Strong convergence theorems for maximal monotone mappings in Banach spaces

Let E be a uniformly convex and 2-uniformly smooth real Banach space with dual E^∗. Let be a Lipschitz continuous monotone mapping with A⁻¹(0)≠∅. For given u,x₁∈E, let {xn} be generated by the algorithm xn+1:=βnu+(1−βn)(xn−αnAJxn), n?1, where J is the normalized duality mapping from E into E^∗ and {λn} and {θn} are real sequences in (0,1) satisfying certain conditions. Then it is proved that, under some mild conditions, {xn} converges strongly to x^∗∈E where Jx^∗∈A⁻¹(0). Finally, we apply our convergence theorems to the convex minimization problems.     

Adaptive Itô-Taylor algorithm can optimally approximate the Itô integrals of singular functions

We deal with numerical approximation of stochastic Itô integrals of singular functions. We first consider the regular case of integrands belonging to the Hölder class with parameters r and ?. We show that in this case the classical Itô-Taylor algorithm has the optimal error Θ(n^−(r+?)). In the singular case, we consider a class of piecewise regular functions that have continuous derivatives, except for a finite number of unknown singular points. We show that any nonadaptive algorithm cannot efficiently handle such a problem, even in the case of a single singularity. The error of such algorithm is no less than n^{−min{1/2,r+?}}. Therefore, we must turn to adaptive algorithms. We construct the adaptive Itô-Taylor algorithm that, in the case of at most one singularity, has the optimal error O(n^−(r+?)). The best speed of convergence, known for regular functions, is thus preserved. For multiple singularities, we show that any adaptive algorithm has the error Ω(n^{−min{1/2,r+?}}), and this bound is sharp.     

Strong convergence theorem for uniformly L-Lipschitzian asymptotically pseudocontractive mapping in real Banach space

Let E be a real Banach space. Let K be a nonempty closed and convex subset of E, a uniformly L-Lipschitzian asymptotically pseudocontractive mapping with sequence {kn}_n?0⊂[1,+∞), limn→∞kn=1 such that F(T)≠∅. Let {αn}_n?0⊂[0,1] be such that _∑n?0αn=∞, and _∑n?0αn(kn−1)<∞. Suppose {xn}_n?0 is iteratively defined by xn+1=(1−αn)xn+αnTnxn, n?0, and suppose there exists a strictly increasing continuous function , ?(0)=0 such that 〈Tnx−x^∗,j(x−x^∗)〉?kn‖x−x^∗‖2−?(‖x−x^∗‖), ∀x∈K. It is proved that {xn}_n?0 converges strongly to x^∗∈F(T). It is also proved that the sequence of iteration {xn} defined by xn+1=anxn+bnTnxn+cnun, n?0 (where {un}_n?0 is a bounded sequence in K and {an}_n?0, {bn}_n?0, {cn}_n?0 are sequences in [0,1] satisfying appropriate conditions) converges strongly to a fixed point of T.     

Iterative solution of nonlinear equations of accretive and pseudocontractive types

Let E be a real uniformly smooth Banach space. Let A:D(A)=E→2E be an accretive operator that satisfies the range condition and A⁻¹(0)≠∅. Let {λ_n} and {θ_n} be two real sequences satisfying appropriate conditions, and for z∈E arbitrary, let the sequence {x_n} be generated from arbitrary x₀∈E by x_n+1=x_n−λ_n(u_n+θ_n(x_n−z)), u_n∈Ax_n, n?0. Assume that {u_n} is bounded. It is proved that {x_n} converges strongly to some x∗∈A−1(0). Furthermore, if K is a nonempty closed convex subset of E and T:K→K is a bounded continuous pseudocontractive map with F(T):={Tx=x}≠∅, it is proved that for arbitrary z∈K, the sequence {x_n} generated from x₀∈K by x_n+1=x_n−λ_n((I−T)x_n+θ_n(x_n−z)), n?0, where {λ_n} and {θ_n} are real sequences satisfying appropriate conditions, converges strongly to a fixed point of T.     

Generic solutions for some perturbed optimization problem in non-reflexive Banach spaces

Let Z be a closed, boundedly relatively weakly compact, nonempty subset of a Banach space X, and J:Z→R a lower semicontinuous function bounded from below. If X₀ is a convex subset in X and X₀ has approximatively Z-property (K), then the set of all points x in X₀?Z for which there exists z₀∈Z such that J(z₀)+‖x−z₀‖=?(x) and every sequence {z_n}⊂Z satisfying lim_n→∞[J(z_n)+‖x−z_n‖]=?(x) for x contains a subsequence strongly convergent to an element of Z is a dense G_δ-subset of X₀?Z. Moreover, under the assumption that X₀ is approximatively Z-strictly convex, we show more, namely that the set of all points x in X₀?Z for which there exists a unique point z₀∈Z such that J(z₀)+‖x−z₀‖=?(x) and every sequence {z_n}⊂Z satisfying lim_n→∞[J(z_n)+‖x−z_n‖=?(x) for x converges strongly to z₀ is a dense G_δ-subset of X₀?Z. Here . These extend S. Cobzas's result [J. Math. Anal. Appl. 243 (2000) 344-356].     

