The Newton-Like algorithm with price estimation error in optimization flow control in network is analyzed. The estimation error is treated as inexactness of the gradient and the inexact descent direction is analyzed. ...The Newton-Like algorithm with price estimation error in optimization flow control in network is analyzed. The estimation error is treated as inexactness of the gradient and the inexact descent direction is analyzed. Based on the optimization theory, a sufficient condition for convergence of this algorithm with bounded price estimation error is obtained. Furthermore, even when this sufficient condition doesn＇t hold, this algorithm can also converge, provided a modified step size, and an attraction region is obtained. Based on Lasalle＇s invariance principle applied to a suitable Lyapunov function, the dynamic system described by this algorithm is proved to be global stability if the error is zero. And the Newton-Like algorithm with bounded price estimation error is also globally stable if the error satisfies the sufficient condition for convergence. All trajectories ultimately converge to the equilibrium point.展开更多
We consider a blockwise extended system and an efficient quadratically convergent Newton-like method for approximations of simple (cubic) singular solutions of nonlinear problems with sparse properties.
基金supported in part by the National Outstanding Youth Foundation of P.R.China (60525303)the National Natural Science Foundation of P.R.China(60404022,60604004)+2 种基金the Natural Science Foundation of Hebei Province (102160)the special projects in mathematics funded by the Natural Science Foundation of Hebei Province(07M005)the NS of Education Office in Hebei Province (2004123).
文摘The Newton-Like algorithm with price estimation error in optimization flow control in network is analyzed. The estimation error is treated as inexactness of the gradient and the inexact descent direction is analyzed. Based on the optimization theory, a sufficient condition for convergence of this algorithm with bounded price estimation error is obtained. Furthermore, even when this sufficient condition doesn＇t hold, this algorithm can also converge, provided a modified step size, and an attraction region is obtained. Based on Lasalle＇s invariance principle applied to a suitable Lyapunov function, the dynamic system described by this algorithm is proved to be global stability if the error is zero. And the Newton-Like algorithm with bounded price estimation error is also globally stable if the error satisfies the sufficient condition for convergence. All trajectories ultimately converge to the equilibrium point.
基金’The author gratefully acknowledges the partial supports of the Chinese National Science The author gratefully acknowledges the partial supports of the Chinese National Science Foundation Grant (10071050)the Science Foundation Grant (02ZA14070)Shang
基金the National Science Foundation Grant(10471094)of Chinathe Ph.D.Foundation Grant(0527003)of Chinese Education Ministry+1 种基金the Shanghai Leading Academic Discipline Project(T0401)the Science Foundation Grant(05DZ11)of Shanghai Education Committee.
文摘We consider a blockwise extended system and an efficient quadratically convergent Newton-like method for approximations of simple (cubic) singular solutions of nonlinear problems with sparse properties.
