How to show the optimization/ODE fixed point iteration steps converge?Solving a system of ODESolution to ODEHaving trouble using eigenvectors to solve differential equationsOptimization when the function is not known, how generally it is performed?Rate of Convergence for Trapezoidal Method-System of Linear ODEsTaylor's method for ODESystem of linear nonhomogeneous fourth order ODE'sUsing Fixed point iteration to find sum of a SeriasOptimization when one parameter is more important than otherhow to show an iterative equation converges to a fixed pointAny methods to solve this system of ODE when the RHS is unknown?
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How to show the optimization/ODE fixed point iteration steps converge?
Solving a system of ODESolution to ODEHaving trouble using eigenvectors to solve differential equationsOptimization when the function is not known, how generally it is performed?Rate of Convergence for Trapezoidal Method-System of Linear ODEsTaylor's method for ODESystem of linear nonhomogeneous fourth order ODE'sUsing Fixed point iteration to find sum of a SeriasOptimization when one parameter is more important than otherhow to show an iterative equation converges to a fixed pointAny methods to solve this system of ODE when the RHS is unknown?
$begingroup$
I have $vecC = G(vecbeta)$ by solving a system of ODE numerically.
Thanks for the help of Robert the ODE can be found in this link: Solving a system of ODEAlso $vecbeta$ should satisfy
$$Avecbetale f(vecbeta, vecC)$$
and $$max 19beta_1+0.5beta_2+16beta_3.$$
where $A$ is a given matrix and $f$ is some given function.
I am thinking of solving this process using iteration.
I have a initial approximation $vecbeta^0$, then for $k=1,2,3...$
solve Part $1$ using $vecC^k = G(vecbeta^k-1)$ then solving part $2$ optimization using $$Avecbeta^k+1le f(vecbeta^k, vecC^k)$$
and $$max 19beta_1^k+1+0.5beta_2^k+1+16beta_3^k+1.$$
But I am worried this step will not converge as $ktoinfty$. My questions is if this method will converge? if it is not, how to solve the optimization/ODE system to make it converge to the true solution?
Any help is appreciated! Many thanks!
ordinary-differential-equations convergence optimization fixed-point-theorems
$endgroup$
add a comment |
$begingroup$
I have $vecC = G(vecbeta)$ by solving a system of ODE numerically.
Thanks for the help of Robert the ODE can be found in this link: Solving a system of ODEAlso $vecbeta$ should satisfy
$$Avecbetale f(vecbeta, vecC)$$
and $$max 19beta_1+0.5beta_2+16beta_3.$$
where $A$ is a given matrix and $f$ is some given function.
I am thinking of solving this process using iteration.
I have a initial approximation $vecbeta^0$, then for $k=1,2,3...$
solve Part $1$ using $vecC^k = G(vecbeta^k-1)$ then solving part $2$ optimization using $$Avecbeta^k+1le f(vecbeta^k, vecC^k)$$
and $$max 19beta_1^k+1+0.5beta_2^k+1+16beta_3^k+1.$$
But I am worried this step will not converge as $ktoinfty$. My questions is if this method will converge? if it is not, how to solve the optimization/ODE system to make it converge to the true solution?
Any help is appreciated! Many thanks!
ordinary-differential-equations convergence optimization fixed-point-theorems
$endgroup$
add a comment |
$begingroup$
I have $vecC = G(vecbeta)$ by solving a system of ODE numerically.
Thanks for the help of Robert the ODE can be found in this link: Solving a system of ODEAlso $vecbeta$ should satisfy
$$Avecbetale f(vecbeta, vecC)$$
and $$max 19beta_1+0.5beta_2+16beta_3.$$
where $A$ is a given matrix and $f$ is some given function.
I am thinking of solving this process using iteration.
I have a initial approximation $vecbeta^0$, then for $k=1,2,3...$
solve Part $1$ using $vecC^k = G(vecbeta^k-1)$ then solving part $2$ optimization using $$Avecbeta^k+1le f(vecbeta^k, vecC^k)$$
and $$max 19beta_1^k+1+0.5beta_2^k+1+16beta_3^k+1.$$
But I am worried this step will not converge as $ktoinfty$. My questions is if this method will converge? if it is not, how to solve the optimization/ODE system to make it converge to the true solution?