A note on random walk in random scenery

We consider a random walk in random scenery {Xn=η(S₀)+?+η(Sn),n∈N}, where a centered walk {Sn,n∈N} is independent of the scenery {η(x),x∈Zd}, consisting of symmetric i.i.d. with tail distribution P(η(x)>t)∼exp(−cαtα), with 1?α<d/2. We study the probability, when averaged over both randomness, that {Xn>ny} for y>0, and n large. In this note, we show that the large deviation estimate is of order exp(−ca(ny)), with a=α/(α+1).     

Arithmetical properties of a sequence arising from an arctangent sum

The sequence {xn} defined by xn=(n+xn−1)/(1−nxn−1), with x₁=1, appeared in the context of some arctangent sums. We establish the fact that xn≠0 for n?4 and conjecture that xn is not an integer for n?5. This conjecture is given a combinatorial interpretation in terms of Stirling numbers via the elementary symmetric functions. The problem features linkage with a well-known conjecture on the existence of infinitely many primes of the form n²+1, as well as our conjecture that (1+¹²)(1+²²)?(1+n²) is not a square for n>3. We present an algorithm that verifies the latter for n?¹⁰³²⁰⁰.     

Approximate fixed point sequences and convergence theorems for asymptotically pseudocontractive mappings

Let K be a nonempty closed convex and bounded subset of a real Banach space E and T:K→K be uniformly L-Lipschitzian, uniformly asymptotically regular with sequence {ε_n}, and asymptotically pseudocontractive with constant {k_n}, where {k_n} and {ε_n} satisfy certain mild conditions. Let a sequence {x_n} be generated from x₁∈K by x_n+1:=(1−λ_n)x_n+λ_nTⁿx_n−λ_nθ_n(x_n−x₁), for all integers n?1, where {λ_n} and {θ_n} are real sequences satisfying appropriate conditions, then ‖x_n−Tx_n‖→0 as n→∞. Moreover, if E is reflexive, and has uniform normal structure with coefficient N(E) and L<N(E)^1/2 and has a uniformly Gâteaux differentiable norm, and T satisfies an additional mild condition, then {x_n} also converges strongly to a fixed point of T.     

Viscosity approximation method for accretive operator in Banach space

Let X$X$ be a uniformly smooth Banach space, C$C$ be a closed convex subset of X$X$, and A$A$ an m-accretive operator with a zero. Consider the iterative method that generates the sequence {_xn}$\left\{x_n\right\}$ by the algorithm

_xn+1=_αnf(_xn)+(1−_αn)_Jrnxn,$x_{n+1}={\alpha }_{n}f\left(x_n\right)+(1-{\alpha }_n)J_{r_n}{x}_n\text{,}$

Weak and strong convergence theorems for strict pseudo-contractions in Hilbert spaces

Let C be a closed convex subset of a real Hilbert space H and assume that T is a κ-strict pseudo-contraction on C with a fixed point, for some 0?κ<1. Given an initial guess x₀∈C and given also a real sequence {αn} in (0,1). The Mann's algorithm generates a sequence {xn} by the formula: xn+1=αnxn+(1−αn)Txn, n?0. It is proved that if the control sequence {αn} is chosen so that κ<αn<1 and , then {xn} converges weakly to a fixed point of T. However this convergence is in general not strong. We then modify Mann's algorithm by applying projections onto suitably constructed closed convex sets to get an algorithm which generates a strong convergent sequence. This result extends a recent result of Nakajo and Takahashi [K. Nakajo, W. Takahashi, Strong convergence theorems for nonexpansive mappings and nonexpansive semigroups, J. Math. Anal. Appl. 279 (2003) 372-379] from nonexpansive mappings to strict pseudo-contractions.     

Modes of convergence of Markov chain transition probabilities

Suppose {Pⁿ(x, A)} denotes the transition law of a general state space Markov chain {X_n}. We find conditions under which weak convergence of {X_n} to a random variable X with law L (essentially defined by ∝ Pⁿ(x, dy) g(y) → ∝ L(dy) g(y) for bounded continuous g) implies that {X_n} tends to X in total variation (in the sense that $\text{∥ P}{}^{\mathrm{n}}\text{(x,}{}^{\mathrm{.}}\text{) ? L ∥ → 0)}$, which then shows that L is an invariant measure for {X_n}. The conditions we find involve some irreducibility assumptions on {X_n} and some continuity conditions on the one-step transition law {P(x, A)}.     

