Convergence of splitting and Newton methods for complementarity problems: An application of some sensitivity results

This paper is concerned with two well-known families of iterative methods for solving the linear and nonlinear complementarity problems. For the linear complementarity problem, we consider the class of matrix splitting methods and establish, under a finiteness assumption on the number of solutions, a necessary and sufficient condition for the convergence of the sequence of iterates produced. A rate of convergence result for this class of methods is also derived under a stability assumption on the limit solution. For the nonlinear complementarity problem, we establish the convergence of the Newton method under the assumption of a pseudo-regular solution which generalizes Robinson's concept of a strongly regular solution. In both instances, the convergence proofs rely on a common sensitivity result of the linear complementarity problem under perturbation.This work was based on research supported by the National Science Foundation under grant ECS-8717968.     

Random walks on inhomogeneous lattices

For lattices with two kinds of points (black and white), distributed according to a translation-invariant joint probability distribution, we study statistical properties of the sequence of consecutive colors encountered by a random walker moving through the lattice. The probability distribution for the single steps of the walk is considered to be independent of the colors of the points. Several exact results are presented which are valid in any number of dimensions and for arbitrary probability distributions for the coloring of the points and the steps of the walk. They are used to derive a few general properties of random walks on lattices containing traps.Presented at the Symposium on Random Walks, Gaithersburg, MD, June 1982.     

Bonferroni-type inequalities; Chebyshev-type inequalities for the distributions on [0, n]

An elementary majorant-minorant method to construct the most stringent Bonferroni-type inequalities is presented. These are essentially Chebyshev-type inequalities for discrete probability distributions on the set {0, 1,..., n}, where n is the number of concerned events, and polynomials with specific properties on the set lead to the inequalities. All the known results are proved easily by this method. Further, the inequalities in terms of all the lower moments are completely solved by the method. As examples, the most stringent new inequalities of degrees three and four are obtained. Simpler expressions of Mrgritescu's inequality (1987, Stud. Cerc. Mat., 39, 246–251), improving Galambos' inequality, are given.     

Facets for the cut cone I

We study facets of the cut coneC _n , i.e., the cone of dimension 1/2n(n – 1) generated by the cuts of the complete graph onn vertices. Actually, the study of the facets of the cut cone is equivalent in some sense to the study of the facets of the cut polytope. We present several operations on facets and, in particular, a lifting procedure for constructing facets ofC _n+1 from given facets of the lower dimensional coneC _n . After reviewing hypermetric valid inequalities, we describe the new class of cycle inequalities and prove the facet property for several subclasses. The new class of parachute facets is developed and other known facets and valid inequalities are presented.     

A long-time tail for random walk in random scenery

Consider a simple random walk on ^d whose sites are colored black or white independently with probabilityq, resp. 1–q. Walk and coloring are independent. Letn _k be the number of steps by the walk between itskth and (k+1) th visits to a black site (i.e., the length of itskth white run), and let _k =E(n _k )–q ^–1. Our main result is a proof that (*) lim _k k ^d/2 _k = (1 –q)q ^{d/2 – 2}(d/2) ^d/2. Since it is known thatq ^{– 1} _k =E(n ₁ n _{k + 1} B) –E(n ₁ B)E(n _{k + 1} B), withB the event that the origin is black, (*) exhibits a long-time tail in the run length autocorrelation function. Numerical calculations of _k (1k100) ind=1, 2, and 3 show that there is an oscillatory behavior of _k for smallk. This damps exponentially fast, following which the power law sets in fairly rapidly. We prove that if the coloring is not independent, but is convex in the sense of FKG, then the decay of _k cannot be faster than (*).     

次M矩阵的Hadamard不等式的进一步改进

本文研究次M矩阵的行列式性质,讨论了对其上的Hadamard-Fischer不等式的改进,得到的主要结果是:对任一非奇异n阶次M矩阵A,都有:     

Buniakowski-Cauchy积分不等式的新推广

在研究Buniakowski—Cauchy积分不等式的基础上，给出了其新的积分不等式的推广式，并用构造性方法予以证明．考察了离散型Cauchy不等式，认为只要将所得到的Buniakowski—Cauchy新推广积分不等式作某种特殊赋值，就能够进一步得到离散型Cauchy不等式的新的积分型推广式，从而体现它们之间的内在联系．     

较为精密的Hardy-Hilbert型不等式

本文引入参数α,建立一个具有最佳常数因子的较为精密的Hardy Hilbert型不等式 作为应用,建立了一个等价式     

Grushin平面上的Brunn-MinkoWski不等式和等周不等式

首先证明了Grushin球不是Grushin平面上等周问题的解,然后得到了Brunn-Minkowski不等式在Grushin平面上是不成立的.     

Lp空间中Post-Widder算子带权同时逼近的强逆不等式

对于Post-Widder算子Pn(f,x),证明了当s∈N0=N U{0},wf(s)∈Lp(0,∞)(1＜p≤∞)时,存在某一正数m,使得ω2ψ(f(s),1/(∫)n)ω,p≤C(∥ω(P(s)nf-f(s))∥p+∥ω(P(s)mnf-f(s))∥p+1/n∥ωf(s)∥p),其中ψ(x)=x;w(x)=xa(1+x)b;a,6∈R1;C＞0;ωψ2(f,t)w,p是带权光滑模.