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A zero-finding technique for solving nonlinear equations more efficiently than they usually are with traditional iterative methods in which the order of convergence is improved is presented. The key idea in deriving this procedure is to…
The aim of this paper is to introduce a new Newton-type iterative method and then to show that this process converges to the unique solution of the scalar nonlinear equation f(x)=0 under weaker conditions involving only f and f' by fixed…
Numerical approximate computation can solve large and complex problems fast. It has the advantage of high efficiency. However it only gives approximate results, whereas we need exact results in many fields. There is a gap between…
In this article, we consider a simple representation for real numbers and propose top-down procedures to approximate various algebraic and transcendental operations with arbitrary precision. Detailed algorithms and proofs are provided to…
For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…
In this paper, we propose a class of matrix splitting-based fixed-point iteration (FPI) methods for solving the vertical nonlinear complementarity problem (VNCP). Under appropriate conditions, we present two convergence results obtained…
Interior-point methods for linear programming problems require the repeated solution of a linear system of equations. Solving these linear systems is non-trivial due to the severe ill-conditioning of the matrices towards convergence. This…
This paper analyzes the iteration-complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs. More specifically, the objective function is of the form $f + h$…
In this note we extend some new estimates of the integral $\int_a^b (x-a)^p(b-x)^qf(x)dx$ for functions when a power of the absolute value is $P-$convex.
In the framework of a real Hilbert space we consider the problem of approaching solutions to a class of hierarchical variational inequality problems, subsuming several other problem classes including certain mathematical programs under…
Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…
In this paper we introduce new methods for convex optimization problems with inexact stochastic oracle. First method is an extension of the intermediate gradient method proposed by Devolder, Glineur and Nesterov for problems with inexact…
In this paper we consider a class of fourth order nonlinear integro-differential equations with Navier boundary conditions. By the reduction of the problem to operator equation we establish the existence and uniqueness of solution and…
This paper presents a new mixed finite element method for the Cahn-Hilliard equation. The well-posedness of the mixed formulation is established and the error estimates for its linearized fully discrete scheme are provided. The new mixed…
We propose a inexact Newton method for solving inverse eigenvalue problems (IEP). This method is globalized by employing the classical backtracking techniques. A global convergence analysis of this method is provided and the R-order…
The evaluation of a matrix exponential function is a classic problem of computational linear algebra. Many different methods have been employed for its numerical evaluation [Moler C and van Loan C 1978 SIAM Review 20 4], none of which…
This paper presents new variants of the averaged alternating modified reflections (AAMR) method for the best approximation problem. Under a mild constraint qualification, we first show its weak convergence and then establish a convergence…
We use a continuous version of the standard deviation premium principle for pricing in incomplete equity markets by assuming that the investor issuing an unhedgeable derivative security requires compensation for this risk in the form of a…
In this paper we address the numerical approximation of linear fourth-order elliptic problems on polygonal meshes. In particular, we present a novel nonconforming virtual element discretization of arbitrary order of accuracy for biharmonic…
This paper offers a solution method that allows one to find exact values for a large class of convergent series of rational terms. Sums of this form arise often in problems dealing with Quantum Field Theory.