Note on “A Special Multi-Objective Assignment Problem” by D. J. White

This note proves that, in the problem considered by White, no efficient solution can be dominated by a linear combination of efficient solutions. This provides an elementary proof of a result due to Hartley, presented at a seminar at the University of Manchester.     

Hyperbolicity criterion for periodic solutions of functional-differential equations with several delays

In this paper, a hyperbolicity criterion for periodic solutions of nonlinear functional-differential equations is constructed in terms of zeros of the characteristic function. In the earlier papers in this area, necessary and sufficient conditions were different from each other. Moreover, it was assumed that if the period of the investigated solution is irrational, then that solution admits a rational approximation. In this paper, we obtain necessary and sufficient conditions of the hyperbolicity. It is proved (and the proof is constructive) that a rational approximation exists for any irrational period. All the results are obtained for the case of several rational delays. __________ Translated from Sovremennaya Matematika. Fundamental’nye Napravleniya (Contemporary Mathematics. Fundamental Directions), Vol. 21, Proceedings of the Seminar on Differential and Functional Differential Equations Supervised by A. Skubachevskii (Peoples’ Friendship University of Russia), 2007.     

Generalized median solutions,strategy-proofness and strictly convex norms

Generalized location problems withn agents are considered, who each report a point inm-dimensional Euclidean space. A solution assigns a compromise point to thesen points, and the individual utilities for this compromise point are equal to the negatives of the distances to the individual positions. These distances are measured by a given strictly convex norm, common to all agents. Form=2, it is shown that if a Pareto optimal, strategy-proof and anonymous solution exists, thenn must be odd, and the solution is obtained by taking the median coordinatewise, where the coordinates refer to a basis that is orthogonal with respect to the given norm. Furthermore, in that case (m=2) such a solution always exists. Form > 2, existence of a solution depends on the norm.Supported by a grant from the Cooperation Centre Tilburg and Eindhoven University.     

Matlab code for sorting real Schur forms

In Matlab 6, there exists a command to generate a real Schur form, wheras another transforms a real Schur form into a complex one. There do not exist commands to prescribe the order in which the eigenvalues appear on the diagonal of the upper (quasi‐) triangular factor T. For the complex case, a routine is sketched in Golub and Van Loan (Matrix Computations (3rd edn). The John Hopkins University Press: Baltimore and London, 1996), that orders the diagonal of T according to their distance to a target value τ. In this technical note, we give a Matlab routine to sort real Schur forms in Matlab. It is based on a block‐swapping procedure by Bai and Demmel (Linear Algebra and Its Applications 1993; 186 : 73) We also describe how to compute a partial real Schur form (see Saad (Numerical methods for large eigenvalue problems. Manchester University Press: Manchester, 1992.)) in case the matrix A is very large. Sorting real Schur forms, both partially and completely, has important applications in the computation of real invariant subspaces. Copyright © 2002 by John Wiley & Sons, Ltd.     

MIMOl 1-optimization with a scalar control

In Ref. 1, the author showed that some scalar mixed sensitivity minimization problems have rationall ¹-optimal solutions and computed these solutions. Here, a similar approach is applied to a multi-input multi-output (MIMO) plant. The general flavor of the solution is the same as in Ref. 1, but there is one distinct new feature. We prove that some of the outputs may be ignored, in the sense that they have no influence on the optimal solution and that all the operators corresponding to the remaining outputs have the same optimal norm. This fact suggests alternative methods for solving the problem and it is employed in the construction of an exact rationall ¹-optimal solution of a particular problem.This work was partly done while the author was a visiting professor at the Department of Mathematics, Virginia Polytechnic Institute and State University, Blacksburg, Virginia. Supported in part by a joint grant from NSF and the Academy of Finland.     

On minimal nonscattering solution for focusing mass-subcritical nonlinear Schrödinger equation

We consider time global behavior of solutions to the focusing mass-subcritical NLS equation in a weighted L² space. We prove that there exists a threshold solution such that (i) it does not scatter; (ii) with respect to a certain scale-invariant quantity, this solution attains minimum value in all nonscattering solutions. In the mass-critical case, it is known that ground states are this kind of threshold solution. However, in our case, it turns out that the above threshold solution is not a standing wave solution.     

