Minimum-Euclidean-norm matrix correction for a pair of dual linear programming problems

For a pair of dual (possibly improper) linear programming problems, a family of matrix corrections is studied that ensure the existence of given solutions to these problems. The case of correcting the coefficient matrix and three cases of correcting an augmented coefficient matrix (obtained by adding the right-hand side vector of the primal problem, the right-hand-side vector of the dual problem, or both vectors) are considered. Necessary and sufficient conditions for the existence of a solution to the indicated problems, its uniqueness is proved, and the form of matrices for the solution with a minimum Euclidean norm is presented. Numerical examples are given.     

Matrix correction of a dual pair of improper linear programming problems with a block structure

The following problem is considered: how to modify the coefficient matrix of a dual pair of improper linear programs with a block structure so as to make these problems proper and minimize the sum of the squares of the Euclidean norms of the blocks in the correction matrix? Two variants of this problem are examined: (1) all the blocks in the coefficient matrix are modified, and (2) the upper block, which constraints all the primal variables, is left unchanged. Methods are presented for reducing these problems to minimizing quadratic fractional functions subject to linear equality and inequality constraints. The latter problem allows the use of conventional methods for constrained minimization. A numerical example is given.     

Least squares solution with the minimum-norm to general matrix equations via iteration

Two iterative algorithms are presented in this paper to solve the minimal norm least squares solution to a general linear matrix equations including the well-known Sylvester matrix equation and Lyapunov matrix equation as special cases. The first algorithm is based on the gradient based searching principle and the other one can be viewed as its dual form. Necessary and sufficient conditions for the step sizes in these two algorithms are proposed to guarantee the convergence of the algorithms for arbitrary initial conditions. Sufficient condition that is easy to compute is also given. Moreover, two methods are proposed to choose the optimal step sizes such that the convergence speeds of the algorithms are maximized. Between these two methods, the first one is to minimize the spectral radius of the iteration matrix and explicit expression for the optimal step size is obtained. The second method is to minimize the square sum of the F-norm of the error matrices produced by the algorithm and it is shown that the optimal step size exits uniquely and lies in an interval. Several numerical examples are given to illustrate the efficiency of the proposed approach.     

任意除环上一矩阵方程组的一般解与中心和反中心对称解

Necessary and sufficient conditions are given for the existence of the general solution, the centrosymmetric solution, and the centroskewsymmetric solution to a system of linear matrix equations over an arbitrary skew field. The representations of such the solutions of the system are also derived.     

体上右线性方程组的反问题

设Ｆ，Ｋ，Ω分别表示一个任意的体、一个具有对合反自同构的体和一个实四元数体，Ｆ^ｎ表示Ｆ上的ｎ维右向量空间．本文推广和改进了实线性方程组的反问题及一系列结果，解决了Ｆ上右线性方程组更具一般性的反问题（简称ＩＰＳ）：给定ｂ∈Ｆ^s和α_ｉ∈Ｆ^ｎ（ｉ＝１，…，ｍ≤ｎ）满足ｒａｎｋ［α₁，…，α_m］＝ｍ，求所有的ｓ×ｎ矩阵Ａ使Ａα_ｉ＝ｂ（ｉ＝１，…，ｍ）．当ｓ＝ｎ时     

除环上左线性方程组的反问题

推广并改进了实数域上线性方程组的反问题及其一系列结果，解决了除环上左线性方程组更具广泛性的一类反问题，给出了此类反问题有（斜）自共轭解及（半）正定自共轭解的充要条件及其解集结构．     

Max-min controllability in pursuit games with norm-bounded controls

In this article, we consider max-min controllability in linear pursuit games with norm-bounded controls. Our approach is based on the separation theorem of disjoint compact convex sets in Euclidean space. Necessary and sufficient conditions for max-min controllability are given in terms of an explicit relative controllability expression which, in a sense, is a comparison between the control capabilities of the competing parties. Minimal time and optimal norm problems are investigated.     

Fuzzy linear matrix equation

The main aim of this paper is to discuss Fuzzy Linear Matrix Equations (shown as FLME) of the form AXB = C for finding its fuzzy solutions. In this paper, the parametric form of the fuzzy linear system is used. Necessary and sufficient conditions for the existence of the set of fuzzy solutions are derived, and a numerical procedure for calculating the solutions is designed.     

Lineare Optimierung in halbgeordneten Vektorräumen

Summary The problem of linear programming in partially ordered vector spaces is formulated as an immediate generalization of the same problem in Euclidean spaces. Sufficient conditions for the existence of solutions of the problem and its dual are obtained. In the special case of function spaces the sufficient conditions for the solvability of the dual problem are satisfied if a certain regularity condition is assumed.

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This research was supported by the Air Force Office of Scientific Research under grant AF-AFO SR-93 7-6 7     

The Concept of Proper Solution in Linear Programming

In this paper, we study the optimal solutions of a dual pair of linear programming problems that correspond to the proper equilibria of their associated matrix game. We give conditions ensuring the existence of such solutions, show that they are especially robust under perturbation of right-hand-side terms, and describe a procedure to obtain them.     

