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81.
We consider the symmetric rank-one, quasi-Newton formula. The hereditary properties of this formula do not require quasi-Newton directions of search. Therefore, this formula is easy to use in constrained optimization algorithms; no explicit projections of either the Hessian approximations or the parameter changes are required. Moreover, the entire Hessian approximation is available at each iteration for determining the direction of search, which need not be a quasi-Newton direction. Theoretical difficulties, however, exist. Even for a positive-definite, quadratic function with no constraints, it is possible that the symmetric rank-one update may not be defined at some iteration. In this paper, we first demonstrate that such failures of definition correspond to either losses of independence in the directions of search being generated or to near-singularity of the Hessian approximation being generated. We then describe a procedure that guarantees that these updates are well-defined for any nonsingular quadratic function. This procedure has been incorporated into an algorithm for minimizing a function subject to box constraints. Box constraints arise naturally in the minimization of a function with many minima or a function that is defined only in some subregion of the space. 相似文献
82.
Mechthild Thalhammer 《BIT Numerical Mathematics》2004,44(2):343-361
In this note, we investigate the convergence behaviour of linear multistep discretizations for singularly perturbed systems, emphasising the features of variable stepsizes. We derive a convergence result for A()-stable linear multistep methods and specify a refined error estimate for backward differentiation formulas. Important ingredients in our convergence analysis are stability bounds for non-autonomous linear problems that are obtained by perturbation techniques. 相似文献
83.
We compute the 2-rank of the wild kernel WK2(F) of a number field by constructing a 2-class group ad hoc. The main result generalizes in the more intricate case the canonical isomorphism established for odd primes under the assumption in a previous article (cf. (Acta. Arith. 67 (1994) 335; Math. Z. 238 (2001) 335)). It involves a criterium of triviality for the 2-part of the wild kernel of Galois number fields and, in the particular case of quadratic fields, it leads to a logarithmic interpretation of the diophantine conditions obtained by other authors. 相似文献
84.
H.D Voulov 《Journal of Mathematical Analysis and Applications》2004,296(1):32-43
We prove that every positive solution of the third order difference equation
85.
Nasser-eddine Tatar 《Journal of Mathematical Analysis and Applications》2004,295(2):303-314
We consider the fractional differential equation
86.
Fordyce A. Davidson Bryan P. Rynne 《Journal of Mathematical Analysis and Applications》2004,300(2):491-504
Let TR be a time-scale, with a=infT, b=supT. We consider the nonlinear boundary value problem (2) (4)
u(a)=u(b)=0,