New approximations for the cone of copositive matrices and its dual

We provide convergent hierarchies for the convex cone $\mathcal{C }$ of copositive matrices and its dual $\mathcal{C }^*$ , the cone of completely positive matrices. In both cases the corresponding hierarchy consists of nested spectrahedra and provide outer (resp. inner) approximations for $\mathcal{C }$ (resp. for its dual $\mathcal{C }^*$ ), thus complementing previous inner (resp. outer) approximations for $\mathcal{C }$ (for $\mathcal{C }^*$ ). In particular, both inner and outer approximations have a very simple interpretation. Finally, extension to $\mathcal{K }$ -copositivity and $\mathcal{K }$ -complete positivity for a closed convex cone $\mathcal{K }$ , is straightforward.     

On the bilinearity rank of a proper cone and Lyapunov-like transformations

A real square matrix \(Q\) is a bilinear complementarity relation on a proper cone \(K\) in \(\mathbb{R }^n\) if $$\begin{aligned} x\in K, s\in K^*,\,\,\text{ and }\,\,\langle x,s\rangle =0\Rightarrow x^{T}Qs=0, \end{aligned}$$ where \(K^*\) is the dual of \(K\) . The bilinearity rank of \(K\) is the dimension of the linear space of all bilinear complementarity relations on \(K\) . In this article, we continue the study initiated by Rudolf et al. (Math Prog Ser B 129:5–31, 2011). We show that bilinear complementarity relations are related to Lyapunov-like transformations that appear in dynamical systems and in complementarity theory and further show that the bilinearity rank of \(K\) is the dimension of the Lie algebra of the automorphism group of \(K\) . In addition, we correct a result of Rudolf et al., compute the bilinearity ranks of symmetric and completely positive cones, and state some Schur-type results for Lyapunov-like transformations.     

Scaling relationship between the copositive cone and Parrilo’s first level approximation

We investigate the relation between the cone ${\mathcal{C}^{n}}$ of n × n copositive matrices and the approximating cone ${\mathcal{K}_{n}^{1}}$ introduced by Parrilo. While these cones are known to be equal for n ≤ 4, we show that for n ≥ 5 they are not equal. This result is based on the fact that ${\mathcal{K}_{n}^{1}}$ is not invariant under diagonal scaling. We show that for any copositive matrix which is not the sum of a nonnegative and a positive semidefinite matrix we can find a scaling which is not in ${\mathcal{K}_{n}^{1}}$ . In fact, we show that if all scaled versions of a matrix are contained in ${\mathcal{K}_{n}^{r}}$ for some fixed r, then the matrix must be in ${\mathcal{K}_{n}^{0}}$ . For the 5 × 5 case, we show the more surprising result that we can scale any copositive matrix X into ${\mathcal{K}_{5}^{1}}$ and in fact that any scaling D such that ${(DXD)_{ii} \in \{0,1\}}$ for all i yields ${DXD \in \mathcal{K}_{5}^{1}}$ . From this we are able to use the cone ${\mathcal{K}_{5}^{1}}$ to check if any order 5 matrix is copositive. Another consequence of this is a complete characterisation of ${\mathcal{C}^{5}}$ in terms of ${\mathcal{K}_{5}^{1}}$ . We end the paper by formulating several conjectures.     

On the set-semidefinite representation of nonconvex quadratic programs over arbitrary feasible sets

In the paper we prove that any nonconvex quadratic problem over some set ${K\subset \mathbb {R}^n}$ with additional linear and binary constraints can be rewritten as a linear problem over the cone, dual to the cone of K-semidefinite matrices. We show that when K is defined by one quadratic constraint or by one concave quadratic constraint and one linear inequality, then the resulting K-semidefinite problem is actually a semidefinite programming problem. This generalizes results obtained by Sturm and Zhang (Math Oper Res 28:246–267, 2003). Our result also generalizes the well-known completely positive representation result from Burer (Math Program 120:479–495, 2009), which is actually a special instance of our result with ${K=\mathbb{R}^n_{+}}$ .     

A Sharp Stability Result for the Relative Isoperimetric Inequality Inside Convex Cones

The relative isoperimetric inequality inside an open, convex cone $\mathcal{C}$ states that, at fixed volume, $B_{r} \cap\mathcal{C}$ minimizes the perimeter inside $\mathcal{C}$ . Starting from the observation that this result can be recovered as a corollary of the anisotropic isoperimetric inequality, we exploit a variant of Gromov’s proof of the classical isoperimetric inequality to prove a sharp stability result for the relative isoperimetric inequality inside $\mathcal{C}$ . Our proof follows the line of reasoning in Figalli et al.: Invent. Math. 182:167–211 (2010), though several new ideas are needed in order to deal with the lack of translation invariance in our problem.     

