Pacific Journal of Mathematics


 Ophelia Norton
 2 years ago
 Views:
Transcription
1 Pacific Journal of Mathematics MINIMIZATION OF FUNCTIONS HAVING LIPSCHITZ CONTINUOUS FIRST PARTIAL DERIVATIVES LARRY ARMIJO Vol. 16, No. 1 November 1966
2 PACIFIC JOURNAL OF MATHEMATICS Vol. 16, No. 1, 1966 MINIMIZATION OF FUNCTIONS HAVING LIPSCHITZ CONTINUOUS FIRST PARTIAL DERIVATIVES LARRY ARMIJO A general convergence theorem for the gradient method is proved under hypotheses which are given below. It is then shown that the usual steepest descent and modified steepest descent algorithms converge under the some hypotheses. The modified steepest descent algorithm allows for the possibility of variable stepsize. For a comparison of our results with results previously obtained, the reader is referred to the discussion at the end of this paper. Principal conditions* Let / be a realvalued function defined and continuous everywhere on E n (real Euclidean wspace) and bounded below E n. For fixed x 0 e E n define S(x 0 ) = {x: f(x) ^ f(x 0 )}. The function^ / satisfies: condition I if there exists a unique point x* e E n such that f(x*) = inf/(a); Condition II at x 0 if fe C 1 on S(x 0 ) and Vf(x) = 0 xee n for x e S(x 0 ) if and only if x = x*; Condition III at x 0 if /e C 1 on S(x 0 ) and Ff is Lipschitz continuous on S(x 0 ), i.e., there exists a Lipschitz constant K> 0 such that Ff(y) Ff(x) \ S K\y x\ for every pair x, yes(x 0 ); Condition IV at x 0 if fec 1 on S(x 0 ) and if r > 0 implies that m(r) > 0 where ra(r) = inf Ff(x), S r (x Q ) = S r Π S(x 0 ), S r = χes r (χ 0 ) {x : I x x* I ^r}, and #* is any point for which f(x*) inf f(x). (If xee n S r (x 0 ) is void, we define m(r) = oo.) It follows immediately from the definitions of Conditions I through IV that Condition IV implies Conditions I and II, and if S(x 0 ) is bounded, then Condition IV is equivalent to Conditions I and II. 2. The convergence theorem* In the convergence theorem and its corollaries, we will assume that / is a realvalued function defined and continuous everywhere on E n, bounded below on E n, and that Conditions III and IV hold at x 0. THEOREM. // 0 < δ g 1/41SΓ, then for any xes(x 0 ), the set (1) S*(a, δ) = {x λ : x λ = x Wf{x), λ > 0, f(x λ )  f(x) ^  δ \Ff(x)\ 2 } Received January 30, The research for this paper was supported in part by General Dynamics/Astronautics, San Diego, California, Rice University, Houston, Texas, and the Martin Company, Denver, Colorado. The author is currently employed by the National Engineering Science Company, Houston, Texas.
3 2 LARRY ARMIJO is a nonempty subset of S(x 0 ) and any sequence {x k }ΐ= 0 such that x k+1, d), k = 0, 1, 2,, converges to the point x* which minimizes f. Proof. If xe S(x 0 ), x λ = x  Wf(x) and 0 ^ λ ^ 1/Z", Condition III and the mean value theorem imply the inequality f(x λ ) f(x) ^  (λ  X 2 K) I Pf(x) 2 which in turn implies that x λ e S*(x, δ) for λ x ^ λ ^ λ 2, λ< so that S*(x, d) is a nonempty subset of S(x Q ). If {^fc )Γ=o is any sequence for which x k+1, δ), k =0,1, 2,, then (1) implies that sequence {f(x k )}~= 0, which is bounded below, is monotone nonincreasing and hence that Vf(x k ) \ * 0 as k > oo. The remainder of the theorem follows from Condition IV. COROLLARY 1. (The Steepest Descent Algorithm) If x k+1 = x k  Lj7/(a? 4 ), k = 0, 1, 2, Δίί. then the sequence {x k }^=Q converges to the point x* which minimizes f. Proof. It follows from the proof of the convergence theorem that the sequence {x k }^= 0 defined in the statement of Corollary 1 is such that x k+1, 1/4Z), k = 0,1, 2,.. COROLLARY 2. (The Modified Steepest Descent Algorithm) If a is an arbitrarily assigned positive number, a m = a/2 m ~\ m = 1, 2,, and x k+1 = x k cc mj Pf(x k ) where m k is the smallest positive integer for which ( 2) f(x k  a m /f(x k ))  f(x k ) ^  \a mh \ Ff(x k ) 2, k = 0, 1, 2,, then the sequence {x k }ΐ= 0 converges to the point x* which minimizes f. Proof. It follows from the proof of the convergence theorem that if x e S(x Q ) and x λ =x  \Pf(x), then f(x λ )  f(x) ^  (1/2) λ Vf(x) 2 for 0 ^ λ ^ 1J2K. If a ^ l/2iγ, then for the sequence {x k }ΐ= 0 in the statement of Corollary 2, m k = 1 and x k+1, (l/2)a), k = 0,1, 2,. If a > 1/2Z", then the integers m^ exist and a mfc > l/4iγ so that
