On SIP algorithms for minimizing the mean-risk function in the multi-period single-source problem under uncertainty

We present an algorithmic framework for solving the strategic problem of assigning retailers to facilities in a multi-period single-sourcing product environment under uncertainty in the demand from the retailers and the costs of production, inventory holding, backlogging and distribution of the product. The functional to minimize is included by the expected objective function and the excess probability functional. By considering a splitting variable mathematical representation of the Deterministic Equivalent Model, we introduce several so-called Fix-and-Relax procedures that exploit the excess probability functional structure in addition to the structure of the special ordered sets related to the non-anticipativity constraints for the assignment variables. Some computational experience is reported. This research has been partially supported by the Grant TIC2003-05982-C05-05 from MCYT.     

A two-stage stochastic integer programming approach as a mixture of Branch-and-Fix Coordination and Benders Decomposition schemes

We present an algorithmic approach for solving two-stage stochastic mixed 0–1 problems. The first stage constraints of the Deterministic Equivalent Model have 0–1 variables and continuous variables. The approach uses the Twin Node Family (TNF) concept within the so-called Branch-and-Fix Coordination algorithmic framework to satisfy the nonanticipativity constraints, jointly with a Benders Decomposition scheme to solve a given LP model at each TNF integer set. As a pilot case, the structuring of a portfolio of Mortgage-Backed Securities under uncertainty in the interest rate path on a given time horizon is used. Some computational experience is reported.     

BFC-MSMIP: an exact branch-and-fix coordination approach for solving multistage stochastic mixed 0–1 problems

We present an exact algorithmic framework, so-called BFC-MSMIP, for optimizing multistage stochastic mixed 0–1 problems with complete recourse. The uncertainty is represented by using a scenario tree and lies anywhere in the model. The problem is modeled by a splitting variable representation of the Deterministic Equivalent Model of the stochastic problem, where the 0–1 variables and the continuous variables appear at any stage. The approach uses the Twin Node Family concept within the algorithmic framework, so-called Branch-and-Fix Coordination, for satisfying the nonanticipativity constraints in the 0–1 variables. Some blocks of additional strategies are used in order to show the performance of the proposed approach. The blocks are related to the scenario clustering, the starting branching and the branching order strategies, among others. Some computational experience is reported. It shows that the new approach obtains the optimal solution in all instances under consideration.      

Algorithms for a class of nondifferentiable problems

A nonlinear programming problem with nondifferentiabilities is considered. The nondifferentiabilities are due to terms of the form min(f ₁(x),...,f _n(x)), which may enter nonlinearly in the cost and the constraints. Necessary and sufficient conditions are developed. Two algorithms for solving this problem are described, and their convergence is studied. A duality framework for interpretation of the algorithms is also developed.This work was supported in part by the National Science Foundation under Grant No. ENG-74-19332 and Grant No. ECS-79-19396, in part by the U.S. Air Force under Grant AFOSR-78-3633, and in part by the Joint Services Electronics Program (U.S. Army, U.S. Navy, and U.S. Air Force) under Contract N00014-79-C-0424.     

An exact algorithm for solving large-scale two-stage stochastic mixed-integer problems: Some theoretical and experimental aspects

We present an algorithmic framework, so-called BFC-TSMIP, for solving two-stage stochastic mixed 0–1 problems. The constraints in the Deterministic Equivalent Model have 0–1 variables and continuous variables at any stage. The approach uses the Twin Node Family (TNF) concept within an adaptation of the algorithmic framework so-called Branch-and-Fix Coordination for satisfying the nonanticipativity constraints for the first stage 0–1 variables. Jointly we solve the mixed 0–1 submodels defined at each TNF integer set for satisfying the nonanticipativity constraints for the first stage continuous variables. In these submodels the only integer variables are the second stage 0–1 variables. A numerical example and some theoretical and computational results are presented to show the performance of the proposed approach.     

A quadratically approximate framework for constrained optimization,global and local convergence

This paper presents a quadratically approximate algorithm framework （QAAF） for solving general constrained optimization problems, which solves, at each iteration, a subproblem with quadratic objective function and quadratic equality together with inequality constraints. The global convergence of the algorithm framework is presented under the Mangasarian-Fromovitz constraint qualification （MFCQ）, and the conditions for superlinear and quadratic convergence of the algorithm framework are given under the MFCQ, the constant rank constraint qualification （CRCQ） as well as the strong second-order sufficiency conditions （SSOSC）. As an incidental result, the definition of an approximate KKT point is brought forward, and the global convergence of a sequence of approximate KKT points is analysed.     

