Robust linear optimization under general norms

We explicitly characterize the robust counterpart of a linear programming problem with uncertainty set described by an arbitrary norm. Our approach encompasses several approaches from the literature and provides guarantees for constraint violation under probabilistic models that allow arbitrary dependencies in the distribution of the uncertain coefficients.     

Artificial boundary conditions for Petrovsky systems of second order in exterior domains and in other domains of conical type

The approximation of solutions to boundary value problems on unbounded domains by those on bounded domains is one of the main applications for artificial boundary conditions. Based on asymptotic analysis, here a new method is presented to construct local artificial boundary conditions for a very general class of elliptic problems where the main asymptotic term is not known explicitly. Existence and uniqueness of approximating solutions are proved together with asymptotically precise error estimates. One class of important examples includes boundary value problems for anisotropic elasticity and piezoelectricity. Copyright © 2004 John Wiley & Sons, Ltd.     

The projective method for solving linear matrix inequalities

Numerous problems in control and systems theory can be formulated in terms of linear matrix inequalities (LMI). Since solving an LMI amounts to a convex optimization problem, such formulations are known to be numerically tractable. However, the interest in LMI-based design techniques has really surged with the introduction of efficient interior-point methods for solving LMIs with a polynomial-time complexity. This paper describes one particular method called the Projective Method. Simple geometrical arguments are used to clarify the strategy and convergence mechanism of the Projective algorithm. A complexity analysis is provided, and applications to two generic LMI problems (feasibility and linear objective minimization) are discussed.     

Some Properties of Quasi-keep-range Operators and Their Applications

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On a Question of Phillips

In [5] Phillips proved that one can obtain the additive group of any nonstandard model *? of the ring ? of integers by using a linear mod 1 function h : F ?, where F is the α-dimensional vector space over ? when α is the cardinality of *?. In this connection it arises the question whether there are linear mod 1 functions which are neither addition nor quasi-linear. We prove that this is the case.     

Volumetric path following algorithms for linear programming

We consider the construction of small step path following algorithms using volumetric, and mixed volumetric-logarithmic, barriers. We establish quadratic convergence of a volumetric centering measure using pure Newton steps, enabling us to use relatively standard proof techniques for several subsequently needed results. Using a mixed volumetric-logarithmic barrier we obtain an O(n ^1/4 m ^1/4 L) iteration algorithm for linear programs withn variables andm inequality constraints, providing an alternative derivation for results first obtained by Vaidya and Atkinson. In addition, we show that the same iteration complexity can be attained while holding the work per iteration to O(n ² m), as opposed to O(nm ²), operations, by avoiding use of the true Hessian of the volumetric barrier. Our analysis also provides a simplified proof of self-concordancy of the volumetric and mixed volumetric-logarithmic barriers, originally due to Nesterov and Nemirovskii. This paper was first presented at the 1994 Faculty Research Seminar “Optimization in Theory and Practice”, at the University of Iowa Center for Advanced Studies.     

The multiple-scale wave equation

An analytic and numerical study of the behavior of the linear nonhomogeneous wave equation of the form ε²u_tt = Δu + tf with high wave speed (ε 1) is carried out. This study was initially motivated by meteorological observations which have indicated the presence of large spatial scale gravity waves in the neighborhood of a number of summer and winter storms, mainly from visible images of ripples in clouds in satellite photos. There is a question as to whether the presence of these waves is caused by the nearby storms. Since the linear wave equation is an approximation to the full system describing pressure waves in the atmosphere, yet is considerably more tractable, we have chosen to analyze the behavior of the linear nonhomogeneous wave equation with high wave speed. The analysis is shown to be valid in one, two, and three space dimensions. Partly because of the high wave speed, the solution is known to consist of behavior which changes on two different time scales, one rapid and one slow. Additionally, because of the presence of the nonhomogeneous forcing term tf, we show that there is a component of the solution which will vary only on a very large spatial scale. Since even the linearized wave equation can give rise to persistent large spatial scale waves under the right conditions, the implication is that certain storms could be responsible for the generation of large-scale waves. Numerical simulations in one and two dimensions confirm analytic results.     

用DEA方法测算产出弹性

本文主要讨论并给出了把ＤＥＡ模型Ｃ２ＧＳ２用于测算产出的弧弹性的方法。     

无偏的岭回归迭代算法

本文探讨线性模型的无偏的岭回归迭代算法,这种算法保持最小二乘法的性质,当存在较为严重的共线性时,它能给出较为精确的参数及其协差阵的估计值;当存在严格的共线性时,给出参数及其协差阵的无穷多解中的一个,这个解由初值决定。文章还给出了算法的收敛性及一些其它性质的证明。     

一类求解线性约束非线性规划问题的可行方向法

Wilson,Han和Powell提出的序列二次规划方法(简称SQP方法)是求解非线性规划问题的一个著名方法,这种方法每次迭代的搜索方向是通过求解一个二次规划子问题得到的,本文受[1]启发,得到二次规划子问题的一个近似解,进而给出了一类求解线性约束非线性规划问题的可行方向法,在约束集合满足正则性的条件下,证明了该算法对五种常用线性搜索方法具有全局收敛性。