A competitive and cooperative co-evolutionary approach to multi-objective particle swarm optimization algorithm design

Multi-objective particle swarm optimization (MOPSO) is an optimization technique inspired by bird flocking, which has been steadily gaining attention from the research community because of its high convergence speed. On the other hand, in the face of increasing complexity and dimensionality of today’s application coupled with its tendency of premature convergence due to the high convergence speeds, there is a need to improve the efficiency and effectiveness of MOPSO. In this paper a competitive and cooperative co-evolutionary approach is adapted for multi-objective particle swarm optimization algorithm design, which appears to have considerable potential for solving complex optimization problems by explicitly modeling the co-evolution of competing and cooperating species. The competitive and cooperative co-evolution model helps to produce the reasonable problem decompositions by exploiting any correlation, interdependency between components of the problem. The proposed competitive and cooperative co-evolutionary multi-objective particle swarm optimization algorithm (CCPSO) is validated through comparisons with existing state-of-the-art multi-objective algorithms using established benchmarks and metrics. Simulation results demonstrated that CCPSO shows competitive, if not better, performance as compared to the other algorithms.     

New modifications of Potra-Pták’s method with optimal fourth and eighth orders of convergence

In this paper, we present two new iterative methods for solving nonlinear equations by using suitable Taylor and divided difference approximations. Both methods are obtained by modifying Potra-Pták’s method trying to get optimal order. We prove that the new methods reach orders of convergence four and eight with three and four functional evaluations, respectively. So, Kung and Traub’s conjecture Kung and Traub (1974) [2], that establishes for an iterative method based on n evaluations an optimal order p=2ⁿ⁻¹ is fulfilled, getting the highest efficiency indices for orders p=4 and p=8, which are 1.587 and 1.682.We also perform different numerical tests that confirm the theoretical results and allow us to compare these methods with Potra-Pták’s method from which they have been derived, and with other recently published eighth-order methods.     

Algorithms and the calculation of Nash equilibria for multi-objective control of time-discrete systems and polynomial-time algorithms for dynamic c-games on networks

We consider a multi-objective control problem of time-discrete systems with given starting and final states. The dynamics of the system are controlled by p actors (players). Each of the players intends to minimize his own integral-time cost of the system’s transitions using a certain admissible trajectory. Nash Equilibria conditions are derived and algorithms for solving dynamic games in positional form are proposed in this paper. The existence theorem for Nash equilibria is related to the introduction of an auxiliary dynamic c-game. Stationary and non-stationary cases are described. The paper concludes with a complexity analysis for that decision process.     

Optimal retailer’s replenishment decisions in the EPQ model under two levels of trade credit policy

The main purpose of this paper is to investigate the optimal retailer’s replenishment decisions under two levels of trade credit policy within the economic production quantity (EPQ) framework. We assume that the supplier would offer the retailer a delay period and the retailer also adopts the trade credit policy to stimulate his/her customer demand to develop the retailer’s replenishment model under the replenishment rate is finite. Furthermore, we assume that the retailer’s trade credit period offered by supplier M is not shorter than the customer’s trade credit period offered by retailer N (M ? N). Since the retailer cannot earn any interest in this situation, M < N.     

What did Gauss read in the Appendix?

In a clear analogy with spherical geometry, Lambert states that in an “imaginary sphere” the sum of the angles of a triangle would be less than π$\pi$. In this paper we analyze the role played by this imaginary sphere in the development of non-Euclidean geometry, and how it served Gauss as a guide. More precisely, we analyze Gauss’s reading of Bolyai’s Appendix in 1832, five years after the publication of Disquisitiones generales circa superficies curvas, on the assumption that his investigations into the foundations of geometry were aimed at finding, among the surfaces in space, Lambert’s hypothetical imaginary sphere. We also wish to show that the close relation between differential geometry and non-Euclidean geometry is already present in János Bolyai’s Appendix, that is, well before its appearance in Beltrami’s Saggio. From this point of view, one is able to answer certain natural questions about the history of non-Euclidean geometry; for instance, why Gauss decided not to write further on the subject after reading the Appendix.     

