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Academy of Mathematics and Systems Science, CAS Colloquia & Seminars：Global and Local Convergence-Rate Analysis of an Inexact Newton Augmented Lagrangian Method for Zero-One Composite Optimization
零一复合优化 不精确 牛顿增强拉格朗日方法 收敛率分析
2023/4/14
Zero-One Composite Optimization (0/1-COP) is a prototype of nonsmooth, non- convex optimization problems and it has attracted much attention recently. Augmented Lagrangian Method (ALM) has stood out a...
THE LOCAL NATURE OF HYPOTHESIS TESTS INVOLVING INEQUALITY CONSTRAINTS IN NONLINEAR MODELS
Hypothesis testing multivariate nonlinear one-sided tests nonlinear in- equality constraints tests
2015/7/31
This paper derives several properties unique to nonlinear model hypothesis testing
problems involving linear or nonlinear inequality constraints in the null or alternative
hypothesis. The paper is...
A One-Dimensional Local Tuning Algorithm for Solving GO Problems with Partially Defined Constraints
Global optimization multiextremal constraints geometric algorithms index scheme local tuning
2011/9/21
Abstract: Lipschitz one-dimensional constrained global optimization (GO) problems where both the objective function and constraints can be multiextremal and non-differentiable are considered in this p...
The densest local packings of N three-dimensional identical nonoverlapping spheres within a
radius Rmin(N) of a fixed central sphere of the same size are obtained for selected values of N up to N = 1...
A General Local-to-Global Principle for Convexity of Momentum Maps
Convexity space momentum map geodesic manifold Lokal-global-Prinzip
2010/12/6
We extend the Local-to-Global-Principle used in the proof of convexity theorems for momentum maps to not necessarily closed maps whose target space carries a convexity structure which need not be base...
Is the minimum value of an option on variance generated by local volatility?
localvol Dupire's formula MSC:91G99 JEL:G1
2010/4/27
We discuss the possibility of obtaining model-free bounds on volatility derivatives, given present market data in the form of a calibrated local volatility model. A counter-example to a wide-spread co...