4 MINIMIZATION OF FUNCTIONS 3 3* Discussion* The convergence theorem proves convergence under hypotheses which are more restrictive than those imposed by Curry [1] but less restrictive than those imposed by Goldstein [2]. However, both the algorithms which we have considered would be considerably easier to apply than the algorithm proposed by Curry since his algorithm requires the minimization of a function of one variable at each step. The method of Goldstein requires the assumption that fec 2 on S(x 0 ) and that S(x 0 ) be bounded. It also requires knowledge of a bound for the norm of the Hessian matrix of / on S(x 0 ), but yields an estimate for the ultimate rate of convergence of the gradient method. It should be pointed out that the modified steepest descent algorithm of Corollary 2 allows for the possibility of variable stepsize and does not require knowledge of the value of the Lipschitz constant K. The author is indebted to the referee for his comments and suggestions. REFERENCES 1. H. B. Curry, The method of steepest descent for nonlinear minimization problems, Quart. Appl. Math. 2 (1944), '2. A. A. Goldstein, Cauchy's method of minimization, Numer. Math. 4 (2), (1962),
5
6 PACIFIC JOURNAL OF MATHEMATICS H. SAMELSON Stanford University Stanford, California R. M. BLUMENTHAL University of Washington Seattle, Washington EDITORS *J. DUGUNDJI University of Southern California Los Angeles, California RICHARD ARENS University of California Los Angeles, California ASSOCIATE EDITORS E. F. BECKENBACH B. H. NEUMANN F. WOLF K. YOSIDA UNIVERSITY OF BRITISH COLUMBIA CALIFORNIA INSTITUTE OF TECHNOLOGY UNIVERSITY OF CALIFORNIA MONTANA STATE UNIVERSITY UNIVERSITY OF NEVADA NEW MEXICO STATE UNIVERSITY OREGON STATE UNIVERSITY UNIVERSITY OF OREGON OSAKA UNIVERSITY UNIVERSITY OF SOUTHERN CALIFORNIA SUPPORTING INSTITUTIONS STANFORD UNIVERSITY UNIVERSITY OF TOKYO UNIVERSITY OF UTAH WASHINGTON STATE UNIVERSITY UNIVERSITY OF WASHINGTON * * * AMERICAN MATHEMATICAL SOCIETY CHEVRON RESEARCH CORPORATION TRW SYSTEMS NAVAL ORDNANCE TEST STATION Printed in Japan by International Academic Printing Co., Ltd., Tokyo Japan
7 Pacific Journal of Mathematics Vol. 16, No. 1 November, 1966 Larry Armijo, Minimization of functions having Lipschitz continuous first partial derivatives Edward Martin Bolger and William Leonard Harkness, Some characterizations of exponentialtype distributions James Russell Brown, Approximation theorems for Markov operators Doyle Otis Cutler, Quasiisomorphism for infinite Abelian pgroups Charles M. Glennie, Some identities valid in special Jordan algebras but not valid in all Jordan algebras Thomas William Hungerford, A description of Mult i (A 1,, A n ) by generators and relations James Henry Jordan, The distribution of cubic and quintic nonresidues Junius Colby Kegley, Convexity with respect to EulerLagrange differential operators Tilla Weinstein, On the determination of conformal imbedding Paul Jacob Koosis, On the spectral analysis of bounded functions JeanPierre Kahane, On the construction of certain bounded continuous functions V. V. Menon, A theorem on partitions of massdistribution Ronald C. Mullin, The enumeration of Hamiltonian polygons in triangular maps Eugene Elliot Robkin and F. A. Valentine, Families of parallels associated with sets Melvin Rosenfeld, Commutative Falgebras A. Seidenberg, Derivations and integral closure S. Verblunsky, On the stability of the set of exponents of a Cauchy exponential series Herbert Walum, Some averages of character sums
t := maxγ ν subject to ν {0,1,2,...} and f(x c +γ ν d) f(x c )+cγ ν f (x c ;d).