A dialogue on the use of arithmetic in geometry: Van Ceulen’s and Snellius’s Fundamenta Arithmetica et Geometrica

Snellius’s Fundamenta Arithmetica et Geometrica (1615) is much more than a Latin translation of Ludolph van Ceulen’s Arithmetische en Geometrische Fondamenten. Willebrord Snellius both adapted and commented on the Dutch original in his Fundamenta, and thus his Latin version can be read as a dialogue between representatives of two different approaches to mathematics in the early modern period: Snellius’s humanist approach and Van Ceulen’s practitioner’s approach. This article considers the relationship between the Dutch and Latin versions of the text and, in particular, puts some of their statements on the use of numbers in geometry under the microscope. In addition, Snellius’s use of the Fundamenta as an instrument to further his career is explained.     

Die Habilitation von John von Neumann an der Friedrich-Wilhelms-Universität in Berlin: Urteile über einen ungarisch-jüdischen Mathematiker in Deutschland im Jahr 1927

The mathematician John von Neumann was born in Hungary but principally received his scientific education and socialization in the German science system. He received his Habilitation from the Friedrich-Wilhelms–Universität in Berlin in 1927, where he lectured as a Privatdozent until his emigration to the USA. This article aims at making a contribution to this early part of Neumann’s scientific biography by analyzing in detail the procedure that led to his Habilitation as well as the beginnings of Neumann’s research on functional analysis. An analysis of the relevant sources shows that in Berlin in the year 1927 Neumann was not yet regarded as the outstanding mathematical genius of the 20th century. Furthermore it will be seen that Neumann had great difficulties in developing the fundamental concepts for his path breaking work in spectral theory and only managed to do so with the support of the Berlin mathematician Erhard Schmidt.     

On the topological lower bound for the multichromatic number

In 1976, Stahl [14] defined the m-tuple coloring of a graph G and formulated a conjecture on the multichromatic number of Kneser graphs. For m=1 this conjecture is Kneser’s conjecture, which was proved by Lovász in 1978 [10]. Here we show that Lovász’s topological lower bound given in this way cannot be used to prove Stahl’s conjecture. We obtain that the strongest index bound only gives the trivial m⋅ω(G) lower bound if m≥|V(G)|. On the other hand, the connectivity bound for Kneser graphs is constant if m is sufficiently large. These findings provide new examples of graphs showing that the gaps between the chromatic number, the index bound and the connectivity bound can be arbitrarily large.     

A characterization of Delsarte’s linear programming bound as a ratio bound

It is well known that the ratio bound is an upper bound on the stability number α(G) of a regular graph G. In this note it is proved that, if G is a graph whose edge is a union of classes of a symmetric association scheme, the Delsarte’s linear programming bound can alternatively be stated as the minimum of a set of ratio bounds. This result follows from a recently established relationship between a set of convex quadratic bounds on α(G) and the number ?′(G), a well known variant of the Lovász theta number, which was introduced independently by Schrijver [A. Schrijver, A comparison of the Delsarte and Lovász bounds, IEEE Trans. Inform. Theory 25 (1979) 425-429] and McEliece et al. [R.J. McEliece, E.R. Rodemich, H.C. Rumsey Jr, The Lovász bound and some generalizations, J. Combin. Inform. System Sci. 3 (1978) 134-152].     

