scholarly journals Finite-time behavior of two simulation optimization algorithms

Author(s):  
Y.T. Leung ◽  
R. Suri
Author(s):  
Naijia Anna Dong ◽  
David J. Eckman ◽  
Xueqi Zhao ◽  
Shane G. Henderson ◽  
Matthias Poloczek

2020 ◽  
Vol 17 (04) ◽  
pp. 727-763
Author(s):  
Anudeep Kumar Arora ◽  
Svetlana Roudenko

We study the generalized Hartree equation, which is a nonlinear Schrödinger-type equation with a nonlocal potential [Formula: see text]. We establish the local well-posedness at the nonconserved critical regularity [Formula: see text] for [Formula: see text], which also includes the energy-supercritical regime [Formula: see text] (thus, complementing the work in [A. K. Arora and S. Roudenko, Global behavior of solutions to the focusing generalized Hartree equation, Michigan Math J., forthcoming], where we obtained the [Formula: see text] well-posedness in the intercritical regime together with classification of solutions under the mass–energy threshold). We next extend the local theory to global: for small data we obtain global in time existence and for initial data with positive energy and certain size of variance we show the finite time blow-up (blow-up criterion). In the intercritical setting the criterion produces blow-up solutions with the initial values above the mass–energy threshold. We conclude with examples showing currently known thresholds for global vs. finite time behavior.


2000 ◽  
Vol 25 (3) ◽  
pp. 476-484 ◽  
Author(s):  
Andreas Nolte ◽  
Rainer Schrader

Author(s):  
Adrian S. Lewis ◽  
Calvin Wylie

Diverse optimization algorithms correctly identify, in finite time, intrinsic constraints that must be active at optimality. Analogous behavior extends beyond optimization to systems involving partly smooth operators, and in particular to variational inequalities over partly smooth sets. As in classical nonlinear programming, such active‐set structure underlies the design of accelerated local algorithms of Newton type. We formalize this idea in broad generality as a simple linearization scheme for two intersecting manifolds.


Sign in / Sign up

Export Citation Format

Share Document