1. Line Search Methods Let f : R n R be given and suppose that x c is our current best estimate of a solution to P min x R nf(x). A standard method for improving the estimate x c is to choose a direction
More information1 if 1 x 0 1 if 0 x 1
Chapter 3 Continuity In this chapter we begin by defining the fundamental notion of continuity for real valued functions of a single real variable. When trying to decide whether a given function is or
More informationPacific Journal of Mathematics
Pacific Journal of Mathematics ON THE NONSINGULARITY OF COMPLEX MATRICES PAUL CAMION AND ALAN JEROME HOFFMAN Vol. 17, No. 2 February 1966 PACIFIC JOURNAL OF MATHEMATICS Vol. 17, No. 2, 1966 ON THE NONSINGULARITY
More informationPacific Journal of Mathematics
Pacific Journal of Mathematics BOUNDED SERIES AND HAUSDORFF MATRICES FOR ABSOLUTELY CONVERGENT SEQUENCES PHILIP C TONNE Vol 26, No 2 December 1968 PACIFIC JOURNAL OF MATHEMATICS Vol 26, No 2, 1968 BOUNDED
More informationCourse 221: Analysis Academic year , First Semester
Course 221: Analysis Academic year 200708, First Semester David R. Wilkins Copyright c David R. Wilkins 1989 2007 Contents 1 Basic Theorems of Real Analysis 1 1.1 The Least Upper Bound Principle................
More information2.3 Convex Constrained Optimization Problems
42 CHAPTER 2. FUNDAMENTAL CONCEPTS IN CONVEX OPTIMIZATION Theorem 15 Let f : R n R and h : R R. Consider g(x) = h(f(x)) for all x R n. The function g is convex if either of the following two conditions
More informationTHE BANACH CONTRACTION PRINCIPLE. Contents
THE BANACH CONTRACTION PRINCIPLE ALEX PONIECKI Abstract. This paper will study contractions of metric spaces. To do this, we will mainly use tools from topology. We will give some examples of contractions,
More informationChapter 2 Limits Functions and Sequences sequence sequence Example
Chapter Limits In the net few chapters we shall investigate several concepts from calculus, all of which are based on the notion of a limit. In the normal sequence of mathematics courses that students
More informationMath 317 HW #5 Solutions
Math 317 HW #5 Solutions 1. Exercise 2.4.2. (a) Prove that the sequence defined by x 1 = 3 and converges. x n+1 = 1 4 x n Proof. I intend to use the Monotone Convergence Theorem, so my goal is to show
More informationPacific Journal of Mathematics
Pacific Journal of Mathematics GLOBAL EXISTENCE AND DECREASING PROPERTY OF BOUNDARY VALUES OF SOLUTIONS TO PARABOLIC EQUATIONS WITH NONLOCAL BOUNDARY CONDITIONS Sangwon Seo Volume 193 No. 1 March 2000
More informationMA651 Topology. Lecture 6. Separation Axioms.
MA651 Topology. Lecture 6. Separation Axioms. This text is based on the following books: Fundamental concepts of topology by Peter O Neil Elements of Mathematics: General Topology by Nicolas Bourbaki Counterexamples
More informationMaxMin Representation of Piecewise Linear Functions
Beiträge zur Algebra und Geometrie Contributions to Algebra and Geometry Volume 43 (2002), No. 1, 297302. MaxMin Representation of Piecewise Linear Functions Sergei Ovchinnikov Mathematics Department,
More informationConvex analysis and profit/cost/support functions
CALIFORNIA INSTITUTE OF TECHNOLOGY Division of the Humanities and Social Sciences Convex analysis and profit/cost/support functions KC Border October 2004 Revised January 2009 Let A be a subset of R m
More information6. Metric spaces. In this section we review the basic facts about metric spaces. d : X X [0, )
6. Metric spaces In this section we review the basic facts about metric spaces. Definitions. A metric on a nonempty set X is a map with the following properties: d : X X [0, ) (i) If x, y X are points
More informationAdaptive Online Gradient Descent
Adaptive Online Gradient Descent Peter L Bartlett Division of Computer Science Department of Statistics UC Berkeley Berkeley, CA 94709 bartlett@csberkeleyedu Elad Hazan IBM Almaden Research Center 650
More informationMathematics Course 111: Algebra I Part IV: Vector Spaces
Mathematics Course 111: Algebra I Part IV: Vector Spaces D. R. Wilkins Academic Year 19967 9 Vector Spaces A vector space over some field K is an algebraic structure consisting of a set V on which are
More information1 Norms and Vector Spaces
008.10.07.01 1 Norms and Vector Spaces Suppose we have a complex vector space V. A norm is a function f : V R which satisfies (i) f(x) 0 for all x V (ii) f(x + y) f(x) + f(y) for all x,y V (iii) f(λx)
More informationModern Optimization Methods for Big Data Problems MATH11146 The University of Edinburgh
Modern Optimization Methods for Big Data Problems MATH11146 The University of Edinburgh Peter Richtárik Week 3 Randomized Coordinate Descent With Arbitrary Sampling January 27, 2016 1 / 30 The Problem
More informationLimits and convergence.
