• Title/Summary/Keyword: Convex Function

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GLOBAL CONVERGENCE OF A MODIFIED BFGS-TYPE METHOD FOR UNCONSTRAINED NON-CONVEX MINIMIZATION

  • Guo, Qiang;Liu, Jian-Guo
    • Journal of applied mathematics & informatics
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    • v.24 no.1_2
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    • pp.325-331
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    • 2007
  • To the unconstrained programme of non-convex function, this article give a modified BFGS algorithm associated with the general line search model. The idea of the algorithm is to modify the approximate Hessian matrix for obtaining the descent direction and guaranteeing the efficacious of the new quasi-Newton iteration equation $B_{k+1}s_k=y^*_k,\;where\;y^*_k$ is the sum of $y_k\;and\;A_ks_k,\;and\;A_k$ is some matrix. The global convergence properties of the algorithm associating with the general form of line search is proved.

Coefficient Inequality for Transforms of Starlike and Convex Functions with Respect to Symmetric Points

  • KRISHNA, DEEKONDA VAMSHEE;VENKATESWARLU, BOLLINENI;RAMREDDY, THOUTREDDY
    • Kyungpook Mathematical Journal
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    • v.55 no.2
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    • pp.429-438
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    • 2015
  • The objective of this paper is to obtain sharp upper bound for the second Hankel functional associated with the $k^{th}$ root transform $[f(z^k)]^{\frac{1}{k}}$ of normalized analytic function f(z) when it belongs to the class of starlike and convex functions with respect to symmetric points, defined on the open unit disc in the complex plane, using Toeplitz determinants.

GEOMETRIC PROPERTIES ON (j, k)-SYMMETRIC FUNCTIONS RELATED TO STARLIKE AND CONVEX FUNCTION

  • Gochhayat, Priyabrat;Prajapati, Anuja
    • Communications of the Korean Mathematical Society
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    • v.37 no.2
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    • pp.455-472
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    • 2022
  • For j = 0, 1, 2,…, k - 1; k ≥ 2; and - 1 ≤ B < A ≤ 1, we have introduced the functions classes denoted by ST[j,k](A, B) and K[j,k](A, B), respectively, called the generalized (j, k)-symmetric starlike and convex functions. We first proved the sharp bounds on |f(z)| and |f'(z)|. Various radii related problems, such as radius of (j, k)-symmetric starlikeness, convexity, strongly starlikeness and parabolic starlikeness are determined. The quantity |a23 - a5|, which provide the initial bound on Zalcman functional is obtained for the functions in the family ST[j,k]. Furthermore, the sharp pre-Schwarzian norm is also established for the case when f is a member of K[j,k](α) for all 0 ≤ α < 1.

THE SECONDARY UPSILON FUNCTION OF L-SPACE KNOTS IS A CONCAVE CONJUGATE

  • Masakazu Teragaito
    • Bulletin of the Korean Mathematical Society
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    • v.61 no.2
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    • pp.469-477
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    • 2024
  • For a knot in the 3-sphere, the Upsilon invariant is a piecewise linear function defined on the interval [0, 2]. It is known that this invariant of an L-space knot is the Legendre-Fenchel transform (or, convex conjugate) of a certain gap function derived from the Alexander polynomial. To recover an information lost in the Upsilon invariant, Kim and Livingston introduced the secondary Upsilon invariant. In this note, we prove that the secondary Upsilon invariant of an L-space knot is a concave conjugate of a restricted gap function. Also, a similar argument gives an alternative proof of the above fact that the Upsilon invariant of an L-space knot is a convex conjugate of a gap function.

A Meshfree procedure for the microscopic analysis of particle-reinforced rubber compounds

  • Wu, C.T.;Koishi, M.
    • Interaction and multiscale mechanics
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    • v.2 no.2
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    • pp.129-151
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    • 2009
  • This paper presents a meshfree procedure using a convex generalized meshfree (GMF) approximation for the large deformation analysis of particle-reinforced rubber compounds on microscopic level. The convex GMF approximation possesses the weak-Kronecker-delta property that guarantees the continuity of displacement across the material interface in the rubber compounds. The convex approximation also ensures the positive mass in the discrete system and is less sensitive to the meshfree nodal support size and integration order effects. In this study, the convex approximation is generated in the GMF method by choosing the positive and monotonic increasing basis function. In order to impose the periodic boundary condition in the unit cell method for the microscopic analysis, a singular kernel is introduced on the periodic boundary nodes in the construction of GMF approximation. The periodic boundary condition is solved by the transformation method in both explicit and implicit analyses. To simulate the interface de-bonding phenomena in the rubber compound, the cohesive interface element method is employed in corporation with meshfree method in this study. Several numerical examples are presented to demonstrate the effectiveness of the proposed numerical procedure in the large deformation analysis.

Actuator Mixer Design in Rotary-Wing Mode Based on Convex Optimization Technique for Electric VTOL UAV (컨벡스 최적화 기법 기반 전기추진 수직이착륙 무인기의 추진 시스템 고장 대처를 위한 회전익 모드 믹서 설계)

  • Jung, Yeondeuk;Choi, Hyungsik
    • Journal of the Korean Society for Aeronautical & Space Sciences
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    • v.48 no.9
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    • pp.691-701
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    • 2020
  • An actuator mixer design using convex optimization technique situation where the propulsion system of an electric VTOL UAV during vertical take-off and landing maneuvers is proposed. The attainable control set to analyze the impact from failure of each motor and propeller can be calculated and illustrated using the properties of the convex function. The control allocation can be defined as a convex function optimization problem to obtain an optimal solution in real time. The mixer is implemented using a convex optimization solver, and the performance of the control allocation methods is compared to the attainable control set. Finally, the proposed mixer is compared with other techniques with nonlinear sux degree-of-freedom simulation.

