Trust-region methods are popular for nonlinear optimization problems. How to determine the predicted reduction of the trust-region subproblem is a key issue for trust-region methods. Powell gave an estimation of the l...Trust-region methods are popular for nonlinear optimization problems. How to determine the predicted reduction of the trust-region subproblem is a key issue for trust-region methods. Powell gave an estimation of the lower bound of the trust-region subproblem by considering the negative gradient direction. In this article, we give an alternate way to estimate the same lower bound of the trust-region subproblem.展开更多
Because of its vital role of the trust-region subproblem （TRS） in various applications, for example, in optimization and in ill-posed problems, there are several factorization-free algorithms for solving the large-s...Because of its vital role of the trust-region subproblem （TRS） in various applications, for example, in optimization and in ill-posed problems, there are several factorization-free algorithms for solving the large-scale sparse TRS. The truncated Lanczos approach proposed by N. I. M. Gould, S. Lucidi, M. Roma, and P. L. Toint [SIAM J. Optim., 1999, 9： 504-525] is a natural extension of the classical Lanczos method for the symmetric linear system and eigenvalue problem and, indeed follows the classical Rayleigh-Ritz procedure for eigenvalue computations. It consists of 1） projecting the original TRS to the Krylov subspa^es to yield smaller size TRS＇s and then 2） solving the resulted TRS＇s to get the approximates of the original TRS. This paper presents a posterior error bounds for both the global optimal value and the optimal solution between the original TRS and their projected counterparts. Our error bounds mainly rely on the factors from the Lanczos process as well as the data of the original TRS and, could be helpful in designing certain stopping criteria for the truncated Lanczos approach.展开更多
Focuses on a study which determined the geometry meaning of the maxima of the CDT mathematical subproblem's dual function. Properties of trust region subproblem; Approximation of the CDT feasible region; Relations...Focuses on a study which determined the geometry meaning of the maxima of the CDT mathematical subproblem's dual function. Properties of trust region subproblem; Approximation of the CDT feasible region; Relations between the CDT problem and the trust region problem; Illustration of the geometry meaning of the jump parameter.展开更多
In this paper, we present a new line search and trust region algorithm for unconstrained optimization problems. The trust region center locates at somewhere in the negative gradient direction with the current best ite...In this paper, we present a new line search and trust region algorithm for unconstrained optimization problems. The trust region center locates at somewhere in the negative gradient direction with the current best iterative point being on the boundary. By doing these, the trust region subproblems are constructed at a new way different with the traditional ones. Then, we test the efficiency of the new line search and trust region algorithm on some standard benchmarking. The computational results reveal that, for most test problems, the number of function and gradient calculations are reduced significantly.展开更多
研究了发射机位置未知时的椭圆定位问题,提出了一种低复杂度的目标和发射机位置联合估计的三步闭式求解方法。首先,利用直接路径测量值构造一个广义信赖域子问题(Generalized Trust Region Subproblem,GTRS)以得到发射机的估计位置;然后...研究了发射机位置未知时的椭圆定位问题,提出了一种低复杂度的目标和发射机位置联合估计的三步闭式求解方法。首先,利用直接路径测量值构造一个广义信赖域子问题(Generalized Trust Region Subproblem,GTRS)以得到发射机的估计位置;然后,将所估计的发射机位置代入间接路径模型,以此构造另外一个GTRS估计目标位置;最后,通过构造线性加权最小二乘问题联合估计目标和发射机的误差项,同时补偿前两步的估计误差,从而进一步提高了定位精度。所提算法的三个步骤均存在闭式解,且具有极低的计算复杂度。理论性能分析和仿真验证表明,所提方法的均方误差在大噪声时能够趋近于克拉美-罗下界(Cramer-Rao lower bound,CRLB),在特定环境下与现有方法相比具有更优的性能。展开更多
文摘Trust-region methods are popular for nonlinear optimization problems. How to determine the predicted reduction of the trust-region subproblem is a key issue for trust-region methods. Powell gave an estimation of the lower bound of the trust-region subproblem by considering the negative gradient direction. In this article, we give an alternate way to estimate the same lower bound of the trust-region subproblem.
基金The authors would like to thank the anonymous referees for their careful reading and comments. This work of the first author was supported in part by the National Natural Science Foundation of China （Grant Nos. 11671246, 91730303, 11371102） and the work of the second author was supported in part by the National Natural Science Foundation of China （Grant Nos. 91730304, 11371102, 91330201）.
文摘Because of its vital role of the trust-region subproblem （TRS） in various applications, for example, in optimization and in ill-posed problems, there are several factorization-free algorithms for solving the large-scale sparse TRS. The truncated Lanczos approach proposed by N. I. M. Gould, S. Lucidi, M. Roma, and P. L. Toint [SIAM J. Optim., 1999, 9： 504-525] is a natural extension of the classical Lanczos method for the symmetric linear system and eigenvalue problem and, indeed follows the classical Rayleigh-Ritz procedure for eigenvalue computations. It consists of 1） projecting the original TRS to the Krylov subspa^es to yield smaller size TRS＇s and then 2） solving the resulted TRS＇s to get the approximates of the original TRS. This paper presents a posterior error bounds for both the global optimal value and the optimal solution between the original TRS and their projected counterparts. Our error bounds mainly rely on the factors from the Lanczos process as well as the data of the original TRS and, could be helpful in designing certain stopping criteria for the truncated Lanczos approach.
基金Research partially supported by Chinese NSF grants 19525101, 19731010 and State key project 96-221-04-02-02.
文摘Focuses on a study which determined the geometry meaning of the maxima of the CDT mathematical subproblem's dual function. Properties of trust region subproblem; Approximation of the CDT feasible region; Relations between the CDT problem and the trust region problem; Illustration of the geometry meaning of the jump parameter.
文摘In this paper, we present a new line search and trust region algorithm for unconstrained optimization problems. The trust region center locates at somewhere in the negative gradient direction with the current best iterative point being on the boundary. By doing these, the trust region subproblems are constructed at a new way different with the traditional ones. Then, we test the efficiency of the new line search and trust region algorithm on some standard benchmarking. The computational results reveal that, for most test problems, the number of function and gradient calculations are reduced significantly.