Chapter 2 Limits and convergence. 2.1 Limit points of a set of real numbers 2.1.1 Limit points of a set. DEFINITION: A point x R is a limit point of a set E R if for all ε > 0 the set (x ε,x + ε) E is
More informationThe Mean Value Theorem
The Mean Value Theorem THEOREM (The Extreme Value Theorem): If f is continuous on a closed interval [a, b], then f attains an absolute maximum value f(c) and an absolute minimum value f(d) at some numbers
More information1 Fixed Point Iteration and Contraction Mapping Theorem
1 Fixed Point Iteration and Contraction Mapping Theorem Notation: For two sets A,B we write A B iff x A = x B. So A A is true. Some people use the notation instead. 1.1 Introduction Consider a function
More informationN E W S A N D L E T T E R S
N E W S A N D L E T T E R S 73rd Annual William Lowell Putnam Mathematical Competition Editor s Note: Additional solutions will be printed in the Monthly later in the year. PROBLEMS A1. Let d 1, d,...,
More informationk=1 k2, and therefore f(m + 1) = f(m) + (m + 1) 2 =
Math 104: Introduction to Analysis SOLUTIONS Alexander Givental HOMEWORK 1 1.1. Prove that 1 2 +2 2 + +n 2 = 1 n(n+1)(2n+1) for all n N. 6 Put f(n) = n(n + 1)(2n + 1)/6. Then f(1) = 1, i.e the theorem
More informationDISTRIBUTIVE PROPERTIES OF ADDITION OVER MULTIPLICATION OF IDEMPOTENT MATRICES
J. Appl. Math. & Informatics Vol. 29(2011), No. 56, pp. 16031608 Website: http://www.kcam.biz DISTRIBUTIVE PROPERTIES OF ADDITION OVER MULTIPLICATION OF IDEMPOTENT MATRICES WIWAT WANICHARPICHAT Abstract.
More informationBANACH AND HILBERT SPACE REVIEW
BANACH AND HILBET SPACE EVIEW CHISTOPHE HEIL These notes will briefly review some basic concepts related to the theory of Banach and Hilbert spaces. We are not trying to give a complete development, but
More informationGenOpt (R) Generic Optimization Program User Manual Version 3.0.0β1
(R) User Manual Environmental Energy Technologies Division Berkeley, CA 94720 http://simulationresearch.lbl.gov Michael Wetter MWetter@lbl.gov February 20, 2009 Notice: This work was supported by the U.S.
More informationx if x 0, x if x < 0.
Chapter 3 Sequences In this chapter, we discuss sequences. We say what it means for a sequence to converge, and define the limit of a convergent sequence. We begin with some preliminary results about the
More informationTheorem (The division theorem) Suppose that a and b are integers with b > 0. There exist unique integers q and r so that. a = bq + r and 0 r < b.
Theorem (The division theorem) Suppose that a and b are integers with b > 0. There exist unique integers q and r so that a = bq + r and 0 r < b. We re dividing a by b: q is the quotient and r is the remainder,
More informationMATH 289 PROBLEM SET 1: INDUCTION. 1. The induction Principle The following property of the natural numbers is intuitively clear:
MATH 89 PROBLEM SET : INDUCTION The induction Principle The following property of the natural numbers is intuitively clear: Axiom Every nonempty subset of the set of nonnegative integers Z 0 = {0,,, 3,
More informationFurther Study on Strong Lagrangian Duality Property for Invex Programs via Penalty Functions 1
Further Study on Strong Lagrangian Duality Property for Invex Programs via Penalty Functions 1 J. Zhang Institute of Applied Mathematics, Chongqing University of Posts and Telecommunications, Chongqing
More informationFixed Point Theorems
Fixed Point Theorems Definition: Let X be a set and let T : X X be a function that maps X into itself. (Such a function is often called an operator, a transformation, or a transform on X, and the notation
More informationLimit processes are the basis of calculus. For example, the derivative. f f (x + h) f (x)
SEC. 4.1 TAYLOR SERIES AND CALCULATION OF FUNCTIONS 187 Taylor Series 4.1 Taylor Series and Calculation of Functions Limit processes are the basis of calculus. For example, the derivative f f (x + h) f
More informationx a x 2 (1 + x 2 ) n.
Limits and continuity Suppose that we have a function f : R R. Let a R. We say that f(x) tends to the limit l as x tends to a; lim f(x) = l ; x a if, given any real number ɛ > 0, there exists a real number
More information2.3 Scheduling jobs on identical parallel machines
2.3 Scheduling jobs on identical parallel machines There are jobs to be processed, and there are identical machines (running in parallel) to which each job may be assigned Each job = 1,,, must be processed
More informationRi and. i=1. S i N. and. R R i
The subset R of R n is a closed rectangle if there are n nonempty closed intervals {[a 1, b 1 ], [a 2, b 2 ],..., [a n, b n ]} so that R = [a 1, b 1 ] [a 2, b 2 ] [a n, b n ]. The subset R of R n is an
More informationGROUPS SUBGROUPS. Definition 1: An operation on a set G is a function : G G G.
