本文讨论一般的凸光顺问题minF(y):=integral from n=a to b|D^k y|~2 dt+sum from i=1 to N w^i|y(t^i)-z^i|~2.其中,k≥3而且y在闭凸集K■L_2~k[a,b]上.我们把该问题转化为半光滑方程组并给出一个求解该方程组的半光滑牛顿算法.最后...本文讨论一般的凸光顺问题minF(y):=integral from n=a to b|D^k y|~2 dt+sum from i=1 to N w^i|y(t^i)-z^i|~2.其中,k≥3而且y在闭凸集K■L_2~k[a,b]上.我们把该问题转化为半光滑方程组并给出一个求解该方程组的半光滑牛顿算法.最后证明算法的超线性收敛性并给出数值算例.展开更多
In this paper, a QP-free feasible method with piecewise NCP functions is proposed for nonlinear inequality constrained optimization problems. The new NCP functions are piecewise linear-rational, regular pseudo-smooth...In this paper, a QP-free feasible method with piecewise NCP functions is proposed for nonlinear inequality constrained optimization problems. The new NCP functions are piecewise linear-rational, regular pseudo-smooth and have nice properties. This method is based on the solutions of linear systems of equation reformulation of KKT optimality conditions, by using the piecewise NCP functions. This method is implementable and globally convergent without assuming the strict complementarity condition, the isolatedness of accumulation points. Purr thermore, the gradients of active constraints are not requested to be linearly independent. The submatrix which may be obtained by quasi-Newton methods, is not requested to be uniformly positive definite. Preliminary numerical results indicate that this new QP-free method is quite promising.展开更多
First-order proximal methods that solve linear and bilinear elliptic optimal control problems with a sparsity cost functional are discussed. In particular, fast convergence of these methods is proved. For benchmarking...First-order proximal methods that solve linear and bilinear elliptic optimal control problems with a sparsity cost functional are discussed. In particular, fast convergence of these methods is proved. For benchmarking purposes, inexact proximal schemes are compared to an inexact semismooth Newton method. Results of numerical experiments are presented to demonstrate the computational effectiveness of proximal schemes applied to infinite-dimensional elliptic optimal control problems and to validate the theoretical estimates.展开更多
We propose an inexact affine scaling Levenberg-Marquardt method for solving bound-constrained semismooth equations under the local error bound assumption which is much weaker than the standard nonsingularity condition...We propose an inexact affine scaling Levenberg-Marquardt method for solving bound-constrained semismooth equations under the local error bound assumption which is much weaker than the standard nonsingularity condition. The affine scaling Levenberg-Marquardt equation is based on a minimization of the squared Euclidean norm of linearized model adding a quadratic affine scaling matrix to find a solution which belongs to the bounded constraints on variable. The global convergence and the superlinear convergence rate are proved.Numerical results show that the new algorithm is efficient.展开更多
The generalized Nash equilibrium problem （GNEP） is a generalization of the standard Nash equilibrium problem （NEP）, in which both the utility function and the strategy space of each player depend on the strategies...The generalized Nash equilibrium problem （GNEP） is a generalization of the standard Nash equilibrium problem （NEP）, in which both the utility function and the strategy space of each player depend on the strategies chosen by all other players. This problem has been used to model various problems in applications. However, the convergent solution algorithms are extremely scare in the literature. In this paper, we present an incremental penalty method for the GNEP, and show that a solution of the GNEP can be found by solving a sequence of smooth NEPs. We then apply the semismooth Newton method with Armijo line search to solve latter problems and provide some results of numerical experiments to illustrate the proposed approach.展开更多
Tensor complementarity problem (TCP) is a special kind of nonlinear complementarity problem (NCP). In this paper, we introduce a new class of structure tensor and give some examples. By transforming the TCP to the sys...Tensor complementarity problem (TCP) is a special kind of nonlinear complementarity problem (NCP). In this paper, we introduce a new class of structure tensor and give some examples. By transforming the TCP to the system of nonsmooth equations, we develop a semismooth Newton method for the tensor complementarity problem. We prove the monotone convergence theorem for the proposed method under proper conditions.展开更多
