Results 41 to 50 of about 610,785 (114)

A modified Newton-secant method for solving nonsmooth generalized equations

Mathematical Modelling and Analysis
In this paper, we study the solvability of nonsmooth generalized equations in Banach spaces using a modified Newton-secant method, by assuming a Hölder condition.
Vitaliano de Sousa Amaral, Paulo Sérgio Marques dos Santos, Gilson N. Silva, Sissy Souza   +3 more
doaj   +1 more source

Inexact Newton-Kantorovich Methods for Constrained Nonlinear Model Predictive Control

, 2018
In this paper we consider Newton-Kantorovich type methods for solving control-constrained optimal control problems that appear in model predictive control. Conditions for convergence are established for an inexact version of the Newton-Kantorovich method
Nicotra, Marco, Dontchev, Asen, Huang, Mike, Kolmanovsky, Ilya   +3 more
core   +4 more sources

The Fréchet–Newton Scheme for SV-HJB: Stability Analysis via Fixed-Point Theory

Axioms
This paper investigates the optimal portfolio control problem under a stochastic volatility model, whose dynamics are governed by a highly nonlinear Hamilton–Jacobi–Bellman equation.
Mehran Paziresh, Karim Ivaz, Mariyan Milev   +2 more
doaj   +1 more source

On approximating the solutions of equations by the chord method and a method of Aitken-Steffensen type

Journal of Numerical Analysis and Approximation Theory, 2013
In [13] we have studied the existence and the convergence of iterative methods that use generalized abstract divided differences (this notion being defined there). We have indicated a construction model for these differences as well.
Adrian Diaconu
doaj   +2 more sources

GPU-based parallel solver via the Kantorovich theorem for the nonlinear Bernstein polynomial systems [PDF]

, 2011
This paper proposes a parallel solver for the nonlinear systems in Bernstein form based on subdivision and the Newton–Raphson method, where the Kantorovich theorem is employed to identify the existence of a unique root and guarantee the convergence of ...
Feifei Wei, Jieqing Feng, Feng, Jieqing, Wei, Feifei, Lin, Hongwei, Hongwei Lin   +5 more
core   +1 more source

On the solution of generalized equations and variational inequalities

Cubo, 2011
Uko and Argyros provided in [18] a Kantorovich-type theorem on the existence and uniqueness of the solution of a generalized equation of the form 𝓕 (𝓤)+ 𝓖(𝓤) ∋ 0, where f is a Fréchet-differentiable function, and g ...
Ioannis K Argyros, Saïd Hilout
doaj  

A parametric Kantorovich theorem with application to tolerance synthesis

, 2018
International audienceWe propose a parametric Kantorovich theorem, which will achieve these two tasks. The idea is to compute worst case Kantorovich constants with respect to parameters q using a branch and bound algorithm dedicated to nonlinear ...
Goldsztejn, Alexandre, Chabert, Gilles, Caro, Stéphane   +2 more
core   +2 more sources

New general convergence theory for iterative processes and its applications to Newton–Kantorovich type theorems

Journal of Complexity, 2010
The author proposes a lot of new general convergence theorems for the Picard iteration, applied to a mapping \(T\) in a complete metric space. To elaborate this new theory, he uses the concepts of quasi-homogeneous functions, gauge functions of high order, a function of initial conditions of the mapping \(T\), a convergence function of the mapping \(T\)
openaire   +2 more sources

A Newton–Kantorovich theorem for equations involving m-Fréchet differentiable operators and applications in radiative transfer

Journal of Computational and Applied Mathematics, 2001
The author studies the problem of approximating a locally unique solution of a nonlinear operator equation \( F(x)=0\), where \(F\) is an \(m\)-times Fréchet-differentiable operator (\(m \geq 2\) is a positive integer) defined on a convex subset \(D\) of a Banach space \(E_1\) with values in a Banach space \(E_2\).
openaire   +1 more source

Efficient Discrete Optimal Transport Algorithm by Accelerated Gradient Descent. [PDF]

Proc AAAI Conf Artif Intell, 2022
An D, Lei N, Xu X, Gu X.
europepmc   +1 more source