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1.
L. Contesse-Becker 《Journal of Optimization Theory and Applications》1993,79(2):273-310
In this paper, we extend the classical convergence and rate of convergence results for the method of multipliers for equality constrained problems to general inequality constrained problems, without assuming the strict complementarity hypothesis at the local optimal solution. Instead, we consider an alternative second-order sufficient condition for a strict local minimum, which coincides with the standard one in the case of strict complementary slackness. As a consequence, new stopping rules are derived in order to guarantee a local linear rate of convergence for the method, even if the current Lagrangian is only asymptotically minimized in this more general setting. These extended results allow us to broaden the scope of applicability of the method of multipliers, in order to cover all those problems admitting loosely binding constraints at some optimal solution. This fact is not meaningless, since in practice this kind of problem seems to be more the rule rather than the exception.In proving the different results, we follow the classical primaldual approach to the method of multipliers, considering the approximate minimizers for the original augmented Lagrangian as the exact solutions for some adequate approximate augmented Lagrangian. In particular, we prove a general uniform continuity property concerning both their primal and their dual optimal solution set maps, a property that could be useful beyond the scope of this paper. This approach leads to very simple proofs of the preliminary results and to a straight-forward proof of the main results.The author gratefully acknowledges the referees for their helpful comments and remarks. This research was supported by FONDECYT (Fondo Nacional de Desarrollo Científico y Technológico de Chile). 相似文献
2.
Mixed and hybrid finite element methods for the resolution of a wide range of linear and nonlinear boundary value problems (linear elasticity, Stokes problem, Navier–Stokes equations, Boussinesq equations, etc.) have known a great development in the last few years. These methods allow simultaneous computation of the original variable and its gradient, both of them being equally accurate. Moreover, they have local conservation properties (conservation of the mass and the momentum) as in the finite volume methods.The purpose of this paper is to give a review on some mixed finite elements developed recently for the resolution of Stokes and Navier–Stokes equations, and the linear elasticity problem. Further developments for a quasi-Newtonian flow obeying the power law are presented. 相似文献
3.
4.
Veli B. Shakhmurov 《Journal of Mathematical Analysis and Applications》2007,327(2):1182-1201
The nonlocal boundary value problems for anisotropic partial differential-operator equations with a dependent coefficients are studied. The principal parts of the appropriate generated differential operators are nonself-adjoint. Several conditions for the maximal regularity and the fredholmness in Banach-valued Lp-spaces of these problems are given. These results permit us to establish that the inverse of corresponding differential operators belongs to Schatten q-class. Some spectral properties of the operators are investigated. In applications, the nonlocal BVP's for quasielliptic partial differential equations and for systems of quasielliptic equations on cylindrical domain are studied. 相似文献
5.
In the present paper, we consider the problem of the optimal reconstruction of the solution of the wave equation from the approximate values of the Fourier coefficients of the function specifying the initial form of the string. For an operator defined on the weight space of vectors from l 2, we present the solution of the more general problem of reconstruction from the approximate values of the coordinates of these vectors. 相似文献
6.
In this paper we construct the linear support vector machine (SVM) based on the nonlinear rescaling (NR) methodology (see
[Polyak in Math Program 54:177–222, 1992; Polyak in Math Program Ser A 92:197–235, 2002; Polyak and Teboulle in Math Program
76:265–284, 1997] and references therein). The formulation of the linear SVM based on the NR method leads to an algorithm
which reduces the number of support vectors without compromising the classification performance compared to the linear soft-margin
SVM formulation. The NR algorithm computes both the primal and the dual approximation at each step. The dual variables associated
with the given data-set provide important information about each data point and play the key role in selecting the set of
support vectors. Experimental results on ten benchmark classification problems show that the NR formulation is feasible. The
quality of discrimination, in most instances, is comparable to the linear soft-margin SVM while the number of support vectors
in several instances were substantially reduced. 相似文献
7.
Veli B. Shakhmurov 《Journal of Mathematical Analysis and Applications》2004,292(2):605-620
This study focuses on nonlocal boundary value problems (BVP) for degenerate elliptic differential-operator equations (DOE), that are defined in Banach-valued function spaces, where boundary conditions contain a degenerate function and a principal part of the equation possess varying coefficients. Several conditions obtained, that guarantee the maximal Lp regularity and Fredholmness. These results are also applied to nonlocal BVP for regular degenerate partial differential equations on cylindrical domain to obtain the algebraic conditions that ensure the same properties. 相似文献
8.
We solve a bitangential interpolation problem for contractive multipliers
on the Arveson space with an arbitrary interpolating set in the closed
unit ball . The solvability criterion is established in terms of positive
kernels. The set of all solutions is parametrized by a Redheffer transform.
Submitted: February 2, 2002. 相似文献
9.
Statics of elasto-plastic media is stated in terms of eigenstrains acting upon a background elastic problem with fixed (initial) stiffness. In order to minimize the number of unknowns and to provide computationally cheap algorithms plastic multipliers are used as main driving variables. Fixed-point type iterations are suggested for computing plastic multipliers within the load increment. Numerical experiments results are shown to be in good correlation with other software results. A range of problems is outlined where the usage of the proposed algorithms can be advantageous. 相似文献
10.
We prove analogs of the Telyakovskii-Pochuev criteria for multipliers of uniform convergence and of convergence in the integral metric for multiplicative systems with bounded generating sequence. 相似文献