A recursive procedure to generate all cuts for 0–1 mixed integer programs

We study several ways of obtaining valid inequalities for mixed integer programs. We show how inequalities obtained from a disjunctive argument can be represented by superadditive functions and we show how the superadditive inequalities relate to Gomory's mixed integer cuts. We also show how all valid inequalities for mixed 0–1 programs can be generated recursively from a simple subclass of the disjunctive inequalities.The research of this author was supported by NSF Contract No. ECS-8540898.     

Deterministic global optimization with partition sets whose feasibility is not known: Application to concave minimization,reverse convex constraints,DC-programming,and Lipschitzian optimization

A crucial problem for many global optimization methods is how to handle partition sets whose feasibility is not known. This problem is solved for broad classes of feasible sets including convex sets, sets defined by finitely many convex and reverse convex constraints, and sets defined by Lipschitzian inequalities. Moreover, a fairly general theory of bounding is presented and applied to concave objective functions, to functions representable as differences of two convex functions, and to Lipschitzian functions. The resulting algorithms allow one to solve any global optimization problem whose objective function is of one of these forms and whose feasible set belongs to one of the above classes. In this way, several new fields of optimization are opened to the application of global methods.     

Bernstein–Nikolskii and Plancherel–Polya inequalities in Lp ‐norms on non‐compact symmetric spaces

By using Bernstein‐type inequality we define analogs of spaces of entire functions of exponential type in L_p (X), 1 ≤ p ≤ ∞, where X is a symmetric space of non‐compact. We give estimates of L_p ‐norms, 1 ≤ p ≤ ∞, of such functions (the Nikolskii‐type inequalities) and also prove the L_p ‐Plancherel–Polya inequalities which imply that our functions of exponential type are uniquely determined by their inner products with certain countable sets of measures with compact supports and can be reconstructed from such sets of “measurements” in a stable way (© 2009 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Inequalities for formal power series and entire functions

We present several integral and exponential inequalities for formal power series and for both arbitrary entire functions of exponential type and generalized Borel transforms. They are obtained through certain limit procedures which involve the multiparameter binomial inequalities, integral inequalities for continuous functions, and weighted norm inequalities for analytic functions. Some applications to the confluent hypergeometric functions, Bessel functions, Laguerre polynomials, and trigonometric functions are discussed. Also some generalizations are given.     

Residue formulae, vector partition functions and lattice points in rational polytopes

We obtain residue formulae for certain functions of several variables. As an application, we obtain closed formulae for vector partition functions and for their continuous analogs. They imply an Euler-MacLaurin summation formula for vector partition functions, and for rational convex polytopes as well: we express the sum of values of a polynomial function at all lattice points of a rational convex polytope in terms of the variation of the integral of the function over the deformed polytope.

     

Weighted Variational Inequalities

In this paper, we introduce weighted variational inequalities over product of sets and system of weighted variational inequalities. It is noted that the weighted variational inequality problem over product of sets and the problem of system of weighted variational inequalities are equivalent. We give a relationship between system of weighted variational inequalities and systems of vector variational inequalities. We define several kinds of weighted monotonicities and establish several existence results for the solution of the above-mentioned problems under these weighted monotonicities. We introduce also the weighted generalized variational inequalities over product of sets, that is, weighted variational inequalities for multivalued maps and systems of weighted generalized variational inequalities. Extensions of weighted monotonicities for multivalued maps are also considered. The existence of a solution of weighted generalized variational inequalities over product of sets is also studied. The existence results for a solution of weighted generalized variational inequality problem give also the existence of solutions of systems of generalized vector variational inequalities. The first and third author express their thanks to the Department of Mathematical Sciences, King Fahd University of Petroleum and Minerals, Dhahran, Saudi Arabia for providing excellent research facilities. The authors are also grateful to the referees for comments and suggestions improving the final draft of this paper.     

Rearrangement Inequalities with Application to Ratios of Heat Kernels

We prove rearrangement inequalities for multiple integrals, using the polarization technique. Polarization refers to rearranging a function with respect to a hyperplane. Then we derive sharp inequalities for ratios of integrals of heat kernels of Schrödinger operators, using our polarization inequalities. These ratio inequalities imply inequalities for the partition functions and extend the results of R. Bañuelos, P.J. Méndez-Hernández and D. You. Mathematics Subject Classifications (2000) 26D15, 28A25, 35J10.     

On the connectedness of the solution set to nonlinear complementarity systems

This paper establishes sufficient conditions for the connectedness of nontrivial subsets of the solution set to nonlinear complementarity systems with twice continuously differentiable operators. In geometrical terms, the intersection of a Riemannian manifold, a pointed cone, and the level sets determined by nonlinear inequalities are studied.In the case of variational and quasivariational inequalities, sufficient conditions ensure the geodesic connectedness of a nontrivial solution set. The image representation of the results shows the close connections between these three topics.This paper was prepared mainly while the author was visiting the Department of Mathematics at the University of Pisa. This research was partially supported by the Hungarian National Research Foundation, Grant No. OTKA-2568.     

Finite convergence of algorithms for nonlinear programs and variational inequalities

Algorithms for nonlinear programming and variational inequality problems are, in general, only guaranteed to converge in the limit to a Karush-Kuhn-Tucker point, in the case of nonlinear programs, or to a solution in the case of variational inequalities. In this paper, we derive sufficient conditions for nonlinear programs with convex feasible sets such that any convergent algorithm can be modified, by adding a convex subproblem with a linear objective function, to guarantee finite convergence in a generalized sense. When the feasible set is polyhedral, the subproblem is a linear program and finite convergence is obtained. Similar results are also developed for variational inequalities.The research of the first author was supported in part by the Office of Naval Research under Contract No. N00014-86-K-0173.The authors are indebted to Professors Olvi Mangasarian, Garth McCormick, Jong-Shi Pang, Hanif Sherali, and Hoang Tuy for helpful comments and suggestions and to two anonymous referees for constructive remarks and for bringing to their attention the results in Refs. 13 and 14.     

