Projective re-normalization for improving the behavior of a homogeneous conic linear system

In this paper we study the homogeneous conic system . We choose a point that serves as a normalizer and consider computational properties of the normalized system . We show that the computational complexity of solving F via an interior-point method depends only on the complexity value of the barrier for C and on the symmetry of the origin in the image set , where the symmetry of 0 in is

Convex sets with semidefinite representation

We provide a sufficient condition on a class of compact basic semialgebraic sets for their convex hull co(K) to have a semidefinite representation (SDr). This SDr is explicitly expressed in terms of the polynomials g _j that define K. Examples are provided. We also provide an approximate SDr; that is, for every fixed , there is a convex set such that (where B is the unit ball of ), and has an explicit SDr in terms of the g _j ’s. For convex and compact basic semi-algebraic sets K defined by concave polynomials, we provide a simpler explicit SDr when the nonnegative Lagrangian L _f associated with K and any linear is a sum of squares. We also provide an approximate SDr specific to the convex case.      

Semidefinite representation of convex sets

Let be a semialgebraic set defined by multivariate polynomials g _i (x). Assume S is convex, compact and has nonempty interior. Let , and ∂ S (resp. ∂ S _i ) be the boundary of S (resp. S _i ). This paper, as does the subject of semidefinite programming (SDP), concerns linear matrix inequalities (LMIs). The set S is said to have an LMI representation if it equals the set of solutions to some LMI and it is known that some convex S may not be LMI representable (Helton and Vinnikov in Commun Pure Appl Math 60(5):654–674, 2007). A question arising from Nesterov and Nemirovski (SIAM studies in applied mathematics. Society for Industrial and Applied Mathematics (SIAM), Philadelphia, 1994), see Helton and Vinnikov in Commun Pure Appl Math 60(5):654–674, 2007 and Nemirovski in Plenary lecture, International Congress of Mathematicians (ICM), Madrid, Spain, 2006, is: given a subset S of , does there exist an LMI representable set Ŝ in some higher dimensional space whose projection down onto equals S. Such S is called semidefinite representable or SDP representable. This paper addresses the SDP representability problem. The following are the main contributions of this paper: (i) assume g _i (x) are all concave on S. If the positive definite Lagrange Hessian condition holds, i.e., the Hessian of the Lagrange function for optimization problem of minimizing any nonzero linear function ℓ ^T x on S is positive definite at the minimizer, then S is SDP representable. (ii) If each g _i (x) is either sos-concave ( − ∇² g _i (x) = W(x) ^T W(x) for some possibly nonsquare matrix polynomial W(x)) or strictly quasi-concave on S, then S is SDP representable. (iii) If each S _i is either sos-convex or poscurv-convex (S _i is compact convex, whose boundary has positive curvature and is nonsingular, i.e., ∇g _i (x) ≠ 0 on ∂ S _i ∩ S), then S is SDP representable. This also holds for S _i for which ∂ S _i ∩ S extends smoothly to the boundary of a poscurv-convex set containing S. (iv) We give the complexity of Schmüdgen and Putinar’s matrix Positivstellensatz, which are critical to the proofs of (i)–(iii).      

An inexact primal–dual path following algorithm for convex quadratic SDP

We propose primal–dual path-following Mehrotra-type predictor–corrector methods for solving convex quadratic semidefinite programming (QSDP) problems of the form: , where is a self-adjoint positive semidefinite linear operator on , b∈R ^m , and is a linear map from to R ^m . At each interior-point iteration, the search direction is computed from a dense symmetric indefinite linear system (called the augmented equation) of dimension m + n(n + 1)/2. Such linear systems are typically very large and can only be solved by iterative methods. We propose three classes of preconditioners for the augmented equation, and show that the corresponding preconditioned matrices have favorable asymptotic eigenvalue distributions for fast convergence under suitable nondegeneracy assumptions. Numerical experiments on a variety of QSDPs with n up to 1600 are performed and the computational results show that our methods are efficient and robust. Research supported in part by Academic Research Grant R146-000-076-112.     

Quantization for a fourth order equation with critical exponential growth

For concentrating solutions weakly in H ²(Ω) to the equation on a domain with Navier boundary conditions the concentration energy is shown to be strictly quantized in multiples of the number .     

