Prophet inequalities for parallel processes

Generalizations of prophet inequalities for single sequences are obtained for optimal stopping of several parallel sequences of independent random variables. For example, if {X_{i, j}, 1 ≤ i ≤ n, 1 ≤ j < ∞} are independent non-negative random variables, then

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and this bound is best possible. Applications are made to comparisons of the optimal expected returns of various alternative methods of stopping of parallel processes.     

Geometric critical exponent inequalities for general random cluster models

A set of new critical exponent inequalities,d(1 –1 /)2 –, dv(1 – 1/), andd> 1, is proved for a general class of random cluster models, which includes (independent or dependent) percolations, lattice animals (with any interactions), and various stochastic cluster growth models. The inequalities imply that the critical phenomena in the models are inevitably not mean-field-like in the dimensions one, two, and three.The present work was reported at the 56th Statistical Mechanics Meeting (Rutgers, December 1986).     

Consistency of a linear system of inequalities

We show that a consistency check of a linear system of inequalitiesAxb reduces to check whetherQb0 for a certain matrixQ. It is a direct consequence of the Farkas-Minkowski theorem. Thus, when one has to check consistency for different values ofb, one need not run a numerical algorithm for eachb.On leave at the Electronics Research Laboratory of the University of California at Berkeley in a CNRS/NSF Exchange Program.     

考虑订单取件时间和柔性时间窗的取送货车辆路径问题

研究了同城配送中考虑订单取货时间和柔性时间窗的取送货车辆路径问题,考虑同城配送中订单起终点,订单取货时间和订单配送的柔性时间窗,车容量限制等因素。首先构建以配送成本与超时惩罚成本之和最小化为目标的混合整数线性模型。其次,设计了含多种有效不等式及其对应分离算法的改进分支切割算法对该模型进行精确求解。最后通过实验测试分析了不等式的性能,验证了算法的有效性,实验表明适当的减少车辆数和增大装载能力能够有效的减少成本。     

Smoothing methods for convex inequalities and linear complementarity problems

A smooth approximationp (x, ) to the plus function max{x, 0} is obtained by integrating the sigmoid function 1/(1 + e^–x ), commonly used in neural networks. By means of this approximation, linear and convex inequalities are converted into smooth, convex unconstrained minimization problems, the solution of which approximates the solution of the original problem to a high degree of accuracy for sufficiently large. In the special case when a Slater constraint qualification is satisfied, an exact solution can be obtained for finite. Speedup over MINOS 5.4 was as high as 1142 times for linear inequalities of size 2000 × 1000, and 580 times for convex inequalities with 400 variables. Linear complementarity problems are converted into a system of smooth nonlinear equations and are solved by a quadratically convergent Newton method. For monotone LCPs with as many as 10 000 variables, the proposed approach was as much as 63 times faster than Lemke's method.This material is based on research supported by Air Force Office of Scientific Research Grant F49620-94-1-0036 and National Science Foundation Grants CCR-9101801 and CCR-9322479.     

Products and transforms of white-noise functionals (in general setting)

Some sharp results about Weiner and Wick products of whitenoise functionals are obtained. Using the inequality of Wick products we show to what extent scaling transformations, translations, and Sobolev differentiations can be performed on white-noise functionals.This work was supported by the National Natural Science Foundation of China. This paper is an enlargement and revised version of the paper entitled Products and Transforms of White-Noise Functionals (preprint, 1990).     

Generalized solutions of a stochastic partial differential equation

We discuss the Cauchy problem of a certain stochastic parabolic partial differential equation arising in the nonlinear filtering theory, where the initial data and the nonhomogeneous noise term of the equation are given by Schwartz distributions. The generalized (distributional) solution is represented by a partial (conditional) generalized expectation ofT(t)° _0,t ^–1 , whereT(t) is a stochastic process with values in distributions and _s,t is a stochastic flow generated by a certain stochastic differential equation. The representation is used for getting estimates of the solution with respect to Sobolev norms.Further, by applying the partial Malliavin calculus of Kusuoka-Stroock, we show that any generalized solution is aC -function under a condition similar to Hörmander's hypoellipticity condition.     

The covariance matrix of the Potts model: A random cluster analysis

We consider the covariance matrix,G ^mm =q ²<(_x,m);(_y,m)>, of thed-dimensionalq-states Potts model, rewriting it in the random cluster representation of Fortuin and Kasteleyn. In any of theq ordered phases, we identify the eigenvalues of this matrix both in terms of representations of the unbroken symmetry group of the model and in terms of random cluster connectivities and covariances, thereby attributing algebraic significance to these stochastic geometric quantities. We also show that the correlation length corresponding to the decay rate of one of the eigenvalues is the same as the inverse decay rate of the diameter of finite clusers. For dimensiond=2, we show that this correlation length and the correlation length of the two-point function with free boundary conditions at the corresponding dual temperature are equal up to a factor of two. For systems with first-order transitions, this relation helps to resolve certain inconsistencies between recent exact and numerical work on correlation lengths at the self-dual point _o. For systems with second order transitions, this relation implies the equality of the correlation length exponents from above and below threshold, as well as an amplitude ratio of two. In the course of proving the above results, we establish several properties of independent interest, including left continuity of the inverse correlation length with free boundary conditions and upper semicontinuity of the decay rate for finite clusters in all dimensions, and left continuity of the two-dimensional free boundary condition percolation probability at _o. We also introduce DLR equations for the random cluster model and use them to establish ergodicity of the free measure. In order to prove these results, we introduce a new class of events which we call decoupling events and two inequalities for these events. The first is similar to the FKG inequality, but holds for events which are neither increasing nor decreasing; the second is similar to the van den Berg-Kesten inequality in standard percolation. Both inequalities hold for an arbitrary FKG measure.     

Estimates of logarithmic Sobolev constat for finite-volume continuous spin systems

LetM be a compact, connected Riemannian manifold (with or without boundary); we study the logarithmic Sobolev constant for stochastic Ising models on . Let {} be a sequence of cubes inZ ^d ; we show that the logarithmic Sobolev constant for the finite systems onM ^A shrinks at most exponentially fast in ||^(d-1)/d (d2), which is sharp in order for the classical Ising models withM=[–1, 1]. Moreover, a geometrical lemma proved by L. E. Thomas is also improved.