Lagrangian Duality in Set-Valued Optimization

In this paper, we study optimization problems where the objective function and the binding constraints are set-valued maps and the solutions are defined by means of set-relations among all the images sets (Kuroiwa, D. in Takahashi, W., Tanaka, T. (eds.) Nonlinear analysis and convex analysis, pp. 221–228, 1999). We introduce a new dual problem, establish some duality theorems and obtain a Lagrangian multiplier rule of nonlinear type under convexity assumptions. A necessary condition and a sufficient condition for the existence of saddle points are given. The authors thank the two referees for valuable comments and suggestions on early versions of the paper. The research of the first author was partially supported by Ministerio de Educación y Ciencia (Spain) Project MTM2006-02629 and by Junta de Castilla y León (Spain) Project VA027B06.     

Optimality Conditions for Metrically Consistent Approximate Solutions in Vector Optimization

In this paper, approximate solutions of vector optimization problems are analyzed via a metrically consistent ε-efficient concept. Several properties of the ε-efficient set are studied. By scalarization, necessary and sufficient conditions for approximate solutions of convex and nonconvex vector optimization problems are provided; a characterization is obtained via generalized Chebyshev norms, attaining the same precision in the vector problem as in the scalarization. This research was partially supported by the Ministerio de Educación y Ciencia (Spain), Project MTM2006-02629 and by the Consejería de Educación de la Junta de Castilla y León (Spain), Project VA027B06. The authors are grateful to the anonymous referees for helpful comments and suggestions.     

New Second-Order Directional Derivative and Optimality Conditions in Scalar and Vector Optimization

We present a new second-order directional derivative and study its properties. Using this derivative and the parabolic second-order derivative, we establish second-order necessary and sufficient optimality conditions for a general scalar optimization problem by means of the asymptotic and parabolic second-order tangent sets to the feasible set. For the sufficient conditions, the initial space must be finite dimensional. Then, these conditions are applied to a general vector optimization problem obtaining second-order optimality conditions that generalize the differentiable case. For this aim, we introduce a scalarization, and the relationships between the different types of solutions to the vector optimization problem and the scalarized problem are studied. This research was partially supported by the Ministerio de Educación y Ciencia (Spain), under projects MTM2006-02629 and Ingenio Mathematica (i-MATH) CSD2006-00032 (Consolider-Ingenio 2010), and by the Consejería de Educación de la Junta de Castilla y León (Spain), Project VA027B06. The authors are grateful to the anonymous referees for valuable comments and suggestions.     

Maximal surface group representations in isometry groups of classical Hermitian symmetric spaces

Higgs bundles and non-abelian Hodge theory provide holomorphic methods with which to study the moduli spaces of surface group representations in a reductive Lie group G. In this paper we survey the case in which G is the isometry group of a classical Hermitian symmetric space of non-compact type. Using Morse theory on the moduli spaces of Higgs bundles, we compute the number of connected components of the moduli space of representations with maximal Toledo invariant Members of VBAC (Vector Bundles on Algebraic Curves). Second and Third authors partially supported by Ministerio de Educación y Ciencia and Conselho de Reitores das Universidades Portuguesas through Acción Integrada Hispano-Lusa HP2002-0017 (Spain)/E–30/03 (Portugal). First and Second authors partially supported by Ministerio de Educación y Ciencia (Spain) through Project MTM2004-07090-C03-01. Third author partially supported by the Centro de Matemática da Universidade do Porto and the project POCTI/MAT/58549/2004, financed by FCT (Portugal) through the programmes POCTI and POSI of the QCA III (2000–2006) with European Community (FEDER) and national funds. The second author visited the IHES with the partial support of the European Commission through its 6th Framework Programme “Structuring the European Research Area” and the Contract No. RITA-CT-2004-505493 for the provision of Transnational Access implemented as Specific Support Action     

Connected components in the space of composition operators on<Emphasis Type="Italic">H∞</Emphasis> functions of many variables

LetE be a complex Banach space with open unit ballB _e. The structure of the space of composition operators on the Banach algebra H∞, of bounded analytic functions onB _e with the uniform topology, is studied. We prove that the composition operators arising from mappings whose range lies strictly insideB _e form a path connected component. WhenE is a Hilbert space or aC _o(X)- space, the path connected components are shown to be the open balls of radius 2. The research of this author was supported by grant number SAB1999-0214 from the Ministerio de Educación, Cultura y Deporte during his stay at the Universidad de Valencia. The research of this author was partially supported DGES(Spain) pr. 96-0758. The research of this author was partially supported by Magnus Ehrnrooths stiftelse.     