Lattice based extended formulations for integer linear equality systems

We study different extended formulations for the set with in order to tackle the feasibility problem for the set Pursuing the work of Aardal, Lenstra et al. using the reformulation , our aim is to derive reformulations of the form with 0  ≤  s ≤ n − m where preferably all the coefficients of P are small compared to the coefficients of A and T. In such cases the new variables μ appear to be good branching directions, and in certain circumstances permit one to deduce rapidly that the instance is infeasible. We give a polynomial time algorithm for identifying such P, T if possible, and for the case that A has one row a we analyze the reformulation when s = 1, that is, one μ-variable is introduced. In particular, we determine the integer width of the extended formulations in the direction of the μ-variable, and derive a lower bound on the Frobenius number of a. We conclude with some preliminary tests to see if the reformulations are effective when the number s of additional constraints and variables is limited. This work was partly carried out within the framework of ADONET, a European network in Algorithmic Discrete Optimization, contract no. MRTN-CT-2003-504438. The first author is financed in part by the Dutch BSIK/BRICKS project. The research was carried out in part while the second author visited CWI, Amsterdam with the support of the NWO visitor grant number B 61-556.     

Corrector–predictor methods for monotone linear complementarity problems in a wide neighborhood of the central path

Two corrector–predictor interior point algorithms are proposed for solving monotone linear complementarity problems. The algorithms produce a sequence of iterates in the neighborhood of the central path. The first algorithm uses line search schemes requiring the solution of higher order polynomial equations in one variable, while the line search procedures of the second algorithm can be implemented in arithmetic operations, where n is the dimension of the problems, is a constant, and m is the maximum order of the predictor and the corrector. If then both algorithms have iteration complexity. They are superlinearly convergent even for degenerate problems.      

An Extension of Sums of Squares Relaxations to Polynomial Optimization Problems Over Symmetric Cones

This paper is based on a recent work by Kojima which extended sums of squares relaxations of polynomial optimization problems to polynomial semidefinite programs. Let and be a finite dimensional real vector space and a symmetric cone embedded in ; examples of and include a pair of the N-dimensional Euclidean space and its nonnegative orthant, a pair of the N-dimensional Euclidean space and N-dimensional second-order cones, and a pair of the space of m × m real symmetric (or complex Hermitian) matrices and the cone of their positive semidefinite matrices. Sums of squares relaxations are further extended to a polynomial optimization problem over , i.e., a minimization of a real valued polynomial a(x) in the n-dimensional real variable vector x over a compact feasible region , where b(x) denotes an - valued polynomial in x. It is shown under a certain moderate assumption on the -valued polynomial b(x) that optimal values of a sequence of sums of squares relaxations of the problem, which are converted into a sequence of semidefinite programs when they are numerically solved, converge to the optimal value of the problem. Research supported by Grant-in-Aid for Scientific Research on Priority Areas 16016234.     

A path to the Arrow–Debreu competitive market equilibrium

We present polynomial-time interior-point algorithms for solving the Fisher and Arrow–Debreu competitive market equilibrium problems with linear utilities and n players. Both of them have the arithmetic operation complexity bound of )) for computing an -equilibrium solution. If the problem data are rational numbers and their bit-length is L, then the bound to generate an exact solution is O(n ⁴ L) which is in line with the best complexity bound for linear programming of the same dimension and size. This is a significant improvement over the previously best bound )) for approximating the two problems using other methods. The key ingredient to derive these results is to show that these problems admit convex optimization formulations, efficient barrier functions and fast rounding techniques. We also present a continuous path leading to the set of the Arrow–Debreu equilibrium, similar to the central path developed for linear programming interior-point methods. This path is derived from the weighted logarithmic utility and barrier functions and the Brouwer fixed-point theorem. The defining equations are bilinear and possess some primal-dual structure for the application of the Newton-based path-following method. Dedicated to Clovis Gonzaga on the occassion of his 60th birthday. This author was supported in part by NSF Grants DMS-0306611 and DMS-0604513. The author would like to thank Curtis Eaves, Osman Güler, Kamal Jain and Mike Todd for insightful discussions on this subject, especially on their mathematical references and economic interpretations of the fixed-point model presented in this paper.     

