• Title/Summary/Keyword: variational methods

Search Result 213, Processing Time 0.028 seconds

A VISCOSITY TYPE PROJECTION METHOD FOR SOLVING PSEUDOMONOTONE VARIATIONAL INEQUALITIES

  • Muangchoo, Kanikar
    • Nonlinear Functional Analysis and Applications
    • /
    • v.26 no.2
    • /
    • pp.347-371
    • /
    • 2021
  • A plethora of applications from mathematical programmings, such as minimax, mathematical programming, penalization and fixed point problems can be framed as variational inequality problems. Most of the methods that used to solve such problems involve iterative methods, that is why, in this paper, we introduce a new extragradient-like method to solve pseudomonotone variational inequalities in a real Hilbert space. The proposed method has the advantage of a variable step size rule that is updated for each iteration based on previous iterations. The main advantage of this method is that it operates without the previous knowledge of the Lipschitz constants of an operator. A strong convergence theorem for the proposed method is proved by letting the mild conditions on an operator 𝒢. Numerical experiments have been studied in order to validate the numerical performance of the proposed method and to compare it with existing methods.

A variational Bayes method for pharmacokinetic model (약물동태학 모형에 대한 변분 베이즈 방법)

  • Parka, Sun;Jo, Seongil;Lee, Woojoo
    • The Korean Journal of Applied Statistics
    • /
    • v.34 no.1
    • /
    • pp.9-23
    • /
    • 2021
  • In the following paper we introduce a variational Bayes method that approximates posterior distributions with mean-field method. In particular, we introduce automatic differentiation variation inference (ADVI), which approximates joint posterior distributions using the product of Gaussian distributions after transforming parameters into real coordinate space, and then apply it to pharmacokinetic models that are models for the study of the time course of drug absorption, distribution, metabolism and excretion. We analyze real data sets using ADVI and compare the results with those based on Markov chain Monte Carlo. We implement the algorithms using Stan.

A NEW PREDICTOR-CORRECTOR METHOD FOR NONCOERCIVE MIXED VARIATIONAL INEQUALITIES

  • Noor, Muhammad Aslam
    • Journal of applied mathematics & informatics
    • /
    • v.7 no.2
    • /
    • pp.483-491
    • /
    • 2000
  • In this paper, we use the auxiliary principle technique to suggest and analyze a class of predictor-corrector methods for solving noncoercive mixed variational inequalities. The convergence of the proposed method requires only the partially relaxed strongly monotonicity. which is even weaker than the co-coercivity. As special cases, we obtain a number of new and known results for classical variational inequalities.

A GENERAL ITERATIVE METHOD BASED ON THE HYBRID STEEPEST DESCENT SCHEME FOR VARIATIONAL INCLUSIONS, EQUILIBRIUM PROBLEMS

  • Tian, Ming;Lan, Yun Di
    • Journal of applied mathematics & informatics
    • /
    • v.29 no.3_4
    • /
    • pp.603-619
    • /
    • 2011
  • To the best of our knowledge, it would probably be the first time in the literature that we clarify the relationship between Yamada's method and viscosity iteration correctly. We design iterative methods based on the hybrid steepest descent algorithms for solving variational inclusions, equilibrium problems. Our results unify, extend and improve the corresponding results given by many others.

GENERAL MIXED HARMONIC VARIATIONAL INEQUALITIES

  • Jong Kyu Kim;Avinash Lakhnotra;Tirth Ram
    • Nonlinear Functional Analysis and Applications
    • /
    • v.29 no.2
    • /
    • pp.517-526
    • /
    • 2024
  • In this paper, some iterative methods are used to discuss the behavior of general mixed-harmonic variational inequalities. We employ the auxiliary principle technique and g-strongly harmonic monotonicity of the operator to obtain results on the existence of solutions to a generalized class of mixed harmonic variational inequality.

PCA-based Variational Model Composition Method for Roust Speech Recognition with Time-Varying Background Noise (시변 잡음에 강인한 음성 인식을 위한 PCA 기반의 Variational 모델 생성 기법)

  • Kim, Wooil
    • Journal of the Korea Institute of Information and Communication Engineering
    • /
    • v.17 no.12
    • /
    • pp.2793-2799
    • /
    • 2013
  • This paper proposes an effective feature compensation method to improve speech recognition performance in time-varying background noise condition. The proposed method employs principal component analysis to improve the variational model composition method. The proposed method is employed to generate multiple environmental models for the PCGMM-based feature compensation scheme. Experimental results prove that the proposed scheme is more effective at improving speech recognition accuracy in various SNR conditions of background music, compared to the conventional front-end methods. It shows 12.14% of average relative improvement in WER compared to the previous variational model composition method.

CLASSES OF HIGHER ORDER CONVERGENT ITERATIVE METHODS FOR SOLVING NONLINEAR EQUATIONS

  • FAROOQ AHMED SHAH
    • Journal of Applied and Pure Mathematics
    • /
    • v.6 no.3_4
    • /
    • pp.177-189
    • /
    • 2024
  • In this paper, we suggest and analyze new higher order classes of iterative methods for solving nonlinear equations by using variational iteration technique. We present several examples to illustrate the efficiency of the proposed methods. Comparison with other similar methods is also given. New methods can be considered as an alternative of the existing methods. This technique can be used to suggest a wide class of new iterative methods for solving nonlinear equations.

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.

HEMIVARIATIONAL INEQUALITIES

  • ASLAM NOOR MUHAMMAD
    • Journal of applied mathematics & informatics
    • /
    • v.17 no.1_2_3
    • /
    • pp.59-72
    • /
    • 2005
  • The auxiliary principle is used to suggest and analyze some iterative methods for solving solving hemivariational inequalities under mild conditions. The results obtained in this paper can be considered as a novel application of the auxiliary principle technique. Since hemivariational in­equalities include variational inequalities and nonlinear optimization problems as special cases, our results continue to hold for these problems.

PROJECTION METHODS FOR RELAXED COCOERCIVE VARIATION INEQUALITIES IN HILBERT SPACES

  • Su, Yongfu;Zhang, Hong
    • Journal of applied mathematics & informatics
    • /
    • v.27 no.1_2
    • /
    • pp.431-440
    • /
    • 2009
  • In this paper, we introduce and consider a new system of relaxed cocoercive variational inequalities involving three different operators and the concept of projective nonexpansive mapping. Base on the projection technique, we suggest two kinds of new iterative methods for the approximate solvability of this system. The results presented in this paper extend and improve the main results of [S.S. Chang, H.W.J. Lee, C.K. Chan, Generalized system for relaxed co coercive variational inequalities in Hilbert spaces, Appl. Math. Lett. 20 (2007) 329-334] and [Z. Huang, M. Aslam Noor, An explicit projection method for a system of nonlinear variational inequalities with different ($\gamma,r$)-cocoercive mappings, Appl. Math. Comput. (2007), doi:10.1016/j.amc.2007.01.032].

  • PDF