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AN EFFECTIVE SEQUENTIAL QUADRATIC PROGRAMMING ALGORITHM FOR NONLINEAR optimization PROBLEMS

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Numerical Mathematics A Journal of Chinese Universities(English Series) 2002年第1期11卷 34-51页

作者：贺国平高自友郑永果 School of Information Science and Engineering Shandong University of Science and Technology Taian 271019 Northern Jiaotong University Beijing 100044

In this paper, a new globally convergent algorithm for nonlinear optimization problems with equality and inequality constraints is presented. The new algorithm is of SQP type which determines a search direction by solving a quadratic programming subproblem per iteration. Some revisions on the quadratic programming subproblem have been made in such a way that the associated constraint region is nonempty for each point x generated by the algorithm, i.e. , the subproblems always have optimal solutions. The new algorithm has two important properties. The computation of revision parameter for guaranteeing the consistency of quadratic subproblem and the computation of the second order correction step for superlinear convergence use the same inverse of a matrix per iteration, so the computation amount of the new algorithm will not be increased much more than other SQP type algorithms; Another is that the new algorithm can give automatically a feasible point as a starting point for the quadratic subproblems per iteration, this will obivously simplify the computation procedure of the subproblems. Some numerical results are reported.

关键词： constrained optimization, SQP method, consistency, feasible method one-step superlinear convergence.

A theoretical analysis on efficiency of some Newton-PCG methods

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Science China Mathematics 2005年第8期48卷 1046-1064页

作者： DENG Naiyang, ZHANG Jianzhong & ZHONG Ping China Agricultural University, Beijing 100083, China City University of Hong Kong, Hong Kong, China China Agricultural University Beijing China City University of Hong Kong Hong Kong China

In this paper, we study the efficiency issue of inexact Newton-type methods for smooth unconstrained optimization problems under standard assumptions from theoretical point of view by discussing a concrete Newton-PCG algorithm. In order to compare the algorithm with Newton's method, a ratio between the measures of their approximate efficiencies is investigated. Under mild conditions, it is shown that first, this ratio is larger than 1, which implies that the Newton-PCG algorithm is more efficient than Newton's method, and second, this ratio increases when the dimension n of the problem increases and tends to infinity at least at a rate In n/In 2 when n→∞, which implies that in theory the Newton-PCG algorithm is much more efficient for middle- and large-scale problems. These theoretical results are also supported by our preliminary numerical experiments.

关键词： unconstrained optimization, Newton's method, preconditioned conjugate gradient method, efficiency.

Rate-distortion optimized frame dropping and scheduling for multi-user conversational and streaming video

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Journal of Zhejiang University-Science A(Applied Physics & Engineering) 2006年第5期7卷 864-872页

作者： CHAKARESKI Jacob STEINBACH Eckehard Ecole Polytechnique Federale de Lausanne Signal Processing Institute LTS4 Lausanne CH-1015 Switzerland Media Technology Group Institute of Communication Networks Munich University of Technology Munich D-80333 Germany

We propose a Rate-Distortion (RD) optimized strategy for frame-dropping and scheduling of multi-user conversa- tional and streaming videos. We consider a scenario where conversational and streaming videos share the forwarding resources at a network node. Two buffers are setup on the node to temporarily store the packets for these two types of video applications. For streaming video, a big buffer is used as the associated delay constraint of the application is moderate and a very small buffer is used for conversational video to ensure that the forwarding delay of every packet is limited. A scheduler is located behind these two buffers that dynamically assigns transmission slots on the outgoing link to the two buffers. Rate-distortion side information is used to perform RD-optimized frame dropping in case of node overload. Sharing the data rate on the outgoing link between the con- versational and the streaming videos is done either based on the fullness of the two associated buffers or on the mean incoming rates of the respective videos. Simulation results showed that our proposed RD-optimized frame dropping and scheduling ap- proach provides significant improvements in performance over the popular priority-based random dropping (PRD) technique.

关键词： Rate-distortion optimization, Video frame dropping, Conversational video, Streaming video, Distortion matrix, Hinttracks, Scheduling, Resource assignment

Capability Analysis of Chaotic Mutation and Its Self-Adaption

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Communications in Theoretical Physics 2002年第5期38卷 555-560页

作者： YANG Li-Jiang CHEN Tian-Lun Department of Physics Nankai University Tianjin 300071 China Department of Physics Nankai University Tianjin 300071 China

Through studying several kinds of chaotic mappings' distributions of orbital points, we analyze the capabilityof the chaotic mutations based on these mappings. Nunerical experiments support our conclusions very well. Thecapability analysis also led to a self-adaptive mechanism of chaotic mutation. The introducing of the self-adaptivechaotic mutation can improve the performance of genetic algorithm very prominently.

关键词： genetic algorithms, chaotic mutation, function optimization, self-adaption

An adaptive trust region method and its convergence

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Science China Mathematics 2002年第5期45卷 620-631页

作者：章祥荪张菊亮廖立志 Acad. of Math. and System Sciences Chinese Academy of Sciences Beijing 100080 China Department of Mathematics Hong Kong Baptist University Kowloon Tong Hong Kong

In this paper, a new trust region subproblem is proposed. The trust radius in the new subproblem adjusts itself adaptively. As a result, an adaptive trust region method is constructed based on the new trust region subproblem. The local and global convergence results of the adaptive trust region method are *** results indicate that the new method is very efficient.

