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作者:FLAM, SD
摘要:The problem considered here is to find common fixed points of (possibly infinitely) many firmly nonexpansive selfmappings in a Hilbert space. For this purpose we use averaged relaxations of the original mappings, the averages being Bochner integrals with respect to chosen measures. Judicious choices of such measures serve to enhance the convergence towards common fixed points. Since projection operators onto closed convex sets are firmly nonexpansive, the methods explored are applicable for so...
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作者:TAMIR, A
摘要:We prove that a bounded generalized polymatroid has a least weakly submajorized (supermajorized) vector. Such a vector simultaneously minimizes every nondecreasing (nonincreasing), symmetric and quasi-convex function defined on the generalized polymatroid. The same result herds also for the set of integer vectors of a bounded integral generalized polymatroid. We then extend these results to more general sets, and discuss several computational aspects.
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作者:IUSEM, AN; TEBOULLE, M
作者单位:Tel Aviv University
摘要:The phi-divergence proximal method is an extension of the proximal minimization algorithm, where the usual quadratic proximal term is substituted by a class of convex statistical distances, called phi-divergences. In this paper, we study the convergence rate of this nonquadratic proximal method for convex and particularly linear programming. We identify a class of phi-divergences for which superlinear convergence is attained both for optimization problems with strongly convex objectives at the...
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作者:SAIGAL, R
摘要:We consider an alternative implementation of the interior point methods. In the popular implementations, a variant of sparse Cholesky factorization is integrated with a conjugate gradient type iterative method. In contrast, we set up the problem as an infinitely summable series of vectors. This series is then, iteratively, summed. At each iteration, a procedure based on ''least squares'' is used to obtain an estimate of the ''tail'' of the series. In addition, using Chebychev approximations, w...
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作者:ZHU, CY
摘要:The asymptotic convergence of the forward-backward splitting algorithm for solving equations of type 0 is an element of T(z) is analyzed, where T is a multivalued maximal monotone operator in the n-dimensional Euclidean space, When the problem has a nonempty solution set, and T is split in the form T = J + h It with J being maximal monotone and h being co-coercive with modulus greater than 1/2, convergence rates are shown, under mild conditions, to be linear, superlinear or sublinear depending...
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作者:DURIER, R
摘要:The general one center location problem deals with the location of a point in a real normed space X in order to minimize an objective function G which depends on the distances to a finite number of centers and on initial costs. The function G is defined by G(x) = gamma(c(1) + w(1) parallel to x - a(1) parallel to,...,c(n) + w(n) parallel to x - a(n) parallel to), where a(1),...,a(n) are n given points in X, W-1,...,W-n are positive numbers, c(1),..., c(n) are nonnegative initial costs and gamm...
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作者:POLIQUIN, R; QI, LQ
作者单位:University of New South Wales Sydney
摘要:Recently, several globally convergent model algorithms based on iteration functions have been proposed for solving nonsmooth optimization problems. In particular, Pang, Han and Rangaraj proposed such an algorithm for minimizing a locally Lipschitzian function. We determine properties of iteration functions (calculus, existence); we also identify characteristics of functions that possess iteration functions. We show that a locally Lipschitzian function has a Pang-Han-Rangaraj iteration function...
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作者:NGUYEN, V
摘要:The subject of this paper is a two-station mixed queueing network with two customer types: ''Open'' customers enter the network at station I and depart the system after receiving service. Meanwhile, a fixed number of ''closed'' customers circulate between stations 1 and 2. Such a mixed queueing network model can represent a single-stage production system that services both make-to-order and make-to-stock customers. We present fluid and diffusion limits for this network under the first-in-first...
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作者:MANDELBAUM, A; MASSEY, WA
作者单位:AT&T; Nokia Corporation; Nokia Bell Labs
摘要:A time-dependent M(t)/M(t)/1 queue alternates through periods of under-, over-, and critical loading. We derive period-dependent, pathwise asymptotic expansions for its queue length, within the framework of strong approximations. Our main results include time-dependent fluid approximations, supported by a functional strong law of large numbers, and diffusion approximations, supported by a functional central limit theorem. This complements and extends previous work on asymptotic expansions of t...
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作者:Pflug, GC
摘要:Consider a stochastic program with unique solution. By the notion of epi-convergence in distribution in local coordinates, we define the asymptotic stochastic program associated to it. Stochastic programs may be classified according to the type of the pertaining asymptotic program. In particular, three such types are studied in detail: the normal shift program, the Wiener-type program and the Poisson-hyperplane program. Conditions for the convergence to each of the three types are given.