Generalized local duality,canonical modules,and prescribed bound on projective dimension

We present various approaches to J. Herzog's theory of generalized local cohomology and explore its main aspects, e.g., (non-)vanishing results as well as a general local duality theorem which extends, to a much broader class of rings, previous results by Herzog-Zamani and Suzuki. As an application, we establish a prescribed upper bound for the projective dimension of a module satisfying suitable cohomological conditions, and we derive some freeness criteria and questions of Auslander-Reiten type. Along the way, we prove a new characterization of Cohen-Macaulay modules which truly relies on generalized local cohomology, and in addition we introduce and study a generalization of the notion of canonical module.     

Higher-Order $(F,\alpha, \beta, \rho, d, E) $-Convexity in Fractional Programming

In this paper we define higher order $(F,\alpha, \beta, \rho,d, E)$-convex function with respect to $E$-differentiable function $K$ and obtain optimality conditions for nonlinear programming problem (NP) from the concept of higher order $(F,\alpha, \beta, \rho,d)$-convexity. Here, we establish Mond-Weir and Wolfe duality for (NP) and utilize these duality in nonlinear fractional programming problem.     

三维电磁场辛有限元列式及电磁共振腔的计算

针对三维共振腔的电磁场分析,利用Maxwell方程的对偶方程体系形式,从其相应的对偶变量变分原理出发,导出了三维电磁场辛有限单元的详细列式。为了有限元列式的保辛,变分原理被积函数可导向对于对偶变量为对称的形式。变分原理的边界积分项对于相邻单元相互抵消。由于采用了对偶变量的插值函数,使得电磁场单元构造可以在层面上进行,从而避免了所谓的连续性问题。无物理意义的零本征解可采用奇异值分解加以排除。文末分别对矩形及圆柱形的共振腔做了数值计算并与解析解和棱边元计算结果进行对比,算例表明了列式及算法的有效性。     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹     

Parametric Duality Models for Semiinfinite Multiobjective Fractional Programming Problems Containing Generalized （α,η,ρ）-V-Invex Functions

In this paper, we present several parametric duality results under various generalized ( α,η,ρ )-V- invexity assumptions for a semiinfinite multiobjective fractional programming problem.     

Improved estimation of duality gap in binary quadratic programming using a weighted distance measure

We present in this paper an improved estimation of duality gap between binary quadratic program and its Lagrangian dual. More specifically, we obtain this improved estimation using a weighted distance measure between the binary set and certain affine subspace. We show that the optimal weights can be computed by solving a semidefinite programming problem. We further establish a necessary and sufficient condition under which the weighted distance measure gives a strictly tighter estimation of the duality gap than the existing estimations.     

The contribution of K.-H. Elster to generalized conjugation theory and nonconvex duality

This article surveys the main contributions of K.-H. Elster to the theory of generalized conjugate functions and its applications to duality in nonconvex optimization.     

A duality principle in weighted Sobolev spaces on the real line

An embedding inequality of Sobolev type is characterized in the paper with help of a duality principle and boundedness criteria for the Hardy–Steklov integral operator in weighted Lebesgue spaces.