奇异值函数的二阶方向导数

本文用一个直接的方法给出了奇异值函数的二阶方向导数公式. 作为应用, 利用这一公式建立了谱范数的上图集合与核范数的上图集合的切锥和二阶切集的具体表达式, 这些表达式在矩阵优化的一阶和二阶最优条件的研究中起着重要作用.     

On connections between approximate second-order directional derivative and second-order Dini derivative for convex functions

For a real-valued convex functionf, the existence of the second-order Dini derivative assures that of the limit of the approximate second-order directional derivativef (x ₀;d, d) when 0⁺ and both values are the same. The aim of the present work is to show the converse of this result. It will be shown that upper and lower limits of the approximate second-order directional derivative are equal to the second-order upper and lower Dini derivatives, respectively. Consequently the existence of the limit of the approximate second-order directional derivative and that of second-order Dini derivative are equivalent.Dedicated to Professor N. Furukawa of Kyushu University for his 60th birthday.     

Approximate first-order and second-order directional derivatives of a marginal function in convex optimization

Given a convex functionf: ^p × ^q (–, +], the marginal function is defined on ^p by (x)=inf{f(x, y)|y ^q }. Our purpose in this paper is to express the approximate first-order and second-order directional derivatives of atx ₀ in terms of those off at (x ₀,y ₀), wherey ₀ is any element for which (x ₀)=f(x ₀,y ₀).The author is indebted to one referee for pointing out an inaccuracy in an earlier version of Theorem 4.1.     

On second-order directional derivatives of value functions

Directional derivatives of value functions play an essential role in the sensitivity and stability analysis of parametric optimization problems, in studying bi-level and min–max problems, in quasi-differentiable calculus. Their calculation is studied in numerous works by A.V. Fiacco, V.F. Demyanov and A.M. Rubinov, R.T. Rockafellar, A. Shapiro, J.F. Bonnans, A.D. Ioffe, A. Auslender and R. Cominetti, and many other authors. This article is devoted to the existence of the second order directional derivatives of value functions in parametric problems with non-single-valued solutions. The main idea of the investigation approach is based on the development of the method of the first-order approximations by V.F. Demyanov and A.M. Rubinov.     

First- and second-order directional differentiability of locally Lipschitzian functions

In this paper, characterizations of the existence of the directional derivative and second-order parabolic directional derivative of a locally Lipschitzian function are established. These characterizations involve the adjacent cone and second-order adjacent set of the graph of the function.     

Relations of 3D directional derivatives and expressions of typical differential operators

Relations of the 3D multi-directional derivatives are studied in this paper. These relations are applied to a geeral second-order linear elliptical operator and the corresponding expression are obtained. These relations and expressions play important roles in the meshless finite point method.     

Generalized second-order directional derivatives and optimization with C1,1 functions

In this paper, a new generalized second-order directional derivative and a set-valued generalized Hessian are introudced for C¹,¹ functions in real Banach spaces. It is shown that this set-valued generalized Hessian is single-valued at a point if and only if the function is twice weakly Gãteaux differentiable at the point and that the generalized second-order directional derivative is upper semi-continuous under a regularity condition. Various generalized calculus rules are also given for C^1,1 functions. The generalized second-order directional derivative is applied to derive second-order necessary optirnality conditions for mathematical programming problems.     

关于拉格朗日乘数法的几何意义

利用梯度和方向导数的概念讨论函数在曲线或曲面上的变化率,从而给出拉格朗日乘数法的一个直观的几何解释.     

The upper and lower second order directional derivatives of a sup-type function

The purpose of this paper is to give a formula for expressing the second order directional derivatives of the sup-type functionS(x) = sup{f(x, t); t T} in terms of the first and second derivatives off(x, t), whereT is a compact set in a metric space and we assume thatf, f/x and ² f/x ² are continuous on ⁿ × T. We will give a geometrical meaning of the formula. We will moreover give a sufficient condition forS(x) to be directionally twice differentiable.     

一类新的二阶组合切导数及其应用

引进了一种新的切锥,讨论它与相依切锥的关系.借助这种新的切锥引进了一类新的二阶组合切导数,并讨论了它与其他二阶切导数的关系.利用这类新的二阶组合切导数,建立了集值优化分别取得Henig有效元和全局有效元的最优性必要条件.     

An envelope-like effect of infinitely many inequality constraints on second-order necessary conditions for minimization problems

A group of curves generates a new curve which is called an envelope. When one deals with a minimization problem with infinitely many inequality constraints, one must encounter an envelopelike effect caused by the constraints. In this paper we present second-order necessary conditions, which involve a new term besides the second derivative of the Lagrange function.We apply our results to minimizing problems of sup-type functions. One will observe in examples that the new term given in this paper explains well the behavior of the second directional derivative of the sup-type function.     

求条件极值的一种新方法

利用线性代数的理论方法,对多元函数求条件极值的拉格朗日乘数法加以改进,建立了求条件极值的一种新方法     

Theoretical Analyses on Discrete Formulae of Directional Differentials in the Finite Point Method

For the five-point discrete formulae of directional derivatives in the finite point method,overcoming the challenge resulted from scattered point sets and making full use of the explicit expressions and accuracy of the formulae,this paper obtains a number of theoretical results:(1)a concise expression with definite meaning of the complicated directional difference coefficient matrix is presented,which characterizes the correlation between coefficients and the connection between coefficients and scattered geometric characteristics;(2)various expressions of the discriminant function for the solvability of numerical differentials along with the estimation of its lower bound are given,which are the bases for selecting neighboring points and making analysis;(3)the estimations of combinatorial elements and of each element in the directional difference coefficient matrix are put out,which exclude the existence of singularity.Finally,the theoretical analysis results are verified by numerical calculations.The results of this paper have strong regularity,which lay the foundation for further research on the finite point method for solving partial differential equations.     

关于二元函数极值的一个错误命题

本文举出反例,说明文[1]中一个关于二元函数极值的命题是错误的,并结合反例,详尽的剖析了错误产生的原因,以及命题作者所给证明中的疏漏.     

矩阵奇异值的极值性质

讨论了矩阵奇异值的问题,利用奇异值分解定理给出了奇异值的极值性质,并用其证明了矩阵论中关于奇异值的一些经典结论.     

多元函数有无穷多个驻点时的极值问题

讨论了二元函数和三元函数在有无穷多个驻点时的极值的判定方法,并进一步介绍了该判定方法在证明不等式方面的应用.     

奇异值的极值性质

考虑了矩阵奇异值的相关问题,研究了其极值性质,并得出了一些特殊情形下的结果.最后,考察了其在多元统计分析中的应用.     

条件极值两种求法的不等价条件分析

本文说明了求条件极值的代入法与Ｌａｇｒａｎｇｅ乘数法的条件不等价。分析了这种不等价的原因，得到了求一般条件极值时，代入法与Ｌａｇｒａｎｇｅ乘数法均有效、前者无效而后者有效，以及两种方法均无效的各种不同条件．