Fundamental Solutions of Some Linear Operator Equations and Applications

A concept of a fundamental solution is introduced for linear operator equations given in some functional spaces. In the case where this fundamental solution does not exist, the representation of the solution is found by the concept of a generalized fundamental solution, which is introduced for operators with nontrivial and generally infinite-dimensional kernels. The fundamental and generalized fundamental solutions are also investigated for a class of Fredholm-type operator equations. Some applications are given for one-dimensional generally nonlocal hyperbolic problems with trivial, finite- and infinite-dimensional kernels. The fundamental and generalized fundamental solutions of such problems are constructed as particular solutions of a system of integral equations or an integral equation. These fundamental solutions become meaningful in a general case when the coefficients are generally nonsmooth functions satisfying only some conditions such as p-integrablity and boundedness.     

Negative modal schemes

We deal with the question of whether solutions of modal propositional negative schemes are definable on Kripke models. It is shown that there exists a formula by which a solution of such a scheme is defined in every Kripke model with the ascending chain condition, in which the solution exists. We present an algorithm for constructing such a defining formula. Supported by RFFR grant No. 96-01-01552. Translated fromAlgebra i Logika, Vol. 37, No. 3, pp. 329–337, May–June, 1998.     

A family of (2+1)-dimensional hydrodynamic type systems possessing a pseudopotential

We construct a family of integrable hydrodynamic type systems with three independent and n ≥ 2 dependent variables in terms of solutions of a linear system of PDEs with rational coefficients. We choose the existence of a pseudopotential as a criterion of integrability. In the case n = 2 this family is a general solution of the classification problem for such systems. We also give an elliptic analog of this family in the case n > 2.     

Linear programming under uncertainty: A basic property of the optimal solution

Summary We show that if the two-stage linear programming problem under uncertainty has an optimal solution, then it has an optimal solution in which the column vectors corresponding to the positive first stage decision variables are linearly independent. This leads to the result that if an optimal solution exists, then there exists an optimal solution in which not more than m + ¯m of the first stage decision variables are positive. These results extend to the multi-stage case.This research was partially supported by the Office of Naval Research under Contract Nonr-222(83), the National Science Foundation under Contract GP-4593, the Army Research Office under Contract DA-31-124-ARO-D-331 and the University of California. Reproduction in whole or part is permitted for any purpose of the United States Government.     

Integer Programming Duality in Multiple Objective Programming

The weighted sums approach for linear and convex multiple criteria optimization is well studied. The weights determine a linear function of the criteria approximating a decision makers overall utility. Any efficient solution may be found in this way. This is not the case for multiple criteria integer programming. However, in this case one may apply the more general e-constraint approach, resulting in particular single-criteria integer programming problems to generate efficient solutions. We show how this approach implies a more general, composite utility function of the criteria yielding a unified treatment of multiple criteria optimization with and without integrality constraints. Moreover, any efficient solution can be found using appropriate composite functions. The functions may be generated by the classical solution methods such as cutting plane and branch and bound algorithms.     

On a class of extremal solutions of a moment problem for rational matrix-valued functions in the nondegenerate case II

The main theme of this paper is the discussion of a family of extremal solutions of a finite moment problem for rational matrix functions in the nondegenerate case. We will point out that each member of this family is extremal in several directions. Thereby, the investigations below continue the studies in Fritzsche et al. (in press) [1]. In doing so, an application of the theory of orthogonal rational matrix functions with respect to a nonnegative Hermitian matrix Borel measure on the unit circle is used to get some insights into the structure of the extremal solutions in question. In particular, we explain characterizations of these solutions in the whole solution set in terms of orthogonal rational matrix functions. We will also show that the associated Riesz-Herglotz transform of such a particular solution admits specific representations, where orthogonal rational matrix functions are involved.     

Uncovered bargaining solutions

An uncovered bargaining solution is a bargaining solution for which there exists a complete and asymmetric relation (tournament) such that, for each feasible set, the bargaining solution set coincides with the uncovered set of the tournament. We provide a characterization of a class of uncovered bargaining solutions.     

Speeding Up Dynamic Programming without Omitting any Optimal Solution and Some Applications in Molecular Biology

We extend the algorithm of Galil and Giancarlo, which speeds up dynamic programming in the case of concave cost functions, such that a compact representation of all optimal solutions is computed. Compared to the Galil–Giancarlo algorithm our time bound grows only by a small constant factor. With a compact representation, we develop efficient algorithms for the solution of problems in molecular biology concerning the computation of all optimal local alignments and all optimal subalignments in genetic sequences.     

