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1.
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
2.
If an inexact lilne search which satisfies certain standardconditions is used . then it is proved that the Fletcher-Reevesmethod had a descent property and is globally convergent ina certain sense.  相似文献
3.
Under suitable conditions on , the boundary value problem

has at least one positive solution. Moreover, we also apply this main result to establish several existence theorems of multiple positive solutions for some nonlinear (elliptic) differential equations.

  相似文献

4.
Error bounds in mathematical programming   总被引:22,自引:0,他引:22  
Originated from the practical implementation and numerical considerations of iterative methods for solving mathematical programs, the study of error bounds has grown and proliferated in many interesting areas within mathematical programming. This paper gives a comprehensive, state-of-the-art survey of the extensive theory and rich applications of error bounds for inequality and optimization systems and solution sets of equilibrium problems. This work is based on research supported by the U.S. National Science Foundation under grant CCR-9624018.  相似文献
5.
A survey of credibility theory   总被引:22,自引:0,他引:22  
This paper provides a survey of credibility theory that is a new branch of mathematics for studying the behavior of fuzzy phenomena. Some basic concepts and fundamental theorems are introduced, including credibility measure, fuzzy variable, membership function, credibility distribution, expected value, variance, critical value, entropy, distance, credibility subadditivity theorem, credibility extension theorem, credibility semicontinuity law, product credibility theorem, and credibility inversion theorem. Recent developments and applications of credibility theory are summarized. A new idea on chance space and hybrid variable is also documented.  相似文献
6.
Fuzzy Random Variables: A Scalar Expected Value Operator   总被引:20,自引:5,他引:15  
Fuzzy random variable has been defined in several ways in literature. This paper presents a new definition of fuzzy random variable, and gives a novel definition of scalar expected value operator for fuzzy random variables. Some properties concerning the measurability of fuzzy random variable are also discussed. In addition, the concept of independent and identically distributed fuzzy random variables is introduced. Finally, a type of law of large numbers is proved.  相似文献
7.
This paper presents a sequential quadratic programming algorithm for computing a stationary point of a mathematical program with linear complementarity constraints. The algorithm is based on a reformulation of the complementarity condition as a system of semismooth equations by means of Fischer-Burmeister functional, combined with a classical penalty function method for solving constrained optimization problems. Global convergence of the algorithm is established under appropriate assumptions. Some preliminary computational results are reported.  相似文献
8.
Vector subdivision schemes and multiple wavelets   总被引:18,自引:0,他引:18  
We consider solutions of a system of refinement equations written in the form

where the vector of functions is in and is a finitely supported sequence of matrices called the refinement mask. Associated with the mask is a linear operator defined on by . This paper is concerned with the convergence of the subdivision scheme associated with , i.e., the convergence of the sequence in the -norm.

Our main result characterizes the convergence of a subdivision scheme associated with the mask in terms of the joint spectral radius of two finite matrices derived from the mask. Along the way, properties of the joint spectral radius and its relation to the subdivision scheme are discussed. In particular, the -convergence of the subdivision scheme is characterized in terms of the spectral radius of the transition operator restricted to a certain invariant subspace. We analyze convergence of the subdivision scheme explicitly for several interesting classes of vector refinement equations.

Finally, the theory of vector subdivision schemes is used to characterize orthonormality of multiple refinable functions. This leads us to construct a class of continuous orthogonal double wavelets with symmetry.

  相似文献

9.
This paper presents a sequential quadratic programming algorithm for computing a stationary point of a mathematical program with linear complementarity constraints. The algorithm is based on a reformulation of the complementarity condition as a system of semismooth equations by means of Fischer-Burmeister functional, combined with a classical penalty function method for solving constrained optimization problems. Global convergence of the algorithm is established under appropriate assumptions. Some preliminary computational results are reported.  相似文献
10.
Almost-Sure Results for a Class of Dependent Random Variables   总被引:17,自引:0,他引:17  
The aim of this note is to establish almost-sure Marcinkiewicz-Zygmund type results for a class of random variables indexed by d + —the positive d-dimensional lattice points—and having maximal coefficient of correlation strictly smaller than 1. The class of applications include filters of certain Gaussian sequences and Markov processes.  相似文献
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