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41.
一类非线性单调型方程的区域分裂法 总被引:1,自引:0,他引:1
本文考虑了一类非线性单调问题的加性Schwgrz交替法和异步平行算法,并得到了在能量模意义下的收敛性结果,最后还讨论了格式的有限元离散。 相似文献
42.
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
43.
从理论上探讨了磁阻率效应,叙述了精密角位移传感器的工作原理及结构设计。传感器的分辨率已达0.01°,通过可靠性寿命试验,传感器的失效率λ(t)<1×10-7/h。 相似文献
44.
牛顿弦截法预估校正迭代格式的收敛阶 总被引:2,自引:0,他引:2
研究如下形式的牛顿弦截法的预估校正(P.C.)格式:P(预估):~xk+1=xk-(xk-xk-1)f(xk)f(xk)-f(xk-1)C(校正):xk+1=xk-(~xk+1-xk)f(xk)f~(xk+1)-f(xk)证明了它的收敛阶为2.618. 相似文献
45.
In this note, we study convergence rates in the law of large numbers for independent and identically distributed random variables under sublinear expectations. We obtain a strong L^p-convergence version and a strongly quasi sure convergence version of the law of large numbers. 相似文献
46.
可提前还款的定期贷款是隐含着期权的利率衍生物,本文建立CIR利率模型下可提前还款的定期贷款的数学模型,通过离散偏微分方程,建立了模型的计算方法,讨论了随机利率对提前还贷的影响. 相似文献
47.
Jian‐guo Tang 《Mathematical Methods in the Applied Sciences》2006,29(11):1327-1338
An implicit iterative method is applied to solving linear ill‐posed problems with perturbed operators. It is proved that the optimal convergence rate can be obtained after choosing suitable number of iterations. A generalized Morozov's discrepancy principle is proposed for the problems, and then the optimal convergence rate can also be obtained by an a posteriori strategy. The convergence results show that the algorithm is a robust regularization method. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
48.
49.
Recently, molecular imaging has been rapidly developed to studyphysiological and pathological processes in vivo at the cellularand molecular levels. Among molecular imaging modalities, opticalimaging has attracted a major attention for its unique advantages.In this paper, we establish a mathematical framework for multispectralbioluminescence tomography (BLT) that allows simultaneous studiesof multiple optical reporters. We show solution existence, uniquenessand continuous dependence on data as well as the limiting behaviourswhen the regularization parameter approaches zero or when thepenalty parameter approaches infinity. Then, we propose twonumerical schemes for multispectral BLT and derive error estimatesfor the corresponding solutions. 相似文献
50.
A. A. Maleev 《Computational Mathematics and Mathematical Physics》2006,46(12):2031-2039
Stationary and nonstationary Jacobi-like iterative processes for solving systems of linear algebraic equations are examined. For a system whose coefficient matrix A is an H-matrix, it is shown that the convergence rate of any Jacobi-like process is at least as high as that of the point Jacobi method as applied to a system with 〈A〉 as the coefficient matrix, where 〈A〉 is a comparison matrix of A. 相似文献