A Barrier Function Method for the Nonconvex Quadratic Programming Problem with Box Constraints

In this paper a barrier function method is proposed for approximating a solution of the nonconvex quadratic programming problem with box constraints. The method attempts to produce a solution of good quality by following a path as the barrier parameter decreases from a sufficiently large positive number. For a given value of the barrier parameter, the method searches for a minimum point of the barrier function in a descent direction, which has a desired property that the box constraints are always satisfied automatically if the step length is a number between zero and one. When all the diagonal entries of the objective function are negative, the method converges to at least a local minimum point of the problem if it yields a local minimum point of the barrier function for a sequence of decreasing values of the barrier parameter with zero limit. Numerical results show that the method always generates a global or near global minimum point as the barrier parameter decreases at a sufficiently slow pace.     

Staircase Parameterization in Dynamical Selection

This paper deals with a variant of a dynamical selection scheme introduced by Attouch and Cominetti for ill-posed convex minimization which combines approximation with the steepest descent method by mean of a suitable parameterization of the approximation parameter as a function of the time. This variant applies to a general inclusion with a maximal monotone operator by mean of a staircase parameterization. A discrete analogue is also considered. Applications to selecting a particular zero of a maximal monotone operator or a particular fixed point of a nonexpansive mapping via regularization techniques are presented. Finally, the alternative use of well-posedness by perturbations is discussed.     

Genus fields of Kummer extensions of rational function fields

In this paper we obtain the genus field of a general Kummer extension of a global rational function field. We study first the case of a general Kummer extension of degree a power of a prime. Then we prove that the genus field of a composite of two abelian extensions of a global rational function field with relatively prime degrees is equal to the composite of their respective genus fields. Our main result, the genus of a general Kummer extension of a global rational function field, is a direct consequence of this fact.     

Scalarization of Henig Proper Efficient Points in a Normed Space

In a general normed space equipped with the order induced by a closed convex cone with a base, using a family of continuous monotone Minkowski functionals and a family of continuous norms, we obtain scalar characterizations of Henig proper efficient points of a general set and a bounded set, respectively. Moreover, we give a scalar characterization of a superefficient point of a set in a normed space equipped with the order induced by a closed convex cone with a bounded base.     

On farthest points of sets

For a convex closed bounded set in a Banach space, we study the existence and uniqueness problem for a point of this set that is the farthest point from a given point in space. In terms of the existence and uniqueness of the farthest point, as well as the Lipschitzian dependence of this point on a point in space, we obtain necessary and su.cient conditions for the strong convexity of a set in several infinite-dimensional spaces, in particular, in a Hilbert space. A set representable as the intersection of closed balls of a fixed radius is called a strongly convex set. We show that the condition “for each point in space that is sufficiently far from a set, there exists a unique farthest point of the set” is a criterion for the strong convexity of a set in a finite-dimensional normed space, where the norm ball is a strongly convex set and a generating set.     

On a Mathematical Comparison between Hierarchy and Network with a Classification of Coordination Structures

This paper proposes a mathematical model to compare a network organization with a hierarchical organization. In order to formulate the model, we define a three-dimensional framework of the coordination structure of a network and of other typical coordination structures. In the framework, we can define a network structure by contrasting it with a hierarchy, in terms of the distribution of decision making, which is one of the main features of information processing. Based on this definition, we have developed a mathematical model for evaluating coordination structures. Using this model, we can derive two boundary conditions among the coordination structures with respect to the optimal coordination structure. The boundary conditions help us to understand why an organization changes its coordination structure from a hierarchy to a network and what factors cause this change. They enable us, for example, to find points of structural change where the optimal coordination structure shifts from a hierarchy to a hierarchy with delegation or from a hierarchy with delegation to a network, when the nature of the task changes from routine to non-routine. In conclusion, our framework and model may provide a basis for discussing the processes that occur when coordination structures change between a hierarchy and a network.     

Slice theorem and orbit type stratification in infinite dimensions

We establish a general slice theorem for the action of a locally convex Lie group on a locally convex manifold, which generalizes the classical slice theorem of Palais to infinite dimensions. We discuss two important settings under which the assumptions of this theorem are fulfilled. First, using Glöckner's inverse function theorem, we show that the linear action of a compact Lie group on a Fréchet space admits a slice. Second, using the Nash–Moser theorem, we establish a slice theorem for the tame action of a tame Fréchet Lie group on a tame Fréchet manifold. For this purpose, we develop the concept of a graded Riemannian metric, which allows the construction of a path-length metric compatible with the manifold topology and of a local addition. Finally, generalizing a classical result in finite dimensions, we prove that the existence of a slice implies that the decomposition of the manifold into orbit types of the group action is a stratification.     

