• 제목/요약/키워드: Lipschitz constant

검색결과 17건 처리시간 0.021초

HALPERN TSENG'S EXTRAGRADIENT METHODS FOR SOLVING VARIATIONAL INEQUALITIES INVOLVING SEMISTRICTLY QUASIMONOTONE OPERATOR

  • Wairojjana, Nopparat;Pakkaranang, Nuttapol
    • Nonlinear Functional Analysis and Applications
    • /
    • 제27권1호
    • /
    • pp.121-140
    • /
    • 2022
  • In this paper, we study the strong convergence of new methods for solving classical variational inequalities problems involving semistrictly quasimonotone and Lipschitz-continuous operators in a real Hilbert space. Three proposed methods are based on Tseng's extragradient method and use a simple self-adaptive step size rule that is independent of the Lipschitz constant. The step size rule is built around two techniques: the monotone and the non-monotone step size rule. We establish strong convergence theorems for the proposed methods that do not require any additional projections or knowledge of an involved operator's Lipschitz constant. Finally, we present some numerical experiments that demonstrate the efficiency and advantages of the proposed methods.

미지 입력을 가진 기계 시스템을 위한 비선형 관측기 설계 (Design of a Nonlinear Observer for Mechanical Systems with Unknown Inputs)

  • 송봉섭;이지민
    • 제어로봇시스템학회논문지
    • /
    • 제22권6호
    • /
    • pp.411-416
    • /
    • 2016
  • This paper presents the design methodology of an unknown input observer for Lipschitz nonlinear systems with unknown inputs in the framework of convex optimization. We use an unknown input observer (UIO) to consider both nonlinearity and disturbance. By deriving a sufficient condition for exponential stability in the linear matrix inequality (LMI) form, existence of a stabilizing observer gain matrix of UIO will be assured by checking whether the quadratic stability margin of the error dynamics is greater than the Lipschitz constant or not. If quadratic stability margin is less than a Lipschitz constant, the coordinate transformation may be used to reduce the Lipschitz constant in the new coordinates. Furthermore, to reduce the maximum singular value of the observer gain matrix elements, an object function to minimize it will be optimally designed by modifying its magnitude so that amplification of sensor measurement noise is minimized via multi-objective optimization algorithm. The performance of UIO is compared to a nonlinear observer (Luenberger-like) with an application to a flexible joint robot system considering a change of load and disturbance. Finally, it is validated via simulations that the estimated angular position and velocity provide true values even in the presence of unknown inputs.

REFLECTED DIFFUSION WITH JUMP AND OBLIQUE REFLECTION

  • Kwon, Young-Mee
    • 대한수학회보
    • /
    • 제35권2호
    • /
    • pp.269-278
    • /
    • 1998
  • Let ($G,\;{\upsilon}$) be a bounded smooth domain and reflection vector field on $\partial$G, which points uniformly into G. Under the condition that locally for some coordinate system, ${\mid}{\upsilon^i}{\mid}\;i\;=\;1,{\cdot},{\cdot}$,d - 1, where is constant depending on the Lipschitz constant of G, we have tightness for reflected diffusion with jump on G with reflection $\upsilon$ depending only on c. From this, we obtain some properties of L-harmonic function where L is a sum of Laplacian and integro one.

  • PDF

SOLVABILITY FOR THE PARABOLIC PROBLEM WITH JUMPING NONLINEARITY CROSSING NO EIGENVALUES

  • Jung, Tacksun;Choi, Q-Heung
    • Korean Journal of Mathematics
    • /
    • 제16권4호
    • /
    • pp.545-551
    • /
    • 2008
  • We investigate the multiple solutions for a parabolic boundary value problem with jumping nonlinearity crossing no eigenvalues. We show the existence of the unique solution of the parabolic problem with Dirichlet boundary condition and periodic condition when jumping nonlinearity does not cross eigenvalues of the Laplace operator $-{\Delta}$. We prove this result by investigating the Lipschitz constant of the inverse compact operator of $D_t-{\Delta}$ and applying the contraction mapping principle.

  • PDF

WEAK SUFFICIENT CONVERGENCE CONDITIONS AND APPLICATIONS FOR NEWTON METHODS

  • Argyros, Ioannis-K.
    • Journal of applied mathematics & informatics
    • /
    • 제16권1_2호
    • /
    • pp.1-17
    • /
    • 2004
  • The famous Newton-Kantorovich hypothesis has been used for a long time as a sufficient condition for the convergence of Newton method to a solution of an equation in connection with the Lipschitz continuity of the Frechet-derivative of the operator involved. Using Lipschitz and center-Lipschitz conditions we show that the Newton-Kantorovich hypothesis is weakened. The error bounds obtained under our semilocal convergence result are finer and the information on the location of the solution more precise than the corresponding ones given by the dominating Newton-Kantorovich theorem, and under the same hypotheses/computational cost, since the evaluation of the Lipschitz also requires the evaluation of the center-Lipschitz constant. In the case of local convergence we obtain a larger convergence radius than before. This observation is important in computational mathematics and can be used in connection to projection methods and in the construction of optimum mesh independence refinement strategies.

