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1.
Utilizing the well-known aggregation technique, we propose a smoothing sample average approximation (SAA) method for a stochastic linear complementarity problem, where the underlying functions are represented by expectations of stochastic functions. The method is proved to be convergent and the preliminary numerical results are reported.  相似文献   

2.
Distribution estimation is very important in order to make statistical inference for parameters or its functions based on this distribution.In this work we propose an estimator of the distribution of some variable with non-smooth auxiliary information,for example,a symmetric distribution of this variable.A smoothing technique is employed to handle the non-differentiable function.Hence,a distribution can be estimated based on smoothed auxiliary information.Asymptotic properties of the distribution estimator are derived and analyzed.The distribution estimators based on our method are found to be significantly efficient than the corresponding estimators without these auxiliary information.Some simulation studies are conducted to illustrate the finite sample performance of the proposed estimators.  相似文献   

3.
In this article,a procedure for estimating the coefficient functions on the functional-coefficient regression models with different smoothing variables in different coefficient functions is defined.First step,by the local linear technique and the averaged method,the initial estimates of the coefficient functions are given.Second step,based on the initial estimates,the efficient estimates of the coefficient functions are proposed by a one-step back-fitting procedure.The efficient estimators share the same asymptotic normalities as the local linear estimators for the functional-coefficient models with a single smoothing variable in different functions.Two simulated examples show that the procedure is effective.  相似文献   

4.
In this paper, the rotated cone fitting problem is considered. In case the measured data are generally accurate and it is needed to fit the surface within expected error bound, it is more appropriate to use l∞ norm than 12 norm. l∞ fitting rotated cones need to minimize, under some bound constraints, the maximum function of some nonsmooth functions involving both absolute value and square root functions. Although this is a low dimensional problem, in some practical application, it is needed to fitting large amount of cones repeatedly, moreover, when large amount of measured data are to be fitted to one rotated cone, the number of components in the maximum function is large. So it is necessary to develop efficient solution methods. To solve such optimization problems efficiently, a truncated smoothing Newton method is presented. At first, combining aggregate smoothing technique to the maximum function as well as the absolute value function and a smoothing function to the square root function, a monotonic and uniform smooth approximation to the objective function is constructed. Using the smooth approximation, a smoothing Newton method can be used to solve the problem. Then, to reduce the computation cost, a truncated aggregate smoothing technique is applied to give the truncated smoothing Newton method, such that only a small subset of component functions are aggregated in each iteration point and hence the computation cost is considerably reduced.  相似文献   

5.
Some nonlinear approximants, i.e., exponential-sum interpolation with equal distance or at origin, (0,1)-type, (0,2)-type and (1,2)-type fraction-sum approximations, for matrixvalued functions are introduced. All these approximation problems lead to a same form system of nonlinear equations. Solving methods for the nonlinear system are discussed.Conclusions on uniqueness and convergence of the approximants for certain class of functions are given.  相似文献   

6.
The generalized summation integral type operators with Beta basis functions are widely studied. At present, the investigations for the properties of these operators are only limited to the functions of bounded variation. Some authors studied the rate of point-wise rate of convergence, asymptotic formula of Voronovskaja type, and some direct results about these type of operators. The present paper considers the direct, inverse and equivalence theorems of modified summation integral type operators in the Lp spaces.  相似文献   

7.
For a given rotation-invariant operator Ω in the unit disc, the necessary condition for thef xistence of finite invariant measures of the strong Markov transition functions determined by Ω with the Ventzel's boundary conditions of finite rank is established If only rotation-invariant transition functions are considered, then the necessary and sufficient conditions for a given measure to be invariant and to be reversible, and all the cor6esponding boundary conditions for posseusiug these properties have been found explicitly in this paper.  相似文献   

8.
In the present paper, the authors introduce a new subclass of p-valent analytic functions with complex order defined on the open unit disk U={z:z∈C and |z|1} and obtain coefficient inequalities for the functions in these class. Application of these results for the functions defined by the convolution are also obtained.  相似文献   

9.
This article is devoted to the study of variable 2-microlocal Besov-type and Triebel–Lizorkin-type spaces. These variable function spaces are defined via a Fourier-analytical approach. The authors then characterize these spaces by means of φ-transforms, Peetre maximal functions, smooth atoms, ball means of differences and approximations by analytic functions. As applications, some related Sobolev-type embeddings and trace theorems of these spaces are also established. Moreover, some obtained results, such as characterizations via approximations by analytic functions, are new even for the classical variable Besov and Triebel–Lizorkin spaces.  相似文献   

10.
In this paper, we establish distortion theorems for both normalized p-Bloch functions with branch points and normalized locally univalent p-Bloch functions defined on the unit disk, respectively. These distortion theorems give lower bounds on |f′(z)| and ■f′(z). As applications of these distortion theorems, the lower bounds of the radius of the largest schlicht disk on these Bloch functions are given, respectively. Notice that when p = 1, our results reduce to that of Liu and Minda.  相似文献   

11.
We consider the interesting smoothing method of global optimization recently proposed in Lau and Kwong (J Glob Optim 34:369–398, 2006) . In this method smoothed functions are solutions of an initial-value problem for a heat diffusion equation with external heat source. As shown in Lau and Kwong (J Glob Optim 34:369–398, 2006), the source helps to control global minima of the smoothed functions—they are not shifted during the smoothing. In this note we point out that for certain (families of) objective functions the proposed method unfortunately does not affect the functions, in the sense, that the smoothed functions coincide with the respective objective function. The key point here is that the Laplacian might be too weak in order to smooth out critical points.  相似文献   

