A large deviation principle for (r,p)-capacities on the Wiener space

Summary We formulate and prove a large deviation principle for the (r, p)-capacity on an abstract Wiener space. As an application, we obtain a sharpening of Strassen's law of the iterated logarithm in terms of the capacity.     

The Newton modified barrier method for QP problems

The Modified Barrier Functions (MBF) have elements of both Classical Lagrangians (CL) and Classical Barrier Functions (CBF). The MBF methods find an unconstrained minimizer of some smooth barrier function in primal space and then update the Lagrange multipliers, while the barrier parameter either remains fixed or can be updated at each step. The numerical realization of the MBF method leads to the Newton MBF method, where the primal minimizer is found by using Newton's method. This minimizer is then used to update the Lagrange multipliers. In this paper, we examine the Newton MBF method for the Quadratic Programming (QP) problem. It will be shown that under standard second-order optimality conditions, there is a ball around the primal solution and a cut cone in the dual space such that for a set of Lagrange multipliers in this cut cone, the method converges quadratically to the primal minimizer from any point in the aforementioned ball, and continues, to do so after each Lagrange multiplier update. The Lagrange multipliers remain within the cut cone and converge linearly to their optimal values. Any point in this ball will be called a hot start. Starting at such a hot start, at mostO(In In ^-1) Newton steps are sufficient to perform the primal minimization which is necessary for the Lagrange multiplier update. Here, >0 is the desired accuracy. Because of the linear convergence of the Lagrange multipliers, this means that onlyO(In ^-1)O(In In ^-1) Newton steps are required to reach an -approximation to the solution from any hot start. In order to reach the hot start, one has to perform Newton steps, wherem characterizes the size of the problem andC>0 is the condition number of the QP problem. This condition number will be characterized explicitly in terms of key parameters of the QP problem, which in turn depend on the input data and the size of the problem.Partially supported by NASA Grant NAG3-1397 and National Science Foundation Grant DMS-9403218.     

Start‐up class models in multiple‐class queues with N‐policy

In this paper, we consider multipleclass queueing systems with Npolicy in which the idle server starts service as soon as the number of customers in the startup class reaches threshold N. We consider the cases of FCFS and nonpreemptive priority. We obtain the Laplace–Stieltjes transform of the waiting times of each class of customers. We also show some results for the general behavior of such systems.     

Spatial shape‐preserving interpolation using ν‐splines

We present a global iterative algorithm for constructing spatial G ²continuous interpolating splines, which preserve the shape of the polygonal line that interpolates the given points. Furthermore, the algorithm can handle data exhibiting two kinds of degeneracy, namely, coplanar quadruples and collinear triplets of points. The convergence of the algorithm stems from the asymptotic properties of the curvature, torsion and Frénet frame of splines for large values of the tension parameters, which are thoroughly investigated and presented. The performance of our approach is tested on two data sets, one of synthetic nature and the other of industrial interest.     

Quasi-P*-Maps,P(τ, α, β)-Maps,Exceptional Family of Elements,and Complementarity Problems

Quasi-P_*-maps and P(, , )-maps defined in this paper are two large classes of nonlinear mappings which are broad enough to include P_*-maps as special cases. It is of interest that the class of quasi-P_*-maps also encompasses quasimonotone maps (in particular, pseudomonotone maps) as special cases. Under a strict feasibility condition, it is shown that the nonlinear complementarity problem has a solution if the function is a nonlinear quasi-P_*-map or P(, , )-map. This result generalizes a classical Karamardian existence theorem and a recent result concerning quasimonotone maps established by Hadjisawas and Schaible, but restricted to complementarity problems. A new existence result under an exceptional regularity condition is also established. Our method is based on the concept of exceptional family of elements for a continuous function, which is a powerful tool for investigating the solvability of complementarity problems.     

A New Approach to Multiobjective Programming with a Modified Objective Function

In this paper, optimality for multiobjective programming problems having invex objective and constraint functions (with respect to the same function ) is considered. An equivalent vector programming problem is constructed by a modification of the objective function. Furthermore, an -Lagrange function is introduced for a constructed multiobjective problem and modified saddle point results are presented.     

Controllability and extremality in nonconvex differential inclusions

LetF:[0, T]×R ⁿ 2 ^{R n} be a set-valued map with compact values; let :R ⁿ R ^m be a locally Lipschitzian map,z(t) a given trajectory, andR the reachable set atT of the differential inclusion . We prove sufficient conditions for (z(T))intR and establish necessary conditions in maximum principle form for (z(T))(R). As a consequence of these results, we show that every boundary trajectory is simultaneously a Pontryagin extremal, Lagrangian extremal, and relaxed Lagrangian extremal.The author is grateful to an anonymous referee for his valuable remarks and comments which have helped to improve the paper.The paper was written while the author was visiting the laboratory of Prof. S. Suzuki, Department of Mechanical Engineering, Sophia University, Tokyo, Japan.     

Topological existence and stability for stackelberg problems

The aim of this paper is to study, in a topological framework, existence and stability for the solutions to a parametrized Stackelberg problem. To this end, approximate solutions are used, more precisely, -solutions and strict -solutions. The results given are of minimal character and the standard types of constraints are considered, that is, constant constraints, constraints defined by a finite number of inequalities, and more generally constraints defined by an arbitrary multifunction.     

Study of Noetherian Γ-Semirings via Operator Semirings

In this paper we study Noetherian -semirings and obtain Cohens theorem for a special class of -semirings. Weak primary decomposition theorem for a particular type of -semirings is also obtained.Presently Lecturer in Mathematics, University of Burdwan, GOLAPBAG, W.B. INDIA.