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51.
该文通过构造特殊形式的有效集来逼近KKT点处的有效集,给出了一个任意初始点下的序列线性方程组新算法,并证明了该算法在没有严格互补松驰条件的情况下具有全局收敛性和一步超线性收敛性。
相似文献
52.
53.
本文讨论了在带有截断情况的线性回归模型中 ,响应变量均值的估计问题 .将经验似然的方法应用到带有截断情况的回归模型中 ,在估计响应变量的均值时构造了调整的经验似然统计量 ,证明了在一定的条件下 ,该统计量渐近服从 χ2 分布 ,给出了均值的置信区间 ,并与正态下得到的结果进行了比较 ,模拟的结果说明了经验似然的优良性 . 相似文献
54.
ρ混合、φ混合、ψ混合线性模型M估计的强相合性 总被引:5,自引:3,他引:2
研究了 ρ混合、φ混合、ψ混合样本线性模型中回归参数M估计的强相合性 ,在条件不变的情况下 ,获得与独立情形一样的M估计是强相合的充分条件 ,推广了文 [1 ]定理 2 . 相似文献
55.
Testing goodness of fit for the distribution of errors in multivariate linear models 总被引:2,自引:0,他引:2
M.D. Jimnez Gamero J. Muoz García R. Pino Mejías 《Journal of multivariate analysis》2005,95(2):301-322
In this paper, to test goodness of fit to any fixed distribution of errors in multivariate linear models, we consider a weighted integral of the squared modulus of the difference between the empirical characteristic function of the residuals and the characteristic function under the null hypothesis. We study the limiting behaviour of this test statistic under the null hypothesis and under alternatives. In the asymptotics, the rank of the design matrix is allowed to grow with the sample size. 相似文献
56.
The classes ofL
1-matrices,L
2-matrices,L
3-matrices andW-matrices are introduced to study solvability of a linear complementarity problem via solving a linear program. Three sufficient
conditions are presented to guarantee that a linear complementarity problem is solvable via a linear program. The new sufficient
conditions are weaker than the ones introduced by Mangasarian. This fact is also illustrated by an example.
Partially supported by NSFC.
This author is also with College of Business Administration of Human University as a Lotus chair professor. 相似文献
57.
A flow model in combination with a statistical-dynamical turbulence generator and a linearised Euler time-domain model for sound waves were used to simulate the effect of screen-induced turbulence on the noise level in the acoustical shadow of a screen in wind. Instead of simulating a great number of different frozen turbulence realisations, the concept of transient turbulence was successfully tested and applied. This concept is adequate to the time-domain model and reduces the computational demands. Several two-dimensional simulations allowed to isolate the individual effects of wind and screen on the propagation of 500 Hz sound waves over a 4-m high noise barrier. At a distance of 250 m from the source (240 m behind the screen) the sheltering effect of the screen and the refraction effect of the wind are in the order of 6 and 4 dB, respectively. The screen-induced turbulence leads to fluctuations in the noise level with a standard deviation of 1.2 dB and a maximum amplitude of 3 dB. However, the time averaged effect turned out to be in the order of merely 0.2 dB. The effect of the screen-induced turbulence on the average noise level behind the screen is therefore negligible. 相似文献
58.
利用集值映射不动点定理及最优化问题与变分不等式的关系给出线性G^↑ateaux可微的锥凸映射的广义有效点的一个存在性定理。 相似文献
59.
A linear inequality system with infinitely many constraints is polynomial (analytical) if its index set is a compact interval
of the real line and all its coefficients are polynomial (analytical, respectively) functions of the index on this interval.
This paper provides an example of analytical system whose solution set cannot be the solution set of any polynomial system.
Research supported by DGES of Spain and FEDER of UE, Grant BFM2002-04114-C02-01.
Research supported by CONACyT of Mexico, Grant 130036.
Research partially supported by CONACyT of Mexico, Grant 44003. 相似文献
60.
In the paper, the behaviour of interior point algorithms is analyzed by using a variable metric method approach. A class of
polynomial variable metric algorithms is given achieving O ((n/β)L) iterations for solving a canonical form linear optimization problem with respect to a wide class of Riemannian metrics,
wheren is the number of dimensions and β a fixed value. It is shown that the vector fields of several interior point algorithms
for linear optimization is the negative Riemannian gradient vector field of a linear a potential or a logarithmic barrier
function for suitable Riemannian metrics.
Research Partially supported by the Hungarian National Research Foundation, Grant Nos. OTKA-T016413 and OTKA-2116. 相似文献