线性流形上矩阵方程AX=B的一类反问题及数值解法

1．引言本文用＊-"m表示全体nX。实矩阵的集合，人表示n阶单位矩阵，汉"m一《ME＊""叫rank（川一r），＊＊"""＝HE＊"""卜"A＝v，＊＊"""一仰E＊"""卜"一M｝，SR；""（SR7""）表示全体7。阶实对称半正定（正定）阵集合．N（A）表示矩阵A的零空间，即N（A）＝（xlAx＝0），ID叫D表示Frobenius范数，A"表示矩阵A的Moors－Penrose广义逆，［EI十表示在Frobenius范数意义下n阶方阵E在SR；""中唯一的最佳k逼近解，即口一［E］＋11-inf。。、。。x，IllE-All．（［E］十求法见文［7］）．还用A三0（A三0）表示A（的k阶顺序主子矩…     

大型稀疏线性互补问题的行作用法

且引言考虑线性互补问题＊＊P（q，M）：求X二（X；，x。，…，x。厂E”使得x＞O，训x）E＊x＋g＞o，／U（X）一O（1）其中M一（m；。）为nXn矩阵（不必对称），q一切，q。，…，q。）rER“为给定常向量．通常情况下已有求解LCP（q，M）的若干著名算法［‘－’j．本文提出求解LCP（q，M）的一种新算法一行作用法，方法具有如下特点：（i）每次迭代只需n个简单的投影运算，每次投影只涉及矩阵M的一行；（n）生成新的迭代点x‘“‘时只利用前次迭代点／；（iii）对矩阵M不实施任何整体运算．因而适合于求解大型（巨型）稀疏问题，且…     

LU和Cholesky分解的向前舍入误差分析

1引言LU分解可用于解可逆线性系统Ax=b．作为数值代数领域中的重要工具,其舍入误差分析一直为众多学者所关注．事实上,长方矩阵的LU分解也有着广泛的应用,如,确定矩阵数值秩的LU分解(RRLU)[5,7],解等式约束最小二乘问题的直接消去法[3]等问题中都涉及到长方矩阵的LU分解．当A∈Rm×n且秩r≤min{m,n},则在考虑A的LU分解时[4],一般需要确定置换阵∏L,∏R使得A(1):=∏L-A∏R的LU分解能持续qr步,这里当A为亏秩矩阵时,qr=r;否贝qr=r-1．在．A(1)的LU分解的第k(k≤qr)步,需执行如下Gauss消去过程:     

解非线性方程的二阶敛速指数迭代法

1．gi言文［1，2］中利用ODE方法［'］给出解非线性方程在卜6I内的根x"的两个非线性迭代法其中'w由文［2］中（5）式确定．令h-1方法（2）具有M阶敛速，方法（3）是线性收敛的．它们是李雅普诺夫渐近稳定性和文［4］中Lambert提出的解Stiff方程的非线性方法相结合的结果．Lllbll't在每个小区间【Ln，Ln＋1］上用一个有理函数月O一句（I十利来逼近微分方程的解z二"I，＊。）；＊。Ek；q，使得对I＿，J。）一J＿，"乙十；，J。）＝。＿＋i，l'（Ln，10）一人，而tim0（7；00）一0"．那么我们能否在每个小区间【Ln，Ln＋1］上用一个指…     

例外簇与线性互补问题的存在性定理

1．简介给定一n×n阶矩阵M和一n维向量q，由M和q决定的线性互补问题是求得一向量x∈Rn使下式成立：问题（1）简记为LCP（q；M）．［1］对此问题作了详细的介绍，其中一个重要专题是研究（1）的解存在性问题：在何种条件下，LCv（q，wr）有解．山给出了各种存在性定理如：当wr是正定矩阵时，对任一qeR”，LCP（q，M）都有唯一解，这一结果被推广到P一矩阵，当M为（严格）半单调矩阵及q（三）＞0时，LCP（q，M）只有零解；当M为协正定阵时，q限制于某一集合时，LCP（q，M）有解等．所有上述结果都源于线性互补问题的二次等价形式及…     

矩阵最小奇异值下界的估计

1．引言与记号记号：儿已（：。X。阶复矩阵集合；从利：A的特征值；一（川：A的最小奇异值；A”：A的共轭转置；【I州：绝对向量范数诱导的矩阵范数；。l（A为A的最大奇异值）时，最小奇异值m（人）下界的估计a是一个关键的数．an（A的下界在其他许多领域中都是一个极重要的课题，因而最小奇异值下界的估计一直是普遍关注的问题二［1，2］等仅利用A的元素得到了N（A）下界的简单估计，至今仍被广泛引用，其结果如下：设AE地（q．若【aiiIZ凡（A）且冲i三q（川，d＝1，…，n，则本文试图通过矩阵的分块和H矩阵特性等来讨论。（）的…     

