Solution of monotone complementarity problems with locally Lipschitzian functions

The paper deals with complementarity problems CP(F), where the underlying functionF is assumed to be locally Lipschitzian. Based on a special equivalent reformulation of CP(F) as a system of equationsφ(x)=0 or as the problem of minimizing the merit functionΘ=1/2∥Φ∥ ₂ ² , we extend results which hold for sufficiently smooth functionsF to the nonsmooth case. In particular, ifF is monotone in a neighbourhood ofx, it is proved that 0 εδθ(x) is necessary and sufficient forx to be a solution of CP(F). Moreover, for monotone functionsF, a simple derivative-free algorithm that reducesΘ is shown to possess global convergence properties. Finally, the local behaviour of a generalized Newton method is analyzed. To this end, the result by Mifflin that the composition of semismooth functions is again semismooth is extended top-order semismooth functions. Under a suitable regularity condition and ifF isp-order semismooth the generalized Newton method is shown to be locally well defined and superlinearly convergent with the order of 1+p.     

一类混合单调算子的不动点定理及其应用

本文对一类重要的混合单调算子证明了不动点的存在、唯一与逼近定理，并应用于研究动态规划中泛函方程的正解问题．     

Numerical solution of differential equations using Sinc method based on the interpolation of the highest derivatives

In general, we will use the numerical differentiation when dealing with the differential equations. Thus the differential equations can be transformed into algebraic equations and then we can get the numerical solutions. But as we all have known, the numerical differentiation process is very sensitive to even a small level of errors. In contrast it is expected that on average the numerical integration process is much less sensitive to errors. In this paper, based on the Sinc method we provide a new method using Sinc method incorporated with the double exponential transformation based on the interpolation of the highest derivatives (SIHD) for the differential equations. The error in the approximation of the solution is shown to converge at an exponential rate. The numerical results show that compared with the exiting results, our method is of high accuracy, of good convergence with little computational efforts. It is easy to treat nonhomogeneous mixed boundary condition for our method, which is unlike the traditional Sinc method.     

一种改进的Fuzzy-HMMS算法及其收敛性

对D at T ran和M ichae lW agner等人提出的FCM-FE-HMM S算法作了进一步的补充和改进,提出了改进的FCM-FE-HMM S算法,并给出了算法收敛性分析,得出在给定初值的情况下该算法将收敛到一个局部最优解。     

泛函梯度数值计算的一种新方法—正交试验法

本文研究并揭示了L_(2~a)(2~(2~a-1))型正交表行(列)间的递推规律,提出了一种泛函梯度数值计算的新方法——正交试验法,该方法在计算速度和精度上优于直接梯度法;在通用性及节省内存方面优于伴随算子法。     

B值鞅型序列的一些极限定理

本文讨论了一些B值鞅型序列的强大数定律 ,弱大数定律 ,Lr收敛性及完全收敛性 ,推广了许多熟知的结果 .     

凸集的广义Reuleaux三角形

常宽凸集的面积最小者为Reulaux三角形，而非常宽凸集的面积最小者为何呢？它就是本文将给出的广义Reuleaux三角形△R。     

Variational inequalities for monotone operators in nonreflexive Banach spaces

The purpose of this paper is to study the existence problem of solutions and perturbation problem for some kind of variational inequalities with monotone operators in nonreflexive Banach spaces, and to obtain some results.     

On the characterisation of paired monotone metrics

Hasegawa and Petz introduced the notion of paired monotone metrics. They also gave a characterisation theorem showing that Wigner-Yanase-Dyson metrics are the only members of the paired family. In this paper we show that the characterisation theorem holds true under hypotheses that are more general than those used in the above quoted references.     

SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR OPTIMAL CONTROL PROBLEMS WITH STATE CONSTRAINTS

A Kind of direct methods is presented for the solution of optimal control problems with state constraints.These methods are sequential quadratic programming methods.At every iteration a quadratic programming which is obtained by quadratic approximation to Lagrangian function and Linear approximations to constraints is solved to get a search direction for a merit function.The merit function is formulated by augmenting the Lagrangian funetion with a penalty term.A line search is carried out along the search direction to determine a step length such that the merit function is decreased.The methods presented in this paper include continuous sequential quadratic programming methods and discreate sequential quadrade programming methods.