Homoclinic and heteroclinic orbits for a class of Hamiltonian systems

The existence of a rich structure of homoclinic and heteroclinic solutions is established for a family of Hamiltonian systems that serve as a simpler model for the multiple pendulum system. The proof is based on recently developed arguments from the calculus of variations that have proved useful in finding actual solutions of an equation near approximate solution.This research was sponsorted in part by the National Science Foundation under grant #MCS-8110556 and the U. S. Army Research Office under Contract #DAAL03-87-K-0043. Any reproduction for the purpose of the United States Government is permitted.     

A modeling/solution approach for optimal deployment of a weapons arsenal

This paper reports a real-world application of a large-scale assignment/allocation mixed-integer program for optimal deployment and targeting of missiles for the U.S. Strategic Air Command. We provide a NETFORM model that reduces the number of zero-one variables of a standard integer programming formulation by more than two orders of magnitude (by factors approaching 500) and a tailored NETFORM software system that solves problems involving 2,400 zero-one variables and 984,000 continuous variables to within 99.9% of optimality in less than one minute on an IBM 4381.This research was supported in part by the Center for Business Decision Analysis, the Hugh Roy cullen Centennial Chair in Business Administration, and the Office of Naval Research under Contract N00014-87-K-0190. Reproduction in whole or in part is permitted for any purpose of the U.S. Government.     

Bilinear programming: An exact algorithm

The Bilinear Programming Problem is a structured quadratic programming problem whose objective function is, in general, neither convex nor concave. Making use of the formal linearity of a dual formulation of the problem, we give a necessary and sufficient condition for optimality, and an algorithm to find an optimal solution.Research partially supported by the Office of Naval Research under Contract N00014-69-A-0200-1010 with the University of California.     

On the stability of two superposed compressible fluids

Summary The authors consider the case of two compressible, non-viscous fluids, one above the other, and investigate the stability of their equilibrium under the action of gravity. It is found that the equilibrium is stable if and only if the density of the upper fluid in the immediate vicinity of the interface is less than that of the lower. To Mauro Picone on his 70^th birthday. Work was cosponsored by the Office of Naval Research and the U. S. Army under Contract No. N-7-ONR-38801 and Contract No. DA-36-034-ORD-1646, respectively. On leave from the Weizmann Institute of Science, Rehovoth, Israel.     

Dynamics of an HIV-1 infection model with cell mediated immunity

In this paper, we study the dynamics of an improved mathematical model on HIV-1 virus with cell mediated immunity. This new 5-dimensional model is based on the combination of a basic 3-dimensional HIV-1 model and a 4-dimensional immunity response model, which more realistically describes dynamics between the uninfected cells, infected cells, virus, the CTL response cells and CTL effector cells. Our 5-dimensional model may be reduced to the 4-dimensional model by applying a quasi-steady state assumption on the variable of virus. However, it is shown in this paper that virus is necessary to be involved in the modeling, and that a quasi-steady state assumption should be applied carefully, which may miss some important dynamical behavior of the system. Detailed bifurcation analysis is given to show that the system has three equilibrium solutions, namely the infection-free equilibrium, the infectious equilibrium without CTL, and the infectious equilibrium with CTL, and a series of bifurcations including two transcritical bifurcations and one or two possible Hopf bifurcations occur from these three equilibria as the basic reproduction number is varied. The mathematical methods applied in this paper include characteristic equations, Routh–Hurwitz condition, fluctuation lemma, Lyapunov function and computation of normal forms. Numerical simulation is also presented to demonstrate the applicability of the theoretical predictions.     

On projected newton barrier methods for linear programming and an equivalence to Karmarkar’s projective method

Interest in linear programming has been intensified recently by Karmarkar’s publication in 1984 of an algorithm that is claimed to be much faster than the simplex method for practical problems. We review classical barrier-function methods for nonlinear programming based on applying a logarithmic transformation to inequality constraints. For the special case of linear programming, the transformed problem can be solved by a “projected Newton barrier” method. This method is shown to be equivalent to Karmarkar’s projective method for a particular choice of the barrier parameter. We then present details of a specific barrier algorithm and its practical implementation. Numerical results are given for several non-trivial test problems, and the implications for future developments in linear programming are discussed. The research of the Stanford authors was supported by the U.S. Department of Energy Contract DE-AA03-76SF00326, PA No. DE-AS03-76ER72018; National Science Foundation Grants DCR-8413211 and ECS-8312142; the Office of Naval Research Contract N00014-85-K-0343; and the U.S. Army Research Office Contract DAAG29-84-K-0156. The research of J.A. Tomlin was supported by Ketron, Inc. and the Office of Naval Research Contract N00014-85-C-0338.     

An algorithm for a piecewise linear model of trade and production with negative prices and bankruptcy

The general equilibrium model is approximated as a piecewise linear convex model and solved from the point of view of welfare economics using linear programming and fixed point methods.This research was supported in part by Army Research Office-Durham Contract DAAG-29-74-C-0032, NSF Grant MPS-72-04832-A03, and Energy Research and Development Administration Contract E(04-3)-326 PA#18.     

A note on a sufficient-decrease criterion for a non-derivative step-length procedure

A step-length algorithm is an essential part of many descent methods for unconstrained and constrained optimization. In this note we present a criterion that defines an acceptable step length when only function values are available at trial step lengths.This research was supported by the U.S. Department of Energy Contract DE-AC03-76SF00326, PA No. DE-AT03-76ER72018; National Science Foundation Grants MCS-7926009 and ECS-8012974; the Office of Naval Research Contract N00014-75-C-0267; and the U.S. Army Research Office Contract DAAG29-79-C-0110.     

Informational uniqueness of closed-loop Nash equilibria for a class of nonstandard dynamic games

This paper discusses an extension of the currently available theory of noncooperative dynamic games to game models whose state equations are of order higher than one. In a discrete-time framework, it first elucidates the reasons why the theory developed for first-order systems is not applicable to higher-order systems, and then presents a general procedure to obtain an informationally unique Nash equilibrium solution in the presence of random disturbances. A numerical example solved in the paper illustrates the general approach.Dedicated to G. LeitmannResearch that led to this paper was supported in part by the Office of Naval Research under Contract No N00014-82-K-0469 and in part by the U.S. Air Force under Grant No. AFOSR-84-0054.     

Mean stochastic comparison of diffusions

Summary Stochastic bounds are derived for one dimensional diffusions (and somewhat more general random processes) by dominating one process pathwise by a convex combination of other processes. The method permits comparison of diffusions with different diffusion coefficients. One interpretation of the bounds is that an optimal control is identified for certain diffusions with controlled drift and diffusion coefficients, when the reward function is convex. An example is given to show how the bounds and the Liapunov function technique can be applied to yield bounds for multidimensional diffusions.This work was supported by the Office of Naval Research under Contract N00014-82-K-0359 and the U.S. Army Research Office under Contract DAAG29-82-K-0091 (administered through the University of California at Berkeley).