Stochastic algorithms with armijo stepsizes for minimization of functions

Stochastic algorithms for optimization problems, where function evaluations are done by Monte Carlo simulations, are presented. At each iteratex _i, they draw a predetermined numbern(i) of sample points from an underlying probability space; based on these sample points, they compute a feasible-descent direction, an Armijo stepsize, and the next iteratex _i+1. For an appropriate optimality function , corresponding to an optimality condition, it is shown that, ifn(i) , then (x _i) 0, whereJ is a set of integers whose upper density is zero. First, convergence is shown for a general algorithm prototype: then, a steepest-descent algorithm for unconstrained problems and a feasible-direction algorithm for problems with inequality constraints are developed. A numerical example is supplied.     

Continuity properties of the normal cone to the level sets of a quasiconvex function

Two main properties of the subgradient mapping of convex functions are transposed for quasiconvex ones. The continuity of the functionxf(x)^–1f(x) on the domain where it is defined is deduced from some continuity properties of the normal coneN to the level sets of the quasiconvex functionf. We also prove that, under a pseudoconvexity-type condition, the normal coneN(x) to the set {x:f(x)f(x)} can be expressed as the convex hull of the limits of type {N(x _n)}, where {x _n} is a sequence converging tox and contained in a dense subsetD. In particular, whenf is pseudoconvex,D can be taken equal to the set of points wheref is differentiable.This research was completed while the second author was on a sabbatical leave at the University of Montreal and was supported by a NSERC grant. It has its origin in the doctoral thesis of the first author (Ref. 1), prepared under the direction of the second author.The authors are grateful to an anonymous referee and C. Zalinescu for their helpful remarks on a previous version of this paper.     

Image space approach to penalty methods

In this paper, we introduce a unified framework for the study of penalty concepts by means of the separation functions in the image space (see Ref. 1). Moreover, we establish new results concerning a correspondence between the solutions of the constrained problem and the limit points of the unconstrained minima. Finally, we analyze some known classes of penalty functions and some known classical results about penalization, and we show that they can be derived from our results directly.     

Uniform Continuity of a Family of Weakly Regular Set Functions on Topological Spaces

Conditions for the uniform continuity of a family of weakly regular set functions defined on an algebra of subsets of a -topological space (T,) and taking values in an arbitrary topological space are found.     

Recovery of Band-Limited Functions on Locally Compact Abelian Groups from Irregular Samples

Using the techniques of approximation and factorization of convolution operators we study the problem of irregular sampling of band-limited functions on a locally compact Abelian group G. The results of this paper relate to earlier work by Feichtinger and Gröchenig in a similar way as Kluvánek's work published in 1969 relates to the classical Shannon Sampling Theorem. Generally speaking we claim that reconstruction is possible as long as there is sufficient high sampling density. Moreover, the iterative reconstruction algorithms apply simultaneously to families of Banach spaces.     

Existence of an Angular Density of Roots of Entire Functions of Order Zero

We obtain sufficient conditions for the set of roots of an entire function of order zero of strongly regular growth to possess an angular density.     

Detecting Mass Points of Representing Measures

We discuss a possibility of deciding whether measures representing a moment sequence or realizing orthogonality of polynomials have atoms. This is done on the real line and in several variables.     

Modularity and Total Ellipticity of Some Multiple Series of Hypergeometric Type

We collect some new evidence for the validity of the conjecture that every totally elliptic hypergeometric series is modular invariant and briefly discuss a generalization of such series to Riemann surfaces of arbitrary genus.     

Resolution of Some Open Problems Concerning Multiple Zeta Evaluations of Arbitrary Depth

We prove some new evaluations for multiple polylogarithms of arbitrary depth. The simplest of our results is a multiple zeta evaluation one order of complexity beyond the well-known Broadhurst–Zagier formula. Other results we provide settle three of the remaining outstanding conjectures of Borwein, Bradley, and Broadhurst. A complete treatment of a certain arbitrary depth class of periodic alternating unit Euler sums is also given.     

Local Feasible QP-Free Algorithms for the Constrained Minimization of SC1 Functions

We consider the problem of minimizing an SC¹ function subject to inequality constraints. We propose a local algorithm whose distinguishing features are that: (a) a fast convergence rate is achieved under reasonable assumptions that do not include strict complementarity at the solution; (b) the solution of only linear systems is required at each iteration; (c) all the points generated are feasible. After analyzing a basic Newton algorithm, we propose some variants aimed at reducing the computational costs and, in particular, we consider a quasi-Newton version of the algorithm.