On perturbations for oblique projection generalized inverses of closed linear operators in Banach spaces

The main concern of this paper is the perturbation problem for oblique projection generalized inverses of closed linear operators in Banach spaces. We provide a new stability characterization of oblique projection generalized inverses of closed linear operators under T-bounded perturbations, which improves some well known results in the case of the closed linear operators under the bounded perturbation or that the perturbation does not change the null space.     

基于不同线搜索技术的改进Zoutendijk可行方向法及Matlab实现——浅谈在交通配流问题上的应用

针对于求解带线性约束的非线性规划模型的Zoutendijk可行方向法在Matlab实现过程中的几个问题,提出了相应的改进方法及其Matlab实现,并将其应用于一类交通配流模型,得到了基于各种不同线搜索技术下的改进Zoutendijk可行方向法计算结果并进行了比较分析,发现非精确搜索下的改进Zoutendijk法更具有实用性.     

Stability radius of linear parameter-varying systems and applications

In this paper, we present a unifying approach to the problems of computing of stability radii of positive linear systems. First, we study stability radii of linear time-invariant parameter-varying differential systems. A formula for the complex stability radius under multi perturbations is given. Then, under hypotheses of positivity of the system matrices, we prove that the complex, real and positive stability radii of the system under multi perturbations (or affine perturbations) coincide and they are computed via simple formulae. As applications, we consider problems of computing of (strong) stability radii of linear time-invariant time-delay differential systems and computing of stability radii of positive linear functional differential equations under multi perturbations and affine perturbations. We show that for a class of positive linear time-delay differential systems, the stability radii of the system under multi perturbations (or affine perturbations) are equal to the strong stability radii. Next, we prove that the stability radii of a positive linear functional differential equation under multi perturbations (or affine perturbations) are equal to those of the associated linear time-invariant parameter-varying differential system. In particular, we get back some explicit formulas for these stability radii which are given recently in [P.H.A. Ngoc, Strong stability radii of positive linear time-delay systems, Internat. J. Robust Nonlinear Control 15 (2005) 459-472; P.H.A. Ngoc, N.K. Son, Stability radii of positive linear functional differential equations under multi perturbations, SIAM J. Control Optim. 43 (2005) 2278-2295]. Finally, we give two examples to illustrate the obtained results.     

Banach空间中闭线性算子广义预解式存在定理

在Banach空间中研究闭线性算子广义逆扰动问题和广义预解式存在性问题.给出了闭线性算子广义逆在T-有界扰动下的一些稳定特征,这些特征推广了在有界线性算子情形、闭线性算子有界扰动情形以及闭线性算子保值域或保核空间情形的一些已知结果.以此为基础,得到了闭线性算子广义预解式存在的一些充要条件及其广义预解式的显式表达式.作为应用,给出了闭Fredholm算子和闭半-Fredholm算子的广义预解式存在性特征.     

Strengthening of the Kneser theorem on zeros of solutions of the equation <Emphasis Type="Italic">u</Emphasis>″ + <Emphasis Type="Italic">q</Emphasis>(<Emphasis Type="Italic">t</Emphasis>)<Emphasis Type="Italic">u</Emphasis> = 0 using one functional equation

We present conditions under which a linear homogeneous second-order equation is nonoscillatory on a semiaxis and conditions under which its solutions have infinitely many zeros.     

Robustness of F-tests in singular linear models

F-test is the most popular test in the general linear model. However, there is few discussions on the robustness of F-test under the singular linear model. In this paper, the necessary and sufficient conditions of robust F-test statistic are given under the general linear models or their partition models, which allows that the design matrix has deficient rank and the covariance matrix of error is a nonnegative definite matrix with parameters. The main results obtained in this paper include the existing findings of the general linear model under the definite covariance matrix. The usage of the theorems is illustrated by an example.     

On multilevel iterative methods for optimization problems

This paper is concerned with multilevel iterative methods which combine a descent scheme with a hierarchy of auxiliary problems in lower dimensional subspaces. The construction of auxiliary problems as well as applications to elasto-plastic model and linear programming are described. The auxiliary problem for the dual of a perturbed linear program is interpreted as a dual of perturbed aggregated linear program. Coercivity of the objective function over the feasible set is sufficient for the boundedness of the iterates. Equivalents of this condition are presented in special cases.Supported by NSF under grant DMS-8704169, AFOSR under grant 86-0126, and ONR under Contract N00014-83-K-0104. Consulting for American Airlines Decision Technologies, MD 2C55, P.O. Box 619616, DFW, TX 75261-9616, USA.Supported by NSF under grant DMS-8704169 and AFOSR under grant 86-0126.     

平衡损失下有限总体回归系数的线性可容许预测

本文研究了平衡损失函数下正态总体和非正态总体中有限回归系数的可容许预测.利用统计决策理论,获得了非正态总体中齐次线性预测为可容许预测的充分必要条件和在正态总体中齐次线性预测在一切预测类中可容许性的充要条件,推广了二次损失下的若干相关结果.     

