A method of multipliers for mathematical programming problems with equality and inequality constraints

This paper deals with the numerical solution of the general mathematical programming problem of minimizing a scalar functionf(x) subject to the vector constraints φ(x)=0 and ψ(x)≥0. The approach used is an extension of the Hestenes method of multipliers, which deals with the equality constraints only. The above problem is replaced by a sequence of problems of minimizing the augmented penalty function Ω(x, λ, μ,k)=f(x)+λ ^T φ(x)+kφ ^T (x)φ(x) ?μ ^T \(\tilde \psi \) (x)+k \(\tilde \psi \) ^T (x) \(\tilde \psi \) (x). The vectors λ and μ, μ ≥ 0, are respectively the Lagrange multipliers for φ(x) and \(\tilde \psi \) (x), and the elements of \(\tilde \psi \) (x) are defined by \(\tilde \psi \) _(j)(x)=min[ψ_(j)(x), (1/2k) μ_(j)]. The scalark>0 is the penalty constant, held fixed throughout the algorithm. Rules are given for updating the multipliers for each minimization cycle. Justification is given for trusting that the sequence of minimizing points will converge to the solution point of the original problem.     

A convexity-preservingC 2 parametric rational cubic interpolation

Summary AC ² parametric rational cubic interpolantr(t)=x(t) i+y(t) j,t[t ₁,t _n] to data S={(x_j, y_j)|j=1,...,n} is defined in terms of non-negative tension parameters _j ,j=1,...,n–1. LetP be the polygonal line defined by the directed line segments joining the points (x _j ,y _j ),t=1,...,n. Sufficient conditions are derived which ensure thatr(t) is a strictly convex function on strictly left/right winding polygonal line segmentsP. It is then proved that there always exist _j ,j=1,...,n–1 for whichr(t) preserves the local left/righ winding properties of any polygonal lineP. An example application is discussed.This research was supported in part by the natural Sciences and Engineering Research Council of Canada.     

On higher moments of Fourier coefficients of holomorphic cusp forms II

Let S _k (Γ) be the space of holomorphic cusp forms of even integral weight k for the full modular group. Let λ _f (n), λ _g (n), λ _h (n) be the nth normalized Fourier coefficients of three distinct holomorphic primitive cusp forms ${f (z) \in S_{k_1}(\Gamma), g(z) \in S_{k_2} (\Gamma), h(z) \in S_{k_3} (\Gamma)}$ respectively. In this paper we are able to establish nontrivial estimates for $$\sum_{n{\leq}x} \lambda_f(n)^5{\lambda_g}(n), \quad \sum_{n{\leq}x} \lambda_f(n) \lambda_g(n)\lambda_{h}(n)^j$$ , where 1 ≤ j ≤ 4.     

On the monotonicity of sequences of quadrature formulae

Summary LetI(f)L(f)= _k=0 ^r ₌₀ ^vk–1 a _k f ⁽⁾(X _k ) be a quadrature formula, and let {S _n (f)} _n=1 be successive approximations of the definite integralI(f)= ₀ ¹ f(x)dx obtained by the composition ofL, i.e.,S _n(f)=L( _n ), where .We prove sufficient conditions for monotonicity of the sequence {S _n (f)} _n=1 . As particular cases the monotonicity of well-known Newton-Cotes and Gauss quadratures is shown. Finally, a recovery theorem based on the monotonicity results is presented     

Generating functions for certain types of permutations

Generating functions are obtained for certain types of permutations analogous to up-down and down-up permutations. In each case the generating function is a quotient of entire functions; the denominator in each case is φ₀²(x) ? φ₁(x)φ₃(x), where

$\text{φ}{}_{\mathrm{j}}\text{(x)=}\text{∑}\text{n=o}\text{∞}\text{x}{}^{\mathrm{4n+j}}\text{(4n+j)}\text{!.}$

     

A new form of trigonometric orthogonality and Gaussian-type quadrature

Gauss's (2n+1)-point trigonometric interpolation formula, based upon f(x_i), i = 1(1)2n+1, gives a trigonometric sum of the n^th order, S_2n+1(x = a₀ + ∑_jⁿ = 1^(a_jcos jx + b_jsin jx), which may be integrated to provide formulas for either direct quadrature or stepwise integration of differential equations having periodic (or near-periodic) solutions. An “orthogonal” trigonometric sum S_2r+1(x) is one that satisfies

