A proximal gradient descent method for the extended second-order cone linear complementarity problem

We consider an extended second-order cone linear complementarity problem (SOCLCP), including the generalized SOCLCP, the horizontal SOCLCP, the vertical SOCLCP, and the mixed SOCLCP as special cases. In this paper, we present some simple second-order cone constrained and unconstrained reformulation problems, and under mild conditions prove the equivalence between the stationary points of these optimization problems and the solutions of the extended SOCLCP. Particularly, we develop a proximal gradient descent method for solving the second-order cone constrained problems. This method is very simple and at each iteration makes only one Euclidean projection onto second-order cones. We establish global convergence and, under a local Lipschitzian error bound assumption, linear rate of convergence. Numerical comparisons are made with the limited-memory BFGS method for the unconstrained reformulations, which verify the effectiveness of the proposed method.     

Optimal convergence rates to nonlinear diffusion waves for the compressible Euler-Poisson system with damping

In this work, we study the 1-D isentropic bipolar hydrodynamic model. This model takes the form of compressible Euler-Poisson system with nonlinear damping added to the momentum equations. Under some smallness conditions, the solutions to the Cauchy problem of the system globally exist and convergence to the nonlinear diffusion waves, which are the corresponding solutions of nonlinear parabolic equations given by the Darcy's law with a specified initial data. The optimal convergence rates are obtained by Green function method when the initial perturbation is in L¹-space.     

Strong convergence of a new composite iterative method for equilibrium problems and fixed point problems

In this paper, we propose a new composite iterative method for finding a common point of the set of solutions of an equilibrium problem and the set of fixed points of a countable family of nonexpansive mappings in a Hilbert space. It is proved that the sequence generated by the iterative scheme converges strongly to a common point of the set of solutions of an equilibrium problem and the set of fixed points of a countable family of nonexpansive mappings. Our results improve and extend the corresponding ones announced by many others.     

A feasible SQP method for nonlinear programming

In this paper, a new SQP algorithm is presented to solve the general nonlinear programs with mixed equality and inequality constraints. Quoted from P. Spellucci (see [9]), this method maybe be named sequential equality constrained quadratic programming (SECQP) algorithm. Per single iteration, based on an active set strategy ( see [9]), this SECQP algorithm requires only to solve equality constrained quadratic programming subproblems or system of linear equations. The theoretical analysis shows that global and superlinear convergence can be induced under some suitable conditions.     

两个均匀分布总体标准差比的区间估计

考虑取两个均匀分布总体样本数不等时,两个均匀分布总体标准差比的估计,给出了两个均匀分布总体标准差比的区间估计.     

非线性最小二乘问题收敛性的证明

主要讨论了无约束最优化中非线性最小二乘问题的收敛性.侧重于收敛的速率和整体、局部分析.改变了Gauss—Newton方法收敛性定理的条件,分两种情况证明了:(1)目标函数的海赛矩阵正定(函数严格凸)时为强整体二阶收敛;(2)目标函数不保证严格凸性,但海赛矩阵的逆存在时为局部收敛,敛速仍为二阶,同时给出了J(X)~(-1)和Q(X)~(-1)之间存在、有界性的等价条件.     

A remark about the Orlicz-Pettis theorem and the statistical convergence

In this paper we obtain a new version of the Orlicz-Pettis theorem by using statistical convergence. To obtain this result we prove a theorem of uniform convergence on matrices related to the statistical convergence.     

Uniform estimate for the tail probabilities of randomly weighted sums

Several authors have studied the uniform estimate for the tail probabilities of randomly weighted sumsa.ud their maxima. In this paper, we generalize their work to the situation thatis a sequence of upper tail asymptotically independent random variables with common distribution from the is a sequence of nonnegative random variables, independent of and satisfying some regular conditions. Moreover. no additional assumption is required on the dependence structureof {θi,i≥ 1）.     

COMPACT DIFFERENCE SCHEMES FOR THE DIFFUSION AND SCHRODINGER EQUATIONS. APPROXIMATION,STABILITY, CONVERGENCE,EFFECTIVENESS, MONOTONY

Various compact difference schemes （both old and new, explicit and implicit, one-level and two-level）, which approximate the diffusion equation and SchrSdinger equation with periodical boundary conditions are constructed by means of the general approach. The results of numerical experiments for various initial data and right hand side are presented. We evaluate the real order of their convergence, as well as their stability, effectiveness, and various kinds of monotony. The optimal Courant number depends on the number of grid knots and on the smoothness of solutions. The competition of various schemes should be organized for the fixed number of arithmetic operations, which are necessary for numerical integration of a given Cauchy problem. This approach to the construction of compact schemes can be developed for numerical solution of various problems of mathematical physics.     

ASYMPTOTIC PROPERTIES OF THE MOMENT CONVERGENCE FOR NA SEQUENCES

It is well-known that the complete convergence theorem for i.i.d. random variables has been an active topic since the famous work done by Hsu and Robbins [6]. Chow [4]obtained a moment version of Hsu and Robbins series. However, the series tends to infinity whenever ∈ goes to zero, so it is of interest to investigate the asymptotic behavior of the series as ∈ goes to zero. This note gives some limit theorems of the series generated by moments for NA random variables.