Asymptotic convergence in a generalized predictor-corrector method

The asymptotic convergence properties of a generalized predictor-corrector method are analyzed. This method is based on making a sequence of corrections to the primal-dual affine scaling (predictor) direction. It is shown that a method makingr corrections to a predictor direction has theQ-order convergence of orderr+2. It is also shown that asymptotically the problem can be solved by only computing corrections to the predictor direction. Supported in part by a grant from the GTE Laboratories and by the grant CCR-9019469 from the National Science Foundation.     

A Mehrotra-type predictor-corrector algorithm with polynomiality andQ-subquadratic convergence

Mehrotra's predictor-corrector algorithm [3] is currently considered to be one of the most practically efficient interior-point methods for linear programming. Recently, Zhang and Zhang [18] studied the global convergence properties of the Mehrotra-type predictor-corrector approach and established polynomial complexity bounds for two interior-point algorithms that use the Mehrotra predictor-corrector approach. In this paper, we study the asymptotic convergence rate for the Mehrotra-type predictor-corrector interior-point algorithms. In particular, we construct an infeasible-interior-point algorithm based on the second algorithm proposed in [18] and show that while retaining a complexity bound ofO(n ^1.5 t)-iterations, under certain conditions the algorithm also possesses aQ-subquadratic convergence, i.e., a convergence ofQ-order 2 with an unboundedQ-factor.Research supported in part by NSF DMS-9102761 and DOE DE-FG02-93ER25171.     

Superlinear convergence theorems for Newton-type methods for nonlinear systems of equations

In this paper, someQ-order convergence theorems are given for the problem of solving nonlinear systems of equations when using very general finitely terminating methods for the solution of the associated linear systems. The theorems differ from those of Dembo, Eisenstat, and Steihaug in the different stopping condition and in their applicability to the nonlinear ABS algorithm.Lecture presented at the University of Bergamo, Bergamo, Italy, October 1989.     

Bounds for theR-order of certain iterative numerical processes

We derive upper and lower bounds for the positive roots of certain sequences of polynomials which arise in the determination of theR-order of iterative numerical processes.     

Estimation of a quantile in some nonstandard cases

A necessary condition for the asymptotic normality of the sample quantile estimator isf(Q(p))=F(Q(p))>0, whereQ(p) is thep-th quantile of the distribution functionF(x). In this paper, we estimate a quantile by a kernel quantile estimator when this condition is violated. We have shown that the kernel quantile estimator is asymptotically normal in some nonstandard cases. The optimal convergence rate of the mean squared error for the kernel estimator is obtained with respect to the asymptotically optimal bandwidth. A law of the iterated logarithm is also established.This research was partially supported by the new faculty award from the University of Oregon.     

Local convergence analysis for partitioned quasi-Newton updates

Summary This paper considers local convergence properties of inexact partitioned quasi-Newton algorithms for the solution of certain non-linear equations and, in particular, the optimization of partially separable objective functions. Using the bounded deterioration principle, one obtains local and linear convergence, which impliesQ-superlinear convergence under the usual conditions on the quasi-Newton updates. For the optimization case, these conditions are shown to be satisfied by any sequence of updates within the convex Broyden class, even if some Hessians are singular at the minimizer. Finally, local andQ-superlinear convergence is established for an inexact partitioned variable metric method under mild assumptions on the initial Hessian approximations.Work supported by a research grant of the Deutsche Forschungsgemeinschaft, Bonn and carried out at the Department of Applied Mathematics and Theoretical Physics Cambridge (United Kingdom)     

Note on the estimation of the order of convergence of some iterative methods

In this paper we obtain upper and lower bounds for the unique positive roots of certain sequences of polynomials. The results are then applied to the determination of theR-order of iterative numerical processes.     

On convergence theory in fuzzy topological spaces and its applications

In this paper we introduce and study new concepts of convergence and adherent points for fuzzy filters and fuzzy nets in the light of the Q-relation and the Q-neighborhood of fuzzy points due to Pu and Liu [28]. As applications of these concepts we give several new characterizations of the closure of fuzzy sets, fuzzy Hausdorff spaces, fuzzy continuous mappings and strong Q-compactness. We show that there is a relation between the convergence of fuzzy filters and the convergence of fuzzy nets similar to the one which exists between the convergence of filters and the convergence of nets in topological spaces.     

Semilocal convergence of a multipoint fourth-order super-Halley method in Banach spaces

In this paper, we study a variant of the super-Halley method with fourth-order convergence for nonlinear equations in Banach spaces. We make an attempt to establish the semilocal convergence of this method by using recurrence relations. The recurrence relations for the method are derived and then an existence-uniqueness theorem is given to establish the R-order of the method to be four and a priori error bounds. Finally, some numerical applications are presented to demonstrate our approach.     