Definition 1: GROUPS An operation on a set G is a function : G G G. Definition 2: A group is a set G which is equipped with an operation and a special element e G, called the identity, such that (i) the
More informationSolutions of Equations in One Variable. FixedPoint Iteration II
Solutions of Equations in One Variable FixedPoint Iteration II Numerical Analysis (9th Edition) R L Burden & J D Faires Beamer Presentation Slides prepared by John Carroll Dublin City University c 2011
More informationMATH : HONORS CALCULUS3 HOMEWORK 6: SOLUTIONS
MATH 1630033: HONORS CALCULUS3 HOMEWORK 6: SOLUTIONS 251 Find the absolute value and argument(s) of each of the following. (ii) (3 + 4i) 1 (iv) 7 3 + 4i (ii) Put z = 3 + 4i. From z 1 z = 1, we have
More informationThis chapter describes set theory, a mathematical theory that underlies all of modern mathematics.
Appendix A Set Theory This chapter describes set theory, a mathematical theory that underlies all of modern mathematics. A.1 Basic Definitions Definition A.1.1. A set is an unordered collection of elements.
More informationColumbia University in the City of New York New York, N.Y. 10027
Columbia University in the City of New York New York, N.Y. 10027 DEPARTMENT OF MATHEMATICS 508 Mathematics Building 2990 Broadway Fall Semester 2005 Professor Ioannis Karatzas W4061: MODERN ANALYSIS Description
More informationTD(0) Leads to Better Policies than Approximate Value Iteration
TD(0) Leads to Better Policies than Approximate Value Iteration Benjamin Van Roy Management Science and Engineering and Electrical Engineering Stanford University Stanford, CA 94305 bvr@stanford.edu Abstract
More informationChapter 2 Sequences and Series
Chapter 2 Sequences and Series 2. Sequences A sequence is a function from the positive integers (possibly including 0) to the reals. A typical example is a n = /n defined for all integers n. The notation
More informationSequences of Functions
Sequences of Functions Uniform convergence 9. Assume that f n f uniformly on S and that each f n is bounded on S. Prove that {f n } is uniformly bounded on S. Proof: Since f n f uniformly on S, then given
More informationCompactness in metric spaces
MATHEMATICS 3103 (Functional Analysis) YEAR 2012 2013, TERM 2 HANDOUT #2: COMPACTNESS OF METRIC SPACES Compactness in metric spaces The closed intervals [a, b] of the real line, and more generally the
More informationON FIBER DIAMETERS OF CONTINUOUS MAPS
ON FIBER DIAMETERS OF CONTINUOUS MAPS PETER S. LANDWEBER, EMANUEL A. LAZAR, AND NEEL PATEL Abstract. We present a surprisingly short proof that for any continuous map f : R n R m, if n > m, then there
More informationOnline Convex Optimization
E0 370 Statistical Learning heory Lecture 19 Oct 22, 2013 Online Convex Optimization Lecturer: Shivani Agarwal Scribe: Aadirupa 1 Introduction In this lecture we shall look at a fairly general setting
More informationCHAPTER II THE LIMIT OF A SEQUENCE OF NUMBERS DEFINITION OF THE NUMBER e.
CHAPTER II THE LIMIT OF A SEQUENCE OF NUMBERS DEFINITION OF THE NUMBER e. This chapter contains the beginnings of the most important, and probably the most subtle, notion in mathematical analysis, i.e.,
More informationMODULAR ARITHMETIC. a smallest member. It is equivalent to the Principle of Mathematical Induction.
MODULAR ARITHMETIC 1 Working With Integers The usual arithmetic operations of addition, subtraction and multiplication can be performed on integers, and the result is always another integer Division, on
More informationJUSTINTIME SCHEDULING WITH PERIODIC TIME SLOTS. Received December May 12, 2003; revised February 5, 2004
Scientiae Mathematicae Japonicae Online, Vol. 10, (2004), 431 437 431 JUSTINTIME SCHEDULING WITH PERIODIC TIME SLOTS Ondřej Čepeka and Shao Chin Sung b Received December May 12, 2003; revised February
More informationMathematical Methods of Engineering Analysis
Mathematical Methods of Engineering Analysis Erhan Çinlar Robert J. Vanderbei February 2, 2000 Contents Sets and Functions 1 1 Sets................................... 1 Subsets.............................
