Asymmetric variational inequality problems over product sets: Applications and iterative methods

In this paper, we (i) describe how several equilibrium problems can be uniformly modelled by a finite-dimensional asymmetric variational inequality defined over a Cartesian product of sets, and (ii) investigate the local and global convergence of various iterative methods for solving such a variational inequality problem. Because of the special Cartesian product structure, these iterative methods decompose the original variational inequality problem into a sequence of simpler variational inequality subproblems in lower dimensions. The resulting decomposition schemes often have a natural interpretation as some adjustment processes. This research was based on work supported by the National Science Foundation under grant ECS 811–4571.     

Mitrinovi -Djokovi 不等式的推广

本文中,我们把Mitrinovi -Djokovi 不等式推广成:若x_k>0(K=1,…,n),x_1+…+x_n=S≤n-2+2(2+5~(1/2))~(1/2),且a>0,则 sum from k=1 to n(x_k+1/x_k)~a≥n(s/n+n/s)~a。     

关于n阶微分方程边值问题（Ⅲ）——奇摄动的渐近展开

本文研究n阶非线性过值问题(NB)的奇异摄动。在较一般的条件下,应用高阶微分不等式理论证明了摄动解的存在性,并给出了摄动解直到n阶导函数的一致有效渐近展开式,推广和改进了已有的结果。     

联系两个n维单形的一类不等式

本文给出了联系两个ｎ维单形的一类不等式，从而推广和改进了文［１］、［２］［３］的结论。     

On a variational inequality associated with a stopping game combined with a control

We study a non-linear elliptic variational inequality which corresponds to a zero-sum stopping game (Dynkin game) combined with a control. Our result is a generalization of the existing works by Bensoussan [ Stochastic Control by Functional Analysis Methods (North-Holland, Amsterdam), 1982], Bensoussan and Lions [ Applications des Inéquations Variationnelles en Contrôle Stochastique (Dunod, Paris), 1978] and Friedman [ Stochastic Differential Equations and Applications (Academic Press, New York), 1976] in the sense that a non-linear term appears in the variational inequality, or equivalently, that the underlying process for the corresponding stopping game is subject to a control. By using the dynamic programming principle and the method of penalization, we show the existence and uniqueness of a viscosity solution of the variational inequality and describe it as the value function of the corresponding combined-stochastic game problem.     

Convergence of the BFGS-SQP Method for Degenerate Problems

In this paper, we propose a BFGS (Broyden–Fletcher–Goldfarb–Shanno)-SQP (sequential quadratic programming) method for nonlinear inequality constrained optimization. At each step, the method generates a direction by solving a quadratic programming subproblem. A good feature of this subproblem is that it is always consistent. Moreover, we propose a practical update formula for the quasi-Newton matrix. Under mild conditions, we prove the global and superlinear convergence of the method. We also present some numerical results.     

Random Walks on Trees and an Inequality of Means

We define trees generated by bi-infinite sequences, calculate their walk-invariant distribution and the speed of a biased random walk. We compare a simple random walk on a tree generated by a bi-infinite sequence with a simple random walk on an augmented Galton-Watson tree. We find that comparable simple random walks require the augmented Galton-Watson tree to be larger than the corresponding tree generated by a bi-infinite sequence. This is due to an inequality for random variables with values in [1, [ involving harmonic, geometric and arithmetic mean.     

在定域法中实现光学全局优化

把不等式法用于光学优化设计中,同时使用了“逃逸函数”技术,从而实现了光学系统设计的全局优化在使用逃逸函数时,两个因子H和W的确定是能否“逃逸”优化“陷阱”的关键用这种技术借助于C++开发的程序成功地设计了一些典型的光学系统.