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101.
E. Polak 《Journal of Optimization Theory and Applications》2008,138(2):305-309
The purpose of this technical note is to present a proof of convergence of the Pshenichnyi-Pironneau-Polak (PPP) minimax algorithm
(see Algorithm 2.4.1 in Polak, Optimization: Algorithms and Consistent Approximations, Springer, [1997]), modified to use an active set strategy. This active set strategy was formally derived in Polak (Optimization: Algorithms
and Consistent Approximations, Springer, [1997]) from those used in the methods of feasible directions developed by Zoutendijk (Methods of Feasible Directions, Elsevier,
[1960]) and Polak (Computational Methods in Optimization: A Unified Approach, Academic, [1971]). The resulting ε-Active PPP algorithm was presented as Algorithm 2.4.34, in Polak (Optimization: Algorithms and Consistent Approximations,
Springer, [1997]), without any proofs. 相似文献
102.
Tie Zhang Datao Shi Zhen Li 《计算数学(英文版)》2008,(5):689-701
In this paper, a discontinuous finite element method for the positive and symmetric, first-order hyperbolic systems (steady and nonsteady state) is constructed and analyzed by using linear triangle elements, and the O(h^2)-order optimal error estimates are derived under the assumption of strongly regular triangulation and the Ha-regularity for the exact solutions. The convergence analysis is based on some superclose estimates of the interpolation approximation. Finally, we discuss the Maxwell equations in a two-dimensional domain, and numerical experiments are given to validate the theoretical results. 相似文献
103.
Expected Residual Minimization Method for Stochastic Variational Inequality Problems 总被引:1,自引:1,他引:0
This paper considers a stochastic variational inequality problem (SVIP). We first formulate SVIP as an optimization problem
(ERM problem) that minimizes the expected residual of the so-called regularized gap function. Then, we focus on a SVIP subclass
in which the function involved is assumed to be affine. We study the properties of the ERM problem and propose a quasi-Monte
Carlo method for solving the problem. Comprehensive convergence analysis is included as well.
This work was supported in part by SRF for ROCS, SEM and Project 10771025 supported by NSFC. 相似文献
104.
Frank Jochmann 《Journal of Differential Equations》2009,246(6):2151-513
This paper deals with a class of first-order systems with generally multivalued damping terms including Bean's model for superconductors with displacement current. The main goal is to prove the convergence of solutions to stationary states as t→∞. 相似文献
105.
In this paper,we prove the convergence of the nodal expansion method,a new numerical method for partial differentisl equations and provide the error estimates of approximation solution. 相似文献
106.
Many problems in the design and implementation of computational schemes may be studied using the theory and methods of mathematical programming. One seeks to minimize bounds for the errors in the calculated results obtained from a given set of input data, exploiting analytical relations. We describe optimal quadrature rules and give an application to the evaluation of the sums of power series, belonging to an important class. We present results which are based on the theory of linear and semi-infinite programming. We also study the associated complexity issues and obtain simple qualitative results for the computational work required. 相似文献
107.
该文通过对非线性Schr■dinger方程增加耗散项,提出了一种新的三层线性差分格式.证明了该格式满足连续方程所具有的两个守恒量及收敛性和稳定性.通过数值例子与已知格式进行比较,结果表明该格式计算简单且具有较高精度. 相似文献
108.
IMGS方法对于,H -矩阵的若干令人满意的改进 总被引:1,自引:0,他引:1
孙丽英 《数学物理学报(A辑)》2006,26(4):591-594
该文给出线性方程组改进的Gauss-Seidel迭代法(被称之为IMGS方法)对于H -矩阵的收敛性定理,并且对其参数ai与SOR迭代法的参数ω的取值范围进行了比较. 所用方法及所得结论优于近年来相关结论,并且表明这种IMGS方法对,H -矩阵是有效的. 相似文献
109.
In this paper,we demonstrate that the double-shift QL algorithm for an irreducible anti-symmetric iridiagonal matrix with the shifts being two eigenvalues of the 2×2 matrix in the left upper corner of this matrix is convergent and the convergence rale of Ms kind of algorithm is generally cubic. 相似文献
110.
We present the results of some numerical experiments which were carried out in order to investigate the general characteristics of the algorithm described in Part I of this paper. 相似文献