Some conditional results for conditionally strong mixing sequences of random variables

The relation between strong mixing and conditionally strong mixing is answered by examples, that is, the strong mixing property of random variables does not imply the conditionally strong mixing property, and the opposite implication is also not true. Some equivalent definitions and basic properties of conditional strong mixing random variables are derived, and several conditional covariance inequalities are obtained. By means of these properties and conditional covariance inequalities, a conditional central limit theorem stated in terms of conditional characteristic functions is established, which is a conditional version of the earlier result under non-conditional case.     

一类非线性时滞Volterra-Fredholm型积分不等式及其应用

在文献马庆华和J.Pecǎri,2008的基础上,建立了一个新的VolterraFredholm型非线性时滞积分不等式.把参考文献中不等式右端被积因子w(u)推广成w_1(u)u和w_1(u)w_2(u)的非线性函数.运用放大技巧、积分微分技巧、变量替换技巧、反函数技巧、常量与变量的辩证关系,给出了不等式中未知函数的估计.推广了文献中相应不等式的结果.最后,用所得结果给出了Volterra-Fredholm积分方程解的估计.     

A flexible model and efficient solution strategies for discrete location problems

Flexible discrete location problems are a generalization of most classical discrete locations problems like p-median or p-center problems. They can be modeled by using so-called ordered median functions. These functions multiply a weight to the cost of fulfilling the demand of a customer, which depends on the position of that cost relative to the costs of fulfilling the demand of other customers.In this paper a covering type of model for the discrete ordered median problem is presented. For the solution of this model two sets of valid inequalities, which reduces the number of binary variables tremendously, and several variable fixing strategies are identified. Based on these concepts a specialized branch & cut procedure is proposed and extensive computational results are reported.     

Gap functions for vector variational inequalities

In this article, we intend to study several scalar-valued gap functions for Stampacchia and Minty-type vector variational inequalities. We first introduce gap functions based on a scalarization technique and then develop a gap function without any scalarizing parameter. We then develop its regularized version and under mild conditions develop an error bound for vector variational inequalities with strongly monotone data. Further, we introduce the notion of a partial gap function which satisfies all, but one of the properties of the usual gap function. However, the partial gap function is convex and we provide upper and lower estimates of its directional derivative.     

Sharp Inequalities for Ratios of Partition Functions of Schrödinger Operators

This paper derives inequalities for multiple integrals from which inequalities for ratios of integrals of heat kernels of certain Schrödinger operators follows. Such ratio inequalities imply inequalities for the partition functions of these operators which extend the spectral gap results proved by R. Bañuelos and P. Méndez-Hernández and B. Davis.     

Lifting two-integer knapsack inequalities

In this paper we discuss the derivation of strong valid inequalities for (mixed) integer knapsack sets based on lifting of valid inequalities for basic knapsack sets with two integer variables (and one continuous variable). The basic polyhedra can be described in polynomial time. We use superadditive valid lifting functions in order to obtain sequence independent lifting. Most of these superadditive functions and valid inequalities are not obtained in polynomial time.     

Partitionable variational inequalities with applications to network and economic equilibria

In this paper, we describe a useful class of finite-dimensional variational inequalities which we call partitionable. These variational inequalities are characterized by state functions which can be thought of as nonlinear separable functions added to antisymmetric linear functions. In the case of partitionable variational inequalities, questions of the monotonicity and coercivity of the state function can be addressed by considering the monotonicity and coercivity of a series of lower-dimensional functions. These functions are generally simpler to investigate than the state function. In the applications, these lower-dimensional functions are usually the natural functions to consider. To demonstrate, we conclude the paper by reviewing several models in the recent literature which give rise to partitionable variational inequalities.     

GA-凸函数的Hadamard型不等式的改进和应用

通过研究函数的凸性、单调性及相关理论,建立了关于GA-凸函数的一些新的Hadamard型不等式,这些不等式推广了最近文献中的有关结果.     

Benders,metric and cutset inequalities for multicommodity capacitated network design

Solving multicommodity capacitated network design problems is a hard task that requires the use of several strategies like relaxing some constraints and strengthening the model with valid inequalities. In this paper, we compare three sets of inequalities that have been widely used in this context: Benders, metric and cutset inequalities. We show that Benders inequalities associated to extreme rays are metric inequalities. We also show how to strengthen Benders inequalities associated to non-extreme rays to obtain metric inequalities. We show that cutset inequalities are Benders inequalities, but not necessarily metric inequalities. We give a necessary and sufficient condition for a cutset inequality to be a metric inequality. Computational experiments show the effectiveness of strengthening Benders and cutset inequalities to obtain metric inequalities.     

Estimate of the Order of Growth of a Class of Entire Functions on the Real Axis

For a class of entire functions we study the problem of estimation of the order of growth of functions on the real axis. This problem is important for the justification of the integral representation of bounded solutions to certain partial differential equations considered in other papers of the authors. In order to obtain an estimate of the order of growth of a function on the real axis, we use the method of differential equations. The method is based, on one hand, on the construction of a system of first-order ordinary differential equations whose solution is a vector function of traces of function and its derivatives on the real axis. On the other hand, under the respective change of variables in the system of equations, we obtain an estimate of the solution to the system of equations for a large positive values of the argument. The obtained estimate is non-trivial and shows the way a complex parameter of a power series affects the order of growth of a function.