Banaschewski’s theorem for generalized <Emphasis Type="Italic">MV</Emphasis>-algebras

A generalized MV-algebra A is called representable if it is a subdirect product of linearly ordered generalized MV-algebras. Let S be the system of all congruence relations ϱ on A such that the quotient algebra A/ϱ is representable. In the present paper we prove that the system S has a least element. This work was supported by Science and Technology Assistance Agency under Contract No AVPT-51-032002. The work has been partially supported by the Slovak Academy of Sciences via the project Center of Excellence-Physics of Information (grant I/2/2005).     

Necessary conditions for problems with higher derivative bounded state variables

This paper combines the separate works of two authors. Tan proves a set of necessary conditions for a control problem with second-order state inequality constraints (see Ref. 1). Russak proves necessary conditions for an extended version of that problem. Specifically, the extended version augments the original problem by including state equality constraints, differential and isopermetric equality and inequality constraints, and endpoint constraints. In addition, Russak (i) relaxes the solvability assumption on the state constraints, (ii) extends the maximum principle to a larger set, (iii) obtains modified forms of the relationH =H _t and of the transversality relation usually obtained in problems of this type, and (iv) proves a condition concerning (t ¹), the derivative of the multiplier functions at the final time.Russak's work was supported by a NPS Foundation Grant.Tan is indebted to his thesis advisor, Professor M. R. Hestenes, for suggesting the topic and for his help and guidance in the development of his work. Tan's work was supported by the Army Research Office, Contract No. DA-ARO-D-31-124-71-G18.     

SICOpt: Solution Approach for Nonlinear Integer Stochastic Programming Problems

We propose a novel solution approach for the class of two-stage nonlinear integer stochastic programming models. These problems are characterized by large scale dimensions, as the number of constraints and variables depend on the number of realizations (scenarios) used to capture the underlying distributions of the random data. In addition, the integrality constraints on the decision variables make the solution process even much more difficult preventing the application of general purpose solvers. The proposed solution approach integrates the branch-and-bound framework with the interior point method. The main advantage of this choice is the effective exploitation of the specific structure exhibited by the different subproblems at each node of the search tree. A specifically designed warm start procedure and an early branching technique improve the overall efficiency. Our contribution is well founded from a theoretical point of view and is characterized by good computational efficiency, without any loss in terms of effectiveness. Some preliminary numerical results, obtained by solving a challenging real-life problem, prove the robustness and the efficiency of the proposed approach.     

两零售商竞争下第三方回收闭环供应链的决策及协调

为研究同时考虑零售商竞争与第三方回收闭环供应链的定价决策及协调问题, 分别建立了集中与分散决策模式下的闭环供应链优化模型, 并提出了基于改进K-S法的协调机制。研究表明:在分散式闭环供应链决策下, 较之两零售商与第三方, 制造商总是可以获得最大的利润。两零售商在产品价格上竞争程度的增强不仅可以有效提高产品销量, 同时对废旧产品的回收也起到了很好地促进作用。闭环供应链成员企业间的合作策略能有效消除系统的“双重边际”效应, 且较之零售商及第三方回收商, 制造商的合作动力更强。     

Phase Field Modeling of Brittle and Ductile Fracture

The phase field modeling of brittle fracture was a topic of intense research in the last few years and is now well-established. We refer to the work [1-3], where a thermodynamically consistent framework was developed. The main advantage is that the phase-field-type diffusive crack approach is a smooth continuum formulation which avoids the modeling of discontinuities and can be implemented in a straightforward manner by multi-field finite element methods. Therefore complex crack patterns including branching can be resolved easily. In this paper, we extend the recently outlined phase field model of brittle crack propagation [1-3] towards the analysis of ductile fracture in elastic-plastic solids. In particular, we propose a formulation that is able to predict the brittle-to-ductile failure mode transition under dynamic loading that was first observed in experiments by Kalthoff and Winkler [4]. To this end, we outline a new thermodynamically consistent framework for phase field models of crack propagation in ductile elastic-plastic solids under dynamic loading, develop an incremental variational principle and consider its robust numerical implementation by a multi-field finite element method. The performance of the proposed phase field formulation of fracture is demonstrated by means of the numerical simulation of the classical Kalthoff-Winkler experiment that shows the dynamic failure mode transition. (© 2013 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