DC programming techniques for solving a class of nonlinear bilevel programs

We propose a method for finding a global solution of a class of nonlinear bilevel programs, in which the objective function in the first level is a DC function, and the second level consists of finding a Karush-Kuhn-Tucker point of a quadratic programming problem. This method is a combination of the local algorithm DCA in DC programming with a branch and bound scheme well known in discrete and global optimization. Computational results on a class of quadratic bilevel programs are reported.     

Two-Dimensional Regular Shock Reflection for the Pressure Gradient System of Conservation Laws

We establish the existence of a global solution to a regular reflection of a shock hitting a ramp for the pressure gradient system of equations. The set-up of the reflection is the same as that of Mach＇s experiment for the compressible Euler system, i.e., a straight shock hitting a ramp. We assume that the angle of the ramp is close to 90 degrees. The solution has a reflected bow shock wave, called the diffraction of the planar shock at the compressive corner, which is mathematically regarded as a free boundary in the self-similar variable plane. The pressure gradient system of three equations is a subsystem, and an approximation, of the full Euler system, and we offer a couple of derivations.     

Formulation of the problem of sonic boom by a maneuvering aerofoil as a one-parameter family of Cauchy problems

For the structure of a sonic boom produced by a simple aerofoil at a large distance from its source we take a physical model which consists of a leading shock (LS), a trailing shock (TS) and a one-parameter family of nonlinear wavefronts in between the two shocks. Then we develop a mathematical model and show that according to this model the LS is governed by a hyperbolic system of equations in conservation form and the system of equations governing the TS has a pair of complex eigenvalues. Similarly, we show that a nonlinear wavefront originating from a point on the front part of the aerofoil is governed by a hyperbolic system of conservation laws and that originating from a point on the rear part is governed by a system of conservation laws, which is elliptic. Consequently, we expect the geometry of the TS to be kink-free and topologically different from the geometry of the LS. In the last section we point out an evidence of kinks on the LS and kink-free TS from the numerical solution of the Euler’s equations by Inoue, Sakai and Nishida [5].     

Lattice congruences, fans and Hopf algebras

We give a unified explanation of the geometric and algebraic properties of two well-known maps, one from permutations to triangulations, and another from permutations to subsets. Furthermore we give a broad generalization of the maps. Specifically, for any lattice congruence of the weak order on a Coxeter group we construct a complete fan of convex cones with strong properties relative to the corresponding lattice quotient of the weak order. We show that if a family of lattice congruences on the symmetric groups satisfies certain compatibility conditions then the family defines a sub Hopf algebra of the Malvenuto–Reutenauer Hopf algebra of permutations. Such a sub Hopf algebra has a basis which is described by a type of pattern avoidance. Applying these results, we build the Malvenuto–Reutenauer algebra as the limit of an infinite sequence of smaller algebras, where the second algebra in the sequence is the Hopf algebra of non-commutative symmetric functions. We also associate both a fan and a Hopf algebra to a set of permutations which appears to be equinumerous with the Baxter permutations.     

The KdV soliton crosses a dissipative and dispersive border

We demonstrate the behavior of the soliton which, while moving in non-dissipative and dispersion-constant medium encounters a finite-width barrier with varying dissipation and/or dispersion; beyond the layer dispersion is constant (but not necessarily of the same value) and dissipation is null. The transmitted wave either retains the form of a soliton (though of different parameters) or scatters a into a number of them. And a reflection wave may be negligible or absent. This models a situation similar to a light passing from a humid air to a dry one through the vapor saturation/condensation area. Some rough estimations for a prediction of an output are given using the relative decay (or accumulation) of the KdV conserved quantities in a dissipative area; in particular for a restriction for a number of solitons in the transmitted signal.     

On arithmetic Macaulayfication of Noetherian rings

The Rees algebra is the homogeneous coordinate ring of a blowing-up. The present paper gives a necessary and sufficient condition for a Noetherian local ring to have a Cohen-Macaulay Rees algebra: A Noetherian local ring has a Cohen-Macaulay Rees algebra if and only if it is unmixed and all the formal fibers of it are Cohen-Macaulay. As a consequence of it, we characterize a homomorphic image of a Cohen-Macaulay local ring. For non-local rings, this paper gives only a sufficient condition. By using it, however, we obtain the affirmative answer to Sharp's conjecture. That is, a Noetherian ring having a dualizing complex is a homomorphic image of a finite-dimensional Gorenstein ring.

