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相关机构:中国科学院大学东南大学浙江大学华南师范大学更多>>
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Non-degeneracy of extremal points in multi-dimensional space被引量:3
《Science China Mathematics》2015年第11期2255-2260,共6页CHENG ChongQing ZHOU Min 
supported by National Basic Research Program of China(973 Program)(Grant No.2013CB834100);National Natural Science Foundation of China(Grant Nos.11171146 and 11201222);the Priority Academic Program Development of Jiangsu Higher Education Institutions
For a family of smooth functions defined in multi-dimensional space,we show that,under certain generic conditions,all minimal and maximal points are non-degenerate.
关键词:NON-DEGENERACY multi-dimensionM space smooth functions minimal and maximal points 
A new look at the Lagrange method for continuous-time stochastic optimization
《Science China Mathematics》2012年第11期2247-2258,共12页CHENG Xue YAN JiaAn 
supported by National Natural Science Foundation of China (Grant No.11001029);the National Basic Research Program of China (973 Program) (Grant No. 2007CB814902);the Science Fund for Creative Research Groups (Grant No. 11021161);Key Laboratory of Random Complex Structures and Data Science (Grant No. 2008DP173182)
We formulate a Lagrange method for continuous-time stochastic optimization in an appropriate normed space by using a proper stochastic process as the Lagrange multiplier.The obtained optimality conditions are applied ...
关键词:stochastic optimization Lagrange method extremal point optional projection Fr^chet derivative SUBDIFFERENTIAL 
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