On the Quasiconcave Bilevel Programming Problem

Bilevel programming involves two optimization problems where the constraint region of the first-level problem is implicitly determined by another optimization problem. In this paper, we consider the case in which both objective functions are quasiconcave and the constraint region common to both levels is a polyhedron. First, it is proved that this problem is equivalent to minimizing a quasiconcave function over a feasible region comprised of connected faces of the polyhedron. Consequently, there is an extreme point of the polyhedron that solves the problem. Finally, it is shown that this model includes the most important case where the objective functions are ratios of concave and convex functions     

Inexact primal-dual interior point iteration for linear programs in function spaces

Motivated by a simple optimal control problem with state constraints, we consider an inexact implementation of the primal-dual interior point algorithm of Zhang, Tapia, and Dennis. We show how the control problem can be formulated as a linear program in an infinite dimensional space in two different ways and prove convergence results.The research of this author was supported by an Overseas Research Scholarship of the Ministry of Education, Science and Culture of Japan.The research of this author was supported by National Science Foundation grants #DMS-9024622 and #DMS-9321938, North Atlantic Treaty Organization grant #CRG 920067, and an allocation of computing resources from the North Carolina Supercomputing Program.The research of this author was supported by North Atlantic Treaty Organization grant #CRG 920067.     

Stability and performance analysis of rate-based feedback flow controlled ATM networks

Motivated by ABR class of service in ATM networks, we study a continuous time queueing system with a feedback control of the arrival rate of some of the sources. The feedback about the queue length or the total workload is provided at regular intervals (variations on it, especially the traffic management specification TM 4.0, are also considered). The propagation delays can be nonnegligible. For a general class of feedback algorithms, we obtain the stability of the system in the presence of one or more bottleneck nodes in the virtual circuit. Our system is general enough that it can be useful to study feedback control in other network protocols. We also obtain rates of convergence to the stationary distributions and finiteness of moments. For the single botterneck case, we provide algorithms to compute the stationary distributions and the moments of the sojourn times in different sets of states. We also show analytically (by showing continuity of stationary distributions and moments) that for small propagation delays, we can provide feedback algorithms which have higher mean throughput, lower probability of overflow and lower delay jitter than any open loop policy. Finally these results are supplemented by some computational results. This revised version was published online in June 2006 with corrections to the Cover Date.     

用集成电路制作简谐振动参考圆与振动曲线示教板控制器

用集成电路制成程序控制器，示教板性能稳定，寿命长，效果好，操作方便．其主要部分由电源、时钟、逻辑电路、输出驱动器四部分组成．     

Asymptotic analysis of stochastic programs

In this paper we discuss a general approach to studying asymptotic properties of statistical estimators in stochastic programming. The approach is based on an extended delta method and appears to be particularly suitable for deriving asymptotics of the optimal value of stochastic programs. Asymptotic analysis of the optimal value will be presented in detail. Asymptotic properties of the corresponding optimal solutions are briefly discussed.     

General symmetries in optimal control

In this paper we study general symmetries for optimal control problems making use of the geometric formulation proposed in [7]. This framework allows us to reduce the number of equations associated with optimal control problems with symmetry and compare the solutions of the original system with the solutions of the reduced one. The reconstruction of the optimal controls starting from the reduced problem is also explored.     

随机性参数自适应的混沌同步

对两个不同参数的混沌系统进行随机性参数自适应控制，选取合适的控制律和反馈系数，导致其同步.以Henon映射为例进行数值模拟，结果表明，由于控制周期和反馈系数的随机变化，具有一定的实用意义. 关键词： Henon映射 混沌同步 随机性自适应控制     

Multi-Armed bandit problem revisited

In this paper, we revisit aspects of the multi-armed bandit problem in the earlier work (Ref. 1). An alternative proof of the optimality of the Gittins index rule is derived under the discounted reward criterion. The proof does not involve an explicit use of the interchange argument. The ideas of the proof are extended to derive the asymptotic optimality of the index rule under the average reward criterion. Problems involving superprocesses and arm-acquiring bandits are also reexamined. The properties of an optimal policy for an arm-acquiring bandit are discussed.This research was supported by NSF Grant IRI-91-20074.     

Emulsion polymerization: From fundamental mechanisms to process developments

Emulsion polymers are “products by process” whose main properties are determined during polymerization. In this scenario of margins reduction, increasing competition, and public sensitivity to environmental issues, the challenge is to achieve an efficient production of high‐quality materials in a consistent, safe, and environmentally friendly way. This highlight reviews the investigations carried out at The University of the Basque Country to develop a knowledge‐based strategy to achieve these goals. First, the research in fundamental mechanisms is discussed. This includes studies in radical entry and exit, oil‐soluble initiators, propagation‐rate constants of acrylic monomers, processes involved in the formation of branched and crosslinked polymers, microstructure modification by postreaction operations, the formation of particle morphology, and reactive surfactants. The advanced mathematical models developed in the group are also reviewed. In the second part, the advances in process development (optimization, online monitoring and control, monomer removal, production of high‐solids, low‐viscosity latices, and process intensification) are presented. © 2004 Wiley Periodicals, Inc. J Polym Sci Part A: Polym Chem 42: 1025–1041, 2004