Linear estimates of accuracy for approximate solutions of inverse problems

In this paper, we explore the question of which non-linear inverse problems, which are solved by a selected regularization method, may have so-called linear a priori accuracy estimates – that is, the accuracy of corresponding approximate solutions linearly depends on the error level of the data. In particular, we prove that if such a linear estimate exists, then the inverse problem under consideration is well posed, according to Tikhonov. For linear inverse problems, we find that the existence of linear estimates lead to, under some assumptions, the well-posedness (according to Tikhonov) on the whole space of solutions. Moreover, we consider a method for solving inverse problems with guaranteed linear estimates, called the residual method on the correctness set (RMCS). The linear a priori estimates of absolute and relative accuracy for the RMCS are presented, as well as analogous a posteriori estimates. A numerical illustration of obtaining linear a priori estimates for appropriate parametric sets of solutions using RMCS is given in comparison with Tikhonov regularization. The a posteriori estimates are calculated on these parametric sets as well.     

On the solution and complexity of a generalized linear complementarity problem

We introduce some sufficient conditions under which a generalized linear complementarity problem (GLCP) can be solved as a pure linear complementarity problem. We also establish that the GLCP is in general a NP-Hard problem.Support of this work has been provided by the Instituto Nacional de Investigação Cientifica de Portugal (INIC) under contract 89/EXA/5.     

On linear almost periodic pulse systems

For a linear almost periodic system under pulse influence, the conditions are established under which this system is reducible (by a linear change of variables with a discontinuous almost periodic matrix) to a system without pulses but with a Bohr almost periodic right-hand side. The set of linear almost periodic pulse systems possessing only bounded solutions is studied.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 45, No. 1, pp. 105–113, January, 1993.     

平衡损失下回归系数的线性Minimax估计

在平衡损失函数下,主要研究回归系数的线性Minimax估计问题.通过分析平衡损失风险的极大极小性,得到了线性优化计类中回归函数的Minimax估计.在适当的假设下,证明了其唯一性.     

Conditions for linear groups to have unipotent derived subgroups

We discuss conditions under which a soluble-by-finite linear group has a unipotent derived subgroup. We hope our positive results will be helpful for computer calculations with finitely generated soluble linear groups.     

线性控制系统对小时滞的鲁棒能控性

对于在Banach空间中线性控制系统对时滞的鲁棒能控性．给出一个充分条件,在这个条件下,证明对一个能控的线性系统施加某个小的时滞扰动之后,其能控性保持不变．     

带线性约束的线性模型中回归系数的平衡LS估计

基于平衡损失的思想和最小二乘统一理论,对带线性约束的一般线性模型提出了一种全面度量估计优良性的标准．给出了此标准下模型中回归系数线性函数的约束广义平衡LS估计,并得到了约束广义平衡LS估计唯一性的一个充分条件．     

Linear forward-backward stochastic differential equations with random coefficients

Solvability of linear forward-backward stochastic differential equations (FBSDEs, for short) with random coefficients is studied. A decoupling reduction method is introduced via which a large class of linear FBSDEs with random or deterministic time-varying coefficients is proved to be solvable. On the other hand, by means of Four Step Scheme, a Riccati backward stochastic equation (BSDE, for short) for (m×n) matrix-valued processes is derived. Global solvability of such Riccati BSDEs is discussed for some special (but nontrivial) cases, which leads to the solvability of the corresponding linear FBSDEs. This work is supported in part by the NSFC, under grant 10131030, the Chinese Education Ministry Science Foundation under grant 2000024605, the Cheung Kong Scholars Programme, and Shanghai Commission of Science and Technology under grant 02DJ14063.     

二次损失下随机回归系数和参数的线性Minimax估计

对带有随机效应的一般线性模型,本文提出了随机回归系数和参数线性组合的Minimax估计问题. 在二次损失下,研究了线性估计的极小极大性.关于适当的假设,得到了可估函数的唯一线性Mjnimax 估计.     

线性模型参数M估计的强相合性

本文研究线性模型中回归参数M估计的强相合性,给出一些较弱的充分条件.与相应结论比较,这里给出的条件对矩的要求有实质性的改进.     

Symplectic Transformations and a Reduction Method for Asymptotically Linear Hamiltonian Systems

In many fields of applications, especially in applications from mechanics, many equations of motion can be written as Hamiltonian systems. In this paper, we study a class of asymptotically linear Hamiltonian systems. We construct a symplectic transformation which reduces the linear systems of the Hamiltonian systems. This reduction method can be applied to study the existence of periodic solutions for a class of asymptotically linear Hamiltonian systems under weaker conditions on the linear systems of the Hamiltonian systems.