Showing 1 - 10 of 345
In this work, we give a tight estimate of the rate of convergence for the Halpern-iteration for approximating a fixed point of a nonexpansive mapping in a Hilbert space. Specifically, using semidefinite programming and duality we prove that the norm of the residuals is upper bounded by the...
Persistent link: https://www.econbiz.de/10014504510
We study the almost periodic solutions of Euler equations and of some more general difference equations. We consider two different notions of almost periodic sequences, and we establish some relations between them. We build suitable sequences spaces and we prove some properties of these spaces....
Persistent link: https://www.econbiz.de/10005663620
<Para ID="Par1">We discuss a certain special subset of Lagrange multipliers, called critical, which usually exist when multipliers associated to a given solution are not unique. This kind of multipliers appear to be important for a number of reasons, some understood better, some (currently) not fully. What is...</para>
Persistent link: https://www.econbiz.de/10011241036
This paper establishes the superlinear convergence of a symmetric primal-dual path following algorithm for semidefinite programming under the assumptions that the semidefinite program has a strictly complementary primal-dual optimal solution and that the size of the central path neighborhood...
Persistent link: https://www.econbiz.de/10011149301
We present a local convergence analysis of the method of multipliers for equality-constrained variational problems (in the special case of optimization, also called the augmented Lagrangian method) under the sole assumption that the dual starting point is close to a noncritical Lagrange...
Persistent link: https://www.econbiz.de/10011151831
Persistent link: https://www.econbiz.de/10008925229
Persistent link: https://www.econbiz.de/10008925530
Persistent link: https://www.econbiz.de/10008925536
In this paper, we propose a new sequential systems of linear equations (SSLE) filter algorithm, which is an infeasible QP-free method. The new algorithm needs to solve a few reduced systems of linear equations with the same nonsingular coefficient matrix, and after finitely many iterations, only...
Persistent link: https://www.econbiz.de/10009141317
In many decision problems, criteria occur that can be expressed as ratios. The corresponding optimization problems are nonconvex programs of fractional type. In this paper, an algorithm for the numerical solution of these problems is introduced that converges always at superlinear speed....
Persistent link: https://www.econbiz.de/10009214573