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排序方式: 共有716条查询结果,搜索用时 15 毫秒
1.
Y. Wardi 《Journal of Optimization Theory and Applications》1989,61(3):473-485
A stochastic algorithm for finding stationary points of real-valued functions defined on a Euclidean space is analyzed. It is based on the Robbins-Monro stochastic approximation procedure. Gradient evaluations are done by means of Monte Carlo simulations. At each iteratex
i
, one sample point is drawn from an underlying probability space, based on which the gradient is approximated. The descent direction is against the approximation of the gradient, and the stepsize is 1/i. It is shown that, under broad conditions, w.p.1 if the sequence of iteratesx
1,x
2,...generated by the algorithm is bounded, then all of its accumulation points are stationary. 相似文献
2.
Belov V. V. Dobrokhotov S. Yu. Maksimov V. A. 《Theoretical and Mathematical Physics》2003,135(3):765-791
Different versions of the Darboux–Weinstein theorem guarantee the existence of action–angle-type variables and the harmonic-oscillator variables in a neighborhood of isotropic tori in the phase space. The procedure for constructing these variables is reduced to solving a rather complicated system of partial differential equations. We show that this system can be integrated in quadratures, which permits reducing the problem of constructing these variables to solving a system of quadratic equations. We discuss several applications of this purely geometric fact in problems of classical and quantum mechanics. 相似文献
3.
Using a method of uniform approximations, necessary and sufficient conditions for a nonsmooth constrained vector-valued minimax problem are established in terms of Mordukhovich subdifferentials. 相似文献
4.
We show that the algorithm presented in an earlier paper by Studniarski (Numer. Math., 55:685–693, 1989) can be applied, after only a small modification, to approximate numerically Clarke’s subgradients of semismooth functions
of two variables. Results of computational testing of this modified algorithm are also reported.
相似文献
5.
Cristinel Mortici 《Czechoslovak Mathematical Journal》2005,55(3):709-718
In this paper we give some new results concerning solvability of the 1-dimensional differential equation y′ = f(x, y) with initial conditions. We study the basic theorem due to Picard. First we prove that the existence and uniqueness result
remains true if f is a Lipschitz function with respect to the first argument. In the second part we give a contractive method for the proof
of Picard theorem. These considerations allow us to develop two new methods for finding an approximation sequence for the
solution. Finally, some applications are given. 相似文献
6.
Eitan Altman 《Mathematical Methods of Operations Research》1993,37(2):151-170
We present in this paper several asymptotic properties of constrained Markov Decision Processes (MDPs) with a countable state space. We treat both the discounted and the expected average cost, with unbounded cost. We are interested in (1) the convergence of finite horizon MDPs to the infinite horizon MDP, (2) convergence of MDPs with a truncated state space to the problem with infinite state space, (3) convergence of MDPs as the discount factor goes to a limit. In all these cases we establish the convergence of optimal values and policies. Moreover, based on the optimal policy for the limiting problem, we construct policies which are almost optimal for the other (approximating) problems. Based on the convergence of MDPs with a truncated state space to the problem with infinite state space, we show that an optimal stationary policy exists such that the number of randomisations it uses is less or equal to the number of constraints plus one. We finally apply the results to a dynamic scheduling problem.This work was partially supported by the Chateaubriand fellowship from the French embassy in Israel and by the European Grant BRA-QMIPS of CEC DG XIII 相似文献
7.
We consider the Stackelberg problem corresponding to a two-player game in which one of the two players has the leadership in playing the game. We present a general approach for approximating the considered hierarchical programming problem by a sequence of two-level optimization problems. From a practical point of view, we also give some results for asymptotically Stackelberg approximating sequences and for problems with perturbed constraints.This paper is based upon results first presented at Journées Fermat: Mathematics for Optimization, Toulouse, France, May 1985. 相似文献
8.
Ajit Chaturvedi 《Annals of the Institute of Statistical Mathematics》1988,40(4):769-783
The sequential procedures developed by Starr (1966, Ann. Math. Statist., 37, 1173–1185) for estimating the mean of a normal population are further analyzed. Asymptotic properties of the regret and first two moments of the stopping rules are studied and second-order approximations are derived. 相似文献
9.
Yaakov Rosenfeld 《Journal of statistical physics》1984,37(1-2):215-236
The thermodynamic properties of the mean spherical (MSA), Percus-Yevick (PY), and hypernetted-chain (HNC) approximations are derived by a simple and unified approach by considering the RPA free-energy functionalF and employing an Ewald-type identity. It is demonstrated that with decreasing relative contribution of the hard-core insertion to the thermodynamic functions, the MSA changes its nature from PY-like to HNC-like, withF changing its role from excess pressure to excess free energy, respectively. It is found that the condition of continuity of the MSA pair functions is equivalent to a stationarity condition forF and leads to thermodynamic consistency between the virial and energy equations of state for the (thus defined) soft-MSA (SMSA), withF playing the role of the excess free energy. It is shown that the PY-compressibility and virial equations of state forD-dimensional hard spheres may be simply obtained one from the other without knowing any details of the solution of the model. Using this relation we find an indication that the PY approximation for hard spheres becomes less accurate with increasing dimensionality. A general variational formulation is presented for the application of the MSA for soft potentials, and results for the one-component plasma are discussed and extended.On sabbatical leave from the Nuclear Research Center-Negev, P.O. Box 9001, Beer Sheva, Israel. 相似文献
10.
Leo P. Kadanoff Anthony Houghton Mehmet C. Yalabik 《Journal of statistical physics》1976,14(2):171-203
Approximate recursion relations which give upper and lower bounds on the free energy are described. Optimal calculations of the free energy can then be obtained by treating parameters within the renormalization equations variationally. As an example, a particularly simple lower bound approximation which preserves the symmetry of the Hamiltonian (the one-hypercube approximation) is described. The approximation is applied to both the Ising model and the Wilson-Fisher model. At the fixed point a parameter is set variationally and critical indices are calculated. For the Ising model the agreement with the exact results atd = 2 is surprisingly good, 0.1%, and is good atd=3 and evend=4. For the Wilson-Fisher model the recursion relation is reduced to a one-dimensional integral equation which can be solved numerically givingv=0.652 atd=3, or by expansion in agreement with the results of Wilson and Fisher to leading order in . The method is also used to calculate thermodynamic functions for thed = 2 Ising model; excellent agreement with the Onsager solution is found.Supported in part by the National Science Foundation under Grants Nos. MPS73-04886A01 and GH-41512 and by the Brown University Materials Research Laboratory supported by the National Science Foundation. M.C.Y. was supported by a grant from the Scientific and Technical Research Council of Turkey. 相似文献