A dual variant of Benson’s “outer approximation algorithm” for multiple objective linear programming

Outcome space methods construct the set of nondominated points in the objective (outcome) space of a multiple objective linear programme. In this paper, we employ results from geometric duality theory for multiple objective linear programmes to derive a dual variant of Benson’s “outer approximation algorithm” to solve multiobjective linear programmes in objective space. We also suggest some improvements of the original version of the algorithm and prove that solving the dual provides a weight set decomposition. We compare both algorithms on small illustrative and on practically relevant examples.     

Quasilinearization and curvature of Aleksandrov spaces

We present a new distance characterization of Aleksandrov spaces of non-positive curvature. By introducing a quasilinearization for abstract metric spaces we draw an analogy between characterization of Aleksandrov spaces and inner product spaces; the quasi-inner product is defined by means of the quadrilateral cosine—a metric substitute for the angular measure between two directions at different points. Our main result states that a geodesically connected metric space is an Aleksandrov domain (also known as a CAT(0) space) if and only if the quadrilateral cosine does not exceed one for every two pairs of distinct points in . We also observe that a geodesically connected metric space is an domain if and only if, for every quadruple of points in , the quadrilateral inequality (known as Euler’s inequality in ) holds. As a corollary of our main result we give necessary and sufficient conditions for a semimetric space to be an domain. Our results provide a complete solution to the Curvature Problem posed by Gromov in the context of metric spaces of non-positive curvature.      

An approximation algorithm for convex multi-objective programming problems

In multi-objective convex optimization it is necessary to compute an infinite set of nondominated points. We propose a method for approximating the nondominated set of a multi-objective nonlinear programming problem, where the objective functions and the feasible set are convex. This method is an extension of Benson’s outer approximation algorithm for multi-objective linear programming problems. We prove that this method provides a set of weakly ε-nondominated points. For the case that the objectives and constraints are differentiable, we describe an efficient way to carry out the main step of the algorithm, the construction of a hyperplane separating an exterior point from the feasible set in objective space. We provide examples that show that this cannot always be done in the same way in the case of non-differentiable objectives or constraints.     

On Approximate Efficiency in Multiobjective Programming

This paper is focused on approximate ( -efficient) solutions of multiobjective mathematical programs. We introduce a new -efficiency concept which extends and unifies different notions of approximate solution defined in the literature. We characterize these -efficient solutions in convex multiobjective programs through approximate solutions of linear scalarizations, which allow us to obtain parametric representations of different -efficiency sets. Several classical -efficiency notions are considered in order to show the concepts introduced and the results obtained.This research was partially supported by Ministerio de Ciencia y Tecnología (Spain), project BFM2003-02194.     

On the Intertwining of \partial{\mathcal{D}}-Isometries

Let be a strictly pseudoconvex bounded domain in with C ² boundary . If a subnormal m-tuple T of Hilbert space operators has the spectral measure of its minimal normal extension N supported on , then T is referred to as a -isometry. Using some non-trivial approximation theorems in the theory of several complex variables, we establish a commutant lifting theorem for those -isometries whose (joint) Taylor spectra are contained in a special superdomain Ω of . Further, we provide a function-theoretic characterization of those subnormal tuples whose Taylor spectra are contained in Ω and that are quasisimilar to a certain (fixed) -isometry T (of which the multiplication tuple on the Hardy space of the unit ball in is a rather special example). Submitted: September 9, 2007. Revised: October 10, 2007. Accepted: October 24, 2007.     

On the parameter dependence of the real cubic surfaces in arnold’s form

We consider the topological classification of cubic surfaces which are obtained as intersection of the sphere with the algebraic variety defined by the zeroes of a homogeneous cubic polynomial in Arnold’s normal form. This classification is based on the parameters appearing in this normal form, obtaining a correspondence between the parameters of the surface and its topological type. General classifications of cubic surfaces are made in the projective space ℙ³(ℝ), but our method, based on a very simple combinatorial procedure is easier to implement in . We split the cubic surfaces parameter space into ten equivalence classes.     

Duality gap of the conic convex constrained optimization problems in normed spaces

In this paper, motivated by a result due to Champion [Math. Program.99, 2004], we introduce a property for a conic quasi-convex vector-valued function in a general normed space. We prove that this property characterizes the zero duality gap for a class of the conic convex constrained optimization problem in the sense that if this property is satisfied and the objective function f is continuous at some feasible point, then the duality gap is zero, and if this property is not satisfied, then there exists a linear continuous function f such that the duality gap is positive. We also present some sufficient conditions for the property The work of this author was partially supported by the National Natural Sciences Grant (No. 10671050) and the Excellent Young Teachers Program of MOE,  P.R.C.     