Numerical Properties of Shifted Tridiagonal LU Factorizations

In this paper, we consider shifted tridiagonal matrices. We prove that the standard algorithm to compute the LU factorization in this situation is mixed forward-backward stable and, therefore, componentwise forward stable. Moreover, we give a formula to compute the corresponding condition number in O(n) flops. This research has been partially supported by Dirección General de Investigación (Ministerio de Ciencia y Tecnología) of Spain through grants BFM2003-06335-C03-02 and MTM2006-06671 as well as by the Postdoctoral Fellowship EX2004-0658 provided by Ministerio de Educación y Ciencia of Spain.     

Schauder Bases under Uniform Renormings

Let X be a separable superreflexive Banach space with a Schauder basis. We prove the existence of an equivalent uniformly smooth (resp. uniformly rotund) renorming under which the given basis is monotone. First author supported by the grants MTM2005-08379 of MECD (Spain), 00690/PI/04 of Fundación Séneca (CARM, Spain) and AP2003-4453 of MECD (Spain), Second author supported by AV0Z10190503 and A100190502.     

A Sharp Form of the Cramér–Wold Theorem

The Cramér–Wold theorem states that a Borel probability measure P on ℝ ^d is uniquely determined by its one-dimensional projections. We prove a sharp form of this result, addressing the problem of how large a subset of these projections is really needed to determine P. We also consider extensions of our results to measures on a separable Hilbert space. First author partially supported by the Spanish Ministerio de Ciencia y Tecnología, grant BFM2002-04430-C02-02. Second author partially supported by Instituto de Cooperación Iberoamericana, Programa de Cooperación Interuniversitaria AL-E 2003. Third author partially supported by grants from NSERC and the Canada research chairs program.     

A multi-local optimization algorithm

The development of efficient algorithms that provide all the local minima of a function is crucial to solve certain subproblems in many optimization methods. A “multi-local” optimization procedure using inexact line searches is presented, and numerical experiments are also reported. An application of the method to a semi-infinite programming procedure is included. This work was partially supported by Ministerio de Educación y Ciencia, Spain, DGICYT grant PB93-0703. Author (*) was supported by the Consellería d'Educació i Ciència of the Generalitat Valenciana.     

Compromise solutions for bankruptcy situations with references

This paper deals with bankruptcy situations in which in addition to the claims, an exogenously given reference point for the allocation of the estate is present. We introduce and analyse two types of compromise solutions and show that they coincide with the τ value of two corresponding TU games. We apply our solutions to a real-life case of allocating university money to degree courses. Research supported by Generalitat Valenciana, through ACOMP06/040, ACOMP07/136 and GV05/189, and by the Government of Spain and FEDER fund under project MTM2005-09184-C02-02. M. Pulido’s research is partially supported by Fundación Séneca of Comunidad Autónoma de la Región de Murcia, through 02911/PI/05. Ruud Hendrickx author acknowledges financial support from the Netherlands Organisation for Scientific Research (NWO).     

A note on cones associated to Schauder bases

We study the existence of infima of subsets in Banach spaces ordered by normal cones associated to shrinking Schauder bases. Under these conditions we prove the existence of infima for a class of subsets verifying a weakly compactness property. Moreover we prove that a normal cone associated to a Schauder basis in a reflexive Banach space is strongly minihedral extending the known result for unconditional Schauder bases. Several examples are also discussed. Miguel Sama: The work of this author is partially supported by Ministerio de Educación y Ciencia (Spain), project MTM2006-02629 and Ingenio Mathematica (i-MATH) CSD2006-00032 (ConsoliderIngenio 2010).     

Local embeddings of some families of subgroups of finite groups

In this paper we study the influence of the partial cover and avoidance property on the subgroups of some relevant families of subgroups in a finite group.     

A real delivery problem dealt with Monte Carlo Techniques

In this paper we use Monte Carlo Techniques to deal with a real world delivery problem of a food company in Valencia (Spain). The problem is modeled as a set of 11 instances of the well known Vehicle Routing Problem, VRP, with additional time constraints. Given that VRP is a NP-hard problem, a heuristic algorithm, based on Monte Carlo techniques, is implemented. The solution proposed by this heuristic algorithm reaches distance and money savings of about 20% and 5% respectively. This work has been partially supported by thePlan de Incentivo a la Investigación/98 of the Universidad Politécnica de Valencia, under the project “Técnicas Monte Carlo aplicadas a Problemas de Rutas de Vehículos”.     

Polynomial algorithms for parametric minquantile and maxcovering planar location problems with locational constraints

A location is sought within some convex region of the plane for the central site of some public service to a finite number of demand points. The parametric maxcovering problem consists in finding for eachR>0 the point from which the total weight of the demand points within distanceR is maximal. The parametric minimal quantile problem asks for each percentage α the point minimising the distance necessary for covering demand points of total weight at least α. We investigate the properties of these two closely related problems and derive polynomial algorithms to solve them both in case of either (possibly inflated) Euclidean or polyhedral distances. The research of the first author is partially supported by Grant PB96-1416-C02-02 of Ministerio de Educación y Cultura, Spain.     