Lexicographic improvement of the target values in convex goal programming

The aim of this paper is to carry out an exhaustive post optimization analysis in a Convex Goal Programming problem, so as to study the possible existence of satisfying solutions for different levels of the target values. To this end, an interactive algorithm is proposed, which allows us to improve the values of the objective functions, after obtaining a satisfying solution, if such a solution exists, in such a way that a Pareto optimal solution is finally reached, through a successive actualization of such target values. This way, the target values are lexicographically improved, according to the priority order previously given by the decision maker, in an attempt to harmonize the concepts of satisfying and efficient solutions, which have traditionally been in conflict.     

Regularity of solutions to a reaction–diffusion equation on the sphere: the Legendre series approach

In the paper, we study some ‘a priori’ properties of mild solutions to a single reaction–diffusion equation with discontinuous nonlinear reaction term on the two‐dimensional sphere close to its poles. This equation is the counterpart of the well‐studied bistable reaction–diffusion equation on the Euclidean plane. The investigation of this equation on the sphere is mainly motivated by the phenomenon of the fertilization of oocytes or recent studies of wave propagation in a model of immune cells activation, in which the cell is modeled by a ball. Because of the discontinuous nature of reaction kinetics, the standard theory cannot guarantee the solution existence and its smoothness properties. Moreover, the singular nature of the diffusion operator near the north/south poles makes the analysis more involved. Unlike the case in the Euclidean plane, the (axially symmetric) Green's function for the heat operator on the sphere can only be represented by an infinite series of the Legendre polynomials. Our approach is to consider a formal series in Legendre polynomials obtained by assuming that the mild solution exists. We show that the solution to the equation subject to the Neumann boundary condition is C¹ smooth in the spatial variable up to the north/south poles and Hölder continuous with respect to the time variable. Our results provide also a sort of ‘a priori’ estimates, which can be used in the existence proofs of mild solutions, for example, by means of the iterative methods. Copyright © 2017 John Wiley & Sons, Ltd.     

Optimality conditions for directionally differentiable multi-objective programming problems

This paper is concerned with the optimality for multi-objective programming problems with nonsmooth and nonconvex (but directionally differentiable) objective and constraint functions. The main results are Kuhn-Tucker type necessary conditions for properly efficient solutions and weakly efficient solutions. Our proper efficiency is a natural extension of the Kuhn-Tucker one to the nonsmooth case. Some sufficient conditions for an efficient solution to be proper are also given. As an application, we derive optimality conditions for multi-objective programming problems including extremal-value functions.This work was done while the author was visiting George Washington University, Washington, DC.     

On irreducible factorizations of rational matrices and their applications

This paper is an extension of our studies of the computational aspects of spectral problems for rational matrices pursued in previous papers. Methods of solution of spectral problems for both one-parameter and two-parameter matrices are considered. Ways of constructing irreducible factorizations (including minimal factorizations with respect to the degree and size of multipliers) are suggested. These methods allow us to reduce the spectral problems for rational matrices to the same problems for polynomial matrices. A relation is established between the irreducible factorization of a one-parameter rational matrix and its irreducible realization used in system theory. These results are extended to the case of two-parameter rational matrices. Bibliography: 15 titles. Translated fromZapiski Nauchnykh Seminarov POMI, Vol. 219, 1994, pp. 117–156. This work was carried out during our visit to Sweden under the financial support of the Chalmer University of Technology in Góterborg and the Institute of Information Processing of the University of Umeă. Translated by V. N. Kublanovskaya.     

On the linear-quadratic,closed-loop,no-memory Nash game

Linear closed-loop no-memory strategies for the LQ Nash game are considered. We exhibit a class of such problems with the property that the solution exists for any finite time interval; for the infinite time case, there exist none or a unique or many solutions, depending on the choice of the parameters. In addition, the limit of the finite time solution as the time interval increases does not have to yield the infinite time case solution. A geometric formulation of the coupled algebraic Riccati equation is given. This formulation seems to be an interesting starting point for a thorough study of these equations.This work was supported in part by the United States Air Force, Office of Scientific Research, under Grants Nos. AFOSR-80-0171 and AFOSR-82-0174.