More informationANALYTICAL MATHEMATICS FOR APPLICATIONS 2016 LECTURE NOTES Series
ANALYTICAL MATHEMATICS FOR APPLICATIONS 206 LECTURE NOTES 8 ISSUED 24 APRIL 206 A series is a formal sum. Series a + a 2 + a 3 + + + where { } is a sequence of real numbers. Here formal means that we don
More informationMetric Spaces. Chapter 1
Chapter 1 Metric Spaces Many of the arguments you have seen in several variable calculus are almost identical to the corresponding arguments in one variable calculus, especially arguments concerning convergence
More information(Quasi)Newton methods
(Quasi)Newton methods 1 Introduction 1.1 Newton method Newton method is a method to find the zeros of a differentiable nonlinear function g, x such that g(x) = 0, where g : R n R n. Given a starting
More informationStructure of Measurable Sets
Structure of Measurable Sets In these notes we discuss the structure of Lebesgue measurable subsets of R from several different points of view. Along the way, we will see several alternative characterizations
More informationDedekind s forgotten axiom and why we should teach it (and why we shouldn t teach mathematical induction in our calculus classes)
Dedekind s forgotten axiom and why we should teach it (and why we shouldn t teach mathematical induction in our calculus classes) by Jim Propp (UMass Lowell) March 14, 2010 1 / 29 Completeness Three common
More informationMath 563 Measure Theory Project 1 (Funky Functions Group) Luis Zerón, Sergey Dyachenko
Math 563 Measure Theory Project (Funky Functions Group) Luis Zerón, Sergey Dyachenko 34 Let C and C be any two Cantor sets (constructed in Exercise 3) Show that there exists a function F: [,] [,] with
More informationUndergraduate Notes in Mathematics. Arkansas Tech University Department of Mathematics
Undergraduate Notes in Mathematics Arkansas Tech University Department of Mathematics An Introductory Single Variable Real Analysis: A Learning Approach through Problem Solving Marcel B. Finan c All Rights
More informationSequences and Convergence in Metric Spaces
Sequences and Convergence in Metric Spaces Definition: A sequence in a set X (a sequence of elements of X) is a function s : N X. We usually denote s(n) by s n, called the nth term of s, and write {s
More informationMathematics of Cryptography
CHAPTER 2 Mathematics of Cryptography Part I: Modular Arithmetic, Congruence, and Matrices Objectives This chapter is intended to prepare the reader for the next few chapters in cryptography. The chapter
More informationBreaking The Code. Ryan Lowe. Ryan Lowe is currently a Ball State senior with a double major in Computer Science and Mathematics and
Breaking The Code Ryan Lowe Ryan Lowe is currently a Ball State senior with a double major in Computer Science and Mathematics and a minor in Applied Physics. As a sophomore, he took an independent study
More informationContinuity of the Perron Root
Linear and Multilinear Algebra http://dx.doi.org/10.1080/03081087.2014.934233 ArXiv: 1407.7564 (http://arxiv.org/abs/1407.7564) Continuity of the Perron Root Carl D. Meyer Department of Mathematics, North
More information10. Proximal point method
L. Vandenberghe EE236C Spring 201314) 10. Proximal point method proximal point method augmented Lagrangian method MoreauYosida smoothing 101 Proximal point method a conceptual algorithm for minimizing
More informationSeparation Properties for Locally Convex Cones
Journal of Convex Analysis Volume 9 (2002), No. 1, 301 307 Separation Properties for Locally Convex Cones Walter Roth Department of Mathematics, Universiti Brunei Darussalam, Gadong BE1410, Brunei Darussalam
More informationThe HenstockKurzweilStieltjes type integral for real functions on a fractal subset of the real line
The HenstockKurzweilStieltjes type integral for real functions on a fractal subset of the real line D. Bongiorno, G. Corrao Dipartimento di Ingegneria lettrica, lettronica e delle Telecomunicazioni,
More informationCONTINUED FRACTIONS, PELL S EQUATION, AND TRANSCENDENTAL NUMBERS
CONTINUED FRACTIONS, PELL S EQUATION, AND TRANSCENDENTAL NUMBERS JEREMY BOOHER Continued fractions usually get shortchanged at PROMYS, but they are interesting in their own right and useful in other areas
More informationChap2: The Real Number System (See Royden pp40)
Chap2: The Real Number System (See Royden pp40) 1 Open and Closed Sets of Real Numbers The simplest sets of real numbers are the intervals. We define the open interval (a, b) to be the set (a, b) = {x
More informationProperties of BMO functions whose reciprocals are also BMO
Properties of BMO functions whose reciprocals are also BMO R. L. Johnson and C. J. Neugebauer The main result says that a nonnegative BMOfunction w, whose reciprocal is also in BMO, belongs to p> A p,and
More informationNo: 10 04. Bilkent University. Monotonic Extension. Farhad Husseinov. Discussion Papers. Department of Economics