Any help is appreciated! Many thanks!
ordinary-differential-equations convergence optimization fixed-point-theorems
$endgroup$
I have $vecC = G(vecbeta)$ by solving a system of ODE numerically.
Thanks for the help of Robert the ODE can be found in this link: Solving a system of ODEAlso $vecbeta$ should satisfy
$$Avecbetale f(vecbeta, vecC)$$
and $$max 19beta_1+0.5beta_2+16beta_3.$$
where $A$ is a given matrix and $f$ is some given function.
I am thinking of solving this process using iteration.
I have a initial approximation $vecbeta^0$, then for $k=1,2,3...$
solve Part $1$ using $vecC^k = G(vecbeta^k-1)$ then solving part $2$ optimization using $$Avecbeta^k+1le f(vecbeta^k, vecC^k)$$
and $$max 19beta_1^k+1+0.5beta_2^k+1+16beta_3^k+1.$$
But I am worried this step will not converge as $ktoinfty$. My questions is if this method will converge? if it is not, how to solve the optimization/ODE system to make it converge to the true solution?
Any help is appreciated! Many thanks!
ordinary-differential-equations convergence optimization fixed-point-theorems
ordinary-differential-equations convergence optimization fixed-point-theorems
asked Mar 21 at 19:02
TonyTony
1,5191828
1,5191828
add a comment |
add a comment |
1 Answer
1
active
oldest
votes
$begingroup$
The task standing has unknown significant parameters. The quantity and localization of maxima are unknown too. Also, the optimization methods are not detalized. In such conditions, the convergence of iterations cannot be guaranteed.
This situation can be improved if to make optimization as accurate as possible.
Let us consider the possible ways for that.
$colorbrowntextbfThe choice of initial point.$
- The greatest value of linear function in the area can be achieved only in the bounds of the area.
This mean that the constraints $Avecbetale f(vecbeta, C)$
can be used in the rigorous variant
$$Avecbeta = fleft(vecbeta, vec Cright).tag1$$
Thus, the task is to maximize the scalar production $vec w vec beta,$ where
$$vec w=beginpmatrix19\0.5\16endpmatrix,tag2$$
under the constraint $(1).$ - The obtained task can be solved by Lagrange multipliers method, which performs it as
calculation of uncondiional maxima of the function
$$varphileft(vec lambda,vec betaright) = vec w vec beta + veclambdaleft(Avecbeta-fleft(vecbeta,Gleft(vecbetaright)right)right).tag3$$
The maxima of $varphi$ achieves only in its stationary points. - The stationary points of $varphi$ can be defined from the system
$$dfracpartial varphipartial vec beta = 0,quad dfracpartial varphipartial vec lambda = 0,$$
or
begincases
vec w + left(A-dfracdfdvec betaright)^T vec lambda = 0\[4pt]
dfracdfdvec beta = dfracpartial fpartial vec beta +dfracpartial fpartial GdfracdGdvec beta\
Avecbeta = fleft(vecbeta, Gleft(vecbetaright)right).tag4
endcases
The maxima should be selected among of the all stationary points. Each of them can be choosen as the initial point for the iterations.
This approach allows to localize the initial points near the possible maxima.
$colorbrowntextbfIterations.$
- Iterations can use detalized model of the optimization task.
- The optimization task does not require the full soluiion $vec C.$ In particular, the derivatives can be obtained from the Part 1 immediately.
- Convergency of the iterations in the proposed model basically depends from the stability of the system $(1)$ solutions near the maxima points.
$endgroup$
add a comment |
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1 Answer
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1 Answer
1
active
oldest
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active
oldest
votes
active
oldest
votes
$begingroup$
The task standing has unknown significant parameters. The quantity and localization of maxima are unknown too. Also, the optimization methods are not detalized. In such conditions, the convergence of iterations cannot be guaranteed.
This situation can be improved if to make optimization as accurate as possible.
Let us consider the possible ways for that.
$colorbrowntextbfThe choice of initial point.$
- The greatest value of linear function in the area can be achieved only in the bounds of the area.
