A New Approximation of the Matrix Rank Function and Its Application to Matrix Rank Minimization

The matrix rank minimization problem is widely applied in many fields such as control, signal processing and system identification. However, the problem is NP-hard in general and is computationally hard to directly solve in practice. In this paper, we provide a new approximation function of the matrix rank function, and the corresponding approximation problems can be used to approximate the matrix rank minimization problem within any level of accuracy. Furthermore, the successive projected gradient method, which is designed based on the monotonicity and the Fréchet derivative of these new approximation function, can be used to solve the matrix rank minimization this problem by using the projected gradient method to find the stationary points of a series of approximation problems. Finally, the convergence analysis and the preliminary numerical results are given.     

On the linear convergence of the circumcentered-reflection method

In order to accelerate the Douglas–Rachford method we recently developed the circumcentered-reflection method, which provides the closest iterate to the solution among all points relying on successive reflections, for the best approximation problem related to two affine subspaces. We now prove that this is still the case when considering a family of finitely many affine subspaces. This property yields linear convergence and incites embedding of circumcenters within classical reflection and projection based methods for more general feasibility problems.     

Spectral Optimization Methods for the Time Fractional Diffusion Inverse Problem

An inverse problem of reconstructing the initial condition for a time fractional diffusion equation is investigated. On the basis of the optimal control framework, the uniqueness and first order necessary optimality condition of the minimizer for the objective functional are established, and a time-space spectral method is proposed to numerically solve the resulting minimization problem. The contribution of the paper is threefold: 1) a priori error estimate for the spectral approximation is derived; 2) a conjugate gradient optimization algorithm is designed to efficiently solve the inverse problem; 3) some numerical experiments are carried out to show that the proposed method is capable to find out the optimal initial condition, and that the convergence rate of the method is exponential if the optimal initial condition is smooth.     

广义黏性逼近方法及其应用

黏性逼近方法在非扩张映射不动点问题的研究中扮演着重要的角色。提出了一类广义黏性逼近方法，在一定条件下，证明了该算法的收敛性.作为应用，将所得的收敛性结果应用于求解约束凸优化问题与双层优化问题。     

求解非线性互补问题的逐次逼近阻尼牛顿法

针对非线性互补问题,提出了与其等价的非光滑方程的逐次逼近阻尼牛顿法,并 在一定条件下证明了该算法的全局收敛性.数值结果表明,这一算法是有效的.     

THE CONVERGENCE OF APPROACH PENALTY FUNCTION METHOD FOR APPROXIMATE BILEVEL PROGRAMMING PROBLEM

' 1 IntroductionWe collsider the fOllowi11g bilevel programndng problen1:max f(x, y),(BP) s.t.x E X = {z E RnIAx = b,x 2 0}, (1)y e Y(x).whereY(x) = {argmaxdTyIDx Gy 5 g, y 2 0}, (2)and b E R", d, y E Rr, g E Rs, A, D.and G are m x n1 s x n aild 8 x r matrices respectively. If itis not very difficult to eva1uate f(and/or Vf) at all iteration points, there are many algorithmeavailable fOr solving problem (BP) (see [1,2,3etc1). However, in some problems (see [4]), f(x, y)is too com…     

Convergence analysis of a minimax method for finding multiple solutions of hemivariational inequality in Hilbert space

In 2013, a minimax method for finding saddle points of locally Lipschitz continuous functional was designed (Yao Math. Comp. 82 2087–2136 2013). The method can be applied to numerically solve hemivariational inequality for multiple solutions. Its subsequence and sequence convergence results in functional analysis were established in the same paper. But, since these convergence results do not consider discretization, they are not convergence results in numerical analysis. In this paper, we point out what approximation problem is, when this minimax method is used to solve hemivariational inequality and the finite element method is used in discretization. Computation of the approximation problem is discussed, numerical experiment is carried out and its global convergence is verified. Finally, as element size goes to zero, convergence of solutions of the approximation problem to solutions of hemivariational inequality is proved.     

Pedogogical perspectives on the method of Wilmer III and Costa for solving second-order differential equations

Recently, Wilmer III and Costa introduced a method into the mathematics education research literature which they employed to construct solutions to certain classes of ordinary differential equations. In this article, we build on their ideas in the following ways. We establish a link between their approach and the method of successive approximations. We show how applying the method of approximations naturally leads to the constructed approximation of Wilmer III and Costa. The new link is important because it enables us to respond to several challenges posed by Wilmer III and Costa. This includes addressing issues raised therein with convergence of their recursively constructed sequence of functions, and responding to their call regarding more mathematical rigour when relaxing the polynomial condition on the coefficients in the differential equation. Furthermore, the new link is pedagogically significant because it also opens up new pedagogical points of view. For example, the results in this paper provide potentially alternate, but overlapping, perspectives that are suitable for, and jointly inform, the learning and teaching of solution methods to differential equations. The value of this is supported by the presumption of Tisdell that teaching multiple ways to solve the same problem has academic and social value.     

