Optimality conditions and finite convergence of Lasserre’s hierarchy

Lasserre’s hierarchy is a sequence of semidefinite relaxations for solving polynomial optimization problems globally. This paper studies the relationship between optimality conditions in nonlinear programming theory and finite convergence of Lasserre’s hierarchy. Our main results are: (i) Lasserre’s hierarchy has finite convergence when the constraint qualification, strict complementarity and second order sufficiency conditions hold at every global minimizer, under the standard archimedean condition; the proof uses a result of Marshall on boundary hessian conditions. (ii) These optimality conditions are all satisfied at every local minimizer if a finite set of polynomials, which are in the coefficients of input polynomials, do not vanish at the input data (i.e., they hold in a Zariski open set). This implies that, under archimedeanness, Lasserre’s hierarchy has finite convergence generically.     

Convergence analysis for Lasserre’s measure-based hierarchy of upper bounds for polynomial optimization

We consider the problem of minimizing a continuous function f over a compact set \({\mathbf {K}}\). We analyze a hierarchy of upper bounds proposed by Lasserre (SIAM J Optim 21(3):864–885, 2011), obtained by searching for an optimal probability density function h on \({\mathbf {K}}\) which is a sum of squares of polynomials, so that the expectation \(\int _{{\mathbf {K}}} f(x)h(x)dx\) is minimized. We show that the rate of convergence is no worse than \(O(1/\sqrt{r})\), where 2r is the degree bound on the density function. This analysis applies to the case when f is Lipschitz continuous and \({\mathbf {K}}\) is a full-dimensional compact set satisfying some boundary condition (which is satisfied, e.g., for convex bodies). The rth upper bound in the hierarchy may be computed using semidefinite programming if f is a polynomial of degree d, and if all moments of order up to \(2r+d\) of the Lebesgue measure on \({\mathbf {K}}\) are known, which holds, for example, if \({\mathbf {K}}\) is a simplex, hypercube, or a Euclidean ball.     

Uniform convergence of Green’s functions

Given a sequence of regular planar domains converging in the sense of kernel, we prove that the corresponding Green’s functions converge uniformly on the complex sphere, provided the limit domain is also regular, and the connectivity is uniformly bounded.     

A recursion operator for the universal hierarchy equation via Cartan’s method of equivalence

We apply Cartan’s method of equivalence to find a Bäcklund autotransformation for the tangent covering of the universal hierarchy equation. The transformation provides a recursion operator for symmetries of this equation.     

Reich’s problem concerning Halpern’s convergence

We discuss Halpern’s convergence for nonexpansive mappings in Hilbert spaces. We prove that one of the conditions in [R. Wittmann, Approximation of fixed points of nonexpansive mappings, Arch. Math. (Basel), 58 (1992), 486–491] is the weakest sufficient condition among the conditions known to us. We also improve a necessary condition, which is close to Wittmann’s. This is one step to solve the problem raised by Reich in 1974 and 1983. Received: 15 July 2008     

New variants of Jarratt’s method with sixth-order convergence

In this paper, by using the two-variable Taylor expansion formula, we introduce some new variants of Jarratt’s method with sixth-order convergence for solving univariate nonlinear equations. The proposed methods contain some recent improvements of Jarratt’s method. Furthermore, a new variant of Jarratt’s method with sixth-order convergence for solving systems of nonlinear equations is proposed only with an additional evaluation for the involved function, and not requiring the computation of new inverse. Numerical comparisons are made to show the performance of the presented methods.     

Global convergence of Newton’s method on an interval

The solution of an equation f(x)= given by an increasing function f on an interval I and right-hand side , can be approximated by a sequence calculated according to Newtons method. In this article, global convergence of the method is considered in the strong sense of convergence for any initial value in I and any feasible right-hand side. The class of functions for which the method converges globally is characterized. This class contains all increasing convex and increasing concave functions as well as sums of such functions on the given interval. The characterization is applied to Keplers equation and to calculation of the internal rate of return of an investment project.An earlier version was presented at the Joint National Meeting of TIMS and ORSA, Las Vegas, May 7–9, 1990. Financial support from Økonomisk Forskningsfond, Bodø, Norway, is gratefully acknowledged. The author thanks an anonymous referee for helpful comments and suggestions.     

