Local linear convergence analysis of Primal–Dual splitting methods

In this paper, we study the local linear convergence properties of a versatile class of Primal–Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of the problem are partly smooth relative to smooth manifolds, we present a unified local convergence analysis framework for these methods. More precisely, in our framework, we first show that (i) the sequences generated by Primal–Dual splitting methods identify a pair of primal and dual smooth manifolds in a finite number of iterations, and then (ii) enter a local linear convergence regime, which is characterized based on the structure of the underlying active smooth manifolds. We also show how our results for Primal–Dual splitting can be specialized to cover existing ones on Forward–Backward splitting and Douglas–Rachford splitting/ADMM (alternating direction methods of multipliers). Moreover, based on these obtained local convergence analysis result, several practical acceleration techniques are discussed. To exemplify the usefulness of the obtained result, we consider several concrete numerical experiments arising from fields including signal/image processing, inverse problems and machine learning. The demonstration not only verifies the local linear convergence behaviour of Primal–Dual splitting methods, but also the insights on how to accelerate them in practice.     

Generalized Jacobi spectral Galerkin method for fractional pantograph differential equation

This work is concerned with the extension of the Jacobi spectral Galerkin method to a class of nonlinear fractional pantograph differential equations. First, the fractional differential equation is converted to a nonlinear Volterra integral equation with weakly singular kernel. Second, we analyze the existence and uniqueness of solutions for the obtained integral equation. Then, the Galerkin method is used for solving the equivalent integral equation. The error estimates for the proposed method are also investigated. Finally, illustrative examples are presented to confirm our theoretical analysis.     

非线性互补问题的一种全局收敛的显式光滑Newton方法

本针对Po函数非线性互补问题，给出了一种显式光滑Newton方法，该方法将光滑参数μ进行显式迭代而不依赖于Newton方向的搜索过程，并在适当的假设条件下，证明了算法的全局收敛性。     

WEAK CONVERGENCE FOR NON-UNIFORM φ-MIXING RANDOM FIELDS

Let $\{\xi_{\bold t}, {\bold t} \in {\bold Z}^d\}$ be a nonuniform $\varphi$-mixing strictly stationary real random field with $E\xi_{\bold 0}=0, E|\xi_{\bold 0}|^{2+\delta}<\infty$ for some $0<\delta<1$. A sufficient condition is given for the sequence of partial sum set-indexed process $\{Z_n(A),\ A\in \Cal A\}$ to converge to Brownian motion. By a direct calculation, the author shows that the result holds for a more general class of set index ${\Cal A}$, where ${\Cal A}$ is assumed only to have the metric entropy exponent $r, 0相似文献   

ON THE CONVERGENCE OF MULTIPLICATIVE ITERATIVE ALGORITHMS WITH INEXACT LINE SEARCH

1.IntroductionIntillspaperweanalyzetheconvergenceonmultiplicativeiterativealgorithmsfortheIninimizationofadiffcrentiablefunctiondefinedonthepositiveorthantofR".ThealgorithmissllggestedbyEggermolltl'],andisrelatedtotheEM[2](Expextation--Maximization)algoritllnlforPositronemissiontonlography[']andimagereconstructi..14].Wecollsidertheproblenl"linf(x)s.t.x20.Themultiplicativeiterativealgorithmshavethel'orlniforj=l,2,',n,withAhdeterminedthroughalinesearch.Whilelusem[5]establishedanelegantconv…     

Computation of limit periodic continued fractions. A survey

Over the last 20 years a large number of algorithms has been published to improve the speed and domain of convergence of continued fractions. In this survey we show that these algorithms are strongly related. Actually, they essentially boil down to two main principles.We also prove some results on asymptotic expansions of tail values of limit periodic continued fractions.Dedicated to Luigi Gatteschi on his seventieth birthdayThis research was partially supported by The Norwegian Research Council and by the HMC project ROLLS, under contract CHRX-CT93-0416.     

NA序列部分和的矩完全收敛性

讨论了NA序列部分和的矩完全收敛性,在一定条件下获得了NA序列矩完全收敛的充要条件,显示了矩完全收敛和矩条件之间的关系,将独立同分布随机变量序列矩完全收敛的结果推广到NA序列,得到了与独立随机变量序列情形类似的结果.     

Uniform bounds under increment conditions

We apply a majorizing measure theorem of Talagrand to obtain uniform bounds for sums of random variables satisfying increment conditions of the type considered in Gál-Koksma Theorems. We give some applications.