This mean that the constraints $Avecbetale f(vecbeta, C)$
can be used in the rigorous variant
$$Avecbeta = fleft(vecbeta, vec Cright).tag1$$
Thus, the task is to maximize the scalar production $vec w vec beta,$ where
$$vec w=beginpmatrix19\0.5\16endpmatrix,tag2$$
under the constraint $(1).$ - The obtained task can be solved by Lagrange multipliers method, which performs it as
calculation of uncondiional maxima of the function
$$varphileft(vec lambda,vec betaright) = vec w vec beta + veclambdaleft(Avecbeta-fleft(vecbeta,Gleft(vecbetaright)right)right).tag3$$
The maxima of $varphi$ achieves only in its stationary points. - The stationary points of $varphi$ can be defined from the system
$$dfracpartial varphipartial vec beta = 0,quad dfracpartial varphipartial vec lambda = 0,$$
or
begincases
vec w + left(A-dfracdfdvec betaright)^T vec lambda = 0\[4pt]
dfracdfdvec beta = dfracpartial fpartial vec beta +dfracpartial fpartial GdfracdGdvec beta\
Avecbeta = fleft(vecbeta, Gleft(vecbetaright)right).tag4
endcases
The maxima should be selected among of the all stationary points. Each of them can be choosen as the initial point for the iterations.
This approach allows to localize the initial points near the possible maxima.
$colorbrowntextbfIterations.$
- Iterations can use detalized model of the optimization task.
- The optimization task does not require the full soluiion $vec C.$ In particular, the derivatives can be obtained from the Part 1 immediately.
- Convergency of the iterations in the proposed model basically depends from the stability of the system $(1)$ solutions near the maxima points.
$endgroup$
add a comment |
$begingroup$
The task standing has unknown significant parameters. The quantity and localization of maxima are unknown too. Also, the optimization methods are not detalized. In such conditions, the convergence of iterations cannot be guaranteed.
This situation can be improved if to make optimization as accurate as possible.
Let us consider the possible ways for that.
$colorbrowntextbfThe choice of initial point.$
- The greatest value of linear function in the area can be achieved only in the bounds of the area.
This mean that the constraints $Avecbetale f(vecbeta, C)$
can be used in the rigorous variant
$$Avecbeta = fleft(vecbeta, vec Cright).tag1$$
Thus, the task is to maximize the scalar production $vec w vec beta,$ where
$$vec w=beginpmatrix19\0.5\16endpmatrix,tag2$$
under the constraint $(1).$ - The obtained task can be solved by Lagrange multipliers method, which performs it as
calculation of uncondiional maxima of the function
$$varphileft(vec lambda,vec betaright) = vec w vec beta + veclambdaleft(Avecbeta-fleft(vecbeta,Gleft(vecbetaright)right)right).tag3$$
The maxima of $varphi$ achieves only in its stationary points. - The stationary points of $varphi$ can be defined from the system
$$dfracpartial varphipartial vec beta = 0,quad dfracpartial varphipartial vec lambda = 0,$$
or
begincases
vec w + left(A-dfracdfdvec betaright)^T vec lambda = 0\[4pt]
dfracdfdvec beta = dfracpartial fpartial vec beta +dfracpartial fpartial GdfracdGdvec beta\
Avecbeta = fleft(vecbeta, Gleft(vecbetaright)right).tag4
endcases
The maxima should be selected among of the all stationary points. Each of them can be choosen as the initial point for the iterations.
This approach allows to localize the initial points near the possible maxima.
$colorbrowntextbfIterations.$
- Iterations can use detalized model of the optimization task.
- The optimization task does not require the full soluiion $vec C.$ In particular, the derivatives can be obtained from the Part 1 immediately.
- Convergency of the iterations in the proposed model basically depends from the stability of the system $(1)$ solutions near the maxima points.
$endgroup$
add a comment |
$begingroup$
The task standing has unknown significant parameters. The quantity and localization of maxima are unknown too. Also, the optimization methods are not detalized. In such conditions, the convergence of iterations cannot be guaranteed.
This situation can be improved if to make optimization as accurate as possible.
