Pacific Journal of Mathematics


 Ophelia Norton
 1 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 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 informationAdaptive Search with Stochastic Acceptance Probabilities for Global Optimization
Adaptive Search with Stochastic Acceptance Probabilities for Global Optimization Archis Ghate a and Robert L. Smith b a Industrial Engineering, University of Washington, Box 352650, Seattle, Washington,
More informationON SEQUENTIAL CONTINUITY OF COMPOSITION MAPPING. 0. Introduction
ON SEQUENTIAL CONTINUITY OF COMPOSITION MAPPING Abstract. In [1] there was proved a theorem concerning the continuity of the composition mapping, and there was announced a theorem on sequential continuity
More informationAn example of a computable
An example of a computable absolutely normal number Verónica Becher Santiago Figueira Abstract The first example of an absolutely normal number was given by Sierpinski in 96, twenty years before the concept
More informationA PRIORI ESTIMATES FOR SEMISTABLE SOLUTIONS OF SEMILINEAR ELLIPTIC EQUATIONS. In memory of RouHuai Wang
A PRIORI ESTIMATES FOR SEMISTABLE SOLUTIONS OF SEMILINEAR ELLIPTIC EQUATIONS XAVIER CABRÉ, MANEL SANCHÓN, AND JOEL SPRUCK In memory of RouHuai Wang 1. Introduction In this note we consider semistable
More informationElements of Abstract Group Theory
Chapter 2 Elements of Abstract Group Theory Mathematics is a game played according to certain simple rules with meaningless marks on paper. David Hilbert The importance of symmetry in physics, and for
More informationGI01/M055 Supervised Learning Proximal Methods
GI01/M055 Supervised Learning Proximal Methods Massimiliano Pontil (based on notes by Luca Baldassarre) (UCL) Proximal Methods 1 / 20 Today s Plan Problem setting Convex analysis concepts Proximal operators
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 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 informationIRREDUCIBLE OPERATOR SEMIGROUPS SUCH THAT AB AND BA ARE PROPORTIONAL. 1. Introduction
IRREDUCIBLE OPERATOR SEMIGROUPS SUCH THAT AB AND BA ARE PROPORTIONAL R. DRNOVŠEK, T. KOŠIR Dedicated to Prof. Heydar Radjavi on the occasion of his seventieth birthday. Abstract. Let S be an irreducible
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 information4. CLASSES OF RINGS 4.1. Classes of Rings class operator Aclosed Example 1: product Example 2:
4. CLASSES OF RINGS 4.1. Classes of Rings Normally we associate, with any property, a set of objects that satisfy that property. But problems can arise when we allow sets to be elements of larger sets
More informationSome Notes on Taylor Polynomials and Taylor Series
Some Notes on Taylor Polynomials and Taylor Series Mark MacLean October 3, 27 UBC s courses MATH /8 and MATH introduce students to the ideas of Taylor polynomials and Taylor series in a fairly limited
More information2 Complex Functions and the CauchyRiemann Equations
2 Complex Functions and the CauchyRiemann Equations 2.1 Complex functions In onevariable calculus, we study functions f(x) of a real variable x. Likewise, in complex analysis, we study functions f(z)
More informationMedical School Math Requirements and Recommendations
Medical School Math Requirements and Recommendations All information in this document comes from the 20102011 Medical School Admission Requirements book (commonly known as the MSAR). Students should check
More informationMathematical Association of America is collaborating with JSTOR to digitize, preserve and extend access to The American Mathematical Monthly.
A Remark on Stirling's Formula Author(s): Herbert Robbins Source: The American Mathematical Monthly, Vol. 62, No. 1 (Jan., 1955), pp. 2629 Published by: Mathematical Association of America Stable URL:
More informationFuzzy Differential Systems and the New Concept of Stability
Nonlinear Dynamics and Systems Theory, 1(2) (2001) 111 119 Fuzzy Differential Systems and the New Concept of Stability V. Lakshmikantham 1 and S. Leela 2 1 Department of Mathematical Sciences, Florida
More informationPacific Journal of Mathematics
Pacific Journal of Mathematics CAPACITY, VIRTUAL MASS, AND GENERALIZED SYMMETRIZATION LAWRENCE EDWARD PAYNE AND ALEXANDER WEINSTEIN Vol. 2, No. 4 April 1952 CAPACITY, VIRTUAL MASS, AND GENERALIZED SYMMETRIZATION
More informationEXTENSIONS OF MAPS IN SPACES WITH PERIODIC HOMEOMORPHISMS
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY Volume 78, Number 4, July 1972 EXTENSIONS OF MAPS IN SPACES WITH PERIODIC HOMEOMORPHISMS BY JAN W. JAWOROWSKI Communicated by Victor Klee, November 29, 1971
More informationIndiana State Core Curriculum Standards updated 2009 Algebra I
Indiana State Core Curriculum Standards updated 2009 Algebra I Strand Description Boardworks High School Algebra presentations Operations With Real Numbers Linear Equations and A1.1 Students simplify and
More informationContinued Fractions and the Euclidean Algorithm
Continued Fractions and the Euclidean Algorithm Lecture notes prepared for MATH 326, Spring 997 Department of Mathematics and Statistics University at Albany William F Hammond Table of Contents Introduction
More informationLecture 7: Finding Lyapunov Functions 1
Massachusetts Institute of Technology Department of Electrical Engineering and Computer Science 6.243j (Fall 2003): DYNAMICS OF NONLINEAR SYSTEMS by A. Megretski Lecture 7: Finding Lyapunov Functions 1
More informationn k=1 k=0 1/k! = e. Example 6.4. The series 1/k 2 converges in R. Indeed, if s n = n then k=1 1/k, then s 2n s n = 1 n + 1 +...