Analytic properties in the spectrum of certain Banach algebras

We show a sufficient condition for a domain in to be a H ^∞-domain of holomorphy. Furthermore if a domain has the Gleason property at a point and the projection of the n − 1th order generalized Shilov boundary does not coincide with Ω then is schlicht. We also give two examples of pseudoconvex domains in which the spectrum is non-schlicht and satisfy several other interesting properties.      

A Unified Fixed Point Theory in Generalized Convex Spaces

Let B be the class of ＇better＇ admissible multimaps due to the author. We introduce new concepts of admissibility （in the sense of Klee） and of Klee approximability for subsets of G-convex uniform spaces and show that any compact closed multimap in B from a G-convex space into itself with the Klee approximable range has a fixed point. This new theorem contains a large number of known results on topological vector spaces or on various subclasses of the class of admissible G-convex spaces. Such subclasses are those of O-spaces, sets of the Zima-Hadzic type, locally G-convex spaces, and LG-spaces. Mutual relations among those subclasses and some related results are added.     

On unitary representability of topological groups

We prove that the additive group (E*, τ _k (E)) of an -Banach space E, with the topology τ _k (E) of uniform convergence on compact subsets of E, is topologically isomorphic to a subgroup of the unitary group of some Hilbert space (is unitarily representable). This is the same as proving that the topological group (E*, τ _k (E)) is uniformly homeomorphic to a subset of for some κ. As an immediate consequence, preduals of commutative von Neumann algebras or duals of commutative C*-algebras are unitarily representable in the topology of uniform convergence on compact subsets. The unitary representability of free locally convex spaces (and thus of free Abelian topological groups) on compact spaces, follows as well. The above facts cannot be extended to noncommutative von Neumann algebras or general Schwartz spaces. Research partially supported by Spanish Ministry of Science, grant MTM2008-04599/MTM. The foundations of this paper were laid during the author’s stay at the University of Ottawa supported by a Generalitat Valenciana grant CTESPP/2004/086.     

Pseudomonotone$${_{\ast}}$$ maps and the cutting plane property

Pseudomonotone maps are a generalization of paramonotone maps which is very closely related to the cutting plane property in variational inequality problems (VIP). In this paper, we first generalize the so-called minimum principle sufficiency and the maximum principle sufficiency for VIP with multivalued maps. Then we show that pseudomonotonicity of the map implies the “maximum principle sufficiency” and, in fact, is equivalent to it in a sense. We then present two applications of pseudomonotone maps. First we show that pseudomonotone maps can be used instead of the much more restricted class of pseudomonotone₊ maps in a cutting plane method. Finally, an application to a proximal point method is given.      

The geometric invariants $${\Omega^{n}}$$ of a product of groups

We compute the geometric invariants of a product G × H of groups in terms of and . This gives a sufficient condition in terms of and for a normal subgroup of G × H with abelian quotient to be of type F _n . We give an example involving the direct product of the Baumslag–Solitar group BS_1,2 with itself.      

Invariants of 2 × 2 matrices, irreducible {\hbox{SL}(2, \mathbb{C})} characters and the Magnus trace map

We obtain an explicit characterization of the stable points of the action of on the cartesian product G  ^{× n} by simultaneous conjugation on each factor in terms of the corresponding invariant functions. From this, a simple criterion for the irreducibility of representations of finitely generated groups into G is derived. We also obtain analogous results for the action of on the vector space of n-tuples of 2 × 2 complex matrices. For a free group F _n of rank n, we show how to generically reconstruct the 2 ^n-2 conjugacy classes of representations F _n → G from their values under the map considered in Magnus [Math. Zeit. 170, 91–103 (1980)], defined by certain 3n − 3 traces of words of length one and two.      

CR-Admissible $$\mathbb{{Z}}_{2}$$-gradations and CR-symmetries

Complementing the results of (Lotta and Nacinovich, Adv. Math. 191(1): 114–146, 2005), we show that the minimal orbit M of a real form G of a semisimple complex Lie group in a flag manifold is CR-symmetric (see (Kaup and Zaitsev Adv. Math. 149(2):145–181, 2000)) if and only if the corresponding CR algebra admits a gradation compatible with the CR structure.      

