Convex Separable Minimization Subject to Bounded Variables

A minimization problem with convex and separable objective function subject to a separable convex inequality constraint and bounded variables is considered. A necessary and sufficient condition is proved for a feasible solution to be an optimal solution to this problem. Convex minimization problems subject to linear equality/linear inequality constraint, and bounds on the variables are also considered. A necessary and sufficient condition and a sufficient condition, respectively, are proved for a feasible solution to be an optimal solution to these two problems. Algorithms of polynomial complexity for solving the three problems are suggested and their convergence is proved. Some important forms of convex functions and computational results are given in the Appendix.     

A branch and bound algorithm for bound constrained optimization problems without derivatives

In this paper, we give a new branch and bound algorithm for the global optimization problem with bound constraints. The algorithm is based on the use of inclusion functions. The bounds calculated for the global minimum value are proved to be correct, all rounding errors are rigorously estimated. Our scheme attempts to exclude most uninteresting parts of the search domain and concentrates on its promising subsets. This is done as fast as possible (by involving local descent methods), and uses little information as possible (no derivatives are required). Numerical results for many well-known problems as well as some comparisons with other methods are given.     

Convexity of Nonlinear Image of a Small Ball with Applications to Optimization

Let f: XY be a nonlinear differentiable map, X,Y are Hilbert spaces, B(a,r) is a ball in X with a center a and radius r. Suppose f (x) is Lipschitz in B(a,r) with Lipschitz constant L and f (a) is a surjection: f (a)X=Y; this implies the existence of >0 such that f (a)^* yy, yY. Then, if r,/(2L), the image F=f(B(a,)) of the ball B(a,) is convex. This result has numerous applications in optimization and control. First, duality theory holds for nonconvex mathematical programming problems with extra constraint x–a. Special effective algorithms for such optimization problems can be constructed as well. Second, the reachability set for small power control is convex. This leads to various results in optimal control.     

Dynamical aspects of evolutionary stability

Selection is often viewed as a process that maximizes the average fitness of a population. However, there are often constraints even on the phenotypic level which may prevent fitness optimization. Consequently, in evolutionary game theory, models of frequency dependent selection are investigated, which focus on equilibrium states that are characterized by stability (or uninvadability) rather than by optimality. The aim of this article is to relate these stability notions with asymptotic stability in the so-called replicator dynamics, by generalizing results, which are well-known for elementary situations, to a fairly general setting applicable, e.g. to complex populations. Moreover, a purely dynamical characterization of evolutionary stability and uninvadability is presented.     

Phragmén-Lindelöf theorems for second-order quasilinear elliptic equations

Analogues are formulated of the well-known, in the theory of analytic functions, Phragmen-Lindelöf theorem for the gradients of solutions of a broad class of quasilinear equations of elliptic type. Examples are given illustrating the accuracy of the results obtained for the gradients of solutions of the equations of the form div(|U|^–2u)=f(x, u, u), where f(x, u, u) is a function locally bounded in ²ⁿ⁺¹. f(x, 0, u)=0, uf(x, u, u) c¦u¦1+q(1+ ¦u|), > 1, c > 0, q > 0, is an arbitrary real number, and n >- 2. The basic role in the technique employed in the paper is played by the apparatus of capacitary characteristics.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 44, No. 10, pp. 1376–1381, October, 1992.The author sincerely appreciates E. M. Landis's permanent attention and numerous useful discussions.     

Several Constructions of Exact Sequences

The article presents a construction of a 5-term relative exact sequence in purely categorical terms and the Mayer–Vietoris sequence for weak -groupoids of R. Street. In the first half of the paper, it is shown that several well-known exact sequences can be obtained, using the Z-diagram described at the beginning of the article. There are number of categories that are close to the category of topological spaces in the sense of homotopy theory. The objects of such a category can be viewed as weak -groupoids in a very intuitive way. Therefore, the language of weak -groupoids seems to be very convenient to make explicit constructions in categories of this type. The article presents a combinatorial construction of the path space of a weak -groupoid and applies the machinery of Sec. 1 to obtain the long exact sequence of a homotopy fiber. The construction is quite natural and gives information on the structure of the relative terms. In the last section, the Mayer–Vietoris sequence of a fiber square of weak -groupoids is obtained under some conditions. Of course, this construction makes sense for topological spaces or for any category mentioned above. But the statement of the conditions is more natural in terms of weak -groupoids. This sequence generalizes the sequence of fibration, and in this case the conditions given in the article are equivalent to the homotopy lifting property. Bibliography: 6 titles.     

Cyclical games with prohibitions

We consider a certain combinatorial game on a digraph for two cases of the price function. For one case the game in question extends the cyclical game studied in Ehrenfeucht and Mycielski (1979) and Gurvitch, Karzanov and Khachiyan (1988) which, in its turn, is a generalization of the well-known problem of finding a minimum mean cycle in an edge-weighted digraph. We prove the existence of optimal uniform stationary strategies for both cases and give algorithms to find such strategies.This work was partially supported by Chaire municipale, Mairie de Grenoble.     