6 Series We call a normed space (X, ) a Banach space provided that every Cauchy sequence (x n ) in X converges. For example, R with the norm = is an example of Banach space. Now let (x n ) be a sequence
More informationNumerical Verification of Optimality Conditions in Optimal Control Problems
Numerical Verification of Optimality Conditions in Optimal Control Problems Dissertation zur Erlangung des naturwissenschaftlichen Doktorgrades der JuliusMaximiliansUniversität Würzburg vorgelegt von
More informationIdeal Class Group and Units
Chapter 4 Ideal Class Group and Units We are now interested in understanding two aspects of ring of integers of number fields: how principal they are (that is, what is the proportion of principal ideals
More informationLinear Algebra I. Ronald van Luijk, 2012
Linear Algebra I Ronald van Luijk, 2012 With many parts from Linear Algebra I by Michael Stoll, 2007 Contents 1. Vector spaces 3 1.1. Examples 3 1.2. Fields 4 1.3. The field of complex numbers. 6 1.4.
More informationMTH4100 Calculus I. Lecture notes for Week 8. Thomas Calculus, Sections 4.1 to 4.4. Rainer Klages
MTH4100 Calculus I Lecture notes for Week 8 Thomas Calculus, Sections 4.1 to 4.4 Rainer Klages School of Mathematical Sciences Queen Mary University of London Autumn 2009 Theorem 1 (First Derivative Theorem
More informationI. GROUPS: BASIC DEFINITIONS AND EXAMPLES
I GROUPS: BASIC DEFINITIONS AND EXAMPLES Definition 1: 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
More informationCONSTANTSIGN SOLUTIONS FOR A NONLINEAR NEUMANN PROBLEM INVOLVING THE DISCRETE plaplacian. Pasquale Candito and Giuseppina D Aguí
Opuscula Math. 34 no. 4 2014 683 690 http://dx.doi.org/10.7494/opmath.2014.34.4.683 Opuscula Mathematica CONSTANTSIGN SOLUTIONS FOR A NONLINEAR NEUMANN PROBLEM INVOLVING THE DISCRETE plaplacian Pasquale
More informationThe Lebesgue Measure and Integral
The Lebesgue Measure and Integral Mike Klaas April 12, 2003 Introduction The Riemann integral, defined as the limit of upper and lower sums, is the first example of an integral, and still holds the honour
More informationS(A) X α for all α Λ. Consequently, S(A) X, by the definition of intersection. Therefore, X is inductive.
MA 274: Exam 2 Study Guide (1) Know the precise definitions of the terms requested for your journal. (2) Review proofs by induction. (3) Be able to prove that something is or isn t an equivalence relation.
More informationON CERTAIN DOUBLY INFINITE SYSTEMS OF CURVES ON A SURFACE
i93 c J SYSTEMS OF CURVES 695 ON CERTAIN DOUBLY INFINITE SYSTEMS OF CURVES ON A SURFACE BY C H. ROWE. Introduction. A system of co 2 curves having been given on a surface, let us consider a variable curvilinear
More informationBounds on the spectral radius of a Hadamard product of nonnegative or positive semidefinite matrices
Electronic Journal of Linear Algebra Volume 20 Volume 20 (2010) Article 6 2010 Bounds on the spectral radius of a Hadamard product of nonnegative or positive semidefinite matrices Roger A. Horn rhorn@math.utah.edu
More informationResearch Article On the Rank of Elliptic Curves in Elementary Cubic Extensions
Numbers Volume 2015, Article ID 501629, 4 pages http://dx.doi.org/10.1155/2015/501629 Research Article On the Rank of Elliptic Curves in Elementary Cubic Extensions Rintaro Kozuma College of International
More informationMATH 304 Linear Algebra Lecture 9: Subspaces of vector spaces (continued). Span. Spanning set.
MATH 304 Linear Algebra Lecture 9: Subspaces of vector spaces (continued). Span. Spanning set. Vector space A vector space is a set V equipped with two operations, addition V V (x,y) x + y V and scalar
More information