• 제목/요약/키워드: Lipschitz Condition

검색결과 82건 처리시간 0.029초

THE SOLUTIONS OF BACKWARD DOUBLY STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ COEFFICIENTS

  • Han, Baoyan;Zhu, Bo
    • Journal of applied mathematics & informatics
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    • 제29권5_6호
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    • pp.1143-1155
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    • 2011
  • In this paper, we shall establish a new theorem on the existence and uniqueness of the solution to a backward doubly stochastic differential equations under a weaker condition than the Lipschitz coefficient. We also show a comparison theorem for this kind of equations.

LOCAL CONVERGENCE OF NEWTON'S METHOD FOR PERTURBED GENERALIZED EQUATIONS

  • Argyros Ioannis K.
    • 한국수학교육학회지시리즈B:순수및응용수학
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    • 제13권4호
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    • pp.261-267
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    • 2006
  • A local convergence analysis of Newton's method for perturbed generalized equations is provided in a Banach space setting. Using center Lipschitzian conditions which are actually needed instead of Lipschitzian hypotheses on the $Fr\'{e}chet$-derivative of the operator involved and more precise estimates under less computational cost we provide a finer convergence analysis of Newton's method than before [5]-[7].

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REFLECTED DIFFUSION WITH JUMP AND OBLIQUE REFLECTION

  • Kwon, Young-Mee
    • 대한수학회보
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    • 제35권2호
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    • pp.269-278
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    • 1998
  • Let ($G,\;{\upsilon}$) be a bounded smooth domain and reflection vector field on $\partial$G, which points uniformly into G. Under the condition that locally for some coordinate system, ${\mid}{\upsilon^i}{\mid}\;i\;=\;1,{\cdot},{\cdot}$,d - 1, where is constant depending on the Lipschitz constant of G, we have tightness for reflected diffusion with jump on G with reflection $\upsilon$ depending only on c. From this, we obtain some properties of L-harmonic function where L is a sum of Laplacian and integro one.

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INVEXITY AS NECESSARY OPTIMALITY CONDITION IN NONSMOOTH PROGRAMS

  • Sach, Pham-Huu;Kim, Do-Sang;Lee, Gue-Myung
    • 대한수학회지
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    • 제43권2호
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    • pp.241-258
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    • 2006
  • This paper gives conditions under which necessary optimality conditions in a locally Lipschitz program can be expressed as the invexity of the active constraint functions or the type I invexity of the objective function and the constraint functions on the feasible set of the program. The results are nonsmooth extensions of those of Hanson and Mond obtained earlier in differentiable case.

MODIFIED SUBGRADIENT EXTRAGRADIENT ALGORITHM FOR PSEUDOMONOTONE EQUILIBRIUM PROBLEMS

  • Dang, Van Hieu
    • 대한수학회보
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    • 제55권5호
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    • pp.1503-1521
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    • 2018
  • The paper introduces a modified subgradient extragradient method for solving equilibrium problems involving pseudomonotone and Lipschitz-type bifunctions in Hilbert spaces. Theorem of weak convergence is established under suitable conditions. Several experiments are implemented to illustrate the numerical behavior of the new algorithm and compare it with a well known extragradient method.

ON THE NEWTON-KANTOROVICH AND MIRANDA THEOREMS

  • Argyros, Ioannis K.
    • East Asian mathematical journal
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    • 제24권3호
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    • pp.289-293
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    • 2008
  • We recently showed in [5] a semilocal convergence theorem that guarantees convergence of Newton's method to a locally unique solution of a nonlinear equation under hypotheses weaker than those of the Newton-Kantorovich theorem [7]. Here, we first weaken Miranda's theorem [1], [9], [10], which is a generalization of the intermediate value theorem. Then, we show that operators satisfying the weakened Newton-Kantorovich conditions satisfy those of the weakened Miranda’s theorem.

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LOCAL CONVERGENCE OF NEWTON-LIKE METHODS FOR GENERALIZED EQUATIONS

  • Argyros, Ioannis K.
    • East Asian mathematical journal
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    • 제25권4호
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    • pp.425-431
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    • 2009
  • We provide a local convergence analysis for Newton-like methods for the solution of generalized equations in a Banach space setting. Using some ideas of ours introduced in [2] for nonlinear equations we show that under weaker hypotheses and computational cost than in [7] a larger convergence radius and finer error bounds on the distances involved can be obtained.

GENERALIZED PROXIMAL ITERATIVELY REWEIGHTED ℓ1 ALGORITHM WITH CO-COERCIVENESS FOR NONSMOOTH AND NONCONVEX MINIMIZATION PROBLEM

  • Myeongmin Kang
    • 충청수학회지
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    • 제37권1호
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    • pp.41-55
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    • 2024
  • The nonconvex and nonsmooth optimization problem has been widely applicable in image processing and machine learning. In this paper, we propose an extension of the proximal iteratively reweighted ℓ1 algorithm for nonconvex and nonsmooth minmization problem. We assume the co-coerciveness of a term of objective function instead of Lipschitz gradient condition, which is generalized property of Lipschitz continuity. We prove the global convergence of the proposed algorithm. Numerical results show that the proposed algorithm converges faster than original proximal iteratively reweighed algorithm and existing algorithms.