一类无约束离散Minimax问题的区间调节熵算法

In this paper,a class of unconstrained discrete minimax problems is described,in which the objective functions are in C^1. The paper deals with this problem by means of taking the place of maximum-entropy function with adjustable entropy function. By constructing an interval extension of adjustable entropy function and some region deletion test rules, a new interval algorithm is presented. The relevant properties are proven, The minimax value and the localization of the minimax points of the problem can be obtained by this method. This method can overcome the flow problem in the maximum-entropy algorithm. Both theoretical and numerical results show that the method is reliable and efficient.     

A NEW DERIVATIVE FREE OPTIMIZATION METHOD BASED ON CONIC INTERPOLATION MODEL

In this paper, a new derivative free trust region method is developed basedon the conic interpolation model for the unconstrained optimization. The conic inter-polation model is built by means of the quadratic model function, the collinear scalingformula, quadratic approximation and interpolation. All the parameters in this model axedetermined by objective function interpolation condition. A new derivative free method isdeveloped based upon this model and the global convergence of this new method is provedwithout any information on gradient.     

通过广义D-间隙函数求解变分不等式问题的全局收敛性和误差界估计

The variational inequality problem can be reformulated as an unconstrained minimization problem through the D-gap function. Recently,Peng proposed a hybrid Newton-type method for minimizing the D-gap function.In this paper,a modification with generalized D-gap function gαβ of the method proposed by Peng is presented.It is shown that the algorithm has nice global convergence.This result here have improved and generalized those in the literature.Moreover, when the parameter β is chosen in a certain interval, it is proved that the generalized D-gap function gαβ has bounded level sets for the strongly monotone VIP. An error bound estimation of the algorithm is obtained.     

A SMOOTHING QP-FREE INFEASIBLE METHOD FOR NONLINEAR INEQUALITY CONSTRAINED OPTIMIZATION

In this paper,a smoothing QP-free infeasible method is proposed for nonlinear inequality constrained optimization problems.This iterative method is based on the solution of nonlinear equations which is obtained by the multipliers and the smoothing Fisher-Burmeister function for the KKT first-order optimality conditions.Comparing with other QP-free methods, this method does not request the strict feasibility of iteration.In particular,this method is implementable and globally convergent without assuming the strict complementarity condition and the isolatedness of accumulation points.Furthermore,the gradients of active constraints are not requested to be linearly independent.Preliminary numerical results indicate that this smoothing QP-free infeasible method is quite promising.     

Mean Field Games with Common Noises and Conditional Distribution Dependent FBSDEs

In this paper, the authors consider the mean field game with a common noise and allow the state coefficients to vary with the conditional distribution in a nonlinear way. They assume that the cost function satisfies a convexity and a weak monotonicity property. They use the sufficient Pontryagin principle for optimality to transform the mean field control problem into existence and uniqueness of solution of conditional distribution dependent forward-backward stochastic differential equation (FBSDE for short). They prove the existence and uniqueness of solution of the conditional distribution dependent FBSDE when the dependence of the state on the conditional distribution is sufficiently small, or when the convexity parameter of the running cost on the control is sufficiently large. Two different methods are developed. The first method is based on a continuation of the coefficients, which is developed for FBSDE by [Hu, Y. and Peng, S., Solution of forward-backward stochastic differential equations, Probab. Theory Rel., 103(2), 1995,273–283]. They apply the method to conditional distribution dependent FBSDE. The second method is to show the existence result on a small time interval by Banach fixed point theorem and then extend the local solution to the whole time interval.     

非线性互补问题的一种新的光滑价值函数及牛顿类算法

A new smooth merit function was constructed for nonlinear complementarity problems (NCPs). Like as the merit function based on the famous FischerBurmeister function, the stationary point of the merit function is the solution of NCP when the function is only a P0-function, and the merit function has good coercive property. A damped Newton-type algorithm which based on the merit function was presented. The global and local superlinear or quadratic convergence results were obtained under suitable conditions. Furthermore, the finite termination property was obtained for affine case with P-matrix without using the hybrid switch technique or additional step as corrector Newton step as usual. Numerical results suggest that the method is promising.     

Nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization

We propose a nonmonotone adaptive trust region method based on simple conic model for unconstrained optimization. Unlike traditional trust region methods, the subproblem in our method is a simple conic model, where the Hessian of the objective function is approximated by a scalar matrix. The trust region radius is adjusted with a new self-adaptive adjustment strategy which makes use of the information of the previous iteration and current iteration. The new method needs less memory and computational efforts. The global convergence and Q-superlinear convergence of the algorithm are established under the mild conditions. Numerical results on a series of standard test problems are reported to show that the new method is effective and attractive for large scale unconstrained optimization problems.     

Nonparametric regression with interval-censored data

In many medical studies,the prevalence of interval censored data is increasing due to periodic monitoring of the progression status of a disease.In nonparametric regression model,when the response variable is subjected to interval-censoring,the regression function could not be estimated by traditional methods directly.With the censored data,we construct a new response variable which has the same conditional expectation as the original one.Based on the new variable,we get a nearest neighbor estimator of the regression function.It is established that the estimator has strong consistency and asymptotic normality.The relevant simulation reports are given.     