A Long-Step, Cutting Plane Algorithm for Linear and Convex Programming

A cutting plane method for linear programming is described. This method is an extension of Atkinson and Vaidya's algorithm, and uses the central trajectory. The logarithmic barrier function is used explicitly, motivated partly by the successful implementation of such algorithms. This makes it possible to maintain primal and dual iterates, thus allowing termination at will, instead of having to solve to completion. This algorithm has the same complexity (O(nL ²) iterations) as Atkinson and Vaidya's algorithm, but improves upon it in that it is a long-step version, while theirs is a short-step one in some sense. For this reason, this algorithm is computationally much more promising as well. This algorithm can be of use in solving combinatorial optimization problems with large numbers of constraints, such as the Traveling Salesman Problem.     

The continuous reactive tabu search: Blending combinatorial optimization and stochastic search for global optimization

A novel algorithm for the global optimization of functions (C-RTS) is presented, in which a combinatorial optimization method cooperates with a stochastic local minimizer. The combinatorial optimization component, based on the Reactive Tabu Search recently proposed by the authors, locates the most promising boxes, in which starting points for the local minimizer are generated. In order to cover a wide spectrum of possible applications without user intervention, the method is designed with adaptive mechanisms: the box size is adapted to the local structure of the function to be optimized, the search parameters are adapted to obtain a proper balance of diversification and intensification. The algorithm is compared with some existing algorithms, and the experimental results are presented for a variety of benchmark tasks.     

γ-Subdifferential and γ-convexity of functions on a normed space

In this paper, the -subdifferential is introduced for investigating the global behavior of real-valued functions on a normed spaceX. Iff: DX attains its global minimum onD atx ^*, then 0 f(x ^*). This necessary condition always holds, even iff is not continuous orx ^* is at the boundary of its domain. Nevertheless, it is useful because, by choosing a suitable ₊, many local minima cannot satisfy this necessary condition. For the sufficient conditions, the so-called -convex functions are defined. The class of these functions is rather large. For example, every periodic function on the real line is a -convex function. There are -convex functions which are not continuous everywhere. Every function of bounded variation can be represented as the difference of two -convex functions. For all that, -convex functions still have properties similar to those of convex functions. For instance, each -local minimizer off is at the same time a global one. Iff attains its global minimum onD, then it does so at least at one point of its -boundary.This research was supported by the Alexander von Humboldt Foundation. The author thanks Professors R. Bulirsch, K. H. Hoffmann, and H. G. Bock for inviting him to Munich and Augsburg where this research was done.     

Beitrag zur Reduktion des Entscheidungsproblems auf Klassen von Hornformeln mit kurzen Alternationen

Ohne Zusammenfassung Zusatz bei der Korrektur: Ein vollständiger und korrekter Beweis für die Entscheidbarkeit der eingangs angeführten Aanderaaschen Klasse ((0, ), (, , ...)) erscheint demnächst im JSL (S.O. Aanderaa/H.R.Lewis: Prefix classes of Krom formulas). Ebendort wird auch die Reduktionstypeneigenschaft für ((0, ), (0, 0, )) und ((0, )), (0, 0, )) nachgewiesen, während ((0, ), (, )) sich als entscheidbar herausgestellt hat (s. E. Börger: Eine entscheidbare Klasse von Kromformeln. ZMLG 19 (1973), 117–120.) Der Kromsche Reduktionstyp konnte mittlerweile einerseits zu ((0, ), (0, 4)) verschärft werden (s. D. Rödding, E. Börger: The undecidability of (0, 4)-formulae with binary disjunctions, vorgetragen auf dem Logic Coll. Bristol 1973, ein abstract erscheint im JSL), andererseits kündigt H.R.Lewis die Reduktionstypeneigenschaft für ((0, ), (0, 1)) an (s. H.R.Lewis: Krom formulas with one dyadic predicate letter. Notices AMS 20, 5 (1973) A-500, abstr. no. 73T-E78.)Dieser Aufsatz geht aus der Dissertation [2] hervor, die dem Fachbereich Mathematik der Mathematisch-Naturwissenschaftlichen Fakultät der Universität Münster im Sommersemester 1971 vorgelegt worden ist. Die Ergebnisse stammen aus dem Wintersemester 1970/71. Eine Ankündigung der hauptsächlichen Resultate ist in den Notices of the American Mathematical Society 19, 2 (1972) A-333 unter der abstract no. * 72T-E24 erschienen.     

Eulerian numbers with fractional order parameters

Summary The aim of this paper is to generalize the well-known Eulerian numbers, defined by the recursion relationE(n, k) = (k + 1)E(n – 1, k) + (n – k)E(n – 1, k – 1), to the case thatn is replaced by . It is shown that these Eulerian functionsE(, k), which can also be defined in terms of a generating function, can be represented as a certain sum, as a determinant, or as a fractional Weyl integral. TheE(, k) satisfy recursion formulae, they are monotone ink and, as functions of , are arbitrarily often differentiable. Further, connections with the fractional Stirling numbers of second kind, theS(, k), > 0, introduced by the authors (1989), are discussed. Finally, a certain counterpart of the famous Worpitzky formula is given; it is essentially an approximation ofx in terms of a sum involving theE(, k) and a hypergeometric function.Dedicated to the memory of Alexander M. Ostrowski on the occasion of the 100th anniversary of his birth.     

