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1.
Mohammed Harunor Rashid 《计算数学(英文版)》2022,40(1):44-69
In the present paper,we study the restricted inexact Newton-type method for solving the generalized equation 0∈f(x)+F(x),where X and Y are Banach spaces,f:X→Y is a Frechet differentiable function and F:X■Y is a set-valued mapping with closed graph.We establish the convergence criteria of the restricted inexact Newton-type method,which guarantees the existence of any sequence generated by this method and show this generated sequence is convergent linearly and quadratically according to the particular assumptions on the Frechet derivative of f.Indeed,we obtain semilocal and local convergence results of restricted inexact Newton-type method for solving the above generalized equation when the Frechet derivative of f is continuous and Lipschitz continuous as well as f+F is metrically regular.An application of this method to variational inequality is given.In addition,a numerical experiment is given which illustrates the theoretical result. 相似文献
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Given a graph sequence denote by T3(Gn) the number of monochromatic triangles in a uniformly random coloring of the vertices of Gn with colors. In this paper we prove a central limit theorem (CLT) for T3(Gn) with explicit error rates, using a quantitative version of the martingale CLT. We then relate this error term to the well-known fourth-moment phenomenon, which, interestingly, holds only when the number of colors satisfies . We also show that the convergence of the fourth moment is necessary to obtain a Gaussian limit for any , which, together with the above result, implies that the fourth-moment condition characterizes the limiting normal distribution of T3(Gn), whenever . Finally, to illustrate the promise of our approach, we include an alternative proof of the CLT for the number of monochromatic edges, which provides quantitative rates for the results obtained in [7]. 相似文献
3.
设$n+1$个$m\times n(m\geq n)$实矩阵$\{A_i\}_{i=0}^n$和给定的$n$个正数$\{\sigma_i^{*}\}_{i=1}^n$.本文研究如下的逆奇异值问题:求$n$个实数$\{c_i^{*}\}_{i=1}^n$,使得矩阵$A_0+c_1^{*}A_1+\cdots +c_n^{*}A_n$有奇异值$\{\sigma_i^*\}_{i=1}^n.$基于矩阵方程,我们给出了求解逆奇异值问题的一个新的算法,并证明了它的二阶收敛特性.该算法可以看成是Aishima[Linear Algebra and its Applications,2018,542:310-333]中逆对称特征值问题算法的推广.数值例子表明算法的有效性. 相似文献
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We study a class of diffusion processes, which are determined by solutions X(t) to stochastic functional differential equation with infinite memory and random switching represented by Markov chain Λ(t): Under suitable conditions, we investigate convergence and boundedness of both the solutions X(t) and the functional solutions Xt: We show that two solutions (resp., functional solutions) from different initial data living in the same initial switching regime will be close with high probability as time variable tends to infinity, and that the solutions (resp., functional solutions) are uniformly bounded in the mean square sense. Moreover, we prove existence and uniqueness of the invariant probability measure of two-component Markov-Feller process (Xt,Λ(t)); and establish exponential bounds on the rate of convergence to the invariant probability measure under Wasserstein distance. Finally, we provide a concrete example to illustrate our main results. 相似文献
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Yair Censor,Aviv Gibali和Simeon Reich为求解变分不等式问题提出了2-次梯度外梯度算法。关于此算法的收敛性,作者给出了部分证明,有一个问题:由算法产生的迭代点列能否收敛到变分不等式问题的一个解上,没有得到解决。此问题作为一个公开问题在文章“Extensions of Korpelevich's extragradient method for the variational inequalityproblem in Euclidean space”(Optimization,61(9):1119-1132,2012)中被提出。在这篇简短的补注性文章中,对所提出的问题给出了答案:由算法产生的迭代点列能收敛到变分不等式问题的一个解上。给出2-次梯度外梯度算法的全局收敛性的一个完整证明,证明了从任意起始点开始,由算法产生的迭代点列都能收敛到变分不等式问题的一个解上。 相似文献
8.
The row iterative method is popular in solving the large‐scale ill‐posed problems due to its simplicity and efficiency. In this work we consider the randomized row iterative (RRI) method to tackle this issue. First, we present the semiconvergence analysis of RRI method for the overdetermined and inconsistent system, and derive upper bounds for the noise error propagation in the iteration vectors. To achieve a least squares solution, we then propose an extended version of the RRI (ERRI) method, which in fact can converge in expectation to the solution of the overdetermined or underdetermined, consistent or inconsistent systems. Finally, some numerical examples are given to demonstrate the convergence behaviors of the RRI and ERRI methods for these types of linear system. 相似文献
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