C^{0}-nonconforming tetrahedral and cuboid elements for the three-dimensional fourth order elliptic problem

In this paper, a theoretical framework is constructed on how to develop $C^0$ -nonconforming elements for the fourth order elliptic problem. By using the bubble functions, a simple practical method is presented to construct one tetrahedral $C^{0}$ -nonconforming element and two cuboid $C^{0}$ -nonconforming elements for the fourth order elliptic problem in three spacial dimensions. It is also proved that one element is of first order convergence and other two are of second order convergence. From the best knowledge of us, this is the first success in constructing the second-order convergent nonconforming element for the fourth order elliptic problem.     

Uniqueness of the embedding continuous convolution semigroup of a Gaussian probability measure on the affine group and an application in mathematical finance

Let $\{\mu _{t}^{(i)}\}_{t\ge 0}$ ( $i=1,2$ ) be continuous convolution semigroups (c.c.s.) of probability measures on $\mathbf{Aff(1)}$ (the affine group on the real line). Suppose that $\mu _{1}^{(1)}=\mu _{1}^{(2)}$ . Assume furthermore that $\{\mu _{t}^{(1)}\}_{t\ge 0}$ is a Gaussian c.c.s. (in the sense that its generating distribution is a sum of a primitive distribution and a second-order differential operator). Then $\mu _{t}^{(1)}=\mu _{t}^{(2)}$ for all $t\ge 0$ . We end up with a possible application in mathematical finance.     

Separation and relaxation for cones of quadratic forms

Let ${P \subseteq \mathfrak{R}_{n}}$ be a pointed, polyhedral cone. In this paper, we study the cone ${\mathcal{C} = {\rm cone}\{xx^T : x \in P\}}$ of quadratic forms. Understanding the structure of ${\mathcal{C}}$ is important for globally solving NP-hard quadratic programs over P. We establish key characteristics of ${\mathcal{C}}$ and construct a separation algorithm for ${\mathcal{C}}$ provided one can optimize with respect to a related cone over the boundary of P. This algorithm leads to a nonlinear representation of ${\mathcal{C}}$ and a class of tractable relaxations for ${\mathcal{C}}$ , each of which improves a standard polyhedral-semidefinite relaxation of ${\mathcal{C}}$ . The relaxation technique can further be applied recursively to obtain a hierarchy of relaxations, and for constant recursive depth, the hierarchy is tractable. We apply this theory to two important cases: P is the nonnegative orthant, in which case ${\mathcal{C}}$ is the cone of completely positive matrices; and P is the homogenized cone of the “box” [0, 1] ⁿ . Through various results and examples, we demonstrate the strength of the theory for these cases. For example, we achieve for the first time a separation algorithm for 5 × 5 completely positive matrices.     

Pseudo-effective cone of Grassmann bundles over a curve

Let \(E\) be a vector bundle over a smooth projective curve \(X\) defined over an algebraically closed field \(k\) . For any integer \(1\,\le \, r\, <\, \mathrm{rank}(E)\) , let \(\mathrm{Gr}_r(E)\,\longrightarrow \, X\) be a Grassmann bundle parametrizing all \(r\) dimensional quotients of the fibers of \(E\) . We compute the pseudo-effective cone in the real Néron–Severi group \(\mathrm{NS}(\mathrm{Gr}_r(E))_\mathbb{R }\) . We prove that this cone coincides with the nef cone in \(\mathrm{NS}(\mathrm{Gr}_r(E))_\mathbb{R }\) if and only if the vector bundle \(E\) is semistable (respectively, strongly semistable) when the characteristic of \(k\) is zero (respectively, positive). Examples are given to show that this characterization of (strong) semistability is not true for vector bundles on higher dimensional projective varieties.     

Lower and upper bounds of Dirichlet eigenvalues for totally characteristic degenerate elliptic operators

Let λkbe the k-th Dirichlet eigenvalue of totally characteristic degenerate elliptic operator-ΔB defined on a stretched cone B0 ■ [0,1) × X with boundary on {x1 = 0}. More precisely,ΔB=(x1αx1)2+ α2x2+ + α2xnis also called the cone Laplacian. In this paper,by using Mellin-Fourier transform,we prove thatλk Cnk2 n for any k 1,where Cn=(nn+2)(2π)2(|B0|Bn)-2n,which gives the lower bounds of the Dirchlet eigenvalues of-ΔB. On the other hand,by using the Rayleigh-Ritz inequality,we deduce the upper bounds ofλk,i.e.,λk+1 1 +4n k2/nλ1. Combining the lower and upper bounds of λk,we can easily obtain the lower bound for the first Dirichlet eigenvalue λ1 Cn(1 +4n)-12n2.     