Generalized γ-Valid Cut Procedure for Concave Minimization

The concept of a -valid cutting plane has been used in many types of algorithms for solving concave minimization problems. Unfortunately, the procedures proposed to date for constructing these cuts are valid only under certain assumptions that often may not hold in practice. Chief among these is the requirement that the feasible region of the concave minimization problem in question have full dimension, and that the objective function of this problem be concave rather than quasiconcave. In this article, we propose, validate, and show how to implement a more general -valid cutting plane procedure which eliminates these restrictions.     

On the stability of the transport equation

We consider boundary value problems associated with the equation T=–A in a Hilbert Space, where T and A are bounded, self adjoint, injective, and A has a bounded inverse. We discuss the stability of the solution when A is perturbed by a self adjoint operator.     

Homogeneous grouping of nuclear fuel cans through simulated annealing and tabu search

Collections of cans containing nuclear fuel have to be grouped in batches that are as homogeneous as possible with respect to several criteria. This highly combinatorial problem, which can be described as grouping or clustering, is tackled using simulated annealing and tabu search. Both approaches are submitted to extensive experimentation on a real data set and several artificial ones. Two variants of the basic approaches called Locally optimized simulated annealing and Tabu search with variable offset are also tested. Sensitivity to parameter choice and to problem size are investigated. All four algorithms outperform a local search heuristic previously proposed in the literature; on the class of instances dealt with, a remarkably stable ranking of the four algorithms emerges.     

Adaptive approaches to stochastic programming

Economists have found a need to model agents who behave in ways that are not consistent with the traditional notions of rational behavior under uncertainty but that are oriented in some looser manner toward achieving good outcomes. Adaptation over time in a myopic manner, rather that forward-looking optimization, has been proposed as one such model of behavior that displays bounded rationality. This paper investigates the relationship between adaptation as a model of behavior and as an algorithmic approach that has been used in computing solutions to optimization problems. It describes a specific adaptive model of behavior in discrete choice problems, one that is closely related to adaptive algorithms for optimization, and shows that this model can be fruitfully applied in studying several economic issues.     

Interpolation of generalized analytical functions of complex variable

A general approach is proposed to the interpolation of x -analytical functions of a complex variable with an arbitrary –,+[Basis x -analytical functions whose imaginary pan is a polynomial in x, and y are obtained in explicit form.Translated from Vychislitel'naya i Prikladnaya Matematika, No. 58, pp. 3–9, 1986.     

Improved Krasnosel'skii theorems for the dimension of the kernel of a starshaped set

We will establish the following improved Krasnosel'skii theorems for the dimension of the kernel of a starshaped set: For each k and d, 0 k d, define f(d,k) = d+1 if k = 0 and f(d,k) = max{d+1,2d–2k+2} if 1 k d.Theorem 1. Let S be a compact, connected, locally starshaped set in R^d, S not convex. Then for a k with 0 k d, dim ker S k if and only if every f(d, k) lnc points of S are clearly visible from a common k-dimensional subset of S.Theorem 2. Let S be a nonempty compact set in R^d. Then for a k with 0 k d, dim ker S k if and only if every f (d, k) boundary points of S are clearly visible from a common k-dimensional subset of S. In each case, the number f(d, k) is best possible for every d and k.     

On the analysis of a dynamic evolutionary algorithm

Evolutionary algorithms are applied as problem-independent optimization algorithms. They are quite efficient in many situations. However, it is difficult to analyze even the behavior of simple variants of evolutionary algorithms like the (1+1) EA on rather simple functions. Nevertheless, only the analysis of the expected run time and the success probability within a given number of steps can guide the choice of the free parameters of the algorithms. Here static (1+1) EAs with a fixed mutation probability are compared with dynamic (1+1) EAs with a simple schedule for the variation of the mutation probability. The dynamic variant is first analyzed for functions typically chosen as example-functions for evolutionary algorithms. Afterwards, it is shown that it can be essential to choose the suitable variant of the (1+1) EA. More precisely, functions are presented where each static (1+1) EA has exponential expected run time while the dynamic variant has polynomial expected run time. For other functions it is shown that the dynamic (1+1) EA has exponential expected run time while a static (1+1) EA with a good choice of the mutation probability has polynomial run time with overwhelming probability.     

Nonnegative Hall Polynomials

The number of subgroups of type and cotype in a finite abelian p-group of type is a polynomialg with integral coefficients. We prove g has nonnegative coefficients for all partitions and if and only if no two parts of differ by more than one. Necessity follows from a few simple facts about Hall-Littlewood symmetric functions; sufficiency relies on properties of certain order-preserving surjections that associate to each subgroup a vector dominated componentwise by . The nonzero components of (H) are the parts of , the type of H; if no two parts of differ by more than one, the nonzero components of – (H) are the parts of , the cotype of H. In fact, we provide an order-theoretic characterization of those isomorphism types of finite abelian p-groups all of whose Hall polynomials have nonnegative coefficients.