Ⅰ型左删失下Topp-Leone分布的参数及可靠度函数的估计（英文）

Firstly, the maximum likelihood estimate and asymptotic confidence interval of the unkown parameter for the Topp-Leone distribution are obtained under Type-I left censored samples, furthermore, the asymptotic confidence interval of reliability function is obtained based on monotonicity. Secondly, under different loss functions, the Bayesian estimates of the unkown parameter and reliability function are obtained, and the expected mean square errors of Bayesian estimates are calculated. Monte-Carl...     

三参数Weibull分布参数和其它可靠性指标的区间估计方法

This paper discusses the interval estimations method for the parameters and other reliability characters of a three-poxameter Weibull distribution. According to the fiducial distrlbution theory of the parameter, the author presents the confidence intervals of the porameters, the reliability and the reliable life. An example mad simulation results are given. It is shown that the method presented in this paper is practicable and worth noticing.     

一类全局优化问题的区间斜率算法

考虑下面的全局优化问题: global minimize f(x),f:X~0 R~1→R~1 (1)其中X~0=[a~0,b~0],f是X~0上连续的多峰函数.在本文中f在X~0上的全局极小值记为f~*,f在X~0上所有全局极小点集合记为X~*.以下恒假定X~*仅由有限个点组成. 我们的目标是求f~*及X~*.求解这一问题已有诸多方法,这些方法一般可分为确定型和非确定型两类.前者以Lipschitz导数法,填充函数法等为代表,它们依据某一     

若干中点迭代法的收敛性

The King-Werner iteration xn 1= xn -F‘(1/2(xn yn))^-1 F(xn);yn 1=xn 1-F‘(1/2(xn yn))^-1F(xn 1) which is used for solving the operator eqution in Banach space F(x) = 0 requires the inverse of the opterator‘s derivative.Now in this paper a deformation King-Werner method without use of inverse is presented and the convergence of this method is proved with the skill of the majoring function. In addition, for the existed convergent theorem the convergent condtions are amended. The corresponding convergence theorem holds also with the amended conditions and its error bounds is obtained. At last a midpoint method of order 1 √2 : yn=xn-F‘(xn)^-1F(xn);xn 1=xn-F‘(xn yn/2)^-1F(xn) which is studied by D.Chen and I.K.Argros is convergent withby milder conditions by recurence relations.     

一类线性互补问题解存在性判断的区间方法

利用目标函数的区间斜量,以Miranda定理为理论依据,将Moore-Kioustelidis定理推广到不可微情况,提出了一类线性互补问题解存在性判断的区间方法,给出了具体实例,表明这种判断方法是有效的.     

关于m-凸函数若干结果加权形式的推广

本文研究了m-凸函数的若干结果加权的问题.利用积分不等式对称变换式的方法,获得了Hermite-Hadamard不等式的4个结论,推广了m-凸函数的Hermite-Hadamard的加权结果.     

INFLUENCE FUNCTION OF CORRELATION OF SEVERAL RANDOM VECTORS WITH ITS APPLICATIONS

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多复变函数的Picard定理

本文给出了多复变函数的Ｋ－拟亚纯函数的定义,并且得到了一个关于多复变函数的Ｋ－拟亚纯函数的正规定则,从这个正规定则,我们证明了多复变函数的全纯函数Ｐｉｃａｒｄ定理。     

关于多元复函数的正规族

研究函数族的正规性定则是复变函数论中的一个重要且有意义的工作,本文通过引进多元Ｋ－拟亚纯函数（或Ｋ－全纯函数）的定义,得到了多元Ｋ－拟亚纯函数（或Ｋ－全纯函数）族的一个正规定则,据此讨论了多元纯函数（族的若干正规性定则。     

若干矩阵Γ分布的相关分布

本文研究了与矩阵Γ分布相关的若干分布的密度函数,利用矩阵Γ分布的特征函数和它的Bartlett分解等方法,获得了与矩阵Γ分布相关的几个分布的密度函数解析表达式,它们包括Γ分布随机矩阵的子矩阵、行列式、迹和特征根的分布密度,进一步还得到了相关系数矩阵的分布密度函数形式.     

矩阵损失函数下参数估计的几个结果

在本文中,设随机向量 Y 的样本空间和分布族为((?)P_θ),θ∈(?),(?)为 p 维欧氏空间 R~p 中的 Borel 集.要估计θ的函数的向量 h(θ)=(h_1(θ),…,h_k(θ))'.文献[1]中第二章的定理1.4指出,若存在 h(θ)的无偏估计δ(Y),使得 E_θ(δ(Y)—h(θ))′(δ(Y)—h(θ))<∞,一切θ∈(?),则在损失函数(α—h(θ))′(α—h(θ))下,(?)(Y)是 h(θ)的一致最优无偏估计的充要条件是对 h(θ)的任何风险函数有限的无偏估     

提升格式下几种去噪方法的比较

本文比较了四种去噪声的效果,利用提升格式设计的灵活性,通过预算子或更新算子的设计最优匹配特定的信号,比较了软阈值函数、硬阈值函数、比例萎缩LAWML法和小波域中值滤波四种去噪方法.