No: 10 04 Bilkent University Monotonic Extension Farhad Husseinov Discussion Papers Department of Economics The Discussion Papers of the Department of Economics are intended to make the initial results
More informationA Curious Case of a Continued Fraction
A Curious Case of a Continued Fraction Abigail Faron Advisor: Dr. David Garth May 30, 204 Introduction The primary purpose of this paper is to combine the studies of continued fractions, the Fibonacci
More informationMedical School Math Requirements and Recommendations
Medical School Math Requirements and Recommendations All information in this document comes from the 20112012 Medical School Admission Requirements book (commonly known as the MSAR). Students should check
More information1. Periodic Fourier series. The Fourier expansion of a 2πperiodic function f is:
CONVERGENCE OF FOURIER SERIES 1. Periodic Fourier series. The Fourier expansion of a 2πperiodic function f is: with coefficients given by: a n = 1 π f(x) a 0 2 + a n cos(nx) + b n sin(nx), n 1 f(x) cos(nx)dx
More informationORDERS OF ELEMENTS IN A GROUP
ORDERS OF ELEMENTS IN A GROUP KEITH CONRAD 1. Introduction Let G be a group and g G. We say g has finite order if g n = e for some positive integer n. For example, 1 and i have finite order in C, since
More information16 Convergence of Fourier Series
16 Convergence of Fourier Series 16.1 Pointwise convergence of Fourier series Definition: Piecewise smooth functions For f defined on interval [a, b], f is piecewise smooth on [a, b] if there is a partition
More informationNotes V General Equilibrium: Positive Theory. 1 Walrasian Equilibrium and Excess Demand
Notes V General Equilibrium: Positive Theory In this lecture we go on considering a general equilibrium model of a private ownership economy. In contrast to the Notes IV, we focus on positive issues such
More information1.3 Induction and Other Proof Techniques
4CHAPTER 1. INTRODUCTORY MATERIAL: SETS, FUNCTIONS AND MATHEMATICAL INDU 1.3 Induction and Other Proof Techniques The purpose of this section is to study the proof technique known as mathematical induction.
More informationNotes on weak convergence (MAT Spring 2006)
Notes on weak convergence (MAT4380  Spring 2006) Kenneth H. Karlsen (CMA) February 2, 2006 1 Weak convergence In what follows, let denote an open, bounded, smooth subset of R N with N 2. We assume 1 p
More informationCHAPTER 5: MODULAR ARITHMETIC
CHAPTER 5: MODULAR ARITHMETIC LECTURE NOTES FOR MATH 378 (CSUSM, SPRING 2009). WAYNE AITKEN 1. Introduction In this chapter we will consider congruence modulo m, and explore the associated arithmetic called
More informationMathematics for Econometrics, Fourth Edition
Mathematics for Econometrics, Fourth Edition Phoebus J. Dhrymes 1 July 2012 1 c Phoebus J. Dhrymes, 2012. Preliminary material; not to be cited or disseminated without the author s permission. 2 Contents
More informationON A MIXED SUMDIFFERENCE EQUATION OF VOLTERRAFREDHOLM TYPE. 1. Introduction
SARAJEVO JOURNAL OF MATHEMATICS Vol.5 (17) (2009), 55 62 ON A MIXED SUMDIFFERENCE EQUATION OF VOLTERRAFREDHOLM TYPE B.. PACHPATTE Abstract. The main objective of this paper is to study some basic properties
More informationPythagorean Triples Pythagorean triple similar primitive
Pythagorean Triples One of the most farreaching problems to appear in Diophantus Arithmetica was his Problem II8: To divide a given square into two squares. Namely, find integers x, y, z, so that x 2
More informationAdvanced results on variational inequality formulation in oligopolistic market equilibrium problem
Filomat 26:5 (202), 935 947 DOI 0.2298/FIL205935B Published by Faculty of Sciences and Mathematics, University of Niš, Serbia Available at: http://www.pmf.ni.ac.rs/filomat Advanced results on variational
More information24. The Branch and Bound Method
24. The Branch and Bound Method It has serious practical consequences if it is known that a combinatorial problem is NPcomplete. Then one can conclude according to the present state of science that no
More informationSOME RESULTS ON HYPERCYCLICITY OF TUPLE OF OPERATORS. Abdelaziz Tajmouati Mohammed El berrag. 1. Introduction
italian journal of pure and applied mathematics n. 35 2015 (487 492) 487 SOME RESULTS ON HYPERCYCLICITY OF TUPLE OF OPERATORS Abdelaziz Tajmouati Mohammed El berrag Sidi Mohamed Ben Abdellah University
More informationF. ABTAHI and M. ZARRIN. (Communicated by J. Goldstein)
Journal of Algerian Mathematical Society Vol. 1, pp. 1 6 1 CONCERNING THE l p CONJECTURE FOR DISCRETE SEMIGROUPS F. ABTAHI and M. ZARRIN (Communicated by J. Goldstein) Abstract. For 2 < p
More information17.3.1 Follow the Perturbed Leader
CS787: Advanced Algorithms Topic: Online Learning Presenters: David He, Chris Hopman 17.3.1 Follow the Perturbed Leader 17.3.1.1 Prediction Problem Recall the prediction problem that we discussed in class.
