• Title/Summary/Keyword: Lipschitz constant

Search Result 17, Processing Time 0.022 seconds

HALPERN TSENG'S EXTRAGRADIENT METHODS FOR SOLVING VARIATIONAL INEQUALITIES INVOLVING SEMISTRICTLY QUASIMONOTONE OPERATOR

  • Wairojjana, Nopparat;Pakkaranang, Nuttapol
    • Nonlinear Functional Analysis and Applications
    • /
    • v.27 no.1
    • /
    • pp.121-140
    • /
    • 2022
  • In this paper, we study the strong convergence of new methods for solving classical variational inequalities problems involving semistrictly quasimonotone and Lipschitz-continuous operators in a real Hilbert space. Three proposed methods are based on Tseng's extragradient method and use a simple self-adaptive step size rule that is independent of the Lipschitz constant. The step size rule is built around two techniques: the monotone and the non-monotone step size rule. We establish strong convergence theorems for the proposed methods that do not require any additional projections or knowledge of an involved operator's Lipschitz constant. Finally, we present some numerical experiments that demonstrate the efficiency and advantages of the proposed methods.

Design of a Nonlinear Observer for Mechanical Systems with Unknown Inputs (미지 입력을 가진 기계 시스템을 위한 비선형 관측기 설계)

  • Song, Bongsob;Lee, Jimin
    • Journal of Institute of Control, Robotics and Systems
    • /
    • v.22 no.6
    • /
    • pp.411-416
    • /
    • 2016
  • This paper presents the design methodology of an unknown input observer for Lipschitz nonlinear systems with unknown inputs in the framework of convex optimization. We use an unknown input observer (UIO) to consider both nonlinearity and disturbance. By deriving a sufficient condition for exponential stability in the linear matrix inequality (LMI) form, existence of a stabilizing observer gain matrix of UIO will be assured by checking whether the quadratic stability margin of the error dynamics is greater than the Lipschitz constant or not. If quadratic stability margin is less than a Lipschitz constant, the coordinate transformation may be used to reduce the Lipschitz constant in the new coordinates. Furthermore, to reduce the maximum singular value of the observer gain matrix elements, an object function to minimize it will be optimally designed by modifying its magnitude so that amplification of sensor measurement noise is minimized via multi-objective optimization algorithm. The performance of UIO is compared to a nonlinear observer (Luenberger-like) with an application to a flexible joint robot system considering a change of load and disturbance. Finally, it is validated via simulations that the estimated angular position and velocity provide true values even in the presence of unknown inputs.

REFLECTED DIFFUSION WITH JUMP AND OBLIQUE REFLECTION

  • Kwon, Young-Mee
    • Bulletin of the Korean Mathematical Society
    • /
    • v.35 no.2
    • /
    • pp.269-278
    • /
    • 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.

  • PDF

SOLVABILITY FOR THE PARABOLIC PROBLEM WITH JUMPING NONLINEARITY CROSSING NO EIGENVALUES

  • Jung, Tacksun;Choi, Q-Heung
    • Korean Journal of Mathematics
    • /
    • v.16 no.4
    • /
    • pp.545-551
    • /
    • 2008
  • We investigate the multiple solutions for a parabolic boundary value problem with jumping nonlinearity crossing no eigenvalues. We show the existence of the unique solution of the parabolic problem with Dirichlet boundary condition and periodic condition when jumping nonlinearity does not cross eigenvalues of the Laplace operator $-{\Delta}$. We prove this result by investigating the Lipschitz constant of the inverse compact operator of $D_t-{\Delta}$ and applying the contraction mapping principle.

  • PDF

WEAK SUFFICIENT CONVERGENCE CONDITIONS AND APPLICATIONS FOR NEWTON METHODS

  • Argyros, Ioannis-K.
    • Journal of applied mathematics & informatics
    • /
    • v.16 no.1_2
    • /
    • pp.1-17
    • /
    • 2004
  • The famous Newton-Kantorovich hypothesis has been used for a long time as a sufficient condition for the convergence of Newton method to a solution of an equation in connection with the Lipschitz continuity of the Frechet-derivative of the operator involved. Using Lipschitz and center-Lipschitz conditions we show that the Newton-Kantorovich hypothesis is weakened. The error bounds obtained under our semilocal convergence result are finer and the information on the location of the solution more precise than the corresponding ones given by the dominating Newton-Kantorovich theorem, and under the same hypotheses/computational cost, since the evaluation of the Lipschitz also requires the evaluation of the center-Lipschitz constant. In the case of local convergence we obtain a larger convergence radius than before. This observation is important in computational mathematics and can be used in connection to projection methods and in the construction of optimum mesh independence refinement strategies.