关于矩阵方程X+A*X-1A=P的解及其扰动分析

考虑非线性矩阵方程X＋A^＊（X^-1）A=P其中A是n阶非奇异复矩阵,P是n阶Hermite正定矩阵．本文给出了Hermite正定解和最大解的存在性以及获得最大解的一阶扰动界,改进了文[5,6]中的部分结论．     

铁磁链方程的Fourier谱方法和拟谱方法

在铁磁链方程运动研究中，各项同性Heisellberg链的所谓Landau－Lifshitz方程L‘1为其中旋密度Z＝（。，t），w）”和h＝（0，0，h（t））”为三维向量函数，。X”表示三维向量的叉积．这种方程组还常在凝聚态介质物理的问题中出现，有不少文章是关于Landau－Lifshitz方程组的孤立于解，孤立波的相互作用以及无穷守恒律等的研究［‘－‘］，［5，6，7］研究了具有小扩散项旋方程组解的存在性及隐式差分格式．在［7］中给出的结果，证明了铁磁连方程解的存在性与唯一性，作者在［8］中考察了旋方程组（2）的周期初值问题的显式差分解，并…     

一类中立型高维周期微分系统的周期解

本文考虑中立型高维周期系统：其中（L,x）∈R×R~n,A（t,x）为连续函数矩阵,x_t∈C（[-γ,0],R~n）,x_t（θ）＝x（t十θ）,θ∈[-r,0],记C＝C（[-r,0］,R~n）,f：R×C→R~n连续,且A（t＋T,X）＝A（t,x）,T,r＞c∈R,本文用不动点方法研究此系统,得到了其周期解存在的充分性条件,所得结果推广、改进了文［1－3］中相应结论．     

一道常微分方程解的商榷

黄文纲在《中国科学》文[1]中，讨论常微分方程：之X=X’=0的稳定性，给出方程的解：现将其解简化为：此时持解形式：代入方程（1），应有等式：但等式（5）不成立。即文［1］所给方程（1）的解（2）有误。现利用文［2］，给出方程（1）的解。在方程（1）中，此时，户一Zt一万，q—t’则＿、H＿。，＿，、A。…．＿＿．现设函数B（t）一千（A为常数），则现取B（t）＝Al，则（豆）通解为：一道常微分方程解的商榷@赵临龙$陕西安康师专@雷春来$陕西安康师专[1]黄文纲.方程x(t)=p(t)x(t) q(t)x(t)=0的稳定性。中国科学(A).1986(4):359～36…     

Barzilai–Borwein method with variable sample size for stochastic linear complementarity problems

A smoothing method for solving stochastic linear complementarity problems is proposed. The expected residual minimization reformulation of the problem is considered, and it is approximated by the sample average approximation (SAA). The proposed method is based on sequential solving of a sequence of smoothing problems where each of the smoothing problems is defined with its own sample average approximation. A nonmonotone line search with a variant of the Barzilai–Borwein (BB) gradient direction is used for solving each of the smoothing problems. The BB search direction is efficient and low cost, particularly suitable for nonmonotone line search procedure. The variable sample size scheme allows the sample size to vary across the iterations and the method tends to use smaller sample size far away from the solution. The key point of this strategy is a good balance between the variable sample size strategy, the smoothing sequence and nonmonotonicity. Eventually, the maximal sample size is used and the SAA problem is solved. Presented numerical results indicate that the proposed strategy reduces the overall computational cost.     

A two-step model for image denoising using a duality strategy and surface fitting

In order to alleviate the staircase effect or the edge blurring in the course of the image denoising, we propose a two-step model based on the duality strategy. In fact, this strategy follows the observation that the dual variable of the restored image can be looked at as the normal vector. So we first obtain the dual variable and then reconstruct the image by fitting the dual variable. Following the augmented Lagrangian strategy, we propose a projection gradient method for solving this two-step model. We also give some convergence analyses of the proposed projection gradient method. Several numerical experiments are tested to compare our proposed model with the ROF model and the LLT model.     