$\text{∫}{}_{\mathrm{a}}{}^{\mathrm{b}}\text{S}{}_{\mathrm{2r+1}}\text{(x)S}{}_{\mathrm{2r\prime +1}}\text{(x)dx=0, r′<r}$

and two other arbitrarily imposable conditions needed to make S_2r1(x) unique. Two proofs are given of a fundamental factor theorem for any S_2n+1(x) (somewhat different from that for polynomials) from which we derive 2r-point Gaussian-type quadrature formulas, r = [n/2] + 1, which are exact for any S_4r?1(x). We have

$\text{∫}{}_{\mathrm{a}}{}^{\mathrm{b}}\text{S}{}_{\mathrm{4r?1(x)}}\text{dx=∑}{}_{\mathrm{j=1}}{}^{\mathrm{2r}}\text{A}{}_{\mathrm{j}}\text{S}{}_{\mathrm{4r?1}}\text{(x}{}_{\mathrm{j}}\text{)}$

where the nodes x_j, j = 1(1)2r, are the zeros of the orthogonal S_2r+1(x). It is proven that A_j > 0 and that 2r-1 of the nodes must lie within the interval [a,b], and the remaining node (which may or may not be in [a,b]) must be real. Unlike Legendre polynomials, any [a′,b′] other than a translation of [a,b], requires different and unrelated sets of nodes and weights. Gaussian-type quadrature formulas are applicable to the numerical integration of the Gauss (2n+1)-point interpolation formulas, with extra efficiency when the latter are expressed in barycentric form. S_2r+1(x), x_jandA_j, j = 1(1)2r, were calculated for [a,b] = [0, π/4], 2r = 2 and 4, to single-precision accuracy.     

Note on the local growth of iterated polynomials

The local behavior of the iterates of a real polynomial is investigated. The fundamental result may be stated as follows: THEOREM. Let x_i, for i=1, 2, ..., n+2, be defined recursively by x_i+1=f(x_i), where x₁ is an arbitrary real number and f is a polynomial of degree n. Let x_i+1?x_i≧1 for i=1, ..., n + 1. Then for all i, 1 ≦i≦n, and all k, 1≦k≦n+1?i, $$ - \frac{{2^{k - 1} }}{{k!}}< f\left[ {x_1 ,... + x_{i + k} } \right]< \frac{{x_{i + k + 1} - x_{i + k} + 2^{k - 1} }}{{k!}},$$ where f[x_i, ..., x_i+k] denotes the Newton difference quotient. As a consequence of this theorem, the authors obtain information on the local behavior of the solutions of certain nonlinear difference equations. There are several cases, of which the following is typical: THEOREM. Let {x_i}, i = 1, 2, 3, ..., be the solution of the nonlinear first order difference equation x_i+1=f(x_i) where x₁ is an arbitrarily assigned real number and f is the polynomial \(f(x) = \sum\limits_{j = 0}^n {a_j x^j } ,n \geqq 2\) . Let δ be positive with δ^n?1=|2^n?1/n!a_n|. Then, if n is even and a_n<0, there do not exist n + 1 consecutive increments Δx_i=x_i+1?x_i in the solution {x_i} with Δx_i≧δ. The special case in which the iterated polynomial has integer coefficients leads to a “nice” upper bound on a generalization of the van der Waerden numbers. Ap _k -sequence of length n is defined to be a strictly increasing sequence of positive integers {x ₁, ...,x _n } for which there exists a polynomial of degree at mostk with integer coefficients and satisfyingf(x _j )=x _j+1 forj=1, 2, ...,n?1. Definep _k (n) to be the least positive integer such that if {1, 2, ...,p _k (n)} is partitioned into two sets, then one of the two sets must contain ap _k -sequence of lengthn. THEOREM. p_n?2(n)≦(n!)^(n?2)!/2.     

The cancellation of Fourier coefficients of cusp forms over different sparse sequences

Let λ f(n) be the n-th normalized Fourier coefficient of a holomorphic Hecke eigenform f(z)∈Sk(Γ).In this paper,we established nontrivial estimates for ∑n≤xλf(ni)λf(nj),where 1 ≤ i j ≤ 4.     

A note on optimization using the augmented penalty function

The augmented penalty function is used to solve optimization problems with constraints and for faster convergence while adopting gradient techniques. In this note, an attempt is made to show that, ifx* ∈S maximizes the function $$W(x,\lambda ,{\rm K}) = f(x) - \sum\limits_{j = 1}^n {\lambda _j C_j (x)} - K\sum\limits_{j = 1}^n {C_j ^2 (x)} ,$$ thenx* maximizesf(x) over all thosex ∈S such that $$C_j (x) \leqslant C_j ,j = 1,2, \ldots ,n,$$ under the assumptions that the λ _j 's andk are nonnegative, real numbers. Here,W(x, λ,K),f(x), andC _j (x),j=1, 2,...,n, are real-valued functions andC _j (x) ≥ 0 forj=1, 2,...,n and for allx. The above result is generalized considering a more general form of the augmented penalty function.     