Selling to the “Newsvendor” with a forecast update: Analysis of a dual purchase contract

We consider a supply chain in which a manufacturer sells to a procure-to-stock retailer facing a newsvendor problem with a forecast update. Under a wholesale price contract, the retailer waits as long as she can and optimally places her order after observing the forecast update. We show that the retailer’s wait-and-decide strategy, induced by the wholesale price contract, hinders the manufacturer’s ability to (1) set the wholesale price and maximize his profit, (2) hedge against excess inventory risk, and (3) reduce his profit uncertainty. To mitigate the adverse effect of wholesale price contract, we propose the dual purchase contract, through which the manufacturer provides a discount for orders placed before the forecast update. We characterize how and when a dual purchase contract creates strict Pareto improvement over a wholesale price contract. To do so, we establish the retailer’s optimal ordering policy and the manufacturer’s optimal pricing and production policies. We show how the dual purchase contract reduces profit variability and how it can be used as a risk hedging tool for a risk averse manufacturer. Through a numerical study, we provide additional managerial insights and show, for example, that market uncertainty is a key factor that defines when the dual purchase contract provides strict Pareto improvement over the wholesale price contract.     

A deteriorating multi-item inventory model with fuzzy costs and resources based on two different defuzzification techniques

Normally inventory models of deteriorating items, such as food products, vegetables, etc. involve imprecise parameters, like imprecise inventory costs, fuzzy storage area, fuzzy budget allocation, etc. In this paper, we aim to provide two defuzzification techniques for two fuzzy inventory models using (i) extension principle and duality theory of non-linear programming and (ii) interval arithmetic. On the basis of Zadeh’s extension principle, two non-linear programs parameterized by the possibility level α are formulated to calculate the lower and upper bounds of the minimum average cost at α-level, through which the membership function of the objective function is constructed. In interval arithmetic technique the interval objective function has been transformed into an equivalent deterministic multi-objective problem defined by the left and right limits of the interval. This formulation corresponds to the possibility level, α = 0.5. Finally, the multi-objective problem is solved by a multi-objective genetic algorithm (MOGA). The model has been illustrated through a numerical example and solved for different values of possibility level, α through extension principle and for α = 0.5 via MOGA. As a particular case, the results have been obtained for the inventory model without deterioration. Results from two methods for α = 0.5 are compared.     

Geometrical extensions of Wythoff’s game

In 1905 Bouton gave the complete theory of a two-player combinatorial game: the game of Nim. Two years later, Wythoff defined his game as “a modification” of the game of Nim. In this paper, we give the sets of the losing positions of geometrical extensions of Wythoff’s game, where allowed moves are considered according to a set of vectors (v₁,…,v_n). When n=3, we present algorithms and algebraic characterizations to determine the losing positions of such games. In the last part, we investigate a bounded version of Wythoff’s game, and give a polynomial way to decide whether a game position is losing or not.     

An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve

This paper presents a model for optimally designing a collateralized mortgage obligation (CMO) with a planned amortization class (PAC)-companion structure using dynamic cash reserve. In this structure, the mortgage pool’s cash flow is allocated by rule to the two bond classes such that PAC bondholders receive substantial prepayment protection, that protection being provided by the companion bondholders. The structure we propose provides greater protection to the PAC bondholders than current structures during periods of rising interest rates when this class of bondholders faces greater extension risk. We do so by allowing a portion of the cash flow from the collateral to be reserved to meet the PAC’s scheduled cash flow in subsequent periods. The greater protection is provided by the companion bondholders exposure to interest loss. To tackle this problem, we transform the problem of designing the optimal PAC-companion structure into a standard stochastic linear programming problem which can be solved efficiently. Moreover, we present an extended model by considering the quality of the companion bond and by relaxing the PAC bondholder shortfall constraint. Based on numerical experiments through Monte Carlo simulation, we show the utility of the proposed model.     

Riesz-Nágy singular functions revisited

In 1952 F. Riesz and Sz.-Nágy published an example of a monotonic continuous function whose derivative is zero almost everywhere, that is to say, a singular function. Besides, the function was strictly increasing. Their example was built as the limit of a sequence of deformations of the identity function. As an easy consequence of the definition, the derivative, when it existed and was finite, was found to be zero. In this paper we revisit the Riesz-Nágy family of functions and we relate it to a system for real number representation which we call (τ,τ−1)-expansions. With the help of these real number expansions we generalize the family. The singularity of the functions is proved through some metrical properties of the expansions used in their definition which also allows us to give a more precise way of determining when the derivative is 0 or infinity.     

