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111.
L. Contesse-Becker 《Journal of Optimization Theory and Applications》1993,79(2):273-310
In this paper, we extend the classical convergence and rate of convergence results for the method of multipliers for equality constrained problems to general inequality constrained problems, without assuming the strict complementarity hypothesis at the local optimal solution. Instead, we consider an alternative second-order sufficient condition for a strict local minimum, which coincides with the standard one in the case of strict complementary slackness. As a consequence, new stopping rules are derived in order to guarantee a local linear rate of convergence for the method, even if the current Lagrangian is only asymptotically minimized in this more general setting. These extended results allow us to broaden the scope of applicability of the method of multipliers, in order to cover all those problems admitting loosely binding constraints at some optimal solution. This fact is not meaningless, since in practice this kind of problem seems to be more the rule rather than the exception.In proving the different results, we follow the classical primaldual approach to the method of multipliers, considering the approximate minimizers for the original augmented Lagrangian as the exact solutions for some adequate approximate augmented Lagrangian. In particular, we prove a general uniform continuity property concerning both their primal and their dual optimal solution set maps, a property that could be useful beyond the scope of this paper. This approach leads to very simple proofs of the preliminary results and to a straight-forward proof of the main results.The author gratefully acknowledges the referees for their helpful comments and remarks. This research was supported by FONDECYT (Fondo Nacional de Desarrollo Científico y Technológico de Chile). 相似文献
112.
谐振子薛定谔方程的简单解法 总被引:2,自引:0,他引:2
物质的许多物理与化学性质都可以用线性谐振子模型解释,本文用简单的数学运算求解线性谐振子的薛定谔方程,避免了特殊函数等复杂的数学运算,得出了量子力学教材完全相同的结果。 相似文献
113.
Identification of nonlinear elliptic equations 总被引:1,自引:0,他引:1
An optimization theoretic approach and algorithm for the estimation of state-dependent coefficients in nonlinear elliptic equation is presented. It is based on a splitting method combined with convex analysis techniques. Convergence of the algorithm is established and numerical examples are included.The research of K. Kunisch was supported in part by a grant from the Bundesministerium für Wissenschaft und Forschung, Austria. 相似文献
114.
In this work two non-local problems for the parabolic-hyperbolic type equation with non-characteristic line of changing type
are considered. Unique solvability of these problems is proven. The uniqueness of the solution is proven by the method of
energy integrals and the existence is proven by the method of integral equations. 相似文献
115.
A. S. Kholodov Ya. A. Kholodov 《Computational Mathematics and Mathematical Physics》2006,46(9):1560-1588
Previously formulated monotonicity criteria for explicit two-level difference schemes designed for hyperbolic equations (S.K. Godunov’s, A. Harten’s (TVD schemes), characteristic criteria) are extended to multileveled, including implicit, stencils. The characteristic monotonicity criterion is used to develop a universal algorithm for constructing high-order accurate nonlinear monotone schemes (for an arbitrary form of the desired solution) based on their analysis in the space of grid functions. Several new fourth-to-third-order accurate monotone difference schemes on a compact three-level stencil and nonexpanding (three-point) stencils are proposed for an extended system, which ensures their monotonicity for both the desired function and its derivatives. The difference schemes are tested using the characteristic monotonicity criterion and are extended to systems of hyperbolic equations. 相似文献
116.
O. Yu. Dashkova 《Algebra and Logic》2007,46(5):297-302
We are concerned with infinite-dimensional locally soluble linear groups of infinite central dimension that are not soluble
A3-groups and all of whose proper subgroups, which are not soluble A3-groups, have finite central dimension. The structure of groups in this class is described. The case of infinite-dimensional
locally nilpotent linear groups satisfying the specified conditions is treated separately. A similar problem is solved for
infinite-dimensional locally soluble linear groups of infinite fundamental dimension that are not soluble A3-groups and all of whose proper subgroups, which are not soluble A3-groups, have finite fundamental dimension.
__________
Translated from Algebra i Logika, Vol. 46, No. 5, pp. 548–559, September–October, 2007. 相似文献
117.
We study problems of interpolation of positive linear operators in couples of ordered Banach spaces. From this viewpoint, we study couples of noncommutative spaces L 1, L ∞ associated with weights and traces on von Neumann algebras. 相似文献
118.
Juan Pablo Vielma 《Operations Research Letters》2007,35(1):29-35
Two independent proofs of the polyhedrality of the split closure of mixed integer linear program have been previously presented. Unfortunately neither of these proofs is constructive. In this paper, we present a constructive version of this proof. We also show that split cuts dominate a family of inequalities introduced by Köppe and Weismantel. 相似文献
119.
L. E. Payne G. A. Philippin V. Proytcheva 《Mathematical Methods in the Applied Sciences》2007,30(15):1885-1898
In this paper, we investigate the continuous dependence on the geometry and the initial time for solutions u( x , t) of a class of nonlinear parabolic initial‐boundary value problems. Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
120.
Yang Zuosheng 《国际流体数值方法杂志》2005,47(12):1423-1430
A complete boundary integral formulation for compressible Navier–Stokes equations with time discretization by operator splitting is developed using the fundamental solutions of the Helmholtz operator equation with different order. The numerical results for wall pressure and wall skin friction of two‐dimensional compressible laminar viscous flow around airfoils are in good agreement with field numerical methods. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献