Weak convergence of a projection algorithm for variational inequalities in a Banach space

Let C be a nonempty, closed convex subset of a Banach space E. In this paper, motivated by Alber [Ya.I. Alber, Metric and generalized projection operators in Banach spaces: Properties and applications, in: A.G. Kartsatos (Ed.), Theory and Applications of Nonlinear Operators of Accretive and Monotone Type, in: Lecture Notes Pure Appl. Math., vol. 178, Dekker, New York, 1996, pp. 15-50], we introduce the following iterative scheme for finding a solution of the variational inequality problem for an inverse-strongly-monotone operator A in a Banach space: x₁=x∈C and

xn+1=ΠCJ⁻¹(Jxn−λnAxn)     

Bounds for the error of linear systems of equations using the theory of moments

Consider the system, of linear equations Ax = b where A is an n × n real symmetric, positive definite matrix and b is a known vector. Suppose we are given an approximation to x, ξ, and we wish to determine upper and lower bounds for ∥ x − ξ ∥ where ∥ ··· ∥ indicates the euclidean norm. Given the sequence of vectors {r_i}_{i^k = 0}, where r_i = Ar_{i − 1} and r₀ = b − Aξ, it is shown how to construct a sequence of upper and lower bounds for ∥ x − ξ ∥ using the theory of moments.     

Power integral bases for Selmer-like number fields

The Selmer trinomials are the trinomials f(X)∈{Xn−X−1,Xn+X+1|n>1 is an integer} over Z. For these trinomials we show that the ideal C=(f(X),f^′(X))Z[X] has height two and contains the linear polynomial (n−1)X+n. We then give several necessary and sufficient conditions for D[X]/(f(X)D[X]) to be a regular ring, where f(X) is an arbitrary polynomial over a Dedekind domain D such that its ideal C has height two and contains a product of primitive linear polynomials. We next specialize to the Selmer-like trinomials bXn+cX+d and bXn+cXn−1+d over D and give several more such necessary and sufficient conditions (among them is that C is a radical ideal). We then specialize to the Selmer trinomials over Z and give quite a few more such conditions (among them is that the discriminant Disc(Xn−X−1)=±(nn−(1−n)ⁿ⁻¹) of Xn−X−1 is square-free (respectively Disc(Xn+X+1)=±(nn+(1−n)ⁿ⁻¹) of Xn+X+1 is square-free)). Finally, we show that nn+(1−n)ⁿ⁻¹ is never square-free when n≡2 (mod 3) and n>2, but, otherwise, both are very often (but not always) square-free.     

Banach空间中关于增生算子的强收敛迭代序列

主要研究求解增生算子零点问题的一类算法:x_(n+1)=α_nu+(1-α_n)((1-λ)x_n+λJ_r_nx_n),其u是固定向量,λ∈(0,1),{r_n}和{α_n}是实数列,J_r_n表示增生算子A的预解式.其中(r_n)收敛是保证算法收敛的一个充分条件,该文主要证明了此条件可减弱为limn|1-(r_n+1)/r_n|=0.     

Strong convergence theorems for uniformly continuous pseudocontractive maps

Let K be a nonempty closed convex subset of a real Banach space E and let be a uniformly continuous pseudocontraction. Fix any u∈K. Let {xn} be defined by the iterative process: x₀∈K, xn+1:=μn(αnTxn+(1−αn)xn)+(1−μn)u. Let δ(?) denote the modulus of continuity of T with pseudo-inverse ?. If and {xn} are bounded then, under some mild conditions on the sequences n{αn} and n{μn}, the strong convergence of {xn} to a fixed point of T is proved. In the special case where T is Lipschitz, it is shown that the boundedness assumptions on and {xn} can be dispensed with.     

Multiobjective programming and penalty functions

This paper generalizes the penalty function method of Zang-will for scalar problems to vector problems. The vector penalty function takes the form $$g(x,\lambda ) = f(x) + \lambda ^{ - 1} P(x)e,$$ wheree ?R ^m, with each component equal to unity;f:R ⁿ →R ^m, represents them objective functions {f ⁱ} defined onX \( \subseteq \) R ⁿ; λ ∈R ¹, λ>0;P:R ⁿ →R ¹ X \( \subseteq \) Z \( \subseteq \) R ⁿ,P(x)≦0, ∨x ∈R ⁿ,P(x) = 0 ?x ∈X. The paper studies properties of {E (Z, λ _r )} for a sequence of positive {λ _r } converging to 0 in relationship toE(X), whereE(Z, λ _r ) is the efficient set ofZ with respect tog(·, λ_r) andE(X) is the efficient set ofX with respect tof. It is seen that some of Zangwill's results do not hold for the vector problem. In addition, some new results are given.     

Porosity of perturbed optimization problems in Banach spaces

Let X be a Banach space and Z a nonempty closed subset of X. Let be a lower semicontinuous function bounded from below. This paper is concerned with the perturbed optimization problem infz∈Z{J(z)+‖x−z‖}, denoted by (x,J)-inf for x∈X. In the case when X is compactly fully 2-convex, it is proved in the present paper that the set of all points x in X for which there does not exist z₀∈Z such that J(z₀)+‖x−z₀‖=infz∈Z{J(z)+‖x−z‖} is a σ-porous set in X. Furthermore, if X is assumed additionally to be compactly locally uniformly convex, we verify that the set of all points x∈X?Z⁰ such that the problem (x,J)-inf fails to be approximately compact, is a σ-porous set in X?Z⁰, where Z⁰ denotes the set of all z∈Z such that z∈PZ(z). Moreover, a counterexample to which some results of Ni [R.X. Ni, Generic solutions for some perturbed optimization problem in nonreflexive Banach space, J. Math. Anal. Appl. 302 (2005) 417-424] fail is provided.