In this paper,we provide a finitely terminated yet efficient approach to compute the Euclidean projection onto the ordered weightedℓ_(1)(OWL1)norm ball.In particular,an efficient semismooth Newton method is proposed f...In this paper,we provide a finitely terminated yet efficient approach to compute the Euclidean projection onto the ordered weightedℓ_(1)(OWL1)norm ball.In particular,an efficient semismooth Newton method is proposed for solving the dual of a reformulation of the original projection problem.Global and local quadratic convergence results,as well as the finite termination property,of the algorithm are proved.Numerical comparisons with the two best-known methods demonstrate the efficiency of our method.In addition,we derive the generalized Jacobian of the studied projector which,we believe,is crucial for the future designing of fast second-order nonsmooth methods for solving general OWL1 norm constrained problems.展开更多
We propose a new two-phase method for reconstruction of blurred im-ages corrupted by impulse noise.In the first phase,we use a noise detector to iden-tify the pixels that are contaminated by noise,and then,in the seco...We propose a new two-phase method for reconstruction of blurred im-ages corrupted by impulse noise.In the first phase,we use a noise detector to iden-tify the pixels that are contaminated by noise,and then,in the second phase,we reconstruct the noisy pixels by solving an equality constrained total variation mini-mization problem that preserves the exact values of the noise-free pixels.For images that are only corrupted by impulse noise(i.e.,not blurred)we apply the semismooth Newton’s method to a reduced problem,and if the images are also blurred,we solve the equality constrained reconstruction problem using a first-order primal-dual algo-rithm.The proposed model improves the computational efficiency(in the denoising case)and has the advantage of being regularization parameter-free.Our numerical results suggest that the method is competitive in terms of its restoration capabilities with respect to the other two-phase methods.展开更多
This paper proposes a semismooth Newton method for a class of bilinear programming problems(BLPs)based on the augmented Lagrangian,in which the BLPs are reformulated as a system of nonlinear equations with original va...This paper proposes a semismooth Newton method for a class of bilinear programming problems(BLPs)based on the augmented Lagrangian,in which the BLPs are reformulated as a system of nonlinear equations with original variables and Lagrange multipliers.Without strict complementarity,the convergence of the method is studied by means of theories of semismooth analysis under the linear independence constraint qualification and strong second order sufficient condition.At last,numerical results are reported to show the performance of the proposed method.展开更多
基金Supported by National Natural Science Foundation of China(10671126,10671050)the project for science of education bureau of Heilongjiang province(11511137)+1 种基金Natural Science Foundation of Guangdong Province(Grant No.9151051501000072)the Ph.D.Programs Foundation of Ministry of Wuyi University
文摘本文讨论一般的凸光顺问题minF(y):=integral from n=a to b|D^k y|~2 dt+sum from i=1 to N w^i|y(t^i)-z^i|~2.其中,k≥3而且y在闭凸集K■L_2~k[a,b]上.我们把该问题转化为半光滑方程组并给出一个求解该方程组的半光滑牛顿算法.最后证明算法的超线性收敛性并给出数值算例.
基金supported by the Natural science Foundation of China(10371089,10571137)
文摘In this paper, a QP-free feasible method with piecewise NCP functions is proposed for nonlinear inequality constrained optimization problems. The new NCP functions are piecewise linear-rational, regular pseudo-smooth and have nice properties. This method is based on the solutions of linear systems of equation reformulation of KKT optimality conditions, by using the piecewise NCP functions. This method is implementable and globally convergent without assuming the strict complementarity condition, the isolatedness of accumulation points. Purr thermore, the gradients of active constraints are not requested to be linearly independent. The submatrix which may be obtained by quasi-Newton methods, is not requested to be uniformly positive definite. Preliminary numerical results indicate that this new QP-free method is quite promising.
文摘First-order proximal methods that solve linear and bilinear elliptic optimal control problems with a sparsity cost functional are discussed. In particular, fast convergence of these methods is proved. For benchmarking purposes, inexact proximal schemes are compared to an inexact semismooth Newton method. Results of numerical experiments are presented to demonstrate the computational effectiveness of proximal schemes applied to infinite-dimensional elliptic optimal control problems and to validate the theoretical estimates.