     

Weak solutions for contact models involving a class of generalized materials

We consider a contact model for a class of generalized materials whose behaviour is described by means of a bipotential. Using the theory of the bipotentials we deliver a weak formulation consisting of a system of three variational inequalities. The unknown is a triple having as components the displacement field, the Cauchy stress tensor and a Lagrange multiplier related to the friction force on the frictional contact zone. We investigate the existence of the weak solutions by using a fixed point theorem for set-valued mappings and a minimization technique.     

Scheduling jobs on parallel machines with sequence-dependent setup times

Consider a number of jobs to be processed on a number of identical machines in parallel. A job has a processing time, a weight and a due date. If a job is followed by another job, a setup time independent of the machine is incurred. A three phase heuristic is presented for minimizing the sum of the weighted tardinesses. In the first phase, as a pre-processing procedure, factors or statistics which characterize an instance are computed. The second phase consists of constructing a sequence by a dispatching rule which is controlled through parameters determined by the factors. In the third phase, as a post-processing procedure, a simulated annealing method is applied starting from a seed solution which is the result of the second phase. In the dispatching rule of the second phase there are two parameters of which the values are dependent on the particular problem instance at hand. Through extensive experiments rules are developed for determining the values of the two parameters which make the priority rule work effectively. The performance of the simulated annealing procedure in the third phase is evaluated for various values of the factors.     

Mean-variance optimization problems for an accumulation phase in a defined benefit plan

In this paper we deal with contribution rate and asset allocation strategies in a pre-retirement accumulation phase. We consider a single cohort of workers and investigate a retirement plan of a defined benefit type in which an accumulated fund is converted into a life annuity. Due to the random evolution of a mortality intensity, the future price of an annuity, and as a result, the liability of the fund, is uncertain. A manager has control over a contribution rate and an investment strategy and is concerned with covering the random claim. We consider two mean-variance optimization problems, which are quadratic control problems with an additional constraint on the expected value of the terminal surplus of the fund. This functional objectives can be related to the well-established financial theory of claim hedging. The financial market consists of a risk-free asset with a constant force of interest and a risky asset whose price is driven by a Lévy noise, whereas the evolution of a mortality intensity is described by a stochastic differential equation driven by a Brownian motion. Techniques from the stochastic control theory are applied in order to find optimal strategies.     

Fredholm’s boundary-value problems for differential systems with a single delay

Conditions are derived for the existence of solutions of linear Fredholm’s boundary-value problems for systems of ordinary differential equations with constant coefficients and a single delay. Utilizing a delayed matrix exponential and a method of pseudo-inverse by Moore-Penrose matrices led to an explicit and analytical form of a criterion for the existence of solutions in a relevant space and, moreover, to the construction of a family of linearly independent solutions of such problems in a general case with the number of boundary conditions (defined by a linear vector functional) not coinciding with the number of unknowns of a differential system with a single delay.     

管状曲面在曲线论中的应用

研究了围绕曲线的管状曲面上的曲率线,渐近线与测地线,给出它们的方程,揭示了这些曲线与Bertrand曲线或Mannheim曲线之间的关系,采用新的方法给出一条曲线是Bertrand曲线或Mannheim曲线的充要条件的另一种证明以及Mannheim侣线的曲率与挠率之间的关系．     

Polar decomposition in e-rings

An e-ring is a generalization of the ring of bounded linear operators on a Hilbert space together with the subset consisting of all effect operators on that space. Associated with an e-ring is a partially ordered abelian group, called its directed group, that generalizes the additive group of bounded Hermitian operators on the Hilbert space. We prove that every element of the directed group of an e-ring has a polar decomposition if and only if every element has a carrier projection and is split by a projection into a positive and a negative part.     

Enumerating bases of self-dual matroids

We define involutively self-dual matroids and prove that an enumerator for their bases is the square of a related enumerator for their self-dual bases. This leads to a new proof of Tutte's theorem that the number of spanning trees of a central reflex is a perfect square, and it solves a problem posed by Kalai about higher dimensional spanning trees in simplicial complexes. We also give a weighted version of the latter result.We give an algebraic analogue relating to the critical group of a graph, a finite abelian group whose order is the number of spanning trees of the graph. We prove that the critical group of a central reflex is a direct sum of two copies of an abelian group, and conclude with an analogous result in Kalai's setting.