Convergence of Gaussian Quadrature Formulas for Power Orthogonal Polynomials

In classical theorems on the convergence of Gaussian quadrature formulas for power orthogonal polynomials with respect to a weight w on I =（a,b）,a function G ∈ S（w）:= { f:∫_I | f（x）| w（x）d x < ∞} satisfying the conditions G ^2j（x） ≥ 0,x ∈（a,b）,j = 0,1,...,and growing as fast as possible as x → a + and x → b,plays an important role.But to find such a function G is often difficult and complicated.This implies that to prove convergence of Gaussian quadrature formulas,it is enough to find a function G ∈ S（w） with G ≥ 0 satisfying sup n ∑λ0knG（xkn） k=1 n<∞ instead,where the xkn ’s are the zeros of the n th power orthogonal polynomial with respect to the weight w and λ0kn ’s are the corresponding Cotes numbers.Furthermore,some results of the convergence for Gaussian quadrature formulas involving the above condition are given.     

Holomorphic maps preserving parts of the local spectrum

Let x ₀ be a nonzero vector in \({\mathbb{C}^{n}}\) , and let \({U\subseteq \mathcal{M}_{n}}\) be a domain containing the zero matrix. We prove that if φ is a holomorphic map from U into \({\mathcal{M}_{n}}\) such that the local spectrum of T ∈ U at x ₀ and the local spectrum of φ(T) at x ₀ have always a common value, then T and φ(T) have always the same spectrum, and they have the same local spectrum at x ₀ a.e. with respect to the Lebesgue measure on U. If \({\varphi \colon U\rightarrow \mathcal{M}_{n}}\) is holomorphic with φ(0) = 0 such that the local spectral radius of T at x ₀ equals the local spectral radius of φ(T) at x ₀ for all T ∈ U, there exists \({\xi \in \mathbb{C}}\) of modulus one such that ξT and φ(T) have the same spectrum for all T in U. We also prove that if for all T ∈ U the local spectral radius of φ(T) coincides with the local spectral radius of T at each vector x, there exists \({\xi \in \mathbb{C}}\) of modulus one such that φ(T) = ξT on U.     

Two-Sided Estimates of Fourier Sums Lebesgue Functions with Respect to Polynomials Orthogonal on Nonuniform Grids

Let Ω = {t₀, t₁, …, t_N} and Ω_N = {x₀, x₁, …, x_N–1}, where x_j = (t_j + t_{j + 1})/2, j = 0, 1, …, N–1 be arbitrary systems of distinct points of the segment [–1, 1]. For each function f(x) continuous on the segment [–1, 1], we construct discrete Fourier sums S_{n, N}( f, x) with respect to the system of polynomials {p?_k,N(x)} _k=0 ^N–1 , forming an orthonormal system on nonuniform point systems Ω_N consisting of finite number N of points from the segment [–1, 1] with weight Δt_j = t_{j + 1}–t_j. We find the growth order for the Lebesgue function L_n,N (x) of the considered partial discrete Fourier sums S_n,N ( f, x) as n = O(δ _N ^?2/7 ), δ_N = max_{0≤ j≤N?1} Δt_j More exactly, we have a two-sided pointwise estimate for the Lebesgue function L_{n, N}(x), depending on n and the position of the point x from [–1, 1].     

Zur Interpolation und Integration differenzierbarer periodischer Funktionen

Summary Letx ₀<x ₁<...<x _n–1<x ₀+2 be nodes having multiplicitiesv ₀,...,v _n–1, 1v _k r (0k<n). We approximate the evaluation functional ,x fixed, and the integral respectively by linear functionals of the form and determine optimal weights for the Favard classesW _r C ₂. In the even case of optimal interpolation these weights are unique except forr=1,x(x _k +x _k–1)/2 mod 2. Moreover we get periodic polynomial splinesw _{k, j} (0k<n, 0j<v _k ) of orderr such that are the optimal weights. Certain optimal quadrature formulas are shown to be of interpolatory type with respect to these splines. For the odd case of optimal interpolation we merely have obtained a partial solution.