Strong convergence of Browder’s and Halpern’s type iterations in Hilbert spaces

We use results from theory of nonexpansive mappings to unify and deduce the recent results of Lin and Takahashi (Positivity 16:429–453, 2012) and of Takahashi (J Optim Theory Appl 157:781–802, 2013).     

Concerning the radius of convergence of Newton’s method and applications

We present local and semilocal convergence results for Newton’s method in a Banach space setting. In particular, using Lipschitz-type assumptions on the second Fréchet-derivative we find results concerning the radius of convergence of Newton’s method. Such results are useful in the context of predictor-corrector continuation procedures. Finally, we provide numerical examples to show that our results can apply where earlier ones using Lipschitz assumption on the first Fréchet-derivative fail.     

Necessary conditions for the convergence of kullback-leibler’s mean information

Summary Two types of necessary conditions are given for the convergence of Kullback-Leibler’s mean information, one of which is connected with an asymptotic equivalence of two sequences of probability measures, and in special cases, with convergence of a sequence of probability distributions. The other is given in terms of the generalized probability density functions.     

On the convergence of continued fractions at Runckel’s points

We consider the limit periodic continued fractions of Stieltjes type

Lazard’s theorem for S-pure flat modules

Let R be an associative ring with identity. For a given class 𝒮 of finitely presented left (respectively right) R-modules containing R, we present a complete characterization of 𝒮-pure injective modules and 𝒮-pure flat modules. Consider that 𝒮 is a class of (R,R)-bimodules containing R with the following property: every element of 𝒮 is a finitely presented left and right R-module. We give a necessary and sufficient condition for 𝒮 to have Lazard’s theorem, and then we present our desired Lazard’s theorem.     

A generalization of lebesgue’s convergence criterion for fourier series

For generalized Dirichlet integrals of type \(\int_0^1\ f(x)(e^{irx}-e^{airx}){dx\over x}\) a somewhat sharpened version of Lebesgue’s well-known convergence criterion for Fourier series is proven. Integrals of this type are of importance in the general theory of eigenfunction expansions inaugurated by investigations of Birkhoff, Tamarkin, and Stone.     

Local convergence of Newton’s method in the classical calculus of variations

Sufficient conditions for a weak local minimizer in the classical calculus of variations can be expressed without reference to conjugate points. The local quadratic convergence of Newton’s method follows from these sufficient conditions. Newton’s method is applied in the minimization form; that is, the step is generated by minimizing the local quadratic approximation. This allows the extension to a globally convergent line search based algorithm (which will be presented in a future paper).     

Rate of convergence of Euler’s approximations for SDEs with non-Lipschitz coefficients

We prove that Euler＇s approximations for stochastic differential equations driven by infinite many Brownian motions and with non-Lipschitz coefficients converge almost surely. Moreover, the rate of convergence is obtained.     

Local convergence of Newton’s method for subanalytic variational inclusions

This paper concerns variational inclusions of the form where f is a single locally Lipschitz subanalytic function and F is a set-valued map acting in Banach spaces. We prove the existence and the convergence of a sequence (x _k ) satisfying where lies to which is the Clarke Jacobian of f at the point x _k .      

An application of Chen’s theorem to convergence of Fourier multiplier transforms

Let V be a star shaped region. In 2006, Colzani, Meaney and Prestini proved that if function f satisfies some condition, then the multiplier transform with the characteristic function of tV as the multiplier tends to f almost everywhere, when t goes to∞. In this paper we use a Theorem established by K.K.Chen to show that if we change their multiplier, then the condition on f can be weakened.     

On the local convergence of Newton’s method under generalized conditions of Kantorovich

Following an idea similar to that given by Dennis and Schnabel (1996) in [2], we prove a local convergence result for Newton’s method under generalized conditions of Kantorovich type.     

Some applications of Gabaiʼs internal hierarchy

Any Haken 3-manifold (possibly with boundary consisting of tori) can be transformed into a surface×S¹$\text{surface}\times S^1$ by a series of splitting and regluing along incompressible surfaces. This fact was proved by Gabai as an application of his sutured manifold theory. The first half of this paper provides a few technical details in the proof. In the second half of this paper, some applications of Gabai?s theorem to Heegaard Floer homology are given. We refine the known results about the Thurson norm and fibrations. We also give some classification results for Floer simple knots in manifolds with positive _b1$b_1$.