In this paper, a tri-dimensional filter method for nonlinear programming was proposed. We add a parameter into the traditional filter for relaxing the criterion of iterates. The global convergent properties of the pro...In this paper, a tri-dimensional filter method for nonlinear programming was proposed. We add a parameter into the traditional filter for relaxing the criterion of iterates. The global convergent properties of the proposed algorithm are proved under some appropriate conditions.展开更多
It is usually difficult to express a family of tri-point transition function (TTF)by a transition matrix as Markov processes with one parameter. In this paper, we define three kinds of connection matrixes on the state...It is usually difficult to express a family of tri-point transition function (TTF)by a transition matrix as Markov processes with one parameter. In this paper, we define three kinds of connection matrixes on the states of standard tri-point transition function (STTF) and study their essential character, give a constructive method on the constantvalue standard tri-point transition function and a general expression of the state-symmetric standard tri-point transition function by a sequence of the transition matrixes of special and simple Markov processes with one parameter.展开更多
文摘In this paper, a tri-dimensional filter method for nonlinear programming was proposed. We add a parameter into the traditional filter for relaxing the criterion of iterates. The global convergent properties of the proposed algorithm are proved under some appropriate conditions.
文摘It is usually difficult to express a family of tri-point transition function (TTF)by a transition matrix as Markov processes with one parameter. In this paper, we define three kinds of connection matrixes on the states of standard tri-point transition function (STTF) and study their essential character, give a constructive method on the constantvalue standard tri-point transition function and a general expression of the state-symmetric standard tri-point transition function by a sequence of the transition matrixes of special and simple Markov processes with one parameter.