AN EXTENSION OF SCHNEIDER'S CHARACTERIZATION THEOREM FOR ELLIPSOIDS

  • Dong-Soo Kim;Young Ho Kim
    • Bulletin of the Korean Mathematical Society
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    • v.60 no.4
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    • pp.905-913
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    • 2023
  • Suppose that M is a strictly convex hypersurface in the (n + 1)-dimensional Euclidean space 𝔼n+1 with the origin o in its convex side and with the outward unit normal N. For a fixed point p ∈ M and a positive constant t, we put 𝚽t the hyperplane parallel to the tangent hyperplane 𝚽 at p and passing through the point q = p - tN(p). We consider the region cut from M by the parallel hyperplane 𝚽t, and denote by Ip(t) the (n + 1)-dimensional volume of the convex hull of the region and the origin o. Then Schneider's characterization theorem for ellipsoids states that among centrally symmetric, strictly convex and closed surfaces in the 3-dimensional Euclidean space 𝔼3, the ellipsoids are the only ones satisfying Ip(t) = 𝜙(p)t, where 𝜙 is a function defined on M. Recently, the characterization theorem was extended to centrally symmetric, strictly convex and closed hypersurfaces in 𝔼n+1 satisfying for a constant 𝛽, Ip(t) = 𝜙(p)t𝛽. In this paper, we study the volume Ip(t) of a strictly convex and complete hypersurface in 𝔼n+1 with the origin o in its convex side. As a result, first of all we extend the characterization theorem to strictly convex and closed (not necessarily centrally symmetric) hypersurfaces in 𝔼n+1 satisfying Ip(t) = 𝜙(p)t𝛽. After that we generalize the characterization theorem to strictly convex and complete (not necessarily closed) hypersurfaces in 𝔼n+1 satisfying Ip(t) = 𝜙(p)t𝛽.

A Study on Economic Power dispatch Using Evolutionary Algorithm (진화 알고리즘을 이용한 전력경제급전에 관한 연구)

  • Yang, S.O.;Mun, K.J.;Hwang, G.H.;Lee, H.S.;Park, J.H.
    • Proceedings of the KIEE Conference
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    • 1994.11a
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    • pp.12-14
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    • 1994
  • Traditionally one convex cost function for each generation is assumed in economic power dispatch. However, it is more realistic to represent the cost function as a piecewise quadratic function rather than one convex function. This paper presents evolutionary algorithm approaches to solve the problems of economic power dispatch with quadratic cost functions and piecewise quadratic cost functions. To improve GA, EP and ES characteristics. optimization methods combining GA with ES and EP with ES are proposed. The results for the proposed algorithms are compared with those of numerical method and show the better solutions in the ELD problem.

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VALUATION AND HEDGING OF OPTIONS WITH GENERAL PAYOFF UNDER TRANSACTIONS COSTS

  • Choi, Hyeong-In;Heath, David;Ku, Hye-Jin
    • Journal of the Korean Mathematical Society
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    • v.41 no.3
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    • pp.513-533
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    • 2004
  • We present the pricing and hedging method for options with general payoffs in the presence of transaction costs. The convexity of the payoff function-gamma of the options- is an important issue under transaction costs. When the payoff function is convex, Leland-style pricing and hedging method still works. However, if the payoff function is of general form, additional assumptions on the size of transaction costs or of the hedging interval are needed. We do not assume that the payoff is convex as in Leland 〔11〕 and the value of the Leland number is less (bigger) than 1 as in Hoggard et al. 〔10〕, Avellaneda and Paras 〔1〕. We focus on generally recognized asymmetry between the option sellers and buyers. We decompose an option with general payoff into difference of two options each of which has a convex payoff. This method is consistent with a scheme of separating out the seller's and buyer's position of an option. In this paper, we first present a simple linear valuation method of general payoff options, and also propose in the last section more efficient hedging scheme which costs less to hedge options.

Optimal Controller for Near-Space Interceptor with Actuator Saturation

  • Fan, Guo-Long;Liang, Xiao-Geng;Hou, Zhen-Qian;Yang, Jun
    • International Journal of Aeronautical and Space Sciences
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    • v.14 no.3
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    • pp.256-263
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    • 2013
  • The saturation of the actuator impairs the response performance of the near space interceptor control system. A control system based on the properties of linear tracking system is designed for this problem. The properties are that the maximum value of the pseudo-Lyapunov function of the linear tracking control system do not present at the initial state but at the steady state, based on which the bounded stability problem is converted into linear tracking problem. The pseudo-Lyapunov function of the linear tracking system contain the input variables; the amplitude and frequency of the input variables affect the stability of the nonlinear control system. Designate expected closed-loop poles area for different input commands and obtain a controller which is function of input variables. The coupling between variables and linear matrices make the control system design problem non-convex. The non-convex problem is converted into a convex LMI according to the Shur complement lemma and iterative algorithm. Finally the simulation shows that the designed optimal control system is quick and accurate; the rationality of the presented design techniques is validated.