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1.
Summary We formulate and prove a large deviation principle for the (r, p)-capacity on an abstract Wiener space. As an application, we obtain a sharpening of Strassen's law of the iterated logarithm in terms of the capacity.  相似文献   

2.
The Modified Barrier Functions (MBF) have elements of both Classical Lagrangians (CL) and Classical Barrier Functions (CBF). The MBF methods find an unconstrained minimizer of some smooth barrier function in primal space and then update the Lagrange multipliers, while the barrier parameter either remains fixed or can be updated at each step. The numerical realization of the MBF method leads to the Newton MBF method, where the primal minimizer is found by using Newton's method. This minimizer is then used to update the Lagrange multipliers. In this paper, we examine the Newton MBF method for the Quadratic Programming (QP) problem. It will be shown that under standard second-order optimality conditions, there is a ball around the primal solution and a cut cone in the dual space such that for a set of Lagrange multipliers in this cut cone, the method converges quadratically to the primal minimizer from any point in the aforementioned ball, and continues, to do so after each Lagrange multiplier update. The Lagrange multipliers remain within the cut cone and converge linearly to their optimal values. Any point in this ball will be called a hot start. Starting at such a hot start, at mostO(In In -1) Newton steps are sufficient to perform the primal minimization which is necessary for the Lagrange multiplier update. Here, >0 is the desired accuracy. Because of the linear convergence of the Lagrange multipliers, this means that onlyO(In -1)O(In In -1) Newton steps are required to reach an -approximation to the solution from any hot start. In order to reach the hot start, one has to perform Newton steps, wherem characterizes the size of the problem andC>0 is the condition number of the QP problem. This condition number will be characterized explicitly in terms of key parameters of the QP problem, which in turn depend on the input data and the size of the problem.Partially supported by NASA Grant NAG3-1397 and National Science Foundation Grant DMS-9403218.  相似文献   

3.
Lee  H.W.  Yoon  S.H.  Seo  W.J. 《Queueing Systems》1999,31(1-2):101-124
In this paper, we consider multipleclass queueing systems with Npolicy in which the idle server starts service as soon as the number of customers in the startup class reaches threshold N. We consider the cases of FCFS and nonpreemptive priority. We obtain the Laplace–Stieltjes transform of the waiting times of each class of customers. We also show some results for the general behavior of such systems.  相似文献   

4.
Topological existence and stability for stackelberg problems   总被引:1,自引:0,他引:1  
The aim of this paper is to study, in a topological framework, existence and stability for the solutions to a parametrized Stackelberg problem. To this end, approximate solutions are used, more precisely, -solutions and strict -solutions. The results given are of minimal character and the standard types of constraints are considered, that is, constant constraints, constraints defined by a finite number of inequalities, and more generally constraints defined by an arbitrary multifunction.  相似文献   

5.
We present a global iterative algorithm for constructing spatial G 2continuous interpolating splines, which preserve the shape of the polygonal line that interpolates the given points. Furthermore, the algorithm can handle data exhibiting two kinds of degeneracy, namely, coplanar quadruples and collinear triplets of points. The convergence of the algorithm stems from the asymptotic properties of the curvature, torsion and Frénet frame of splines for large values of the tension parameters, which are thoroughly investigated and presented. The performance of our approach is tested on two data sets, one of synthetic nature and the other of industrial interest.  相似文献   

6.
LetF:[0, T]×R n 2 R n be a set-valued map with compact values; let :R n R m be a locally Lipschitzian map,z(t) a given trajectory, andR the reachable set atT of the differential inclusion . We prove sufficient conditions for (z(T))intR and establish necessary conditions in maximum principle form for (z(T))(R). As a consequence of these results, we show that every boundary trajectory is simultaneously a Pontryagin extremal, Lagrangian extremal, and relaxed Lagrangian extremal.The author is grateful to an anonymous referee for his valuable remarks and comments which have helped to improve the paper.The paper was written while the author was visiting the laboratory of Prof. S. Suzuki, Department of Mechanical Engineering, Sophia University, Tokyo, Japan.  相似文献   

7.
Quasi-P*-maps and P(, , )-maps defined in this paper are two large classes of nonlinear mappings which are broad enough to include P*-maps as special cases. It is of interest that the class of quasi-P*-maps also encompasses quasimonotone maps (in particular, pseudomonotone maps) as special cases. Under a strict feasibility condition, it is shown that the nonlinear complementarity problem has a solution if the function is a nonlinear quasi-P*-map or P(, , )-map. This result generalizes a classical Karamardian existence theorem and a recent result concerning quasimonotone maps established by Hadjisawas and Schaible, but restricted to complementarity problems. A new existence result under an exceptional regularity condition is also established. Our method is based on the concept of exceptional family of elements for a continuous function, which is a powerful tool for investigating the solvability of complementarity problems.  相似文献   

8.
9.
In this paper we study Noetherian -semirings and obtain Cohens theorem for a special class of -semirings. Weak primary decomposition theorem for a particular type of -semirings is also obtained.Presently Lecturer in Mathematics, University of Burdwan, GOLAPBAG, W.B. INDIA.  相似文献   

10.
The -generalized minima for vector optimization problems are defined and a sufficient condition for the existence of -generalized minima for vector optimization problems is established.  相似文献   