The convergence of a modified smoothing-type algorithm for the symmetric cone complementarity problem

The symmetric cone complementarity problem (denoted by SCCP) is a broad class of optimization problems, which contains the semidefinite complementarity problem, the second-order cone complementarity problem, and the nonlinear complementarity problem. In this paper we first extend the smoothing function proposed by Huang et al. (Sci. China 44:1107–1114, 2001) for the nonlinear complementarity problem to the context of symmetric cones and show that it is coercive under suitable assumptions. Based on this smoothing function, a smoothing-type algorithm, which is a modified version of the Qi-Sun-Zhou method (Qi et al. in Math. Program. 87:1–35, 2000), is proposed for solving the SCCP. By using the theory of Euclidean Jordan algebras, we prove that the proposed algorithm is globally and locally quadratically convergent under suitable assumptions. Preliminary numerical results for some second-order cone complementarity problems are reported which indicate that the proposed algorithm is effective.     

A Criterion for Weak Generalized Localization in the Class L_1 for Multiple Trigonometric Series from the Viewpoint of Isometric Transformations

In this paper, we study the problem of the variation (if any) of the sets of convergence and divergence everywhere or almost everywhere of a multiple Fourier series (integral) of a function $f \in L_p $ , $p \geqslant 1$ , $f(x) = 0$ , on a set of positive measure $\mathfrak{A} \subset \mathbb{T}^N = [ - \pi ,\pi )^N $ , $N \geqslant 2$ , depending on the rotation of the coordinate system, i.e., depending on the element $\tau \in \mathcal{F}$ , where $\mathcal{F}$ is the rotation group about the origin in $\mathbb{R}^N $ . This problem has been reduced to the study of the change in the geometry of the sets $\tau ^{ - 1} (\mathfrak{A}) \cap \mathbb{T}^N $ (where $\tau ^{ - 1} \in \mathcal{F}$ satisfies $\tau ^{ - 1} \cdot \tau = 1$ ) and $\mathbb{T}^N \backslash {\text{supp}}(f \circ \tau )$ depending on the “rotation,” i.e., on $\tau \in \mathcal{F}$ . In the present paper, we consider two settings of this problem (depending on the sense in which the Fourier series of the function $f \circ \tau $ is understood) and give (for both cases) possible solutions of the problem in the class $L_1 (\mathbb{T}^N )$ , $N \geqslant 2$ .     

A quadratic quasi-linear Klein–Gordon equation in two space dimensions

We consider the quasi-linear Klein–Gordon equations in two space dimensions $$\left(\partial_{t}^{2} - \Delta + 1\right) u=\mathcal{N} (u)$$ in ${(t, x) \in \mathbf{R} \times \mathbf{R}^{2}}$ with a quadratic nonlinearity ${\mathcal{N} (u)}$ , which is linear with respect to the second-order derivatives of unknown functions.     

Mathematical Programs with Semidefinite Cone Complementarity Constraints: Constraint Qualifications and Optimality Conditions

The tangent cone of gph $N_{S^n_+}$ plays an important role in developing necessary conditions for mathematical programs with semidefinite cone complementarity constraints. We demonstrate an elegant formula for the tangent cone of gph $N_{S^n_+}$ , based on which the Bouligand stationary point is characterized explicitly. The relationships among different stationary points under certain constraint qualifications are discussed. Then we propose a second order sufficient condition which can be weakened under the strict complementarity condition. Importantly, for the sake of algorithm design, under the assumption of strict complementarity condition, we give a nonsmooth equation reformulation of the stationary point, whose smoothing system is verified to be nonsingular at the stationary point under the proposed second order sufficient condition.     

On a subsemigroup of the universal covering of Lie semigroups

Let \(G\) be a connected Lie group and \(S\) a generating Lie semigroup. An important fact is that generating Lie semigroups admit simply connected covering semigroups. Denote by \(\widetilde{S}\) the simply connected universal covering semigroup of \(S\) . In connection with the problem of identifying the semigroup \(\Gamma (S)\) of monotonic homotopy with a certain subsemigroup of the simply connected covering semigroup \(\widetilde{S}\) we consider in this paper the following subsemigroup $$\begin{aligned} \widetilde{S}_{L}=\overline{\left\langle \mathrm {Exp}(\mathbb {L} (S))\right\rangle } \subset \widetilde{S}, \end{aligned}$$ where \(\mathrm {Exp}:\mathbb {L}(S)\rightarrow S\) is the lifting to \( \widetilde{S}\) of the exponential mapping \(\exp :\mathbb {L}(S)\rightarrow S\) . We prove that \(\widetilde{S}_{L}\) is also simply connected under the assumption that the Lie semigroup \(S\) is right reversible. We further comment how this result should be related to the identification problem mentioned above.     