基金Supported by National Natural Science Foundation of China(No.11571074)Scientific Research Fund of Hunan Provincial Education Department(No.18A351,17C0393)Natural Science Foundation of Hunan Province(No.2019JJ50105)
文摘We propose an inexact affine scaling Levenberg-Marquardt method for solving bound-constrained semismooth equations under the local error bound assumption which is much weaker than the standard nonsingularity condition. The affine scaling Levenberg-Marquardt equation is based on a minimization of the squared Euclidean norm of linearized model adding a quadratic affine scaling matrix to find a solution which belongs to the bounded constraints on variable. The global convergence and the superlinear convergence rate are proved.Numerical results show that the new algorithm is efficient.
文摘The generalized Nash equilibrium problem （GNEP） is a generalization of the standard Nash equilibrium problem （NEP）, in which both the utility function and the strategy space of each player depend on the strategies chosen by all other players. This problem has been used to model various problems in applications. However, the convergent solution algorithms are extremely scare in the literature. In this paper, we present an incremental penalty method for the GNEP, and show that a solution of the GNEP can be found by solving a sequence of smooth NEPs. We then apply the semismooth Newton method with Armijo line search to solve latter problems and provide some results of numerical experiments to illustrate the proposed approach.
文摘Tensor complementarity problem (TCP) is a special kind of nonlinear complementarity problem (NCP). In this paper, we introduce a new class of structure tensor and give some examples. By transforming the TCP to the system of nonsmooth equations, we develop a semismooth Newton method for the tensor complementarity problem. We prove the monotone convergence theorem for the proposed method under proper conditions.
基金supported by National Natural Science Foundation of China(Grant No.11901107)the Young Elite Scientists Sponsorship Program by CAST(Grant No.2019QNRC001)+1 种基金the Shanghai Sailing Program(Grant No.19YF1402600)the Science and Technology Commission of Shanghai Municipality Project(Grant No.19511120700).
文摘In this paper,we provide a finitely terminated yet efficient approach to compute the Euclidean projection onto the ordered weightedℓ_(1)(OWL1)norm ball.In particular,an efficient semismooth Newton method is proposed for solving the dual of a reformulation of the original projection problem.Global and local quadratic convergence results,as well as the finite termination property,of the algorithm are proved.Numerical comparisons with the two best-known methods demonstrate the efficiency of our method.In addition,we derive the generalized Jacobian of the studied projector which,we believe,is crucial for the future designing of fast second-order nonsmooth methods for solving general OWL1 norm constrained problems.
基金The work of Y.Dong is supported by Advanced Grant No.291405 from the European Research Council.
文摘We propose a new two-phase method for reconstruction of blurred im-ages corrupted by impulse noise.In the first phase,we use a noise detector to iden-tify the pixels that are contaminated by noise,and then,in the second phase,we reconstruct the noisy pixels by solving an equality constrained total variation mini-mization problem that preserves the exact values of the noise-free pixels.For images that are only corrupted by impulse noise(i.e.,not blurred)we apply the semismooth Newton’s method to a reduced problem,and if the images are also blurred,we solve the equality constrained reconstruction problem using a first-order primal-dual algo-rithm.The proposed model improves the computational efficiency(in the denoising case)and has the advantage of being regularization parameter-free.Our numerical results suggest that the method is competitive in terms of its restoration capabilities with respect to the other two-phase methods.
基金Supported by the National Natural Science Foundation of China(No.11671183)the Fundamental Research Funds for the Central Universities(No.2018IB016,2019IA004,No.2019IB010)
文摘This paper proposes a semismooth Newton method for a class of bilinear programming problems(BLPs)based on the augmented Lagrangian,in which the BLPs are reformulated as a system of nonlinear equations with original variables and Lagrange multipliers.Without strict complementarity,the convergence of the method is studied by means of theories of semismooth analysis under the linear independence constraint qualification and strong second order sufficient condition.At last,numerical results are reported to show the performance of the proposed method.