More informationTopology and Convergence by: Daniel Glasscock, May 2012
Topology and Convergence by: Daniel Glasscock, May 2012 These notes grew out of a talk I gave at The Ohio State University. The primary reference is [1]. A possible error in the proof of Theorem 1 in [1]
More informationON GENERALIZED RELATIVE COMMUTATIVITY DEGREE OF A FINITE GROUP. A. K. Das and R. K. Nath
International Electronic Journal of Algebra Volume 7 (2010) 140151 ON GENERALIZED RELATIVE COMMUTATIVITY DEGREE OF A FINITE GROUP A. K. Das and R. K. Nath Received: 12 October 2009; Revised: 15 December
More informationMetric Spaces. Chapter 7. 7.1. Metrics
Chapter 7 Metric Spaces A metric space is a set X that has a notion of the distance d(x, y) between every pair of points x, y X. The purpose of this chapter is to introduce metric spaces and give some
More informationTRIPLE FIXED POINTS IN ORDERED METRIC SPACES
Bulletin of Mathematical Analysis and Applications ISSN: 18211291, URL: http://www.bmathaa.org Volume 4 Issue 1 (2012., Pages 197207 TRIPLE FIXED POINTS IN ORDERED METRIC SPACES (COMMUNICATED BY SIMEON
More informationFACTORING POLYNOMIALS IN THE RING OF FORMAL POWER SERIES OVER Z
FACTORING POLYNOMIALS IN THE RING OF FORMAL POWER SERIES OVER Z DANIEL BIRMAJER, JUAN B GIL, AND MICHAEL WEINER Abstract We consider polynomials with integer coefficients and discuss their factorization
More informationA CHARACTERIZATION OF C k (X) FOR X NORMAL AND REALCOMPACT
Bol. Soc. Mat. Mexicana (3) Vol. 12, 2006 A CHARACTERIZATION OF C k (X) FOR X NORMAL AND REALCOMPACT F. MONTALVO, A. A. PULGARÍN AND B. REQUEJO Abstract. We present some internal conditions on a locally
More information5. Convergence of sequences of random variables
5. Convergence of sequences of random variables Throughout this chapter we assume that {X, X 2,...} is a sequence of r.v. and X is a r.v., and all of them are defined on the same probability space (Ω,
More informationGod created the integers and the rest is the work of man. (Leopold Kronecker, in an afterdinner speech at a conference, Berlin, 1886)
Chapter 2 Numbers God created the integers and the rest is the work of man. (Leopold Kronecker, in an afterdinner speech at a conference, Berlin, 1886) God created the integers and the rest is the work
More informationFIXED POINT SETS OF FIBERPRESERVING MAPS
FIXED POINT SETS OF FIBERPRESERVING MAPS Robert F. Brown Department of Mathematics University of California Los Angeles, CA 90095 email: rfb@math.ucla.edu Christina L. Soderlund Department of Mathematics
More informationNumerisches Rechnen. (für Informatiker) M. Grepl J. Berger & J.T. Frings. Institut für Geometrie und Praktische Mathematik RWTH Aachen
(für Informatiker) M. Grepl J. Berger & J.T. Frings Institut für Geometrie und Praktische Mathematik RWTH Aachen Wintersemester 2010/11 Problem Statement Unconstrained Optimality Conditions Constrained
More informationSHARP BOUNDS FOR THE SUM OF THE SQUARES OF THE DEGREES OF A GRAPH
31 Kragujevac J. Math. 25 (2003) 31 49. SHARP BOUNDS FOR THE SUM OF THE SQUARES OF THE DEGREES OF A GRAPH Kinkar Ch. Das Department of Mathematics, Indian Institute of Technology, Kharagpur 721302, W.B.,
More informationCHAPTER SIX IRREDUCIBILITY AND FACTORIZATION 1. BASIC DIVISIBILITY THEORY
January 10, 2010 CHAPTER SIX IRREDUCIBILITY AND FACTORIZATION 1. BASIC DIVISIBILITY THEORY The set of polynomials over a field F is a ring, whose structure shares with the ring of integers many characteristics.
More informationResearch Article Stability Analysis for HigherOrder Adjacent Derivative in Parametrized Vector Optimization
Hindawi Publishing Corporation Journal of Inequalities and Applications Volume 2010, Article ID 510838, 15 pages doi:10.1155/2010/510838 Research Article Stability Analysis for HigherOrder Adjacent Derivative
More informationON COMPLETELY CONTINUOUS INTEGRATION OPERATORS OF A VECTOR MEASURE. 1. Introduction
ON COMPLETELY CONTINUOUS INTEGRATION OPERATORS OF A VECTOR MEASURE J.M. CALABUIG, J. RODRÍGUEZ, AND E.A. SÁNCHEZPÉREZ Abstract. Let m be a vector measure taking values in a Banach space X. We prove that
More informationContinued Fractions. Darren C. Collins
Continued Fractions Darren C Collins Abstract In this paper, we discuss continued fractions First, we discuss the definition and notation Second, we discuss the development of the subject throughout history
More information