Semilocal Convergence of a Class of Modified Super-Halley Methods in Banach Spaces

In this paper, we consider the semilocal convergence of a class of modified super-Halley methods for solving nonlinear equations in Banach spaces. The semilocal convergence of this class of methods is established by using recurrence relations. We construct a system of recurrence relations for the methods, and based on it, we prove an existence–uniqueness theorem that shows the R-order of the methods.     

On the formulation of invariant imbedding problems

The formulation of an invariant imbedding problem from a given linear, two-point boundary-value problem is not unique. In this paper, we illustrate how the formulation of the problem by partitioning the original vectory(z) into [u(z),v(z)], can affect the numerical accuracy. In fact, the partitioning, the choice of theR, O system orS, T system of equations in Scott's method, the location and number of switch points, and the switching procedure, all influence the numerical results and the ease of obtaining solutions. A new method of switching and the appropriate formulas are described, namely, the repeated switching from theR, Q system to theR, Q system of equations or from theS, T system to theS, T system of equations.     

On the Least Q-order of Convergence of Variable Metric Algorithms

It is shown in this paper that the infimum of the Q-order ofthe convergence of variable metric algorithms is only 1, eventhough the objective function is twice continuously differentiableand uniformly convex. It is shown by example that the Q-ordercan be 1 + 1/N for any large N, though the R-order is (1+N)^1/2.     

Semilocal convergence of a sixth-order Jarratt method in Banach spaces

In this paper, we study the semilocal convergence for a sixth-order variant of the Jarratt method for solving nonlinear equations in Banach spaces. The semilocal convergence of this method is established by using recurrence relations. We derive the recurrence relations for the method, and then prove an existence-uniqueness theorem, along with a priori error bounds which demonstrates the R-order of the method. Finally, we give some numerical applications to demonstrate our approach.     

Affine scaling inexact generalized Newton algorithm with interior backtracking technique for solving bound-constrained semismooth equations

We develop and analyze an affine scaling inexact generalized Newton algorithm in association with nonmonotone interior backtracking line technique for solving systems of semismooth equations subject to bounds on variables. By combining inexact affine scaling generalized Newton with interior backtracking line search technique, each iterate switches to inexact generalized Newton backtracking step to strict interior point feasibility. The global convergence results are developed in a very general setting of computing trial steps by the affine scaling generalized Newton-like method that is augmented by an interior backtracking line search technique projection onto the feasible set. Under some reasonable conditions we establish that close to a regular solution the inexact generalized Newton method is shown to converge locally p-order q-superlinearly. We characterize the order of local convergence based on convergence behavior of the quality of the approximate subdifferentials and indicate how to choose an inexact forcing sequence which preserves the rapid convergence of the proposed algorithm. A nonmonotonic criterion should bring about speeding up the convergence progress in some ill-conditioned cases.     

New iterations of <Emphasis Type="Italic">R</Emphasis>-order four with reduced computational cost

From a one-point iterative method of R-order at least three, we construct new two-point iterations to solve nonlinear equations in Banach spaces such that the computational cost is reduced, whereas the R-order of convergence is increased to at least four.      

L p -norms of Hermite polynomials and an extremal problem on Wiener chaos

We establish sharp asymptotics for theL ^p -norm of Hermite polynomials and prove convergence in distribution of suitably normalized Wick powers. The results are combined with numerical integration to study an extremal problem on Wiener chaos.     

Multipoint Super-Halley Type Approximation Algorithms in Banach Spaces

We use a new multipoint iteration of at least R-order three to solve a nonlinear operator equation in a Banach space. Under standard Newton-Kantorovich assumptions, we establish two Kantorovich convergence theorems using a new system of recurrence relations. We also give some explicit error bounds for this iteration.     

A Non-Existence Theorem for Almost Split Sequences

Let k be a field, Q a quiver with countably many vertices and I an ideal of kQ such that kQ/I is a spectroid. In this note, we prove that there is no almost split sequence ending at an indecomposable not finitely presented representation of the bound quiver (Q, I). We then get that an indecomposable representation M of (Q, I) is the ending term of an almost split sequence if and only if it is finitely presented and not projective. The dual results are also true.     

An acceleration property of theE-algorithm for alternate sequences

We prove a convergence acceleration result by theE-algorithm for sequences whose error has an asymptotic expansion on the scale of comparison for which a determinantal relation holds. This result is generalized to the vector case. Moreover we prove a result which contains an acceleration property for columns and diagonals of theE array. This result is applied to some alternating series.     

Open questions concerning Weiszfeld's algorithm for the Fermat-Weber location problem

The Fermat—Weber location problem is to find a point in ⁿ that minimizes the sum of the weighted Euclidean distances fromm given points in ⁿ . A popular iterative solution method for this problem was first introduced by Weiszfeld in 1937. In 1973 Kuhn claimed that if them given points are not collinear then for all but a denumerable number of starting points the sequence of iterates generated by Weiszfeld's scheme converges to the unique optimal solution. We demonstrate that Kuhn's convergence theorem is not always correct. We then conjecture that if this algorithm is initiated at the affine subspace spanned by them given points, the convergence is ensured for all but a denumerable number of starting points.