Survivable network design under optimal and heuristic interdiction scenarios

We examine the problem of building or fortifying a network to defend against enemy attacks in various scenarios. In particular, we examine the case in which an enemy can destroy any portion of any arc that a designer constructs on the network, subject to some interdiction budget. This problem takes the form of a three-level, two-player game, in which the designer acts first to construct a network and transmit an initial set of flows through the network. The enemy acts next to destroy a set of constructed arcs in the designer’s network, and the designer acts last to transmit a final set of flows in the network. Most studies of this nature assume that the enemy will act optimally; however, in real-world scenarios one cannot necessarily assume rationality on the part of the enemy. Hence, we prescribe optimal network design algorithms for three different profiles of enemy action: an enemy destroying arcs based on capacities, based on initial flows, or acting optimally to minimize our maximum profits obtained from transmitting flows.     

Duality theorems for convex problems with time delay

In this paper, we examine a class of convex problems of Bolza type, involving a time delay in the state. It encompasses a variety of time-delay problems arising in the calculus of variations and optimal control. A duality analysis is carried out which, among other things, leads to a characterization of minimizers in terms of the Euler-Lagrange inclusion. The results obtained improve in significant respects on what is achievable by techniques previously employed, based on elimination of the time delay by introduction of an infinite-dimensional state space or on the method of steps.     

Optimality and duality in multiobjective fractional programming involving ρ-semilocally type I-preinvex and related functions

Optimality conditions are obtained for a nonlinear fractional multiobjective programming problem involving η-semidifferentiable functions. Also, a general dual is formulated and a duality result is proved using concepts of generalized ρ-semilocally type I-preinvex functions.     

Corrected mirror systems with double reflection

We propose objectives consisting of two mirrors with central holes for passage of a light beam. The optical layout ensures multiple reflection of rays from both mirrors. We consider several approaches to calculating the design parameters for which three and four aberrations do not occur. The objectives can be used in optical devices operating in the UV and IR regions of the spectrum. __________ Translated from Zhurnal Prikladnoi Spektroskopii, Vol. 74, No. 2, pp. 267–270, March–April, 2007.     

Solving large-scale semidefinite programs in parallel

We describe an approach to the parallel and distributed solution of large-scale, block structured semidefinite programs using the spectral bundle method. Various elements of this approach (such as data distribution, an implicitly restarted Lanczos method tailored to handle block diagonal structure, a mixed polyhedral-semidefinite subdifferential model, and other aspects related to parallelism) are combined in an implementation called LAMBDA, which delivers faster solution times than previously possible, and acceptable parallel scalability on sufficiently large problems. This work was supported in part by NSF grants DMS-0215373 and DMS-0238008.     

New variants of the generalized level method for minimization of convex nondifferentiable functions taking infinite values

New variants of the generalized level method for minimization of convex Lipschitz functions on a compact set with a nonempty interior are proposed. These variants include the well-known generalized and classical level methods. For the new variants, an estimate of the convergence rate is found, including the variants in which the auxiliary problems are solved approximately.     

On Basic Constraint Qualifications for Infinite System of Convex Inequalities in Banach Spaces

The BCQ and the Abadie CQ for infinite systems of convex inequalities in Banach spaces are characterized in terms of the upper semi-continuity of the convex cones generated by the subdifferentials of active convex functions. Some relationships with other constraint qualifications such as the CPLV and the Slate condition are also studied. Applications in best approximation theory are provided.     

Portfolio optimization in stochastic markets

We consider a multiperiod mean-variance model where the model parameters change according to a stochastic market. The mean vector and covariance matrix of the random returns of risky assets all depend on the state of the market during any period where the market process is assumed to follow a Markov chain. Dynamic programming is used to solve an auxiliary problem which, in turn, gives the efficient frontier of the mean-variance formulation. An explicit expression is obtained for the efficient frontier and an illustrative example is given to demonstrate the application of the procedure.     

凸域内弦的平均长度

本文研究了凸域内弦的平均长度.通过广义支持函数与凸域的弦幂积分,建立了凸域内弦的平均长度的一般公式,并用此公式得出了圆域和矩形域内弦的平均长度.