Let us consider the possible ways for that.
$colorbrowntextbfThe choice of initial point.$
- The greatest value of linear function in the area can be achieved only in the bounds of the area.
This mean that the constraints $Avecbetale f(vecbeta, C)$
can be used in the rigorous variant
$$Avecbeta = fleft(vecbeta, vec Cright).tag1$$
Thus, the task is to maximize the scalar production $vec w vec beta,$ where
$$vec w=beginpmatrix19\0.5\16endpmatrix,tag2$$
under the constraint $(1).$ - The obtained task can be solved by Lagrange multipliers method, which performs it as
calculation of uncondiional maxima of the function
$$varphileft(vec lambda,vec betaright) = vec w vec beta + veclambdaleft(Avecbeta-fleft(vecbeta,Gleft(vecbetaright)right)right).tag3$$
The maxima of $varphi$ achieves only in its stationary points. - The stationary points of $varphi$ can be defined from the system
$$dfracpartial varphipartial vec beta = 0,quad dfracpartial varphipartial vec lambda = 0,$$
or
begincases
vec w + left(A-dfracdfdvec betaright)^T vec lambda = 0\[4pt]
dfracdfdvec beta = dfracpartial fpartial vec beta +dfracpartial fpartial GdfracdGdvec beta\
Avecbeta = fleft(vecbeta, Gleft(vecbetaright)right).tag4
endcases
The maxima should be selected among of the all stationary points. Each of them can be choosen as the initial point for the iterations.
This approach allows to localize the initial points near the possible maxima.
$colorbrowntextbfIterations.$
- Iterations can use detalized model of the optimization task.
- The optimization task does not require the full soluiion $vec C.$ In particular, the derivatives can be obtained from the Part 1 immediately.
- Convergency of the iterations in the proposed model basically depends from the stability of the system $(1)$ solutions near the maxima points.
$endgroup$
The task standing has unknown significant parameters. The quantity and localization of maxima are unknown too. Also, the optimization methods are not detalized. In such conditions, the convergence of iterations cannot be guaranteed.
This situation can be improved if to make optimization as accurate as possible.
Let us consider the possible ways for that.
$colorbrowntextbfThe choice of initial point.$
- The greatest value of linear function in the area can be achieved only in the bounds of the area.
This mean that the constraints $Avecbetale f(vecbeta, C)$
can be used in the rigorous variant
$$Avecbeta = fleft(vecbeta, vec Cright).tag1$$
Thus, the task is to maximize the scalar production $vec w vec beta,$ where
$$vec w=beginpmatrix19\0.5\16endpmatrix,tag2$$
under the constraint $(1).$ - The obtained task can be solved by Lagrange multipliers method, which performs it as
calculation of uncondiional maxima of the function
$$varphileft(vec lambda,vec betaright) = vec w vec beta + veclambdaleft(Avecbeta-fleft(vecbeta,Gleft(vecbetaright)right)right).tag3$$
The maxima of $varphi$ achieves only in its stationary points. - The stationary points of $varphi$ can be defined from the system
$$dfracpartial varphipartial vec beta = 0,quad dfracpartial varphipartial vec lambda = 0,$$
or
begincases
vec w + left(A-dfracdfdvec betaright)^T vec lambda = 0\[4pt]
dfracdfdvec beta = dfracpartial fpartial vec beta +dfracpartial fpartial GdfracdGdvec beta\
Avecbeta = fleft(vecbeta, Gleft(vecbetaright)right).tag4
endcases
The maxima should be selected among of the all stationary points. Each of them can be choosen as the initial point for the iterations.
This approach allows to localize the initial points near the possible maxima.
$colorbrowntextbfIterations.$
- Iterations can use detalized model of the optimization task.
- The optimization task does not require the full soluiion $vec C.$ In particular, the derivatives can be obtained from the Part 1 immediately.
- Convergency of the iterations in the proposed model basically depends from the stability of the system $(1)$ solutions near the maxima points.
edited Mar 31 at 10:36
answered Mar 29 at 12:56
Yuri NegometyanovYuri Negometyanov
12.5k1729
12.5k1729
add a comment |
add a comment |
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