Approximating the nondominated set of an MOLP by approximately solving its dual problem

The geometric duality theory of Heyde and Löhne (2006) defines a dual to a multiple objective linear programme (MOLP). In objective space, the primal problem can be solved by Benson’s outer approximation method (Benson 1998a,b) while the dual problem can be solved by a dual variant of Benson’s algorithm (Ehrgott et al. 2007). Duality theory then assures that it is possible to find the (weakly) nondominated set of the primal MOLP by solving its dual. In this paper, we propose an algorithm to solve the dual MOLP approximately but within specified tolerance. This approximate solution set can be used to calculate an approximation of the weakly nondominated set of the primal. We show that this set is a weakly ε-nondominated set of the original primal MOLP and provide numerical evidence that this approach can be faster than solving the primal MOLP approximately.     

Extremal stochastic integrals: a parallel between max-stable processes and α-stable processes

We construct extremal stochastic integrals of a deterministic function with respect to a random Fréchet () sup-measure. The measure is sup-additive rather than additive and is defined over a general measure space , where is a deterministic control measure. The extremal integral is constructed in a way similar to the usual stable integral, but with the maxima replacing the operation of summation. It is well-defined for arbitrary , and the metric metrizes the convergence in probability of the resulting integrals.This approach complements the well-known de Haan's spectral representation of max-stable processes with Fréchet marginals. De Haan's representation can be viewed as the max-stable analog of the LePage series representation of stable processes, whereas the extremal integrals correspond to the usual stable stochastic integrals. We prove that essentially any strictly stable process belongs to the domain of max-stable attraction of an Fréchet, max-stable process. Moreover, we express the corresponding Fréchet processes in terms of extremal stochastic integrals, involving the kernel function of the stable process. The close correspondence between the max-stable and stable frameworks yields new examples of max-stable processes with non-trivial dependence structures.This research was partially supported by a fellowship of the Horace H. Rackham School of Graduate Studies at the University of Michigan and the NSF Grant DMS-0505747 at Boston University.     

Commutativity of the Arens product in lattice ordered algebras

Let be an Abelian Archimedean lattice ordered algebra. The order bidual furnished with the Arens product is again a lattice ordered algebra. We show that the order continuous order bidual is Abelian. This solves an open problem and improves a result of Scheffold, who proved it for the case of normed lattice ordered algebras. The proof is based on the up-down-up approximation of positive elements in the order continuous order bidual by elements in the canonical image of in Components of positive elements in are characterized and the result is applied to the Arens product of -and almost -algebras.     

An algorithm for matching point sets using the l_1 norm

The problem is considered of matching two sets of points in , by translation and rotation. There are many applications, for example in geodesy, computer vision and in the assessment of manufactured parts. When the matching criterion is least squares, there is a well known solution process based on the singular value decomposition of an matrix. Here we consider the use of the norm, which may be more appropriate than least squares in the context of wild points in the data. An algorithm is developed, and is illustrated by some examples for the case .     

Maximal subclasses of local fitting classes

A Fitting class $ \mathfrak{F} A Fitting class is said to be π-maximal if is an inclusion maximal subclass of the Fitting class of all finite soluble π-groups. We prove that is a π-maximal Fitting class exactly when there is a prime p ∊ π such that the index of the -radical in G is equal to 1 or p for every π-subgroup of G. Hence, there exist maximal subclasses in a local Fitting class. This gives a negative answer to Skiba’s conjecture that there are no maximal Fitting subclasses in a local Fitting class (see [1, Question 13.50]). Original Russian Text Copyright ? 2008 Savelyeva N. V. and Vorob’ev N. T. __________ Vitebsk. Translated from Sibirskiĭ Matematicheskiĭ Zhurnal, Vol. 49, No. 6, pp. 1411–1419, November–December, 2008.     

On the expansion of the resolvent for elliptic boundary contact problems

Let A be an elliptic operator on a compact manifold with boundary , and let be a covering map, where Y is a closed manifold. Let A _C be a realization of A subject to a coupling condition C that is elliptic with parameter in the sector Λ. By a coupling condition we mean a nonlocal boundary condition that respects the covering structure of the boundary. We prove that the resolvent trace for N sufficiently large has a complete asymptotic expansion as . In particular, the heat trace has a complete asymptotic expansion as , and the -function has a meromorphic extension to .