On the existence of a short pivoting sequence for a linear program

We show that given a feasible primal–dual pair of linear programs in canonical form, there exists a sequence of pivots, whose length is bounded by the minimum dimension of the constraint matrix, leading from the origin to the optimum. The sequence of pivots give a sequence of square and nonsingular submatrices of the constraint matrix. Solving two linear equations involving such a submatrix give primal–dual optimal solutions to the corresponding linear program in canonical form.     

Time-optimal solution of a linear evolution equation in Banach spaces

The problem is that of finding trajectories of a linear evolution equation connecting two prescribed sets of states, initial and terminal, in the shortest possible time. Necessary conditions for the existence of solutions, i.e., time-optimum trajectories, are given in the form of a maximum principle.     

Conjugate Duality and the Control of Linear Discrete Systems

In this paper we deal with the minimization of a convex function over the solution set of a range inclusion problem determined by a multivalued operator with convex graph. We attach a dual problem to it, provide regularity conditions guaranteeing strong duality and derive for the resulting primal–dual pair necessary and sufficient optimality conditions. We also discuss the existence of optimal solutions for the primal and dual problems by using duality arguments. The theoretical results are applied in the context of the control of linear discrete systems.     

Optimal bounded-thrust space trajectories based on linear equations

Necessary and sufficient conditions for solution of the general minimum-fuel linear bounded-thrust spacecraft trajectory problem are presented in terms of fundamental matrix solutions and their inverses. This work is rigorous, generalizes and unifies many known results for specific problems, and also presents a new necessary condition. Finally, an application is presented for a spacecraft rendezvous near a general Keplerian orbit in which the linearized equations of motion are nonautonomous. A fundamental matrix solution is found and inverted, solving this class of problems.     

Ergodic,primal convergence in dual subgradient schemes for convex programming,II: the case of inconsistent primal problems

Consider the utilization of a Lagrangian dual method which is convergent for consistent convex optimization problems. When it is used to solve an infeasible optimization problem, its inconsistency will then manifest itself through the divergence of the sequence of dual iterates. Will then the sequence of primal subproblem solutions still yield relevant information regarding the primal program? We answer this question in the affirmative for a convex program and an associated subgradient algorithm for its Lagrange dual. We show that the primal–dual pair of programs corresponding to an associated homogeneous dual function is in turn associated with a saddle-point problem, in which—in the inconsistent case—the primal part amounts to finding a solution in the primal space such that the Euclidean norm of the infeasibility in the relaxed constraints is minimized; the dual part amounts to identifying a feasible steepest ascent direction for the Lagrangian dual function. We present convergence results for a conditional \(\varepsilon \)-subgradient optimization algorithm applied to the Lagrangian dual problem, and the construction of an ergodic sequence of primal subproblem solutions; this composite algorithm yields convergence of the primal–dual sequence to the set of saddle-points of the associated homogeneous Lagrangian function; for linear programs, convergence to the subset in which the primal objective is at minimum is also achieved.     

On a system of differential equations with operator coefficients and its applications to multidimensional systems of composite type

A mixed problem for a system of differential equations with operator coefficients is considered on an interval. Necessary and sufficient conditions for the existence of at least one solution of the given problem are investigated. It is established that the linear manifold of the solutions of the homogeneous problem is finite-dimensional. The obtained results are applied to multidimensional systems of differential equations of composite type, defined in cylindrical domains.Translated from Trudy Seminara imeni I. G. Petrovskogo, No. 16, pp. 25–69, 1992.     

闭极大线性子空间正交补的唯一性

研究赋范线性空间中闭极大线性子空间的正交可补性.利用空间的对偶映射给出固定闭极大线性子空间至多存在一个正交补的充分必要条件,从而给出每个闭极大线性子空间至多存在一个正交补的几何刻画.     

Hermite-广义反Hamilton矩阵的一类反问题

给定矩阵X和B,利用矩阵的广义奇异值分解,得到了矩阵方程X~HAX=B有Hermite-广义反Hamiton解的充分必要条件及有解时解的—般表达式.用S_E表示此矩阵方程的解集合,证明了S_E中存在唯一的矩阵(?),使得(?)与给定矩阵A的差的Frobenius范数最小,并且给出了矩阵(?)的表达式;同时也证明了S_E中存在唯一的矩阵A_o,使得A_o是此矩阵方程的极小Frobenius范数Hermite-广义反Hamilton解,并且给出了矩阵A_o的表达式.     

Dual variational principles with deviating argument and discontinuous extremals

We study dual or complementary variational principles for functionals with deviating argument and discontinuous extremals. Local conditions for the existence of a pair of dual extremum principles are given. Results are then applied to the control problem involving linear neutral differential-difference equations.