Computable shuffle sums of ordinals

The main result is that for sets , the following are equivalent:

Convex Minimization over the Fixed Point Set of Demicontractive Mappings

This paper deals with a viscosity iteration method, in a real Hilbert space , for minimizing a convex function over the fixed point set of , a mapping in the class of demicontractive operators, including the classes of quasi-nonexpansive and strictly pseudocontractive operators. The considered algorithm is written as: x _n+1 := (1 − w) v _n + w T v _n , v _n := x _n − α _n Θ′(x _n ), where w ∈ (0,1) and , Θ′ is the Gateaux derivative of Θ. Under classical conditions on T, Θ, Θ′ and the parameters, we prove that the sequence (x _n ) generated, with an arbitrary , by this scheme converges strongly to some element in Argmin _Fix(T) Θ.      

Bubbling solutions for an anisotropic Emden–Fowler equation

We consider the following anisotropic Emden–Fowler equation where is a bounded smooth domain and a(x) is a positive smooth function. We investigate the effect of anisotropic coefficient a(x) on the existence of bubbling solutions. We show that at given local maximum points of a(x), there exists arbitrarily many bubbles. As a consequence, the quantity can approach to as . These results show a striking difference with the isotropic case [ Constant].     

Asymptotic symmetries for conformal scalar curvature equations with singularity

We give conditions on a positive Hölder continuous function C²such that every C ² positive solution u((x)) of the conformal scalar curvature equation in a punctured neighborhood of the origin in R ⁿ either has a removable singularity at the origin or satisfies for some positive singular solution u ₀(|x|) of where is the Hölder exponent of K.Mathematics Subject Classification (2000) Primary 35J60, 53C21     

On <Emphasis Type="Italic">Γ</Emphasis>-convergence of quadratic functionals in the plane

In this paper, we prove that if a sequence of homeomorphisms , with bounded planar domains, of Sobolev space has uniformly equibounded distortions in EXP(Ω) and weakly converges to f in then the matrices A(x, f _j ) of the corresponding Laplace-Beltrami operators Γ-converge in the Orlicz–Sobolev space , where Q(t) = t ²log(e + t), to the matrix A(x, f) of the Laplace-Beltrami operator associated to f.      

A global minimization algorithm for Lipschitz functions

The global optimization problem with and f(x) satisfying the Lipschitz condition , is considered. To solve it a region-search algorithm is introduced. This combines a local minimum algorithm with a procedure that at the ith iteration finds a region S _i where the global minimum has to be searched for. Specifically, by making use of the Lipschitz condition, S _i , which is a sequence of intervals, is constructed by leaving out from S _i-1 an interval where the global minimum cannot be located. A convergence property of the algorithm is given. Further, the ratio between the measure of the initial feasible region and that of the unexplored region may be used as stop rule. Numerical experiments are carried out; these show that the algorithm works well in finding and reducing the measure of the unexplored region.     

Laguerre geometry of hypersurfaces in $$\mathbb{R}^{n}$$

Laguerre geometry of surfaces in is given in the book of Blaschke [Vorlesungen über Differentialgeometrie, Springer, Berlin Heidelberg New York (1929)], and has been studied by Musso and Nicolodi [Trans. Am. Math. soc. 348, 4321–4337 (1996); Abh. Math. Sem. Univ. Hamburg 69, 123–138 (1999); Int. J. Math. 11(7), 911–924 (2000)], Palmer [Remarks on a variation problem in Laguerre geometry. Rendiconti di Mathematica, Serie VII, Roma, vol. 19, pp. 281–293 (1999)] and other authors. In this paper we study Laguerre differential geometry of hypersurfaces in . For any umbilical free hypersurface with non-zero principal curvatures we define a Laguerre invariant metric g on M and a Laguerre invariant self-adjoint operator : TM → TM, and show that is a complete Laguerre invariant system for hypersurfaces in with n≥ 4. We calculate the Euler–Lagrange equation for the Laguerre volume functional of Laguerre metric by using Laguerre invariants. Using the Euclidean space , the semi-Euclidean space and the degenerate space we define three Laguerre space forms , and and define the Laguerre embeddings and , analogously to what happens in the Moebius geometry where we have Moebius space forms S ⁿ , and (spaces of constant curvature) and conformal embeddings and [cf. Liu et al. in Tohoku Math. J. 53, 553–569 (2001) and Wang in Manuscr. Math. 96, 517–534 (1998)]. Using these Laguerre embeddings we can unify the Laguerre geometry of hypersurfaces in , and . As an example we show that minimal surfaces in or are Laguerre minimal in .C. Wang Partially supported by RFDP and Chuang-Xin-Qun-Ti of NSFC.     