On embedding the volume algorithm in a variable target value method

We employ the volume algorithm as a subgradient deflection strategy in a variable target value method for solving nondifferentiable optimization problems. Focusing on Lagrangian duals for LPs, we exhibit primal nonconvergence of the original method, establish convergence of the proposed algorithm in the dual space, and present related computational results.     

Pointwise and Ergodic Convergence Rates of a Variable Metric Proximal Alternating Direction Method of Multipliers

In this paper, we obtain global pointwise and ergodic convergence rates for a variable metric proximal alternating direction method of multipliers for solving linearly constrained convex optimization problems. We first propose and study nonasymptotic convergence rates of a variable metric hybrid proximal extragradient framework for solving monotone inclusions. Then, the convergence rates for the former method are obtained essentially by showing that it falls within the latter framework. To the best of our knowledge, this is the first time that global pointwise (resp. pointwise and ergodic) convergence rates are obtained for the variable metric proximal alternating direction method of multipliers (resp. variable metric hybrid proximal extragradient framework).     

求解伪单调变分不等式的两种投影算法

本文提出了两种求解伪单调变分不等式的定步长的投影算法．这与Solodov ＆ Tseng(1996)和He(1997)的变步长策略不同．我们证明了算法的全局收敛性，并且还在一定条件下证明了算法的Q-线性收敛性．     

On the Inverse Problem for Robust Capture Zone Construction

An interception problem with variable velocities and variable lateral acceleration boundaries is considered. Two problems, inverse to constructing the capture zone for a given linear strategy, are formulated. In the first (weak) formulation, a linear strategy is derived forcing its capture zone to contain a given set. In the second (strong) formulation, the capture zone of such a linear strategy is forced to coincide with a given set. A step-by-step algorithm, solving these problems, is derived. This algorithm is based on a detailed differential-geometrical analysis of the capture zone boundary. Illustrative examples are presented.     

一类自适应的单块法及其变步长实现方案

１．引言解 Ｓｔｉｆｆ ＯＤＥｓ初值问题的自开始型单块法已为 ［４, ５］所研究．这里, ｅ＝（１,１,……,１）Ｔ为单位矩阵,当 时见 ［４］,当 ０＜ ａ１＜ ａ２＜…＜ ａｒ＝ ｒ时见［５］。 众所周知,解（１．１）的有效方法通常是隐的．仅当有效地解决了其变步长计算问题并具有有效的迭代法求其解时,这样的方法才能有效地用于实际计算．后者是不言而喻的,前者是由于定步长计算或者往往带来精度的严重损失,或者会带来计算量的严重增加（当存在（ｔ０,Ｔ］的两个子区间,该两区间上的合理积分步长相差悬殊时,就会出现这种…     

A multi-level search strategy for the 0-1 Multidimensional Knapsack Problem

We propose an exact method based on a multi-level search strategy for solving the 0-1 Multidimensional Knapsack Problem. Our search strategy is primarily based on the reduced costs of the non-basic variables of the LP-relaxation solution. Considering that the variables are sorted in decreasing order of their absolute reduced cost value, the top level branches of the search tree are enumerated following Resolution Search strategy, the middle level branches are enumerated following Branch & Bound strategy and the lower level branches are enumerated according to a simple Depth First Search enumeration strategy. Experimentally, this cooperative scheme is able to solve optimally large-scale strongly correlated 0-1 Multidimensional Knapsack Problem instances. The optimal values of all the 10 constraint, 500 variable instances and some of the 30 constraint, 250 variable instances of the OR-Library were found. These values were previously unknown.     

Convergence and Computational Analyses for Some Variable Target Value and Subgradient Deflection Methods

We consider two variable target value frameworks for solving large-scale nondifferentiable optimization problems. We provide convergence analyses for various combinations of these variable target value frameworks with several direction-finding and step-length strategies including the pure subgradient method, the volume algorithm, the average direction strategy, and a generalized Polyak-Kelley cutting plane method. In addition, we suggest a further enhancement via a projected quadratic-fit line-search whenever any of these algorithmic procedures experiences an improvement in the objective value. Extensive computational results on different classes of problems reveal that these modifications and enhancements significantly improve the effectiveness of the algorithms to solve Lagrangian duals of linear programs, even yielding a favorable comparison against the commercial software CPLEX 8.1.     

非均匀变厚度圆盘的定常热传导

本文采用阶梯折算法,求得了任意非均匀变厚度圆盘定常热传导问题的一般解.并通过算例,对阶梯折算法的误差进行了分析.结果表明,该方法对于求解各类变系数常微分方程是十分有效的.