求解非线性互补问题的逐次逼近拟牛顿法的收敛性分析

提出了求解非线性互补问题的一个逐次逼近拟牛顿算法。在适当的假设下,证明了该算法的全局收敛性和局部超线性收敛性。     

最优控制问题参数化研究—基于勒让德正交多项式逼近

使用勒让德正交多项式逼近方法,将Lagrange型最优控制问题转化为非线性规划问题.采用序列二次规划方法对此非线性规划问题的求解,并对多项式逼近和非线性规划求解后得到的解是否收敛给出了证明和实例分析.     

Numerical solution of fuzzy differential equations under generalized differentiability

In this paper, we interpret a fuzzy differential equation by using the strongly generalized differentiability concept. Utilizing the Generalized Characterization Theorem, we investigate the problem of finding a numerical approximation of solutions. Then we show that any suitable numerical method for ODEs can be applied to solve numerically fuzzy differential equations under generalized differentiability. The generalized Euler approximation method is implemented and its error analysis, which guarantees pointwise convergence, is given. The method’s applicability is illustrated by solving a linear first-order fuzzy differential equation.     

A note on solving Cauchy integral equations of the first kind by iterations

The successive approximation method was applied for the first time by N.I. Ioakimidis to solve practical cases of a Cauchy singular integral equation: the airfoil one. In this paper we study a more general case. We prove the convergence of the method in this general case. The proposed method has been tested for two kernels which are particularly important in practice. Finally, some numerical examples illustrate the accuracy of the method.     

Application of penalty methods to non-stationary variational inequalities

We solve a general variational inequality problem in a finite-dimensional setting, where only approximation sequences are known instead of exact values of the cost mapping and feasible set. We suggest to utilize a sequence of solutions of auxiliary problems based on a penalty method. Its convergence is attained without concordance of penalty and approximation parameters under mild coercivity type conditions. We also show that the regularized version of the penalty method enables us to further weaken the coercivity condition.     

非线性l1问题的光滑近似算法

为非线性l1问题的求解构造了光滑逼近函数.首先将非线性l1问题转化为等价的不可微优化问题;其次通过两步提出光滑逼近函数的一般性构造方法;最后进行了数值仿真.文中介绍了光滑逼近函数的有关性质,指出相关文献已有的光滑函数方法是本文的特例,并证明了方法的收敛性及有效性.     

Optimal control of a nonlinear singular system with state constraints

A control system described by a nonlinear equation of parabolic type is considered in the situation where there may be no global solution. A particular optimal control problem subject to state constraints is studied. A proof of the existence of an optimal control is presented. The penalty method is used to obtain necessary conditions for optimal control. A proof of the convergence of this method is given. The successive approximation method is used to obtain an approximate solution for the conditions derived. Translated fromMatematicheskie Zametki, Vol. 60, No. 4, pp. 511–518, October, 1996.     

Methods of solving spatial problems of the mechanics of a deformable solid in terms of stresses

The formulation in /1/ of a quasistatic problem of the mechanics of a deformable solid in terms of stresses is discussed, including also the variational formulation, which consists of solving six equations in six symmetric stress tensor components when six boundary conditions are satisfied. Methods of successive approximation are proposed for solving this problem and theorems on the convergence of these methods, including a “rapidly converging” method, whose rate of convergence is substantially higher than a geometric progression, are proved.     

一类四阶微积分方程的Legendre-Galerkin谱逼近

针对研究吊桥模型而建立的四阶微积分方程, 提出Legendre谱逼近法进行求解.构造迭代算法来求解得到的线性系统, 证明了迭代格式的收敛性, 对问题进行了误差分析.数值算例验证了迭代的收敛性和方法的高精度.     

解等式约束优化的既约Hessian依赖域方法

本文提出了解等式约束优化的一个信赖域方法,该方法以既约Hessian逐步二次规划为基础,它享有信赖域方法与既约Hessian方法的优点,在通常条件下,证明了算法的全局收敛性。     

DD‐type Domain Decomposition Method for Frictional Contact Problem

The bilateral or unilateral contact problem with Coulomb friction between two elastic bodies is considered [1]. An algorithm is introduced to solve the resulting finite element system by a non‐overlapping domain decomposition method. The global problem is transformed to a smaller problem on the contact surface. The solution is obtained by using a successive approximation method, in each step of this algorithm we solve two intermediate problems the first with prescribed tangential pressure and the second with prescribed normal pressure.