11.
In this paper, optimality for multiobjective programming problems having invex objective and constraint functions (with respect to the same function ) is considered. An equivalent vector programming problem is constructed by a modification of the objective function. Furthermore, an -Lagrange function is introduced for a constructed multiobjective problem and modified saddle point results are presented.  相似文献   

12.
This paper investigates some kinds of roughly convex functions, namely functions having one of the following properties: -convexity (in the sense of Klötzler and Hartwig), -convexity and midpoint -convexity (in the sense of Hu, Klee, and Larman), -convexity and midpoint -convexity (in the sense of Phu). Some weaker but equivalent conditions for these kinds of roughly convex functions are stated. In particular, piecewise constant functions satisfying f(x) = f([x]) are considered, where [x] denotes the integer part of the real number x. These functions appear in numerical calculation, when an original function g is replaced by f(x):=g([x]) because of discretization. In the present paper, we answer the question of when and in what sense such a function f is roughly convex.  相似文献   

13.
A type of extensions called the -extention of topological spaces and their -equivalence and -trace systems are introduced, which ultimately characterize H-closed -extensions of a Hausdorff topological space. Also, the notion of -principal extensions is defined. A typical -principal extension consisting of certain grills on a Hausdorff space is constructed, and finally, some characterizations of H-closedness of a Hausdorff space are obtained.AMS Subject Classification (2000) 54D30 54D99  相似文献   

14.
The concept of a -valid cutting plane has been used in many types of algorithms for solving concave minimization problems. Unfortunately, the procedures proposed to date for constructing these cuts are valid only under certain assumptions that often may not hold in practice. Chief among these is the requirement that the feasible region of the concave minimization problem in question have full dimension, and that the objective function of this problem be concave rather than quasiconcave. In this article, we propose, validate, and show how to implement a more general -valid cutting plane procedure which eliminates these restrictions.  相似文献   

15.
We consider (,,,)structures of parabolic type on hypersurfaces of dual spaces and study the rank of the affinor . We consider almost contact metric structures of parabolic type of the first kind on hypersurfaces of 4dimensional dual metric space. We study the properties of these structures and give examples of normal, integrable, and Sasakian parabolic structures.  相似文献   

16.
The ring decomposition technique of part I is extended to the case when the factors in the direct product decomposition are no longer fields but arbitrary chain rings. This includes not only the case of quasi-cyclic codes over rings but also the case of quasi-cyclic codes over fields whose co-index is no longer prime to the characteristic of the field. A new quaternary construction of the Leech lattice is derived.  相似文献   

17.
Michael Farber 《K-Theory》1998,15(4):347-405
In this paper we suggest a new general formalism for studying the L2 invariants of polyhedra and manifolds. First, we examine generality in which one may apply the construction of the extended Abelian category, which was earlier suggested by the author using the ideas of P. Freyd. This leads to the notions of a finite von Neumann category and a trace on such a category. Given a finite von Neumann category, we study the extended L2 homology and cohomology theories with values in the Abelian extension. Any trace on the initial category produces numerical invariants – the von Neumann dimension and the Novikov–Shubin numbers. Thus, we obtain the local versions of the Novikov–Shubin invariants, localized at different traces. In the Abelian case this localization can be made more geometric: we show that any torsion object determines a divisor – a closed subspace of the space of the parameters. The divisors of torsion objects together with the information produced by the local Novikov–Shubin invariants may be used to study multiplicities of intersections of algebraic and analytic varieties (we discuss here only simple examples demonstrating this possibility). We compute explicitly the divisors and the von Neumann dimensions of the extended L2 cohomology in the real analytic situation. We also give general formulae for the extended L2 cohomology of a mapping torus. Finally, we show how one can define a De Rham version of the extended cohomology and prove a De Rhamtype theorem.  相似文献   

18.
A special choice of basis for meromorphic sections of line bundles, in which all poles lie at the punctures, allows the decomposition of field operators (which are sections of bundles) into modes analogous to the standard decomposition on the sphere. Many of the calculational techniques used on the sphere can be reproduced for higher genus surfaces in this basis.Using this technique, in this paper, we compute a basis of K (the space of meromorphic sections on a Riemann surface, holomorphic away from two fixed points). This basis consists of the sections which have the expected zero or pole order at the two points.AMS Subject Classification (1991): 14H55  相似文献   

19.
In this paper we show that the weakly -Engel conditions are closely related to the existance of normal -complements; while the -Engel conditions are closely related to the -nilpotent groups.AMS Subject Classification (2000): 20D20  相似文献   

20.
This paper proposes a convex programming method to achieve optimal -state feedback control for continuous-time linear systems. State space conditions, formulated in an appropriate parameter space, define a convex set containing all the stabilizing control gains that guarantee an upper bound on the -norm of the closed-loop transfer function. An optimization problem is then proposed, in order to minimize this upper bound over the previous convex set, furnishing the optimal -control gain as its optimal solution. A limiting bound for the optimum -norm can easily be calculated, and the proposed method will achieve minimum attenuation whenever a feasible state feedback controller exists. Generalizations to decentralized and output feedback control are also investigated. Numerical examples illustrate the theory.This research has been supported in part by grants from Fundação de Amparo à Pesquisa do Estado de São Paulo—FAPESP and Conselho Nacional de Desenvolvimento Científico e Tecnológico, CNPq—Brazil. The authors are grateful to the anonymous referees for their useful comments on this paper.  相似文献   

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