Bojanov hat in [4, 5] ähnliche Resultate wie wir erzielt. Um Wiederholungen zu vermeiden, werden Resultate, deren Beweise man bereits in [4, 5] findet, nur zitiert     

Supersingular parameters of the Deuring normal form

It is proved that the supersingular parameters α of the elliptic curve E ₃(α): Y ²+αXY+Y=X ³ in Deuring normal form satisfy α=3+γ ³, where γ lies in the finite field $\mathbb{F}_{p^{2}}$ . This is accomplished by finding explicit generators for the normal closure N of the finite extension k(α)/k(j(α)), where α is an indeterminate over $k=\mathbb{F}_{p^{2}}$ , and j(α) is the j-invariant of E ₃(α). Computing an explicit algebraic form for the elements of the Galois group of the extension N/k(j) leads to some new relationships between supersingular parameters for the Deuring normal form. The function field N, which contains the function field of the cubic Fermat curve, is then used to show how the results of Fleckinger for the Deuring normal form are related to cubic theta functions.     

Almost everywhere divergent subsequences of Fourier sums of functions from φ(L) ∩ H 1 ω

For a gap sequence of natural numbers {n _k } _k=1 ^∞ , for a nondecreasing function φ: [0,+∞) → [0,+∞) such that φ(u) = o(u ln ln u) as u → ∞, and a modulus of continuity satisfying the condition (ln k)^?1 = O(ω(n _k ^?1 )), we present an example of a function F ∈ φ(L) ∩ H ₁ ^ω with an almost everywhere divergent subsequence {S _{n k} (F, x)} of the sequence of partial sums of the trigonometric Fourier series of the function F.     

Ramsey Theory,integer partitions and a new proof of the Erdős–Szekeres Theorem

Let H be a k  -uniform hypergraph whose vertices are the integers 1,…,N$1,\dots ,N$. We say that H contains a monotone path of length n   if there are _x1<_x2<?<_xn+k−1$x_1<x_2<?<x_{n+k-1}$ so that H contains all n   edges of the form {_xi,_xi+1,…,_xi+k−1}$\{x_i,x_{i+1},\dots ,x_{i+k-1}\}$. Let _Nk(q,n)$N_k(q,n)$ be the smallest integer N so that every q-coloring of the edges of the complete k-uniform hypergraph on N vertices contains a monochromatic monotone path of length n  . While the study of _Nk(q,n)$N_k(q,n)$ for specific values of k and q   goes back (implicitly) to the seminal 1935 paper of Erd?s and Szekeres, the problem of bounding _Nk(q,n)$N_k(q,n)$ for arbitrary k and q was studied by Fox, Pach, Sudakov and Suk.     

Elementary approximations for zeros of Bessel functions

Let j_vk, y_vk and c_vk denote the kth positive zeros of the Bessel functions J_v(x), Y_v(x) and of the general cylinder function C_v(x) = cos αJ_v(x)?sin αY_v(x), 0 ? α < π, respectively. In this paper we extend to c_vk, k = 2, 3,..., some linear inequalities presently known only for j_vk. In the case of the zeros y_vk we are able to extend these inequalities also to k = 1. Finally in the case of the first positive zero j_v1 we compare the linear enequalities given in [9] with some other known inequalities.     

A Functional Equation Of J.A. Baker Involving Integral Means

The functional equation $$f(x)={1\over 2}\int^{x+1}_{x-1}f(t)\ dt\ \ \ {\rm for}\ \ \ x\ \in\ {\rm R}$$ has the linear functions ?(x) = a + bx (a, b ∈ ?) as trivial solutions. It is shown that there are two kinds of nontrivial solutions, (i) ?(x) = eλ_i ^x (i = 1, 2, …), where the λ_i∈ ? are the fixed points of the map z ? sinh z, and (ii) C^∞-solutions ? for which the values in the interval [?1,1] can be prescribed arbitrarily, but with the provision that ?^(j)(? 1) = ?^(j)(0) = ?^(j)(1) = 0 for all j = 0, 1, 2 …     

A weighted geometric regularity from order restricted statistical inference

In Euclideank-space, the cone of vectors x = (x ₁,x ₂,...,x _k ) satisfyingx ₁ ≤x ₂ ≤ ... ≤x _k and $\sum\nolimits_{j = 1}^k {x_j } = 0$ is generated by the vectorsv _j = (j ?k, ...,j ?k,j, ...,j) havingj ?k’s in its firstj coordinates andj’s for the remainingk ?j coordinates, for 1 ≤j <k. In this equal weights case, the average angle between v _i and v _j over all pairs (i, j) with 1 ≤i <j <k is known to be 60°. This paper generalizes the problem by considering arbitrary weights with permutations.