关键词： trust region method, unconstrained optimization, global convergence, superlinear convergence.

Comparison of two design methods of aerodynamic biobjectives for airfoil and wing shapes

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Science China(Technological Sciences) 2004年第2期47卷 203-215页

作者： ZHU Ziqiang FU Hongyan LIU Hang WANG Xiaolu Beijing University of Aeronautics and Astronautics Beijing 100083 China Beijing University of Aeronautics and Astronautics Beijing 100083 China Beijing University of Aeronautics and Astronautics Beijing 100083 China Beijing University of Aeronautics and Astronautics Beijing 100083 China

A simplified adaptive wing, which deflects its leading edge and trailing edge flaps to vary its shape, is calculated to investigate the potential aerodynamic gains and compared with a biobjective optimization (BO) wing in the present paper. In subsonic-transonic flights the deflection angle of a flap is determined through optimization using a deterministic method. In supersonic flight the flaps are not deflected due to the requirement of having a minimum drag. For comparison the aerodynamic characteristics of a BO airfoil and wing is calculated. A parallel genetic algorithm is used in BO. Euler equations served as governing equations in flow field calculation. Numerical results in both 2D (airfoil) and 3D (wing) cases show that aerodynamic performances of the two design airfoils and wings are much better than those of the original ones, with the adaptive design one the best. Keywords simplified adaptive wing - biobjective optimization - airfoil and wing design

关键词： simplified adaptive wing, biobjective optimization, airfoil and wing design.

Viscoacoustic prestack reverse time migration based onthe optimal time-space domain high-order finite-difference method

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Applied Geophysics 2014年第1期11卷 50-62,116页

作者：赵岩刘洋任志明中国石油大学油气资源与探测国家重点实验室北京102249 中国石油大学CNPC物探重点实验室北京102249

Prestack reverse time migration （RTM） is an accurate imaging method ofsubsurface media. The viscoacoustic prestack RTM is of practical significance because itconsiders the viscosity of the subsurface media. One of the steps of RTM is solving thewave equation and extrapolating the wave field forward and backward; therefore, solvingaccurately and efficiently the wave equation affects the imaging results and the efficiencyof RTM. In this study, we use the optimal time-space domain dispersion high-order finite-difference （FD） method to solve the viscoacoustic wave equation. Dispersion analysis andnumerical simulations show that the optimal time-space domain FD method is more accurateand suppresses the numerical dispersion. We use hybrid absorbing boundary conditions tohandle the boundary reflection. We also use source-normalized cross-correlation imagingconditions for migration and apply Laplace filtering to remove the low-frequency *** modeling suggests that the viscoacoustic wave equation RTM has higher imagingresolution than the acoustic wave equation RTM when the viscosity of the subsurface isconsidered. In addition, for the wave field extrapolation, we use the adaptive variable-lengthFD operator to calculate the spatial derivatives and improve the computational efficiencywithout compromising the accuracy of the numerical solution.

关键词： Reverse time migration, Viscoacoustic, optimization, Adaptive, Time-spacedomain finite-difference

Study on Optimizing Thermal Energy Storage Capacity for Heat Supply System

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Journal of Donghua University(English Edition) 2001年第2期18卷 68-73页

作者： Cao Jiacong(曹家枞) College of Environment Science and Engineering Dong Hua University Shanghai 200051 China

Thermal energy storage (TES) can increase the energetic efficiencies and, in many cases, the exergetic efficiencies of thermal energy systems. Steam boiler plant with a violently fluctuating load is a typical example when a steam accumulator is added to it. While the conparatively big first cost constitutes a barrier to the wide use of TES, the cost will notably be reduced through minimizing the necessary thermal capacity of it JThe structure and illustrations are given for the computer program designed for performing the optimization. This'program was applied to an existing boiler plant equipped with a steam accumulator. The results show that there would have been a big reduction in the necessary capacity, if the design of this steam accumulator had been optimized. Four conclusions have been reached.

关键词： thermal energy storage, optimization, efficiency,necessary thermal capacity

Study of Rotor Spun Basofil/Cotton Blended Yarn Quality Characteristics during Optimisation of Processing Parameters

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Journal of Donghua University(English Edition) 2005年第2期22卷 1-5页

作者： Mwasiagi J. I. 王新厚 Tuigong D. R. College of Textiles Donghua University 1882 Yan -an Xi Lu Shanghai 200051 China

Yarn quality characteristics are affected by processing parameters. A 36 tex rotor spun yarn of 50/50 Basofil/ cotton （B/C） blended yarn was spun, and the spinning process optimised for rotor speed, opening roller speed and twist factor. Selected yarn characteristics were studied during the optimization process. During the optimizations process yarn elongation and hairiness reduced with increase in rotor speed. Tenacity increased with increase of rotor speed. The increase in TF caused tenacity and CV of count to increase up to a peak and then started to decrease with further increase of *** TF caused an increase in yarn hairiness, elongation decreased to a minimum level and then started to increase with further increase of TF. CV of count and hairiness increased with increase in opening roller speed, but tenacity and elongation decreased with increase in opening roller speed. The optimization process yielded the optimum levels for rotor speed, opening roller speed and twist factor （TF） as 45,000 rpm, 6,500 rpm and 450 respectively. As per uster Standards the optimum yam showed good results for CV of count, CV of tenacity and thin places/km.

关键词： Basofil/cotton blends rotor spinning yarn characteristics regression analysis optimization,