ON STRONG CONVERGENCE THEOREMS FOR A VISCOSITY-TYPE TSENG'S EXTRAGRADIENT METHODS SOLVING QUASIMONOTONE VARIATIONAL INEQUALITIES

  • Wairojjana, Nopparat;Pholasa, Nattawut;Pakkaranang, Nuttapol
    • Nonlinear Functional Analysis and Applications
    • /
    • v.27 no.2
    • /
    • pp.381-403
    • /
    • 2022
  • The main goal of this research is to solve variational inequalities involving quasimonotone operators in infinite-dimensional real Hilbert spaces numerically. The main advantage of these iterative schemes is the ease with which step size rules can be designed based on an operator explanation rather than the Lipschitz constant or another line search method. The proposed iterative schemes use a monotone and non-monotone step size strategy based on mapping (operator) knowledge as a replacement for the Lipschitz constant or another line search method. The strong convergences have been demonstrated to correspond well to the proposed methods and to settle certain control specification conditions. Finally, we propose some numerical experiments to assess the effectiveness and influence of iterative methods.

A Study on the Global Optimization Using the Alienor Method and Lipschitzian Optimization (Alienor Method와 Lipschitzian Optimization을 이용한 전역적 최적화에 대한 연구)

  • Kim, Hyoung-Rae;Lee, Na-Ri;Park, Chan-Woo
    • Journal of the Korean Society for Aeronautical & Space Sciences
    • /
    • v.35 no.3
    • /
    • pp.212-217
    • /
    • 2007
  • The Alienor method is a powerful tool for solving global optimization problems. It allows the transformation of a multi-variable problem into a new one that depends on a single variable. Any one-dimensional global optimization method can then be used to solve the transformed problem. Several one-dimensional global optimization methods coupled with the Alienor method have been suggested by mathematicians and it is shown that the suggested methods are successful for test functions. However, there are problems with these methods in engineering practice. In this paper, Lipschitzian optimization without using the Lipschitz constant is coupled with the Alienor method and applied to the test functions. Using test functions, it is shown that the suggested method can be successfully applied to global optimization problems.

Design of Nonlinear Observer for Flexible Joint Manipulator with Nonlinear Stiffness Based on Acceleration (비선형강성의 유연관절로봇을 위한 가속도기반 비선형관측기 설계)

  • Lee, Seung-Joon;Kim, Hyungjong;Nam, Kyung-Tae;Kuc, Tai-Young
    • The Transactions of The Korean Institute of Electrical Engineers
    • /
    • v.64 no.3
    • /
    • pp.451-457
    • /
    • 2015
  • In this paper, we consider the observer design problem that truly reflects the nonlinear stiffness of the manipulators. The two key ideas of our design are that (a) estimation error dynamics of the manipulator equipped with accelerometer dose not dependent on nonlinearities at the link part, when the measured signals are the motor position and the output of the accelerometer and (b) the nonlinear stiffness is indeed a Lipschitz function. In order to effectively compensate the nonlinear stiffness, the gain of the proposed observer is carefully chosen from the ARE(algebraic Riccati equations) which depend on Lipschitz constant. Comparative simulation result verifies the effectiveness of the proposed solution.

LIPSCHITZ TYPE INEQUALITY IN WEIGHTED BLOCH SPACE Bq

  • Park, Ki-Seong
    • Journal of the Korean Mathematical Society
    • /
    • v.39 no.2
    • /
    • pp.277-287
    • /
    • 2002
  • Let B be the open unit ball with center 0 in the complex space $C^n$. For each q>0, B$_{q}$ consists of holomorphic functions f : B longrightarrow C which satisfy sup z $\in$ B $(1-\parallel z \parallel^2)^q\parallel\nabla f(z)\parallel < \infty$ In this paper, we will show that functions in weighted Bloch spaces $B_{q}$ (0 < q < 1) satifies the following Lipschitz type result for Bergman metric $\beta$: |f(z)-f($\omega$)|< $C\beta$(z, $\omega$) for some constant C.

A TECHNIQUE WITH DIMINISHING AND NON-SUMMABLE STEP-SIZE FOR MONOTONE INCLUSION PROBLEMS IN BANACH SPACES

  • Abubakar Adamu;Dilber Uzun Ozsahin;Abdulkarim Hassan Ibrahim;Pongsakorn Sunthrayuth
    • Nonlinear Functional Analysis and Applications
    • /
    • v.28 no.4
    • /
    • pp.1051-1067
    • /
    • 2023
  • In this paper, an algorithm for approximating zeros of sum of three monotone operators is introduced and its convergence properties are studied in the setting of 2-uniformly convex and uniformly smooth Banach spaces. Unlike the existing algorithms whose step-sizes usually depend on the knowledge of the operator norm or Lipschitz constant, a nice feature of the proposed algorithm is the fact that it requires only a diminishing and non-summable step-size to obtain strong convergence of the iterates to a solution of the problem. Finally, the proposed algorithm is implemented in the setting of a classical Banach space to support the theory established.