12.
《Optimization》2012,61(1):39-50
We extend the convergence analysis of a smoothing method [M. Fukushima and J.-S. Pang (2000). Convergence of a smoothing continuation method for mathematical programs with complementarity constraints. In: M. Théra and R. Tichatschke (Eds.), Ill-posed Variational Problems and Regularization Techniques, pp. 99–110. Springer, Berlin/Heidelberg.] to a general class of smoothing functions and show that a weak second-order necessary optimality condition holds at the limit point of a sequence of stationary points found by the smoothing method. We also show that convergence and stability results in [S. Scholtes (2001). Convergence properties of a regularization scheme for mathematical programs with complementarity constraints. SIAM J. Optim., 11, 918–936.] hold for a relaxation problem suggested by Scholtes [S. Scholtes (2003). Private communications.] using a class of smoothing functions. In addition, the relationship between two technical, yet critical, concepts in [M. Fukushima and J.-S. Pang (2000). Convergence of a smoothing continuation method for mathematical programs with complementarity constraints. In: M. Théra and R. Tichatschke (Eds.), Ill-posed Variational Problems and Regularization Techniques, pp. 99–110. Springer, Berlin/Heidelberg; S. Scholtes (2001). Convergence properties of a regularization scheme for mathematical programs with complementarity constraints. SIAM J. Optim., 11, 918–936.] for the convergence analysis of the smoothing and regularization methods is discussed and a counter-example is provided to show that the stability result in [S. Scholtes (2001). Convergence properties of a regularization scheme for mathematical programs with complementarity constraints. SIAM J. Optim., 11, 918–936.] cannot be extended to a weaker regularization.  相似文献   

13.
In this paper, we introduce a new class of smoothing functions, which include some popular smoothing complementarity functions. We show that the new smoothing functions possess a system of favorite properties. The existence and continuity of a smooth path for solving the nonlinear complementarity problem (NCP) with a P 0 function are discussed. The Jacobian consistency of this class of smoothing functions is analyzed. Based on the new smoothing functions, we investigate a smoothing Newton algorithm for the NCP and discuss its global and local superlinear convergence. Some preliminary numerical results are reported.  相似文献   

14.
Based on the generalized CP-function proposed by Hu et al. [S.L. Hu, Z.H. Huang, J.S. Chen, Properties of a family of generalized NCP-functions and a derivative free algorithm for complementarity problems, J. Comput. Appl. Math. 230 (2009) 69-82], we introduce a smoothing function which is a generalization of several popular smoothing functions. By which we propose a non-interior continuation algorithm for solving the complementarity problem. The proposed algorithm only needs to solve at most one system of linear equations at each iteration. In particular, we show that the algorithm is globally linearly and locally quadratically convergent under suitable assumptions. The preliminary numerical results demonstrate that the algorithm is effective.  相似文献   

15.
Following the general idea of smoothing through convolution, we discuss schemes for smoothing hat functions on the three-directional and the four-directional mesh. The smoothing masks–which in the four-directional case are matrix masks–have the same support as the refinement mask for the hat functions. Several smoothing schemes are presented, and in some cases the smoothness properties of the smoothed functions are analysed. In particular, the results for the four-directional case follow new and original lines of research.  相似文献   

16.
This paper provides for the first time some computable smoothing functions for variational inequality problems with general constraints. This paper proposes also a new version of the smoothing Newton method and establishes its global and superlinear (quadratic) convergence under conditions weaker than those previously used in the literature. These are achieved by introducing a general definition for smoothing functions, which include almost all the existing smoothing functions as special cases.  相似文献   

17.
In the first part of this paper we apply a saddle point theorem from convex analysis to show that various constrained minimization problems are equivalent to the problem of smoothing by spline functions. In particular, we show that near-interpolants are smoothing splines with weights that arise as Lagrange multipliers corresponding to the constraints in the problem of near-interpolation. In the second part of this paper we apply certain fixed point iterations to compute these weights. A similar iteration is applied to the computation of the smoothing parameter in the problem of smoothing.

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18.
This paper is concerned with solving single CVaR and mixed CVaR minimization problems. A CHKS-type smoothing sample average approximation (SAA) method is proposed for solving these two problems, which retains the convexity and smoothness of the original problem and is easy to implement. For any fixed smoothing constant ε, this method produces a sequence whose cluster points are weak stationary points of the CVaR optimization problems with probability one. This framework of combining smoothing technique and SAA scheme can be extended to other smoothing functions as well. Practical numerical examples arising from logistics management are presented to show the usefulness of this method.  相似文献   

19.
关履泰 《计算数学》1998,20(4):383-392
1.简介多元样条函数在多元逼近中发挥很大作用,已有数量相当多的综合报告和研究论文正式发表,就在1996年6月在法国召开的第三届国际曲线与曲面会议上便有不少多元样条方面的报告,不过总的感觉是仍然缺乏对噪声数据特别是散乱数据的有效光顺方法.李岳生、崔锦泰、关履泰、胡日章等讨论广义调配样条与张量积函数,并用希氏空间样条方法处理多元散乱数据样条插值与光顺,提出多元多项式自然样条,推广了相应一元的结果.我们知道,在样条光顺中有一个如何选择参数的问题,用广义交互确认方法(generalizedcross-validation,以下简称GC…  相似文献   

20.
This paper concerns smoothing by infimal convolution for two large classes of functions: convex, proper and lower semicontinous as well as for (the nonconvex class of) convex-composite functions. The smooth approximations are constructed so that they epi-converge (to the underlying nonsmooth function) and fulfill a desirable property with respect to graph convergence of the gradient mappings to the subdifferential of the original function under reasonable assumptions. The close connection between epi-convergence of the smoothing functions and coercivity properties of the smoothing kernel is established.  相似文献   

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