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排序方式: 共有53807条查询结果,搜索用时 46 毫秒
1.
The ergodic theory of Markov chains in random environments   总被引:70,自引:0,他引:70  
Summary A general formulation of the stochastic model for a Markov chain in a random environment is given, including an analysis of the dependence relations between the environmental process and the controlled Markov chain, in particular the problem of feedback. Assuming stationary environments, the ergodic theory of Markov processes is applied to give conditions for the existence of finite invariant measure (equilibrium distributions) and to obtain ergodic theorems, which provide results on convergence of products of random stochastic matrices. Coupling theory is used to obtain results on direct convergence of these products and the structure of the tail -field. State properties including classification and communication properties are discussed.  相似文献
2.
A nonsmooth version of Newton's method   总被引:68,自引:0,他引:68  
Newton's method for solving a nonlinear equation of several variables is extended to a nonsmooth case by using the generalized Jacobian instead of the derivative. This extension includes the B-derivative version of Newton's method as a special case. Convergence theorems are proved under the condition of semismoothness. It is shown that the gradient function of the augmented Lagrangian forC 2-nonlinear programming is semismooth. Thus, the extended Newton's method can be used in the augmented Lagrangian method for solving nonlinear programs.This author's work is supported in part by the Australian Research Council.This author's work is supported in part by the National Science Foundation under grant DDM-8721709.  相似文献
3.
On the limited memory BFGS method for large scale optimization   总被引:48,自引:0,他引:48  
We study the numerical performance of a limited memory quasi-Newton method for large scale optimization, which we call the L-BFGS method. We compare its performance with that of the method developed by Buckley and LeNir (1985), which combines cycles of BFGS steps and conjugate direction steps. Our numerical tests indicate that the L-BFGS method is faster than the method of Buckley and LeNir, and is better able to use additional storage to accelerate convergence. We show that the L-BFGS method can be greatly accelerated by means of a simple scaling. We then compare the L-BFGS method with the partitioned quasi-Newton method of Griewank and Toint (1982a). The results show that, for some problems, the partitioned quasi-Newton method is clearly superior to the L-BFGS method. However we find that for other problems the L-BFGS method is very competitive due to its low iteration cost. We also study the convergence properties of the L-BFGS method, and prove global convergence on uniformly convex problems.This work was supported by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U.S. Department of Energy, under contract DE-FG02-87ER25047, and by National Science Foundation Grant No. DCR-86-02071.  相似文献
4.
Over the past decade, the field of finite-dimensional variational inequality and complementarity problems has seen a rapid development in its theory of existence, uniqueness and sensitivity of solution(s), in the theory of algorithms, and in the application of these techniques to transportation planning, regional science, socio-economic analysis, energy modeling, and game theory. This paper provides a state-of-the-art review of these developments as well as a summary of some open research topics in this growing field.The research of this author was supported by the National Science Foundation Presidential Young Investigator Award ECE-8552773 and by the AT&T Program in Telecommunications Technology at the University of Pennsylvania.The research of this author was supported by the National Science Foundation under grant ECS-8644098.  相似文献
5.
The State of Elliptic Curve Cryptography   总被引:42,自引:0,他引:42  
Since the introduction of public-key cryptography by Diffie and Hellman in 1976, the potential for the use of the discrete logarithm problem in public-key cryptosystems has been recognized. Although the discrete logarithm problem as first employed by Diffie and Hellman was defined explicitly as the problem of finding logarithms with respect to a generator in the multiplicative group of the integers modulo a prime, this idea can be extended to arbitrary groups and, in particular, to elliptic curve groups. The resulting public-key systems provide relatively small block size, high speed, and high security. This paper surveys the development of elliptic curve cryptosystems from their inception in 1985 by Koblitz and Miller to present day implementations.  相似文献
6.
7.
Authentication and authenticated key exchanges   总被引:41,自引:0,他引:41  
We discuss two-party mutual authentication protocols providing authenticated key exchange, focusing on those using asymmetric techniques. A simple, efficient protocol referred to as the station-to-station (STS) protocol is introduced, examined in detail, and considered in relation to existing protocols. The definition of a secure protocol is considered, and desirable characteristics of secure protocols are discussed.This work was done while Whitfield Diffie was with Northern Telecom, Mountain View, California.  相似文献
8.
Quasiregular mappings in even dimensions   总被引:39,自引:0,他引:39  
9.
Hypersurfaces with constant scalar curvature   总被引:38,自引:0,他引:38  
10.
Shortest paths algorithms: Theory and experimental evaluation   总被引:37,自引:0,他引:37  
We conduct an extensive computational study of shortest paths algorithms, including some very recent algorithms. We also suggest new algorithms motivated by the experimental results and prove interesting theoretical results suggested by the experimental data. Our computational study is based on several natural problem classes which identify strengths and weaknesses of various algorithms. These problem classes and algorithm implementations form an environment for testing the performance of shortest paths algorithms. The interaction between the experimental evaluation of algorithm behavior and the theoretical analysis of algorithm performance plays an important role in our research. This work was done while Boris V. Cherkassky was visiting Stanford University Computer Science Department and supported by the NSF and Powell Foundation grants mentioned below. Andrew V. Goldberg was supported in part by ONR Young Investigator Award N00014-91-J-1855, NSF Presidential Young Investigator Grant CCR-8858097 with matching funds from AT&T, DEC, and 3M, and a grant from Powell Foundation. Corresponding author. This work was done while Tomasz Radzik was a Postdoctoral Fellow at SORIE, Cornell University, and supported by the National Science Foundation, the Air Force Office of Scientific Research, and the Office of Naval Research, through NSF grant DMS-8920550, and by the Packard Fellowship of éva Tardos.  相似文献
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