Correlative Sparsity in Primal-Dual Interior-Point Methods for LP,SDP, and SOCP

Exploiting sparsity has been a key issue in solving large-scale optimization problems. The most time-consuming part of primal-dual interior-point methods for linear programs, second-order cone programs, and semidefinite programs is solving the Schur complement equation at each iteration, usually by the Cholesky factorization. The computational efficiency is greatly affected by the sparsity of the coefficient matrix of the equation which is determined by the sparsity of an optimization problem (linear program, semidefinite program or second-order cone program). We show if an optimization problem is correlatively sparse, then the coefficient matrix of the Schur complement equation inherits the sparsity, and a sparse Cholesky factorization applied to the matrix results in no fill-in. S. Kim’s research was supported by Kosef R01-2005-000-10271-0 and KRF-2006-312-C00062.     

Necessary and Sufficient Conditions for the Boundedness of the Riesz Potential in Local Morrey-type Spaces

The problem of the boundedness of the Riesz potential I _α , 0 < α < n, in local Morrey-type spaces is reduced to the boundedness of the Hardy operator in weighted L _p -spaces on the cone of non-negative non-increasing functions. This allows obtaining sufficient conditions for the boundedness in local Morrey-type spaces for all admissible values of the parameters. Moreover, for a certain range of the parameters, these sufficient conditions coincide with the necessary ones. V. Guliyev’s research was partially supported by the grant of the Azerbaijan-U. S. Bilateral Grants Program II (project ANSF Award / AZM1-3110-BA-08) and the Turkish Scientific and Technological Research Council (TUBITAK, programme 2221, no. 220.01-619-4889).     

奇异二阶周期边值问题正解的存在性

利用不动点指数理论研究奇异二阶周期边值问题.在有关其线性算子方程对应的第一特征值的条件下得到边值问题正解的存在性,推广和改进了最近文献的结果.     

向量优化问题有效解的稳定性

运用标量化的方法,通过锥正定真有效解的上半连续性讨论了无限维赋范空间中锥有效解的部分上半连续性,证明了锥有效解的通有稳定性.在此基础上,进一步证明,在Baire纲的意义下,绝大多数的向量优化问题至少存在一个锥正定真有效解是本质的有效解,换句话说,绝大多数的向量优化问题锥有效解是几乎下半连续的.     

Pure Shear – A Footnote

A result on pure shear provides the motivation for the determination of some new general results relating real second order Cartesian tensors.      

Existence of multiple fixed points for nonlinear operators and applications

In this paper, by the fixed point index theory, the number of fixed points for sublinear and asymptotically linear operators via two coupled parallel sub-super solutions is studied. Under suitable conditions, the existence of at least nine or seven distinct fixed points for sublinear and asymptotically linear operators is proved. Finally, the theoretical results are applied to a nonlinear system of Hammerstein integral equations.     

On Harmonic Majorization of the Martin Function at Infinity in a Cone

This paper shows that some characterizations of the harmonic majorization of the Martin function for domains having smooth boundaries also hold for cones.     

二阶共振周期边值问题多解的存在性

借助于与给定共振的非线性周期边值问题相关的非共振的线性边值问题来构造算子,利用范数形式的锥拉伸-压缩不动点定理,得到了非线性周期边值问题非负解的存在性定理.     

具限制投资组合和交易费用的博弈未定权益的保值

博弈期权是由kifer(2000)提出的,但就其本质而言,仍是美式期权的一种,只是增加了卖方中止合约的权利.本文主要对连续市场模型中具交易费用和限制投资组合的博弈未定权益的保值问题进行了研究,给出了买卖双方的保值价格和一个无套利区间.     

MULTIPLE POSITIVE SOLUTIONS TO SOME SECOND-ORDER m-POINT BOUNDARY VALUE PROBLEMS

Multiplicity of positive solutions to some second order m-point boundary value problems are considered. By fixed-point theorems in a cone, some new results are obtained. The associated Green’s function of these problems are also given.