凸可行问题的平行近似次梯度投影算法

对凸可行问题提出了包括上松弛的平行近似次梯度投影算法和加速平行近似次梯度投影算法．与序列近似次梯度投影算法相比, 平行近似次梯度投影算法(每次迭代同时运用多个凸集的近似次梯度超平面上的投影)能够保证迭代序列收敛到离各个凸集最近的点． 上松弛的迭代技术和含有外推因子的加速技术的应用, 减少了数据存储量, 提高了收 敛速度. 最后在较弱的条件下证明了算法的收敛性, 数值实验结果验证了算法的有效性和优越性.     

分块强凸函数的加速块坐标下降算法的O(1/k~2)收敛率

有很长发展历史的块坐标下降(block coordinate descent,BCD)算法是一种经典的优化方法,因其有诸多优点,如简单、速度快和稳定等而被广泛应用.本文在一种相对较弱的假设下,即当目标函数是分块强凸时,分析对于凸优化问题的块坐标下降算法的非渐近收敛率.本文证明,若k是迭代次数,则块坐标下降(BCD)算法可以由O(1/k)的收敛率被加速到O(1/k~2)的收敛率.     

一种推广的求解可分离凸优化问题的黄金比率邻近ADMM算法

ADMM算法是求解可分离凸优化问题的经典算法之一,但其无法保证原始迭代序列的收敛性且其子问题计算量很大.为了保证该算法所有迭代点列的全局收敛性及提高计算效率,采用凸组合技术的黄金比率邻近ADMM算法被提出,其中凸组合因子Ψ是关键参数.本文在黄金比率邻近ADMM算法的基础上,扩大了凸组合因子Ψ的取值范围,提出了收敛步长范围更广的推广黄金比率邻近ADMM算法.并在一定的假设下,证明了算法的全局收敛性及函数值残差和约束违反度在遍历意义下的O(1/N)次线性收敛速度.以及,当目标函数中任意一个函数强凸时,证明了算法在遍历意义下的O(1/N²)收敛率.最后,本文通过数值试验表明推广算法的有效性.     

一种带有不定性邻近项的广义Peaceman-Rachford分裂法

针对带有线性约束的可分离凸优化问题,提出一种带有不定邻近项的广义Peaceman-Rachford (PR)分裂法.在较弱假设条件下,证明该算法迭代序列的全局收敛性和建立起在遍历情况下的最坏O(1/t)收敛速率.最后,通过数值实验验证了所提算法的有效性.     

多集分裂等式问题的逐次松弛投影算法

多集分裂等式问题是分裂可行性问题的拓展问题,在图像重建、语言处理、地震探测等实际问题中具有广泛的应用.为了解决这个问题,提出了逐次松弛投影算法,设计了变化的步长,使其充分利用当前迭代点的信息且不需要算子范数的计算,证明了算法的弱收敛性.数值算例验证了算法在迭代次数与运行时间等方面的优越性.     

一种内外迭代方法求解三凸函数和优化问题

近年来,关于多个凸函数和的优化问题受到广泛关注.本文研究三个凸函数和f(x)+g(x)+h(Bx)的一类凸优化问题,其中f (x)可微且具有Lipschitz连续梯度, g(x)和h(x)是正则下半连续简单凸函数, B是一个有界线性算子.此类优化问题在信号恢复和图像处理等实际问题中有着广泛的应用.为充分利用问题中的可微函数,本文基于向前向后分裂算法和三算子分裂算法框架,建立若干具有内外迭代形式的算法.在推导迭代算法的过程中,本文提出基于对偶和原始对偶方法求解函数g+h?B和h?B的邻近算子.在对参数一定假设条件下,本文证明所提出的迭代算法收敛性.通过与Condat和Vu算法、原始对偶不动点(primal-dual?xed point, PDFP)算法和原始对偶三算子(primal-dual three-operator, PD3O)算法比较,建立三种迭代算法与本文提出的迭代算法之间的联系.最后,通过对融合Lasso问题、约束全变分正则化问题和低秩全变分图像超分辨率重建问题实施一系列数值实验,验证所提出的迭代算法的有效性.     

带1-范数约束的分裂可行问题的投影算法

本文主要研究带1-范数约束的分裂可行问题的求解算法.用一种交替投影算法,求得了问题的解,提出松弛交替投影算法,改进了直接往闭凸集上投影这一不足,并证明了该算法的收敛性.     

基于近似一阶信息的加速的bundle level算法

本文提出了四种加速的BL(bundle level)算法来分别求解凸光滑函数、强凸光滑函数的极小值问题和一类鞍点(saddle-point)问题.这些算法可以运用目标函数的近似的一阶信息来得到上述几类问题的近似解.本文重点研究了在一阶信息误差上界可自由选取和给定不变的两种情形下,所提出的算法中近似解能达到的最佳精度以及相应的迭代复杂度.     

