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101.
《Operations Research Letters》2022,50(1):76-83
We derive formulas for constants of strong convexity (CSCs) of expectation functions encountered in two-stage stochastic programs with linear recourse. One of them yields a CSC as the optimal value of a certain quadratically constrained quadratic program, another one in terms of the thickness of the feasibility polytope of the dual problem associated to the recourse problem. CSCs appear in Hoelder-type estimates relating the distance of optimal solution sets of stochastic programs to a suitable distance of underlying probability distributions. 相似文献
102.
《Operations Research Letters》2022,50(1):1-7
Fisher linear discriminant analysis is a well-known technique for dimensionality reduction and classification. The method was first formulated in 1936 by Fisher. In this paper we concentrate on three different formulations of the multi-dimensional problem. We provide a mathematical explanation why two of the formulations are equivalent and prove that this equivalency can be extended to a broader class of objective functions. The second contribution is a rate of convergence of a fixed point method for solving the third model. 相似文献
103.
The main purpose of the present paper is to compare two different kinds of approaches in modeling the deck of a suspension bridge: in the first approach we look at the deck as a rectangular plate and in the second one we look at the deck as a beam for vertical deflections and as a rod for torsional deformations. Throughout this paper we will refer to the model corresponding to the second approach as the beam-rod model. In our discussion, we observe that the beam-rod model contains a larger number of elastic parameters if compared with the isotropic plate model. For this reason the beam-rod model is supposed to be more appropriate to describe the behavior of the deck of a real suspension bridge. A possible strategy to make the plate model more efficient could be to relax the isotropy condition with a more general condition of orthotropy, which is expected to increase the number of elastic parameters. In this new setting, a comparison between the two approaches becomes now possible.Basic results are proved for the suggested problem, from existence and uniqueness of solutions to spectral properties. We suggest realistic values for the elastic parameters thus obtaining with both approaches similar responses in the static and dynamic behavior of the deck. This can be considered as a preliminary article since many work has still to be done with the perspective of formulating models for a complete suspension bridge which take into account not only the deck but also the action on it of cables and hangers. With this perspective, a section is devoted to possible future developments. 相似文献
104.
Genqi XU 《Frontiers of Mathematics in China》2022,17(1):47
This paper is a survey for development of linear distributed parameter system. At first we point out some questions existing in current study of control theory for the Lp linear system with an unbounded control operator and an unbounded observation operator, such as stabilization problem and observer theory that are closely relevant to state feedback operator. After then we survey briefly some results on relevant problems that are related to solvability of linear differential equations in general Banach space and semigroup perturbations. As a principle, we propose a concept of admissible state feedback operator for system (A, B). Finally we give an existence result of admissible state feedback operators, including semigroup generation and the equivalent conditions of admissibility of state feedback operators, for an Lp well-posed system. 相似文献
105.
H. L. Stalford 《Journal of Optimization Theory and Applications》1995,86(3):685-718
Using a class of linear static controllers, we stabilize the Petersen open-loop two-dimensional linear system (Ref. 1), which consists of one time-varying uncertainty in the state matrixA and one timevarying uncertainty in the input matrixB. We show that the worst-case uncertainty strategy for the closed-loop system is a piecewise constant strategy of the angular state with three switches on the half-turn, –/2/2; it is unique with respect to a set of measure zero. Formulas are derived for the worst-case half-turn radius gainr
HT
as a function of the parameters of the class of stabilizing linear static controllers. Using the class of scalar-quadratic Lyapunov functions, we show that a necessary and sufficient condition for the closed-loop system to be robustly stable against all time-varying admissible uncertainties is thatr
HT
be less than unity. The bound on the time-varying real parameter uncertainties for the closed-loop system to be robustly stable is derived for the class of linear static feedback controllers. We obtain stabilizing linear static controllers such that the bound is as close to infinity as desired. The derived results are compared with numerical results obtained using commerical robust-control software. 相似文献
106.
The linear complementarity problem is to find nonnegative vectors which are affinely related and complementary. In this paper we propose a new complementary pivoting algorithm for solving the linear complementarity problem as a more efficient alternative to the algorithms proposed by Lemke and by Talman and Van der Heyden. The algorithm can start at an arbitrary nonnegative vector and converges under the same conditions as Lemke's algorithm.This research is part of the VF-program Competition and Cooperation. 相似文献
107.
Misclassification minimization 总被引:1,自引:0,他引:1
O. L. Mangasarian 《Journal of Global Optimization》1994,5(4):309-323
The problem of minimizing the number of misclassified points by a plane, attempting to separate two point sets with intersecting convex hulls inn-dimensional real space, is formulated as a linear program with equilibrium constraints (LPEC). This general LPEC can be converted to an exact penalty problem with a quadratic objective and linear constraints. A Frank-Wolfe-type algorithm is proposed for the penalty problem that terminates at a stationary point or a global solution. Novel aspects of the approach include: (i) A linear complementarity formulation of the step function that counts misclassifications, (ii) Exact penalty formulation without boundedness, nondegeneracy or constraint qualification assumptions, (iii) An exact solution extraction from the sequence of minimizers of the penalty function for a finite value of the penalty parameter for the general LPEC and an explicitly exact solution for the LPEC with uncoupled constraints, and (iv) A parametric quadratic programming formulation of the LPEC associated with the misclassification minimization problem.This material is based on research supported by Air Force Office of Scientific Research Grant F49620-94-1-0036 and National Science Foundation Grants CCR-9101801 and CDA-9024618. 相似文献
108.
Michael Renardy 《Proceedings of the American Mathematical Society》1996,124(8):2451-2453
Let be the infinitesimal generator of a -semigroup of operators in a Hilbert space. We consider the class of operators , where is bounded. It is proved that the spectrum of determines the growth of the associated semigroup for ``most" operators (in the sense of Baire category).
109.
Renato Spigler Marco Vianello 《Proceedings of the American Mathematical Society》1996,124(6):1763-1771
Rigorous asymptotic approximations of the WKB (or Liouville-Green) type are obtained for a basis of solutions to in the framework of -algebras. Both cases and are included, thus generalizing the classical theory for scalar equations developed by F.W.J. Olver to matrix as well as to infinite-dimensional equations.
110.
Z. Ditzian 《Proceedings of the American Mathematical Society》1996,124(6):1773-1781
We show that the -functional
where , is equivalent to the rate of convergence of a certain linear polynomial operator. This operator stems from a Riesz-type summability process of expansion by Legendre polynomials. We use the operator above to obtain a linear polynomial approximation operator with a rate comparable to that of the best polynomial approximation.