Local linear convergence analysis of Primal–Dual splitting methods

In this paper, we study the local linear convergence properties of a versatile class of Primal–Dual splitting methods for minimizing composite non-smooth convex optimization problems. Under the assumption that the non-smooth components of the problem are partly smooth relative to smooth manifolds, we present a unified local convergence analysis framework for these methods. More precisely, in our framework, we first show that (i) the sequences generated by Primal–Dual splitting methods identify a pair of primal and dual smooth manifolds in a finite number of iterations, and then (ii) enter a local linear convergence regime, which is characterized based on the structure of the underlying active smooth manifolds. We also show how our results for Primal–Dual splitting can be specialized to cover existing ones on Forward–Backward splitting and Douglas–Rachford splitting/ADMM (alternating direction methods of multipliers). Moreover, based on these obtained local convergence analysis result, several practical acceleration techniques are discussed. To exemplify the usefulness of the obtained result, we consider several concrete numerical experiments arising from fields including signal/image processing, inverse problems and machine learning. The demonstration not only verifies the local linear convergence behaviour of Primal–Dual splitting methods, but also the insights on how to accelerate them in practice.     

On Constraint Qualifications in Nonsmooth Optimization

We introduce extensions of the Mangasarian-Fromovitz and Abadie constraint qualifications to nonsmooth optimization problems with feasibility given by means of lower-level sets. We do not assume directional differentiability, but only upper semicontinuity of the defining functions. By deriving and reviewing primal first-order optimality conditions for nonsmooth problems, we motivate the formulations of the constraint qualifications. Then, we study their interrelation, and we show how they are related to the Slater condition for nonsmooth convex problems, to nonsmooth reverse-convex problems, to the stability of parametric feasible set mappings, and to alternative theorems for the derivation of dual first-order optimality conditions.In the literature on general semi-infinite programming problems, a number of formally different extensions of the Mangasarian-Fromovitz constraint qualification have been introduced recently under different structural assumptions. We show that all these extensions are unified by the constraint qualification presented here.     

Asymptotic behavior of the distribution of the stock price in models with stochastic volatility: the Hull–White model

In the present Note, we study the asymptotic behavior of the distribution density of the stock price process in the Hull–White model. The leading terms in the asymptotic expansions at zero and infinity are found for such a density and the corresponding error estimates are given. Similar problems are solved for time averages of the volatility process, which are also of interest in the study of Asian options. To cite this article: A. Gulisashvili, E.M. Stein, C. R. Acad. Sci. Paris, Ser. I 343 (2006).     

A mixed‐FEM formulation for nonlinear incompressible elasticity in the plane

This article deals with an expanded mixed finite element formulation, based on the Hu‐Washizu principle, for a nonlinear incompressible material in the plane. We follow our related previous works and introduce both the stress and the strain tensors as further unknowns, which yields a two‐fold saddle point operator equation as the corresponding variational formulation. A slight generalization of the classical Babu?ka‐Brezzi's theory is applied to prove unique solvability of the continuous and discrete formulations, and to derive the corresponding a priori error analysis. An extension of the well‐known PEERS space is used to define an stable associated Galerkin scheme. Finally, we provide an a posteriori error analysis based on the classical Bank‐Weiser approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 105–128, 2002     

Viscoelastic properties of nanostructured natural rubber/polystyrene interpenetrating polymer networks

The effects of the blend ratio and initiating system on the viscoelastic properties of nanostructured natural rubber/polystyrene‐based interpenetrating polymer networks (IPNs) were investigated in the temperature range of ?80 to 150 °C. The studies were carried out at different frequencies (100, 50, 10, 1, and 0.1 Hz), and their effects on the damping and storage and loss moduli were analyzed. In all cases, tan δ and the storage and loss moduli showed two distinct transitions corresponding to natural rubber and polystyrene phases, which indicated that the system was not miscible on the molecular level. However, a slight inward shift was observed in the IPNs, with respect to the glass‐transition temperatures (T_g's) of the virgin polymers, showing a certain degree of miscibility or intermixing between the two phases. When the frequency increased from 0.1 to 100 Hz, the T_g values showed a positive shift in all cases. In a comparison of the three initiating systems (dicumyl peroxide, benzoyl peroxide, and azobisisobutyronitrile), the dicumyl peroxide system showed the highest modulus. The morphology of the IPNs was analyzed with transmission electron microscopy. The micrographs indicated that the system was nanostructured. An attempt was made to relate the viscoelastic behavior to the morphology of the IPNs. Various models, such as the series, parallel, Halpin–Tsai, Kerner, Coran, Takayanagi, and Davies models, were used to model the viscoelastic data. The area under the linear loss modulus curve was larger than that obtained by group contribution analysis; this showed that the damping was influenced by the phase morphology, dual‐phase continuity, and crosslinking of the phases. Finally, the homogeneity of the system was further evaluated with Cole–Cole analysis. © 2003 Wiley Periodicals, Inc. J Polym Sci Part B: Polym Phys 41: 1680–1696, 2003     

The harmonic consistency index for the analytic hierarchy process

A new consistency measure, the harmonic consistency index, is obtained for any positive reciprocal matrix in the analytic hierarchy process. We show how this index varies with changes in any matrix element. A tight upper bound is provided for this new consistency measure when the entries of matrix are at most 9, as is often recommended. Using simulation, the harmonic consistency index is shown to give numerical values similar to the standard consistency index but it is easier to compute and interpret. In addition, new properties of the column sums of reciprocal matrices are obtained.     

Spurenbestimmung von Blei, Cadmium und Mangan in Honigen und Zuckern

Ohne Zusammenfassung

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Trace analysis of lead, cadmium and manganese in honey and sugar

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Wir danken dem Fonds der Chemischen Industrie für finanzielle Unterstützung.     

Studies on pre-hump and main fractions of cellulose-2,5-acetate in acetone

Technical cellulose-2.5-acetates (CA 2.5) were characterized regarding their carbohydrate composition in comparison to the raw material. The association of the CA 2.5 samples in acetone was studied by size exclusion chromatography (SEC) using various acetone grades and styrene divinylbenzene copolymer columns. In HPLC grade acetone with and without addition of 1% water up to three different pre-humps eluted in front of the main fraction of the polymer. The evaluation of the main peak by light scattering measurements resulted in high molar masses indicating that for these technical CA 2.5 samples even the main fraction is not dissolved without association. No pre-humps or association phenomena were observed after addition of 1 ppm LiBr to HPLC grade acetone or with p.a. grade acetone. In addition pre-hump enriched and pre-hump free fractions were isolated by fractionated precipitation. The carbohydrate composition of these fractions was determined and correlated with their association pattern in SEC investigations.     

RECURSIVE BAIRE CLASSIFICATION AND SPEEDABLE FUNCTIONS

Using recursive variants of Baire notions of nowhere dense and meagre sets we study the topological size of speedable and infinitely often speedable functions in a machine-independent framework. We show that the set of speedable functions is not “small” whereas the set of infinitely often speedable functions is “large”. In this way we offer partial answers to a question in [4].