广义均衡问题和严格伪压缩映像的收敛性定理及应用(英文)

本文运用平行算法,提出一种寻求广义均衡问题和严格伪压缩映像不动点集的公共元的迭代算法,并在Hilbert空间框架下证明了算法的强收敛性.进一步,将定理结果应用到凸可行性问题中.     

非凸优化带松弛步的对称ADMM局部线性收敛率分析

基于对称交替方向乘子法(ADMM),结合松弛步技巧,该文提出一种带松弛步的对称ADMM用于求解两分块线性约束非凸优化问题.同时,新算法乘子更新步采用不同的松弛因子.常规假设下,给出新算法子序列的收敛性证明.误差界条件下,分析并获得由新算法产生的迭代点列以线性收敛的速率局部趋于问题稳定点,相应增广拉格朗日函数序列亦线性收敛.最后,初步试验结果表明新算法是有效的.     

A REPRESENTATION FORMULA RELATED TO SCHR(O)DINGER OPERATORS

Schr(o)dinger operator is a central subject in the mathematical study of quantum mechanics.Consider the Schrodinger operator H = -△ V on R, where △ = d2/dx2 and the potential function V is real valued. In Fourier analysis, it is well-known that a square integrable function admits an expansion with exponentials as eigenfunctions of -△. A natural conjecture is that an L2 function admits a similar expansion in terms of "eigenfunctions" of H, a perturbation of the Laplacian (see [7], Ch. Ⅺ and the notes), under certain condition on V.     

On a class of self-similar processes with stationary increments in higher order Wiener chaoses

We study a class of self-similar processes with stationary increments belonging to higher order Wiener chaoses which are similar to Hermite processes. We obtain an almost sure wavelet-like expansion of these processes. This allows us to compute the pointwise and local Hölder regularity of sample paths and to analyse their behaviour at infinity. We also provide some results on the Hausdorff dimension of the range and graphs of multidimensional anisotropic self-similar processes with stationary increments defined by multiple Wiener–Itô integrals.     

On a class of Riemann surfaces

It is considered the class of Riemann surfaces with dimT1 = 0, where T1 is a subclass of exact harmonic forms which is one of the factors in the orthogonal decomposition of the spaceΩH of harmonic forms of the surface, namely The surfaces in the class OHD and the class of planar surfaces satisfy dimT1 = 0. A.Pfluger posed the question whether there might exist other surfaces outside those two classes. Here it is shown that in the case of finite genus g, we should look for a surface S with dimT1 = 0 among the surfaces of the form Sg\K , where Sg is a closed surface of genus g and K a compact set of positive harmonic measure with perfect components and very irregular boundary.     

CONTENTS OF VOLUME 30

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Instructions for contributions

正Applied Mathematics-A Journal of Chinese Universities,Series B(Appl.Math.J.Chinese Univ.,Ser.B)is a comprehensive applied mathematics journal jointly sponsored by Zhejiang University,China Society for Industrial and Applied Mathematics,and Springer-Verlag.It is a quarterly journal with     

Journal of Mathematical Research with Applications Guide for Authors

正Journal overview:Journal of Mathematical Research with Applications(JMRA),formerly Journal of Mathematical Research and Exposition(JMRE)created in 1981,one of the transactions of China Society for Industrial and Applied Mathematics,is a home for original research papers of the highest quality in all areas of mathematics with applications.The target audience comprises:pure and applied mathematicians,graduate students in broad fields of sciences and technology,scientists and engineers interested in mathematics.     

Staircase transportation problems with superadditive rewards and cumulative capacities

A cumulative-capacitated transportation problem is studied. The supply nodes and demand nodes are each chains. Shipments from a supply node to a demand node are possible only if the pair lies in a sublattice, or equivalently, in a staircase disjoint union of rectangles, of the product of the two chains. There are (lattice) superadditive upper bounds on the cumulative flows in all leading subrectangles of each rectangle. It is shown that there is a greatest cumulative flow formed by the natural generalization of the South-West Corner Rule that respects cumulative-flow capacities; it has maximum reward when the rewards are (lattice) superadditive; it is integer if the supplies, demands and capacities are integer; and it can be calculated myopically in linear time. The result is specialized to earlier work of Hoeffding (1940), Fréchet (1951), Lorentz (1953), Hoffman (1963) and Barnes and Hoffman (1985). Applications are given to extreme constrained bivariate distributions, optimal distribution with limited one-way product substitution and, generalizing results of Derman and Klein (1958), optimal sales with age-dependent rewards and capacities.To our friend, Philip Wolfe, with admiration and affection, on the occasion of his 65th birthday.Research was supported respectively by the IBM T.J. Watson and IBM Almaden Research Centers and is a minor revision of the IBM Research Report [6].