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The third chapter mainly verify the weak convergence and strong convergence theorem ofRTRL.

第三章我们主要论证了RTRL算法的弱收敛和强收敛性定理。

Stability and convergence of the model are proven by means of the weak convergence theorem of generalized function and the convolved integration theory.

由广义函数弱收敛定理和卷积理论,证明所提出的非局部连续模型具备收敛性和稳定性。

Compared with traditional DFS algorithm and simulated annealing algorithm, the proposed algorithm possesses better convergency and high convergence rate.

该算法克服了DFS算法收敛性差和模拟退火算法收敛速度慢的缺点。

The main results areas follows: On the invariants of λ-multiplier convergent series, first, it proves that ifλ- has the signed weak gliding hump property, the λ-multiplier convergentseries has the dual invariant.

获得了如下研究成果:在〓数乘收敛级数的不变性方面,首先证明了若〓具有弱滑脊性,那么〓数乘收敛级数具有对偶不变性。

In this paper the convergence rate and the global convergence properties of the Gradient Method are studied.

本文研究了梯度法的收敛速度和全局收敛性。

For the ill conditioned load flow caused by the error produced in the transformation from electricity quantities to average power, direct current load flow and sensitivity vector are presented to find out the ill node, then by adjusting the load curve and generation curve in a certain principle, which is shown in detail with several flow charts, a new operation mode is reestablished to ensure the convergence of the calculation. Optimal multiplier method is proposed to work out the least square solution according to ill conditioned structural power network. The electricity quantities flow method enhances the reliability and accuracy of the calculation of the power transmission losses.

该方法可根据当前输电网中各个变电站24小时的电量记录,利用电量潮流计算对输电网总线损和各条线路损耗进行计算,使计算的精度满足降损措施分析和指标考核的要求;并且对于由负荷出力曲线转化成平均功率计算潮流时引入的误差,进而导致潮流计算不收敛的情况,采用直流潮流法,依据相角对有功功率的灵敏度向量判断出"网络异常点",并且给出了解决此种情况的方法流程图;针对结构病态的电力系统潮流计算不收敛的情况,运用非线性约束优化方法中的最优乘子法求解潮流方程的最小二乘解,从而解决了电量潮流法计算理论线损时的收敛性问题,增强了该方法的适用性。

This paper focuses on convergence analysis of integral iteration method, and proves that the method is convergent mathematically.

本文着重对积分-迭代法的收敛性进行了分析,从数学角度证明积分-迭代法能够收敛到直接下延法理论解。

With the idea of smoothing Newton method, we propose a new class of smoothing Newton methods for the nonlinear complementarity problem based on a class of special functions. In this paper, complementarity problem is converted into a series of smoothing nonlinear equations and a modified smoothing Newton algorithm is used to solve the equations. We use Newton direction and Gradient direction together in the algorithm which guarantees that our method is globally convergent. Also using another smoothing function, we reformulate the generalized nonlinear complementarity problems defined on a polyhedral cone as a system of smoothing equations and a smooth unconstrained optimization problem. Theoretical results that relate the stationary points of the merit function to the solution of the generalized nonlinear complementarity problems are presented, we use the modified smoothing Newton algorithm in generalized nonlinear complementarity problems, under mild hypothesis, a global convergence is proved.

本文一方面基于现有的各种光滑Newton法的思想和半光滑理论,利用著名的F-B互补函数的光滑形式,首先将互补问题的求解转化为求解一系列光滑的非线性方程组,然后给出了一种修正的光滑Newton法,该方法不仅放宽对函数F的要求,在Newton方程不可解时引入初始效益函数的最速下降方向,而且光滑因子的选择也比较简单可行,同时在适当的条件下,证明了其算法具有全局收敛性;另一方面,借助另一种F-B光滑函数,将多面体锥上的广义互补问题转化为一种光滑形式,讨论了优化问题的稳定点与广义非线性互补问题的解之间的理论关系,并将这种修正的光滑Newton法用于求解广义非线性互补问题中,在适当的条件下,该算法同样具有全局收敛性。

In the first chapter, the application background and the main algorithms of the complementarity problems is introduced. In Chapter 2, some basic definitions and theories of complementarity problems are introduced. The 3rd chapter is the most important part of this paper, in which a new class of smoothing Newton method is detailed, also the global and local superlinear convergence is established for the method. In the 4th chapter, we propose some numerical experiment, and the results show the effectiveness of the proposed algorithms.

全文共分为四章,各部分内容安排如下:第一章是绪论部分,介绍了互补问题的应用背景和近年来有关互补问题求解方法的研究成果;第二章介绍了与互补问题相关的一些定义以及相关的定理和推论;第三章是本文的重点,构造了求解互补问题的一类光滑牛顿法,从理论上证明了算法的全局收敛性和局部超线性收敛性;第四章是数值实验,通过数值试验的结果进一步证明了算法的可行性和有效性。

In order to make the new recursive method convergence fast, the RLS-like forgetting factor is introduced to construct the new data Hankel matrices. In the framework of subspace methods, the gradient type subspace tracking method is used to implement the update of the state subspace, which results the unbiased estimate. Different from traditional offline method, the system matrices are recursively computed using RLS method. The convergence analysis of the proposed method is given and finally, the efficiency of this method is illustrated with a simulation example.A new closed-loop identification method is proposed to implement consistency estimation of closed-loop subspace identification.

引入RLS-like遗忘因子机制构造新的数据矩阵,更好地跟踪系统时变信息,提高递推算法的收敛速度;在子空间辨识框架内,采用梯度型子空间跟踪算法实现对状态子空间的更新,避免了子空间近似带来的估计有偏性;与传统的离线算法不同,在得到系统状态子空间后,基于递推最小二乘方法提出新的算法,实现对系统矩阵的递推估计;并给出递推子空间辨识算法的收敛性分析;最后通过仿真实例验证算法的有效性。

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