ON STRONG CONVERGENCE THEOREMS FOR A VISCOSITY-TYPE TSENG'S EXTRAGRADIENT METHODS SOLVING QUASIMONOTONE VARIATIONAL INEQUALITIES

  • Wairojjana, Nopparat;Pholasa, Nattawut;Pakkaranang, Nuttapol
    • Nonlinear Functional Analysis and Applications
    • /
    • 제27권2호
    • /
    • pp.381-403
    • /
    • 2022
  • The main goal of this research is to solve variational inequalities involving quasimonotone operators in infinite-dimensional real Hilbert spaces numerically. The main advantage of these iterative schemes is the ease with which step size rules can be designed based on an operator explanation rather than the Lipschitz constant or another line search method. The proposed iterative schemes use a monotone and non-monotone step size strategy based on mapping (operator) knowledge as a replacement for the Lipschitz constant or another line search method. The strong convergences have been demonstrated to correspond well to the proposed methods and to settle certain control specification conditions. Finally, we propose some numerical experiments to assess the effectiveness and influence of iterative methods.

Alienor Method와 Lipschitzian Optimization을 이용한 전역적 최적화에 대한 연구 (A Study on the Global Optimization Using the Alienor Method and Lipschitzian Optimization)

  • 김형래;이나리;박찬우
    • 한국항공우주학회지
    • /
    • 제35권3호
    • /
    • pp.212-217
    • /
    • 2007
  • Alienor method는 전역적 최적화 문제들을 해결하기위한 효과적인 방법이다. 이 방법은 다변수 문제를 한 개의 변수에 의존하는 문제로 변환시킨다. 어떠한 일차원 전역 최적화 방법도 변환된 문제의 해결에 사용할 수 있다. Alienor method와 연결된 여러 가지의 일차원 전역 최적화 방법들이 수학적으로 제안되었으며, 제안된 방법들은 예제를 통하여 성공적으로 증명되었다. 그러나 실제 엔지니어링 문제에 이 방법들을 적용하기에는 여러 가지 문제가 있다. 본 논문에서는 Lipschitz 상수를 사용하지 않는 Lipschitzian 최적화 방법이 Alienor method와 결합되었고, 이 결합된 최적화 알고리즘을 예제에 적용하였다. 본 예제를 통하여 제안된 방법이 보다 우수하게 전역적 최적화 문제에 적용 가능함을 보였다

비선형강성의 유연관절로봇을 위한 가속도기반 비선형관측기 설계 (Design of Nonlinear Observer for Flexible Joint Manipulator with Nonlinear Stiffness Based on Acceleration)

  • 이승준;김형종;남경태;국태용
    • 전기학회논문지
    • /
    • 제64권3호
    • /
    • pp.451-457
    • /
    • 2015
  • In this paper, we consider the observer design problem that truly reflects the nonlinear stiffness of the manipulators. The two key ideas of our design are that (a) estimation error dynamics of the manipulator equipped with accelerometer dose not dependent on nonlinearities at the link part, when the measured signals are the motor position and the output of the accelerometer and (b) the nonlinear stiffness is indeed a Lipschitz function. In order to effectively compensate the nonlinear stiffness, the gain of the proposed observer is carefully chosen from the ARE(algebraic Riccati equations) which depend on Lipschitz constant. Comparative simulation result verifies the effectiveness of the proposed solution.

LIPSCHITZ TYPE INEQUALITY IN WEIGHTED BLOCH SPACE Bq

  • Park, Ki-Seong
    • 대한수학회지
    • /
    • 제39권2호
    • /
    • pp.277-287
    • /
    • 2002
  • Let B be the open unit ball with center 0 in the complex space $C^n$. For each q>0, B$_{q}$ consists of holomorphic functions f : B longrightarrow C which satisfy sup z $\in$ B $(1-\parallel z \parallel^2)^q\parallel\nabla f(z)\parallel < \infty$ In this paper, we will show that functions in weighted Bloch spaces $B_{q}$ (0 < q < 1) satifies the following Lipschitz type result for Bergman metric $\beta$: |f(z)-f($\omega$)|< $C\beta$(z, $\omega$) for some constant C.

A TECHNIQUE WITH DIMINISHING AND NON-SUMMABLE STEP-SIZE FOR MONOTONE INCLUSION PROBLEMS IN BANACH SPACES

  • Abubakar Adamu;Dilber Uzun Ozsahin;Abdulkarim Hassan Ibrahim;Pongsakorn Sunthrayuth
    • Nonlinear Functional Analysis and Applications
    • /
    • 제28권4호
    • /
    • pp.1051-1067
    • /
    • 2023
  • In this paper, an algorithm for approximating zeros of sum of three monotone operators is introduced and its convergence properties are studied in the setting of 2-uniformly convex and uniformly smooth Banach spaces. Unlike the existing algorithms whose step-sizes usually depend on the knowledge of the operator norm or Lipschitz constant, a nice feature of the proposed algorithm is the fact that it requires only a diminishing and non-summable step-size to obtain strong convergence of the iterates to a solution of the problem. Finally, the proposed algorithm is implemented in the setting of a classical Banach space to support the theory established.