On the Glivenko-Cantelli problem in stochastic programming: Mixed-integer linear recourse

Expected recourse functions in linear two-stage stochastic programs with mixed-integer second stage are approximated by estimating the underlying probability distribution via empirical measures. Under mild conditions, almost sure uniform convergence of the empirical means to the original expected recourse function is established.     

On the projected subgradient method for nonsmooth convex optimization in a Hilbert space

We consider the method for constrained convex optimization in a Hilbert space, consisting of a step in the direction opposite to an _k -subgradient of the objective at a current iterate, followed by an orthogonal projection onto the feasible set. The normalized stepsizes _k are exogenously given, satisfying _{k=0 k} = , _{k=0 k} ² < , and _k is chosen so that _{k k} for some > 0. We prove that the sequence generated in this way is weakly convergent to a minimizer if the problem has solutions, and is unbounded otherwise. Among the features of our convergence analysis, we mention that it covers the nonsmooth case, in the sense that we make no assumption of differentiability off, and much less of Lipschitz continuity of its gradient. Also, we prove weak convergence of the whole sequence, rather than just boundedness of the sequence and optimality of its weak accumulation points, thus improving over all previously known convergence results. We present also convergence rate results. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Research of this author was partially supported by CNPq grant nos. 301280/86 and 300734/95-6.     

A FAMILY OF DIFFERENCE SCHEMES WITH FOURNEAR-CONSERVED QUANTITIES FOR THE KdV EQUATION

1.IntroductionInthispaper,weareconcernedwiththesemi--discretizeddifferencemethodswhicharecapableofapproximatingtotheKdVequationtoaconsiderableextent.Considertheperiodicillitial-boundaryproblem:at aam uxxx~0,~co0(1.l)u(x 1,t)~u(x,t),~co0(…     

简支矩形复合材料薄板压缩屈曲后的极限强度

本文通过283块简支矩形玻璃钢薄板的压缩屈曲后极限强度的试验,证明了复合材料薄板在屈曲失稳后仍能继续承载,以玻璃钢为例,可以超过临界载荷的十几倍。文中对薄板的极限强度进行了大挠度和小挠度理论分析,结合复合材料的能量强度理论,最后得出有关极限强度计算公式的C参数曲线,对于45°方向的薄板与试验结果较符合,对于经纬向薄板当β<0.11时比试验结果略大。文中给出的C参数可供产品设计时参考。     

The Topological Structure of Subseries Convergence

Let E be an abstract set, G be an Abelian topological group, FEG and be afamily of subsets of F. Let the sequence {xj}E be subseries aF convergent. In this paper,we present a sufficient and necessary condition for {xj} to be also subseries convergent in thetopology of uniform convergence on the sets in ,     

Parallel and bootstrapped stochastic approximation

Parallelization of stochastic approximation procedures can reduce computation and total observation time of a system. Concerning the number of all observations used by the pure sequential and the suggested parallel method a weak invariance principle implies the asymptotic equivalence of both methods. A loglog invariance principle and a rate of a.s. convergence result describe the pathwise properties. Due to the parallel design asymptotic confidence regions can readily be constructed either by computing the bootstrap distribution or the Gaussian limit distribution determined by the empirical covariance     

Bayesian Binary Segmentation Procedure for a Poisson Process With Multiple Changepoints

We observe n events occurring in (0, T] taken from a Poisson process. The intensity function of the process is assumed to be a step function with multiple changepoints. This article proposes a Bayesian binary segmentation procedure for locating the changepoints and the associated heights of the intensity function. We conduct a sequence of nested hypothesis tests using the Bayes factor or the BIC approximation to the Bayes factor. At each comparison in the binary segmentation steps, we need only to compare a singlechangepoint model to a no-changepoint model. Therefore, this method circumvents the computational complexity we would normally face in problems with an unknown (large) number of dimensions. A simulation study and an analysis on a real dataset are given to illustrate our methods.     

Analysis of dissolution profiles of iron,zinc, and manganese from complex dietary supplements by ion chromatography and chemometrics

Four commercially available formulations containing iron, zinc, and manganese were subjected to dissolution profile testing during 60 min and the dissolution was analyzed by ion chromatography. The obtained curves were analyzed directly by principal component analysis (PCA). The main trend (87.1% of variance) was connected with average dissolution percentage over the investigated time. The second component (11.2% of variance) is connected with shape of dissolution profile. All metals behave in the similar way and the differences were connected with excipients. An additional fit was completed on 12 kinetic models: first order kinetics (4 variants), Higuchi (2 variants), Hixson-Crowell (2 variants), Korsemeyer-Peppas, Logistic (2 variants), Peppas-Sahlin, Quadratic (2 variants), Weibull (3 variants), and Zero order kinetics (2 variants). The ranking of the fitting was performed by Akaike information criteria (AIC) values with additional PCA analysis on them, an approach presented in literature for the first time. The main trend (67.4% of variance) was connected with average fit. The second (14.8% of variance) is connected with differences of fitting ability to investigated dissolution curves. This methodology brought an overall look to trends and variances inside obtained data, both the profile shape and fitting ability to particular models.     

Generalized criterion of solvent polarity as a tool for control of chromatographic process

The generalized (reductive) criterion of solvent polarity was obtained by the method of multiparametric optimization of the Snyder index P", Hildebrand parameter _T , permittivity _r , and solvatochromism parameter E _T (30). Possibilities of employing this criterion for estimation of the elution power of normal and reversed mobile phases used in high-performance liquid chromatography were considered.