Approximation algorithms for general packing problems and their application to the multicast congestion problem

In this paper we present approximation algorithms based on a Lagrangian decomposition via a logarithmic potential reduction to solve a general packing or min–max resource sharing problem with M non-negative convex constraints on a convex set B. We generalize a method by Grigoriadis et al. to the case with weak approximate block solvers (i.e., with only constant, logarithmic or even worse approximation ratios). Given an accuracy , we show that our algorithm needs calls to the block solver, a bound independent of the data and the approximation ratio of the block solver. For small approximation ratios the algorithm needs calls to the block solver. As an application we study the problem of minimizing the maximum edge congestion in a multicast communication network. Interestingly the block problem here is the classical Steiner tree problem that can be solved only approximately. We show how to use approximation algorithms for the Steiner tree problem to solve the multicast congestion problem approximately. This work was done in part when the second author was studying at the University of Kiel. This paper combines our extended abstracts of the 2nd IFIP International Conference on Theoretical Computer Science, TCS 2002, Montréal, Canada and the 3rd Workshop on Approximation and Randomization Algorithms in Communication Networks, ARACNE 2002, Roma, Italy. This research was supported in part by the DFG - Graduiertenkolleg, Effiziente Algorithmen und Mehrskalenmethoden; by the EU Thematic Network APPOL I + II, Approximation and Online Algorithms, IST-1999-14084 and IST-2001-32007; by the EU Research Training Network ARACNE, Approximation and Randomized Algorithms in Communication Networks, HPRN-CT-1999-00112; by the EU Project CRESCCO, Critical Resource Sharing for Cooperation in Complex Systems, IST-2001-33135. The second author was also supported by an MITACS grant of Canada; and by the NSERC Discovery Grant DG 5-48923.     

Analysis of degenerate elliptic operators of Grušin type

We analyse degenerate, second-order, elliptic operators H in divergence form on L ₂(R ⁿ  × R ^m ). We assume the coefficients are real symmetric and a ₁ H _δ  ≥ H ≥ a ₂ H _δ for some a ₁, a ₂ > 0 where

Cyclicity of bicyclic operators and completeness of translates

We study cyclicity of operators on a separable Banach space which admit a bicyclic vector such that the norms of its images under the iterates of the operator satisfy certain growth conditions. A simple consequence of our main result is that a bicyclic unitary operator on a Banach space with separable dual is cyclic. Our results also imply that if is the shift operator acting on the weighted space of sequences , if the weight ω satisfies some regularity conditions and ω(n) = 1 for nonnegative n, then S is cyclic if . On the other hand one can see that S is not cyclic if the series diverges. We show that the question of Herrero whether either S or S* is cyclic on admits a positive answer when the series is convergent. We also prove completeness results for translates in certain Banach spaces of functions on .     

Homotopy Categories for Simply Connected Torsion Spaces

For each n > 1 and each multiplicative closed set of integers S, we study closed model category structures on the pointed category of topological spaces, where the classes of weak equivalences are classes of maps inducing isomorphism on homotopy groups with coefficients in determined torsion abelian groups, in degrees higher than or equal to n. We take coefficients either on all the cyclic groups with s ∈ S, or in the abelian group where is the group of fractions of the form with s ∈ S. In the first case, for n > 1 the localized category is equivalent to the ordinary homotopy category of (n − 1)-connected CW-complexes whose homotopy groups are S-torsion. In the second case, for n > 1 we obtain that the localized category is equivalent to the ordinary homotopy category of (n − 1)-connected CW-complexes whose homotopy groups are S-torsion and the nth homotopy group is divisible. These equivalences of categories are given by colocalizations , obtained by cofibrant approximations on the model structures. These colocalization maps have nice universal properties. For instance, the map is final (in the homotopy category) among all the maps of the form Y → X with Y an (n − 1)-connected CW-complex whose homotopy groups are S-torsion and its nth homotopy group is divisible. The spaces , are constructed using the cones of Moore spaces of the form M(T, k), where T is a coefficient group of the corresponding structure of models, and homotopy colimits indexed by a suitable ordinal. If S is generated by a set P of primes and S ^p is generated by a prime p ∈ P one has that for n > 1 the category is equivalent to the product category . If the multiplicative system S is generated by a finite set of primes, then localized category is equivalent to the homotopy category of n-connected Ext-S-complete CW-complexes and a similar result is obtained for .