Rational quadrature formulae on the unit circle with arbitrary poles

Interpolatory quadrature rules exactly integrating rational functions on the unit circle are considered. The poles are prescribed under the only restriction of not lying on the unit circle. A computable upper bound of the error is obtained which is valid for any choice of poles, arbitrary weight functions and any degree of exactness provided that the integrand is analytic on a neighborhood of the unit circle. A number of numerical examples are given which show the advantages of using such rules as well as the sharpness of the error bound. Also, a comparison is made with other error bounds appearing in the literature. The work of the first author was supported by the Dirección General de Investigación, Ministerio de Educación y Ciencia, under grants MTM2006-13000-C03-02 and MTM2006-07186 and by UPM and Comunidad de Madrid under grant CCG06-UPM/MTM-539. The work of the second author was partially supported by the Dirección General de Investigación, Ministerio de Educación y Ciencia, under grant MTM2005-08571.     

Application of average dynamic programming to inventory systems

We show the existence ofaverage cost (AC-) optimal policy for an inventory system withuncountable state space; in fact, the AC-optimal cost and an AC-optimal stationary policy areexplicitly computed. In order to do this, we use a variant of thevanishing discount factor approach, which have been intensively studied in recent years but the available results not cover the inventory problem we are interested in.The work of the first author (OVA) was partially supported by Fondo del Sistema de Investigación del Mar de Cortéz under grant SIMAC/94/CT-005. The work of the second author (RMdO) was partially supported by Consejo Nacional de Ciencia y Tecnologia (CONACyT) under grant 0635P-E9506.     

A new coupling of mixed finite element and boundary element methods for an exterior Helmholtz problem in the plane

This paper deals with the scattering of time harmonic electromagnetic waves by an infinitely long cylinder containing a non-homogeneous conducting medium. More precisely, we study the transverse magnetic field that solves an interface problem holding between the cross section of the cylinder and the exterior two-dimensional free space. We apply a dual-mixed variational formulation in the obstacle coupled with a boundary integral equation method in the unbounded homogeneous space. A Fredholm alternative is utilized to prove that this continuous formulation is well posed. We define the corresponding discrete scheme by using the lowest order rotated Raviart-Thomas finite elements for the magnetic field and spectral elements for the boundary unknown. Then, we show that the resulting Galerkin scheme is uniquely solvable and convergent, and prove optimal error estimates. Finally, we illustrate our analysis with some results from computational experiments. This research was partially supported by CONICYT-Chile through the FONDAP Program in Applied Mathematics, by the Dirección de Investigación of the Universidad de Concepción through the Advanced Research Groups Program, and by the Ministerio de Educación y Ciencia of Spain, through the project No. MTM2004-05417.     

The Levy-Steinitz rearrangement theorem for duals of metrizable spaces

Extending the Levy-Steinitz rearrangement theorem in ℝ ⁿ , which in turn extended Riemann’s theorem, Banaszczyk proved in 1990/93 that a metrizable, locally convex space is nuclear if and only if the domain of sums of every convergent series (i.e. the set of all elements in the space which are sums of a convergent rearrangement of the series) is a translate of a closed subspace of a special form. In this paper we present an apparently complete analysis of the domains of sums of convergent series in duals of metrizable spaces or, more generally, in (DF)-spaces in the sense of Grothendieck. The research of the first author was partially supported by DGES Project PB97-0333, and the second one by a grant of the Ministerio de Educatión y Cultura of Spain (Ref: Sab 1995-0736).     

On the homotopy groups of p-completed classifying spaces

Among the generalizations of Serre's theorem on the homotopy groups of a finite complex we isolate the one proposed by Dwyer and Wilkerson. Even though the spaces they consider must be 2-connected, we show that it can be used to both recover known results and obtain new theorems about p-completed classifying spaces. All three authors are partially supported by MEC grant MTM2004-06686. The third author is supported by the program Ramón y Cajal, MEC, Spain, and thanks the CIB (Centre Interfacultaire Bernoulli), EPFL, Lausanne for its hospitality.     

An extension to rapid transit network design problem

The rapid transit network design problem consists of the location of train alignments and stations, in a context where the demand makes its own decisions about the mode and route. The originality of this study is to incorporate in the model the line locations constraints with a bounded but variable number of lines, and lines with no predetermined origins and destinations. The computational experiments show the necessity of this extension to solve large networks, principally because of its computational advantage. The project has been supported by Ministerio de Educación y Ciencia (Spain) under project TRA-2005-09068-C03-01/MODAL, and by Ministerio de Fomento (Spain) under project 2005/70029/T05.