Phương pháp lọc Lagrange mở rộng

Unternehmensforschung - Tập 92 - Trang 343-376 - 2020
Sven Leyffer1, Charlie Vanaret2
1Mathematics and Computer Science Division, Argonne National Laboratory, Lemont, USA
2Fraunhofer ITWM, Kaiserslautern, Germany

Tóm tắt

Chúng tôi giới thiệu một cơ chế lọc để đảm bảo sự hội tụ cho các phương pháp Lagrange mở rộng trong lập trình phi tuyến. Ngược lại với các phương pháp Lagrange mở rộng truyền thống, cách tiếp cận của chúng tôi không yêu cầu sử dụng các chuỗi buộc phải cung cấp để đưa sai số bậc nhất về zero. Thay vào đó, chúng tôi sử dụng một bộ lọc để đưa các thước đo tối ưu về zero. Thuật toán của chúng tôi linh hoạt theo nghĩa cho phép các bước lập trình bậc hai có ràng buộc bằng nhau để tăng tốc độ hội tụ cục bộ. Chúng tôi cũng bao gồm một giai đoạn khôi phục tính khả thi cho phép phát hiện nhanh các vấn đề không khả thi. Chúng tôi cung cấp một bằng chứng hội tụ cho thấy thuật toán của chúng tôi hội tụ đến các điểm tĩnh bậc nhất. Chúng tôi cũng cung cấp các kết quả số sơ bộ cho thấy hiệu quả của phương pháp mà chúng tôi đề xuất.

Từ khóa

#phương pháp Lagrange mở rộng #hội tụ #lập trình phi tuyến #thước đo tối ưu #khôi phục tính khả thi.

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