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1.
In this paper we focus on the problem of identifying the index sets P(x):=i|xi>0, N(x):={i|Fi(x)>0 and C(x):=i|xi=Fi(x)=0} for a solution x of the monotone nonlinear complementarity problem NCP(F). The correct identification of these sets is important from both theoretical and practical points of view. Such an identification enables us to remove complementarity conditions from the NCP and locally reduce the NCP to a system which can be dealt with more easily. We present a new technique that utilizes a sequence generated by the proximal point algorithm (PPA). Using the superlinear convergence property of PPA, we show that the proposed technique can identify the correct index sets without assuming the nondegeneracy and the local uniqueness of the solution.This work was supported in part by a Grant-in-Aid for Scientific Research from the Ministry of Education, Science, Sports and Culture of Japan.Mathematics Subject Classification (2000): 90C33, 65K10 相似文献
2.
A globally convergent Newton method for solving strongly monotone variational inequalities 总被引:14,自引:0,他引:14
Variational inequality problems have been used to formulate and study equilibrium problems, which arise in many fields including economics, operations research and regional sciences. For solving variational inequality problems, various iterative methods such as projection methods and the nonlinear Jacobi method have been developed. These methods are convergent to a solution under certain conditions, but their rates of convergence are typically linear. In this paper we propose to modify the Newton method for variational inequality problems by using a certain differentiable merit function to determine a suitable step length. The purpose of introducing this merit function is to provide some measure of the discrepancy between the solution and the current iterate. It is then shown that, under the strong monotonicity assumption, the method is globally convergent and, under some additional assumptions, the rate of convergence is quadratic. Limited computational experience indicates the high efficiency of the proposed method. 相似文献
3.
An optical fiber multi-function device consisting of a single gradient-index-rod lens and a multi-facet blazed reflection
grating is proposed to simultaneously realize functions of wavelength demultiplexing and optical signal distribution in a
multimode optical fiber transmission system. We analyzed the demultiplexing characteristics and the tolerance of optical components
using the ray trace method. This device can realize not only low loss optical signal distribution but also offers improved
demultiplexing characteristics in comparison with the previously proposed demultiplexer-multiposition switch. The following
characteristics are expected from the design using commercially available optical components: a working band of 0.64–0.88
μm, channel separation of 34–36 nm, 3 dB bandwidth of 27–28 nm, channel cross-talk of less than - 40 dB and minimum excess
insertion loss of 0.9–2.1 dB. 相似文献
4.
Dashan Huang Yoshitaka Kai Frank J. Fabozzi Masao Fukushima 《European Journal of Operational Research》2007
This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model. 相似文献
5.
Satoru Ibaraki Masao Fukushima Toshihide Ibaraki 《Computational Optimization and Applications》1992,1(2):207-226
A primal-dual version of the proximal point algorithm is developed for linearly constrained convex programming problems. The algorithm is an iterative method to find a saddle point of the Lagrangian of the problem. At each iteration of the algorithm, we compute an approximate saddle point of the Lagrangian function augmented by quadratic proximal terms of both primal and dual variables. Specifically, we first minimize the function with respect to the primal variables and then approximately maximize the resulting function of the dual variables. The merit of this approach exists in the fact that the latter function is differentiable and the maximization of this function is subject to no constraints. We discuss convergence properties of the algorithm and report some numerical results for network flow problems with separable quadratic costs. 相似文献
6.
M. Fukushima H. Tamate N. Fujii Y. Nakano 《Journal of Radioanalytical and Nuclear Chemistry》2003,257(1):105-108
In this work, we determined the levels of trace metals in protein fractions isolated from rock oysters by neutron activation analysis (NAA) and particle induced X-ray emission (PIXE). Proteins were extracted from mantles and hepatopancreases of rock oysters and fractionated by size-exclusion high performance liquid chromatography (HPLC). The protein fractions from mantles and hepatopancreases are found to be abundant in Fe, Cu, Zn, Mn, Pb, and Ag. HPLC profiles of Fe, Cu, Zn, and Ag indicate that those elements are bound to proteins extracted from mantles and hepatopancreases. 相似文献
7.
Makoto Kato Azusa Tsukigase Hiromitsu Tanaka Arimitsu Usuki Isamu Inai 《Journal of polymer science. Part A, Polymer chemistry》2006,44(3):1182-1188
Isobutylene isoprene rubber (IIR)‐clay nanocomposites have been prepared successfully by melt intercalation with maleic anhydride‐grafted IIR (Ma‐g‐IIR) and organophilic clay. In IIR‐clay nanocomposites, the silicate layers of the clay were exfoliated and dispersed into the monolayer. The nanocomposites exhibited greater gas barrier properties compared with those of Ma‐g‐IIR. When 15 phr clay was added, gas barrier properties were 2.5 times greater than those of Ma‐g‐IIR. © 2005 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 44: 1182–1188, 2006 相似文献
8.
Separation of fulvic acid from soil extracts based on ion-pair formation with a cationic surfactant.
Masami Fukushima Atsunori Kikuchi Kenji Tatsumi Fumiko Tanaka 《Analytical sciences》2006,22(2):229-233
A novel method for separating fulvic acid (FA) from soil extracts is proposed. The FA, defined as the acid-soluble fraction of an alkaline extract of soil, was separated based on the precipitation of an ion-pair with a cationic surfactant, such as domiphen bromide. The precipitate was dissolved in aqueous HCl to produce H+ -type FA and a surfactant chloride (SUR-Cl). SUR-Cl, in the aqueous solution, was removed by extraction with CHCl3. After the aqueous phase was passed through a cation-exchanger (H+ -type), H+ -type FA (FA-SUR) was obtained as a powder by lyophylization. The chemical characteristics of FA-SUR were compared with an FA sample separated according to the method of the International Humic Substances Society using a DAX-8 resin (FA-DAX). The oxygen content, O/C atomic ratio and total acidity of the FA-SUR were significantly larger than the corresponding values for FA-DAX. The solid-state CPMS 13C NMR spectra indicated that the higher oxygen content of the FA-SUR could be due to alcoholic hydroxyl groups and polysaccharides as well as carboxylic groups. These results show that FA-SUR is more polar and hydrophilic than FA-DAX. 相似文献
9.
10.
A fluorimetric determination method for N-arachidonoylethanolamine (anandamide) was developed using a precolumn fluorescence derivatization followed by coupled-column high-performance liquid chromatography (HPLC). Anandamide extracted from the rat brain tissue was derivatized with 4-N-chloroformylmethyl-N-methylamino-7-N, N-dimethylaminosulfonyl-2,1,3-benzoxadiazole (DBD-COCl), purified by a solid-phase extraction (Emporetrade mark), and assayed by the coupled-column HPLC. The HPLC consisted of phenyl (100 x 4.6 mm i.d. ) and octadecylsilica columns (250 x 4.6 mm i.d.), both connected by a six-port valve. The concentration of anandamide in rat brain was 3. 37 +/- 0.73 pmol/g with 6.47 and 3.57% of intra- and inter-day precisions, respectively. Using this method, we investigated the alteration of anandamide concentration in rat brain 30 min after administration of anandamide (2 mg/kg, i.p.) to rats pretreated with or without phenylmethylsulfonyl fluoride (PMSF; 30 mg/kg, i.p.), an inhibitor of amidohydrolase. In rats pretreated with PMSF, the brain concentration of anandamide was approx. 16-fold higher than that of rats without PMSF (p < 0.01). 相似文献