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A Strong Averaging Principle Rate for Two-Time-Scale Coupled Forward–Backward Stochastic Differential Equations Driven by Fractional Brownian Motion
期刊论文
Applied Mathematics and Optimization,2023, 卷号: 88, 期号: 2
作者:
Xu, Jie
;
Lian, Qiqi
;
Wu, Jianglun
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2023/12/20
Convergence rate
Fast–slow forward–backward stochastic differential equations
Fractional Brownian motion
Stochastic averaging principle
Variance-Based Subgradient Extragradient Method for Stochastic Variational Inequality Problems
期刊论文
Journal of Scientific Computing,2021, 卷号: 89, 期号: 1
作者:
Yang, Zhen-Ping
;
Zhang, Jin
;
Wang, Yuliang
;
Lin, Gui-Hua
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2021/10/19
Bounded proximal error bound
Convergence rate
Stochastic approximation
Stochastic variational inequality
Subgradient extragradient algorithm
Variance reduction
Variance-Based Modified Backward-Forward Algorithm with Line Search for Stochastic Variational Inequality Problems and Its Applications
期刊论文
Asia-Pacific Journal of Operational Research,2020, 卷号: 37, 期号: 3
作者:
Yang, Zhen-Ping
;
Wang, Yuliang
;
Lin, Gui-Hua
收藏
  |  
浏览/下载:17/0
  |  
提交时间:2022/02/16
linear convergence rate
modified backward-forward algorithm
stochastic approximation
stochastic natural gas trading market
Stochastic variational inequality
A distributed Newton algorithm for network utility maximization in wireless ad hoc networks
期刊论文
International Journal of Communication Systems,2019, 卷号: 32, 期号: 15
作者:
Pan, Lian
;
Wang, Hanwu
;
Jia, Weijia
收藏
  |  
浏览/下载:9/0
  |  
提交时间:2021/05/10
convergence rate
iterative method
network utility
Newton algorithm
wireless ad hoc
An augmented Lagrangian method for a class of inverse quadratic programming problems
期刊论文
Applied Mathematics and Optimization,2010, 卷号: 61, 期号: 1, 页码: 57-83
作者:
Zhang,Jianzhong
;
Zhang,Liwei
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  |  
浏览/下载:5/0
  |  
提交时间:2021/10/19
Inverse optimization
Newton method
Quadratic programming
Rate of convergence
The augmented Lagrangian method
The cone of positive semidefinite matrices
Accuracy enhancement using spectral postprocessing for differential equations and integral equations
会议论文
Communications in Computational Physics, Chinese Acad Sci, Beijing, China, JUN 18-22, 2007
作者:
Tang, Tao
;
Xu, Xiang
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  |  
浏览/下载:9/0
  |  
提交时间:2021/07/14
Hamiltonian system
Integral equations
Postprocessing
Rate of convergence
Spectral methods
On convergence of augmented lagrangian method for inverse semi-definite quadratic programming problems
会议论文
Journal of Industrial and Management Optimization, Montevideo, URUGUAY, 2006
作者:
Xiao, Xiantao
;
Zhang, Liwei
;
Zhang, Jianzhong
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2021/10/19
Inverse optimization
Newton method
Quadratic programming
Rate of convergence
The augmented Lagrangian method
The cone of positive semi-definite matrices
The optimal convergence of the h-p version of the finite element method with quasi-uniform meshes
期刊论文
SIAM Journal on Numerical Analysis,2007, 卷号: 45, 期号: 2, 页码: 698-730
作者:
Guo, Benqi
;
Sun, Weiwei
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  |  
浏览/下载:6/0
  |  
提交时间:2021/06/02
Finite element method
Jacobi-weighted Besov and Sobolev spaces
Optimal rate of convergence
Quasi-uniform meshes
Singularity
The h-p version
Fractional rate of convergence for viscous approximation to nonconvex conservation laws
期刊论文
SIAM Journal on Mathematical Analysis,2004, 卷号: 35, 期号: 1, 页码: 98-122
作者:
Tang, Tao
;
Teng, Zhenhuan
;
Xin, Zhouping
收藏
  |  
浏览/下载:8/0
  |  
提交时间:2021/05/11
Conservation law
Error estimate
Nonconvex flux
Rate of convergence
Viscous approximation
On the regularity of approximate solutions to conservation laws with piecewise smooth solutions
期刊论文
SIAM Journal on Numerical Analysis,2001, 卷号: 38, 期号: 5, 页码: 1483-1495
作者:
Tang, Tao
;
Teng, Zhenhuan
收藏
  |  
浏览/下载:10/0
  |  
提交时间:2021/05/10
Conservation laws
Error estimates
Optimal convergence rate
Viscosity approximation