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41.
L. Contesse-Becker 《Journal of Optimization Theory and Applications》1993,79(2):273-310
In this paper, we extend the classical convergence and rate of convergence results for the method of multipliers for equality constrained problems to general inequality constrained problems, without assuming the strict complementarity hypothesis at the local optimal solution. Instead, we consider an alternative second-order sufficient condition for a strict local minimum, which coincides with the standard one in the case of strict complementary slackness. As a consequence, new stopping rules are derived in order to guarantee a local linear rate of convergence for the method, even if the current Lagrangian is only asymptotically minimized in this more general setting. These extended results allow us to broaden the scope of applicability of the method of multipliers, in order to cover all those problems admitting loosely binding constraints at some optimal solution. This fact is not meaningless, since in practice this kind of problem seems to be more the rule rather than the exception.In proving the different results, we follow the classical primaldual approach to the method of multipliers, considering the approximate minimizers for the original augmented Lagrangian as the exact solutions for some adequate approximate augmented Lagrangian. In particular, we prove a general uniform continuity property concerning both their primal and their dual optimal solution set maps, a property that could be useful beyond the scope of this paper. This approach leads to very simple proofs of the preliminary results and to a straight-forward proof of the main results.The author gratefully acknowledges the referees for their helpful comments and remarks. This research was supported by FONDECYT (Fondo Nacional de Desarrollo Científico y Technológico de Chile). 相似文献
42.
牛顿弦截法预估校正迭代格式的收敛阶 总被引:2,自引:0,他引:2
研究如下形式的牛顿弦截法的预估校正(P.C.)格式:P(预估):~xk+1=xk-(xk-xk-1)f(xk)f(xk)-f(xk-1)C(校正):xk+1=xk-(~xk+1-xk)f(xk)f~(xk+1)-f(xk)证明了它的收敛阶为2.618. 相似文献
43.
In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong L^p-convergence version and a strongly quasi sure convergence version of the law of large numbers. 相似文献
44.
求解非线性方程的一个新方法 总被引:2,自引:0,他引:2
张艺 《宁波大学学报(理工版)》2002,15(3):55-57
提出了一种求解非线性方程的数值方法,此方法不需要导数的计算,其收敛阶与抛物线法相同,但计算量要比抛物线法小得多。 相似文献
45.
Jian‐guo Tang 《Mathematical Methods in the Applied Sciences》2006,29(11):1327-1338
An implicit iterative method is applied to solving linear ill‐posed problems with perturbed operators. It is proved that the optimal convergence rate can be obtained after choosing suitable number of iterations. A generalized Morozov's discrepancy principle is proposed for the problems, and then the optimal convergence rate can also be obtained by an a posteriori strategy. The convergence results show that the algorithm is a robust regularization method. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
46.
47.
Recently, molecular imaging has been rapidly developed to studyphysiological and pathological processes in vivo at the cellularand molecular levels. Among molecular imaging modalities, opticalimaging has attracted a major attention for its unique advantages.In this paper, we establish a mathematical framework for multispectralbioluminescence tomography (BLT) that allows simultaneous studiesof multiple optical reporters. We show solution existence, uniquenessand continuous dependence on data as well as the limiting behaviourswhen the regularization parameter approaches zero or when thepenalty parameter approaches infinity. Then, we propose twonumerical schemes for multispectral BLT and derive error estimatesfor the corresponding solutions. 相似文献
48.
A. A. Maleev 《Computational Mathematics and Mathematical Physics》2006,46(12):2031-2039
Stationary and nonstationary Jacobi-like iterative processes for solving systems of linear algebraic equations are examined. For a system whose coefficient matrix A is an H-matrix, it is shown that the convergence rate of any Jacobi-like process is at least as high as that of the point Jacobi method as applied to a system with 〈A〉 as the coefficient matrix, where 〈A〉 is a comparison matrix of A. 相似文献
49.
A quasilinearization method for a class of integro-differential equations with mixed nonlinearities 总被引:2,自引:1,他引:1
We develop an extended form of the quasilinearization method for an initial value problem involving a nonlinear integro-differential equation with mixed nonlinearities, occurring in distributed-infective and distributed-contact models. In fact, a monotone sequence of iterates converging uniformly and quadratically to a solution of the problem is obtained. Some interesting observations are presented. 相似文献
50.
赵丽琴 《数学物理学报(B辑英文版)》2007,(2)
In this article, the author studies the boundedness and convergence for the non-Lienard type differential equation (x|·)=a(y)-f(x) (y|·)=b(y)β(x)-g(x) e(t) where a(y),b(y),f(x),g(x),β(x) are real continuous functions in y∈R or x∈R,β(x)≥0 for all x and e(t) is a real continuous function on R = {t: t≥0} such that the equation has a unique solution for the initial value problem. The necessary and sufficient conditions are obtained and some of the results in the literatures are improved and extended. 相似文献