Estimates for the Poisson kernel and the evolution kernel on the Heisenberg group

We obtain an upper estimate for the Poisson kernel for the class of second-order left invariant differential operators on the semi-direct product of the 2n?+?1-dimensional Heisenberg group ${\mathcal H_n}$ and an Abelian group ${A = \mathbb {R}^k.}$ We also give an upper estimate for the transition probabilities of the evolution on ${\mathcal H_{n}}$ driven by the Brownian motion (with drift) in ${\mathbb {R}^k.}$      

Singular limits for Liouville-type equations on the flat two-torus

We consider the problem $$\begin{aligned} -\Delta u=\varepsilon ^{2}e^{u}- \frac{1}{|\Omega |}\int _\Omega \varepsilon ^{2} e^{u}+ {4\pi N\over |\Omega |} - 4 \pi N\delta _p, \quad \text{ in} {\Omega }, \quad \int _\Omega u=0 \end{aligned}$$ in a flat two-torus $\Omega $ with periodic boundary conditions, where $\varepsilon >0,\,|\Omega |$ is the area of the $\Omega $ , $N>0$ and $\delta _p$ is a Dirac mass at $p\in \Omega $ . We prove that if $1\le m<N+1$ then there exists a family of solutions $\{u_\varepsilon \}_{\varepsilon }$ such that $\varepsilon ^{2}e^{u_\varepsilon }\rightharpoonup 8\pi \sum _{i=1}^m\delta _{q_i}$ as $\varepsilon \rightarrow 0$ in measure sense for some different points $q_{1}, \ldots , q_{m}$ . Furthermore, points $q_i$ , $i=1,\dots ,m$ are different from $p$ .     

Ranks of backward shift invariant subspaces of the Hardy space over the bidisk

Let $\{\varphi _n(z)\}_{n\ge 0}$ be a sequence of inner functions satisfying that $\zeta _n(z):=\varphi _n(z)/\varphi _{n+1}(z)\in H^\infty (z)$ for every $n\ge 0$ and $\{\varphi _n(z)\}_{n\ge 0}$ has no nonconstant common inner divisors. Associated with it, we have a Rudin type invariant subspace $\mathcal{M }$ of $H^2(\mathbb{D }^2)$ . The ranks of $\mathcal{M }\ominus w\mathcal{M }$ for $\mathcal{F }_z$ and $\mathcal{F }^*_z$ respectively are determined, where $\mathcal{F }_z$ is the fringe operator on $\mathcal{M }\ominus w\mathcal{M }$ . Let $\mathcal{N }= H^2(\mathbb{D }^2)\ominus \mathcal{M }$ . It is also proved that the rank of $\mathcal{M }\ominus w\mathcal{M }$ for $\mathcal{F }^*_z$ equals to the rank of $\mathcal{N }$ for $T^*_z$ and $T^*_w$ .     

Harmonic divisors and rationality of zeros of Jacobi polynomials

Let $P_{n}^{ ( \alpha,\beta ) } ( x ) $ be the Jacobi polynomial of degree n with parameters α,β. The main result of the paper states the following: If b≠1,3 and c are non-zero relatively prime natural numbers then $P_{n}^{ ( k+ ( d-3 ) /2,k+ ( d-3 ) /2 ) } ( \sqrt{b/c} ) \neq0$ for all natural numbers d,n and $k\in\mathbb{N}_{0}$ . Moreover, under the above assumption, the polynomial $Q ( x ) = \frac{b}{c} ( x_{1}^{2}+\cdots+x_{d-1}^{2} ) + ( \frac{b}{c}-1 ) x_{d}^{2}$ is not a harmonic divisor, and the Dirichlet problem for the cone {Q(x)<0} has polynomial harmonic solutions for polynomial data functions.     

The moment problem for continuous positive semidefinite linear functionals

Let τ be a locally convex topology on the countable dimensional polynomial ${\mathbb{R}}$ -algebra ${\mathbb{R} [\underline{X}] := \mathbb{R} [X_1, \ldots, X_{n}]}$ . Let K be a closed subset of ${\mathbb{R} ^{n}}$ , and let ${M := M_{\{g_1, \ldots, g_s\}}}$ be a finitely generated quadratic module in ${\mathbb{R} [\underline{X}]}$ . We investigate the following question: When is the cone Psd(K) (of polynomials nonnegative on K) included in the closure of M? We give an interpretation of this inclusion with respect to representing continuous linear functionals by measures. We discuss several examples; we compute the closure of ${M = \sum \mathbb{R} [\underline{X}]^{2}}$ with respect to weighted norm-p topologies. We show that this closure coincides with the cone Psd(K) where K is a certain convex compact polyhedron.