On non-strong jumping numbers and density structures of hypergraphs

Estimating Turán densities of hypergraphs is believed to be one of the most challenging problems in extremal set theory. The concept of ‘jump’ concerns the distribution of Turán densities. A number α∈[0,1) is a jump for r-uniform graphs if there exists a constant c>0 such that for any family F of r-uniform graphs, if the Turán density of F is greater than α, then the Turán density of F is at least α+c. A fundamental result in extremal graph theory due to Erd?s and Stone implies that every number in [0,1) is a jump for graphs. Erd?s also showed that every number in [0,r!/r^r) is a jump for r-uniform hypergraphs. Furthermore, Frankl and Rödl showed the existence of non-jumps for hypergraphs. Recently, more non-jumps were found in [r!/r^r,1) for r-uniform hypergraphs. But there are still a lot of unknowns regarding jumps for hypergraphs. In this paper, we propose a new but related concept-strong-jump and describe several sequences of non-strong-jumps. It might help us to understand the distribution of Turán densities for hypergraphs better by finding more non-strong-jumps.     

Hamilton cycles in claw-heavy graphs

A graph G on n≥3 vertices is called claw-heavy if every induced claw (K_1,3) of G has a pair of nonadjacent vertices such that their degree sum is at least n. In this paper we show that a claw-heavy graph G has a Hamilton cycle if we impose certain additional conditions on G involving numbers of common neighbors of some specific pair of nonadjacent vertices, or forbidden induced subgraphs. Our results extend two previous theorems of Broersma, Ryjá?ek and Schiermeyer [H.J. Broersma, Z. Ryjá?ek, I. Schiermeyer, Dirac’s minimum degree condition restricted to claws, Discrete Math. 167-168 (1997) 155-166], on the existence of Hamilton cycles in 2-heavy graphs.     

The Bishop-Phelps-Bollobás theorem for operators

We prove the Bishop-Phelps-Bollobás theorem for operators from an arbitrary Banach space X into a Banach space Y whenever the range space has property β of Lindenstrauss. We also characterize those Banach spaces Y for which the Bishop-Phelps-Bollobás theorem holds for operators from ?₁ into Y. Several examples of classes of such spaces are provided. For instance, the Bishop-Phelps-Bollobás theorem holds when the range space is finite-dimensional, an L₁(μ)-space for a σ-finite measure μ, a C(K)-space for a compact Hausdorff space K, or a uniformly convex Banach space.     

A comprehensive analytical approach for policy analysis of system dynamics models

Formal tools to link system dynamics model’s structure to the system modes of behavior have recently become available. In this paper, we aim to expand the use of these tools to perform the model’s policy analysis in a more structured and formal way than the exhaustive exploratory approaches used to date. We consider how a policy intervention (a parameter change) affects a particular behavior mode by affecting the gains of particular feedback loops as well as how it affects the presence of that mode in the variable of interest. The paper demonstrates the utility of considering both of these aspects since the analysis provides an assessment of the overall impact of a policy on a variable and explains why the impact occurs in terms of structural changes in the model. Particularly in the context of larger models, this method enables a much more efficient search for leverage policies, by ranking the influence of each model parameter without the need for multiple simulation experiments.     

God, king, and geometry: revisiting the introduction to Cauchy’s Cours d’analyse

This article offers a systematic reading of the introduction to Augustin-Louis Cauchy’s landmark 1821 mathematical textbook, the Cours d’analyse. Despite its emblematic status in the history of mathematical analysis and, indeed, of modern mathematics as a whole, Cauchy’s introduction has been more a source for suggestive quotations than an object of study in its own right. Cauchy’s short mathematical metatext offers a rich snapshot of a scholarly paradigm in transition. A close reading of Cauchy’s writing reveals the complex modalities of the author’s epistemic positioning, particularly with respect to the geometric study of quantities in space, as he struggles to refound the discipline on which he has staked his young career.