半无限规划问题的非光滑束方法的研究运筹学与控制论专业论文.docxVIP

半无限规划问题的非光滑束方法的研究规划，即是一类特殊的无约束半无限规划．基于最大特征值函数的特殊复合结构，定义 半无限规划问题的非光滑束方法的研究 规划，即是一类特殊的无约束半无限规划．基于最大特征值函数的特殊复合结构，定义 了目标函数的一个近似表达，称之为概念模型(conceptual model)．该模型由内函数的线 性化近似和外函数构成，进而简化割平面模型(cutting．plane model)，减少计算过程中的 数据存储量．通过使用一个特殊的回溯步(backtracking test)，有效地控制概念模型和目 标函数的近似程度，从而随着迭代过程优化算法结构．本章给出了该算法的收敛性分析． 数值试验结果表明：本章提出的算法既能快速地求解各类最大特征值优化问题，又能有 效地应用于反馈控制问题． 关键词：非光滑优化：束方法：半无限规划：最大特征值：lower—C2函数：非精 确数据 万方数据 大连理工大学博士学位论文Study 大连理工大学博士学位论文 Study on Nonsmooth Bundle Method for Semi-infinite Programming Problems Abstr—act Semi．infinite programming(SIP)not only has been applied in economic balance，optimal control，information technology，engineering design，but also plays an important role in Cheby。 shev approximation theory，robust optimization，fuzzy set and SO on．Thus，the study of nu‘ merical algorithms on SIP have strong application value，and have aroused great enthusiasm of Scholars at home and abroad． It iS well known that bundle methods are considered as one ofthe most efficient and promis- ing methods for solving nonsmooth optimization problems．Bundle methods have been devel。 oped into various variants for special properties of different problems，and have been applied to many classic optimization problems，such as bilevel programming，chance constrained problem， min-max problem，equilibrium problem and SO on．They are also applied to many practical areas for example，economy,mechanics，engineering and optimal contr01． This dissertation is devoted to study on nonsmooth numerical algorithms for SIP problem- S，including incremental bundle method with partial inexact oracle for nonsmooth convex SIP, an infeasible bundle method for nonsmooth nonconvex constrained optimization witll applica- tion to SIE a special backtracking proximal bundle method for nonconvex maximum eigenvalue optimization．The main results of t11iS dissertation are summarized as follows： 1．Chapter 3 firstly presents a bundle method for solving the nonsmooth convex SIP prob— lems．The proposed algorithm is mainly base