemented in parallel. In addition, in regards to the H-matrix with positive diagonal elements, we prove the convergence of these algorithms and illustrate their efficiency through our numerical results. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
- View/download PDF
27. Nonmonotone algorithm for minimax optimization problems
- Author
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Wang, Fusheng and Wang, Yanping
- Subjects
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MATHEMATICAL optimization , *NONMONOTONIC logic , *FINANCE , *MANAGEMENT , *ENGINEERING , *ALGORITHMS , *CHEBYSHEV approximation , *PROBLEM solving , *STOCHASTIC convergence , *NUMERICAL analysis - Abstract
Abstract: Many real life problems can be stated as a minimax optimization problem, such as the problems in economics, finance, management, engineering and other fields. In this paper, we present an algorithm with nonmonotone strategy and second-order correction technique for minimax optimization problems. Using this scheme, the new algorithm can overcome the difficulties of the Maratos effect occurred in the nonsmooth optimization, and the global and superlinear convergence of the algorithm can be achieved accordingly. Numerical experiments indicate some advantages of this scheme. [Copyright &y& Elsevier]
- Published
- 2011
- Full Text
- View/download PDF
28. A modified Halpern-type iteration algorithm for a family of hemi-relatively nonexpansive mappings and systems of equilibrium problems in Banach spaces
- Author
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Wang, Ziming, Su, Yongfu, Wang, Dongxing, and Dong, Yucai
- Subjects
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ITERATIVE methods (Mathematics) , *NONEXPANSIVE mappings , *PROBLEM solving , *BANACH spaces , *STOCHASTIC convergence , *ALGORITHMS - Abstract
Abstract: In this paper, we prove strong convergence theorems by the hybrid method for a family of hemi-relatively nonexpansive mappings in a Banach space. Our results improve and extend the corresponding results given by Qin et al. [Xiaolong Qin, Yeol Je Cho, Shin Min Kang, Haiyun Zhou, Convergence of a modified Halpern-type iteration algorithm for quasi--nonexpansive mappings, Appl. Math. Lett. 22 (2009) 1051–1055], and at the same time, our iteration algorithm is different from the Kimura and Takahashi algorithm, which is a modified Mann-type iteration algorithm [Yasunori Kimura, Wataru Takahashi, On a hybrid method for a family of relatively nonexpansive mappings in Banach space, J. Math. Anal. Appl. 357 (2009) 356–363]. In addition, we succeed in applying our algorithm to systems of equilibrium problems which contain a family of equilibrium problems. [ABSTRACT FROM AUTHOR]
- Published
- 2011
- Full Text
- View/download PDF
29. Some new algorithms for solving mixed equilibrium problems
- Author
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Yao, Yonghong, Noor, Muhammad Aslam, Liou, Yeong-Cheng, and Kang, Shin Min
- Subjects
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ALGORITHMS , *PROBLEM solving , *HILBERT space , *VARIATIONAL inequalities (Mathematics) , *MATHEMATICAL proofs , *STOCHASTIC convergence - Abstract
Abstract: In this paper, we suggest and analyze two projection methods (one implicit and one explicit) for finding a particular solution of a mixed equilibrium problem in a real Hilbert space. Furthermore, we prove that the proposed projection methods converge strongly to a particular solution of the mixed equilibrium problem. [ABSTRACT FROM AUTHOR]
- Published
- 2010
- Full Text
- View/download PDF
30. A composite iterative algorithm for common fixed points for a finite family of nonexpansive mappings and applications
- Author
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Hu, Liang-Gen and Liu, Li-Wei
- Subjects
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ITERATIVE methods (Mathematics) , *ALGORITHMS , *MATHEMATICAL mappings , *BANACH spaces , *STOCHASTIC convergence , *PROBLEM solving , *FIXED point theory - Abstract
Abstract: This paper is concerned with a new composite iteration approximating to common fixed points for a finite family of nonexpansive mappings in Banach spaces which have a uniformly Gâteaux differentiable norm. Utilizing the iterative algorithm, we obtain the strong convergence theorems for a finite family of nonexpansive mappings. Furthermore, the problem of image recovery is considered in the above result. Our results extend and improve the corresponding results. [Copyright &y& Elsevier]
- Published
- 2010
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31. A hybrid iterative scheme for equilibrium problems and fixed point problems of asymptotically -strict pseudo-contractions
- Author
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Kumam, Poom, Petrot, Narin, and Wangkeeree, Rabian
- Subjects
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FIXED point theory , *ITERATIVE methods (Mathematics) , *PROBLEM solving , *STOCHASTIC partial differential equations , *STOCHASTIC convergence , *ALGORITHMS , *MATHEMATICAL programming - Abstract
Abstract: In this paper, we propose an iterative scheme for finding a common element of the set of solutions of an equilibrium problem and the set of common fixed points of a finite family of asymptotically -strict pseudo-contractions in the setting of real Hilbert spaces. By using our proposed scheme, we get a weak convergence theorem for a finite family of asymptotically -strict pseudo-contractions and then we modify these algorithm to have strong convergence theorem by using the two hybrid methods in the mathematical programming. Our results improve and extend the recent ones announced by Ceng, et al.’s result [L.C. Ceng, Al-Homidan, Q.H. Ansari and J.C. Yao, An iterative scheme for equilibrium problems and fixed point problems of strict pseudo-contraction mappings, J. Comput. Appl. Math. 223 (2009) 967–974] Qin, Cho, Kang, and Shang, [X. Qin, Y. J. Cho, S. M. Kang, and M. Shang, A hybrid iterative scheme for asymptotically -strict pseudo-contractions in Hilbert spaces, Nonlinear Anal. 70 (2009) 1902–1911] and other authors. [Copyright &y& Elsevier]
- Published
- 2010
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32. An adaptive method for the Stefan problem and its application to endoglacial conduits
- Author
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Pérez, F.A., Ferragut, L., and Cascón, J.M.
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FINITE element method , *METHODOLOGY , *ALGORITHMS , *STOCHASTIC convergence , *DYNAMICS , *FACTOR analysis , *PROBLEM solving - Abstract
This paper concerns an adaptive finite element method for the Stefan one-phase problem. We derive a parabolic variational inequality using the Duvaut transformation. In each time-step we consider an adaptive algorithm based on a combination of the Uzawa method associated with the corresponding multivalued operator and a convergent adaptive method for the linear problem. We justify the convergence of the method. As an application we model an endoglacial conduit in which a phase change phenomenon takes place. [Copyright &y& Elsevier]
- Published
- 2007
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33. Convergence analysis ofgeneralized Schwarz algorithms for solving obstacle problems with T-monotone operator
- Author
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Li, Chenliang, Zeng, Jinping, and Zhou, Shuzi
- Subjects
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STOCHASTIC convergence , *ALGORITHMS , *PROBLEM solving , *NUMERICAL analysis , *MATHEMATICS - Abstract
Abstract: This paper proves the convergence of some generalized Schwarz algorithms for solvingthe obstacle problems with a T-monotone operator. Numerical results show that the generalized Schwarz algorithms converge faster than the classical Schwarz algorithms. [Copyright &y& Elsevier]
- Published
- 2004
- Full Text
- View/download PDF
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