This paper considers the problem of smoothing a non-stationary time series(having either deterministic and/or stochastic trends) using the discrete cosine transform(DCT).The DCT is a powerful tool which has found frui...
supported by the Fundamental Research Funds for the Cental Universities under Grant No.JB140706;the National Funds of China for Young Scientists under Grant Nos.11302157 and 11301409
Ordinary differential equation(ODE) are widely used for quantifying HIV viral dynamics.It is interesting but challenging to estimate ODE parameters from noisy data, especially when the data have some outliers. In this...
supported by the National Natural Science Foundations of China under Grant Nos.61273124,61174141;China Postdoctoral Science Foundation under Grant No.2011M501132;Special Funds for Postdoctoral Innovative Projects of Shandong Province under Grant No.201103043;Doctoral Foundation of Taishan University under Grant No.Y11-2-02;A Project of Shandong Province Higher Education Science and Technology Program under Grant No.J12LN90
This paper investigates the risk-sensitive fixed-point smoothing estimation for hnear omcrete-time systems with multiple time-delay measurements. The problem considered can be converted into an optimization one in ind...
This research is supported by the National Natural Science Foundation of China under Grant No. 10871144 and the Natural Science Foundation of Tianjin under Grant No. 07JCYBJC05200.
There recently has been much interest in studying some optimization problems over symmetric cones. This paper deals with linear programming over symmetric cones (SCLP). The objective here is to extend the Qi-Sun-Zho...
The study of the control and stabilization of the KdV equation began with the work ofRussell and Zhang in late 1980s.Both exact control and stabilization problems have been intensivelystudied since then and significan...
This research is supportedin part by the National Natural Science Foundation ofChina(Grant No. 39830070).
A robust SQP method, which is analogous to Facchinei’s algorithm, is introduced. The algorithm is globally convergent. It uses automatic rules for choosing penalty parameter, and can efficiently cope with the possibl...
This research is supported in part by the National Natural Science Foundation of China(No. 39830070).
In this paper, we use the smoothing penalty function proposed in [1] as the merit function of SQP method for nonlinear optimization with inequality constraints. The global convergence of the method is obtained.