On the Upper Semi-continuity of the Solution Map to the Vertical Implicit Homogeneous Complementarity Problem of Type <Emphasis Type="Italic">R</Emphasis><Subscript>0</Subscript>

In this paper, we introduce a class of vertical implicit complementarity problems and give a necessary and sufficient condition for the upper semi-continuity of the solution map to the vertical implicit homogeneous complementarity problem of type R₀. This work is supported by the Basic and Applied Research Projection of Sichuan Province (05JY029-009-1).     

On the Index of Solvability for Variational Inequalities in Banach Spaces

We define the index of solvability, a topological characteristic, whose difference from zero provides the existence of a solution for variational inequalities of Stampacchia’s type with S ⁺-type and pseudo-monotone multimaps on reflexive separable Banach spaces. Some applications to a minimization problem and to a problem of economical dynamics are presented. The work is supported by the Russian FBR Grants 05-01-00100 and 07-01-00137 and by the NATO Grant ICS.NR.CLG 981757.     

Some existence results for solutions to SU(3) Toda system

We study SU(3) Toda system in non-abelian relativistic self-dual gauge theory. In the range of parameters where the corresponding Trudinger-Moser inequality fails, we show the existence of the solution by a different variational formulation from Lucia-Nolasco's [15]. This work was supported by a grant of the Japan-Korea Scientific Cooperation Program - Joint Research “Mathematical analysis and mathematical science for self-interacting particles.” The second author was partially supported by Grant-in-Aid for Scientific Research (No. 16740103), Japan Society for the Promotion of Science. Mathematics Subject Classification (2000) 35B40 - 35J50 - 35J60 - 49Q99 - 58E15 - 58J05 - 70S15     

Regularity of solutions of certain parabolic system with nonstandard growth condition

By the use of Moser iteration and Campanato space estimate, theL ^∞ andC ^α regularity estimate of the gradient of solutions of nonlinear parabolic system with nonstandard growth conditions are obtained under the natural structure constraints. This work was supported by NNSF of China under Grant 39570223 and Grant 19675005     

The 3-Connected Graphs with Exactly Three Non-Essential Edges

An edge e of a simple 3-connected graph G is essential if neither the deletion G\e nor the contraction G/e is both simple and 3-connected. Tuttes Wheels Theorem proves that the only simple 3-connected graphs with no non-essential edges are the wheels. In earlier work, as a corollary of a matroid result, the authors determined all simple3-connected graphs with at most two non-essential edges. This paper specifies all such graphs with exactly three non-essential edges. As a consequence, with the exception of the members of 10 classes of graphs, all 3-connected graphs have at least four non-essential edges.Acknowledgments The first author was partially supported by grants from the National Security Agency. The second author was partially supported by the Office of Naval Research under Grant No. N00014-01-1-0917.1991 Mathematics Subject Classification: 05C40Final version received: October 30, 2003     

Tannakian Approach to Linear Differential Algebraic Groups

Tannaka’s theorem states that a linear algebraic group G is determined by the category of finite-dimensional G-modules and the forgetful functor. We extend this result to linear differential algebraic groups by introducing a category corresponding to their representations and show how this category determines such a group. This work was partially supported by NSF Grant CCR-0096842 and by the Russian Foundation for Basic Research, project no. 05-01-00671.     

Crossed Product of a C *-Algebra by a Semigroup of Endomorphisms Generated by Partial Isometries

The paper presents a construction of the crossed product of a C^*- algebra by a semigroup of endomorphisms generated by partial isometries. This work was in part supported by Polish Ministry of Science and High Education grant number N N201 382634.     

Analysis of some new partition statistics

We study several statistics for integer partitions: for a random partition of an integer n we consider the average size of the smallest gap (missing part size), the multiplicity of the largest part, and the largest repeated part size. Furthermore, we estimate the number of gap-free partitions of n. 2000 Mathematics Subject Classification Primary—05A17; Secondary—11P82 Dedicated to Helmut Prodinger on the occasion of his 50th birthday P.J. Grabner is supported by the START-project Y96-MAT of the Austrian Science Fund. This material is based upon work supported by the National Research Foundation under grant number 2053740.