Discrete global descent method for discrete global optimization and nonlinear integer programming

A novel method, entitled the discrete global descent method, is developed in this paper to solve discrete global optimization problems and nonlinear integer programming problems. This method moves from one discrete minimizer of the objective function f to another better one at each iteration with the help of an auxiliary function, entitled the discrete global descent function. The discrete global descent function guarantees that its discrete minimizers coincide with the better discrete minimizers of f under some standard assumptions. This property also ensures that a better discrete minimizer of f can be found by some classical local search methods. Numerical experiments on several test problems with up to 100 integer variables and up to 1.38 × 10¹⁰⁴ feasible points have demonstrated the applicability and efficiency of the proposed method.     

Approximation bounds for quadratic maximization and max-cut problems with semidefinite programming relaxation

In this paper,we consider a class of quadratic maximization problems.For a subclass of the problems,we show that the SDP relaxation approach yields an approximation solution with the ratio is dependent on the data of the problem with α being a uniform lower bound.In light of this new bound,we show that the actual worst-case performance ratio of the SDP relaxation approach (with the triangle inequalities added) is at least α δd if every weight is strictly positive,where δd ＞ 0 is a constant depending on the problem dimension and data.     

On semi cover-avoiding subgroups of finite groups

A subgroup H of a finite group G is said to have the semi cover-avoiding property in G if there is a normal series of G such that H covers or avoids every normal factor of the series. In this paper, some new results are obtained based on the assumption that some subgroups have the semi cover-avoiding property in the group.     

Probabilistic Analysis of Condition Numbers for Linear Programming

In this paper, we provide bounds for the expected value of the log of the condition number C(A) of a linear feasibility problem given by a n × m matrix A (Ref. 1). We show that this expected value is O(min{n, m log n}) if n > m and is O(log n) otherwise. A similar bound applies for the log of the condition number C _R(A) introduced by Renegar (Ref. 2).     

General Information

In this paper, we propose and analyze an SQP-type method for solving linearly constrained convex minimization problems where the objective functions are too complex to be evaluated exactly. Some basic results for global convergence and local superlinear convergence are obtained according to the properties of the approximation sequence. We illustrate the applicability of our approach by proposing a new method for solving two-stage stochastic programs with fixed recourse.     

On the successive supersymmetric rank‐1 decomposition of higher‐order supersymmetric tensors

In this paper, a successive supersymmetric rank‐1 decomposition of a real higher‐order supersymmetric tensor is considered. To obtain such a decomposition, we design a greedy method based on iteratively computing the best supersymmetric rank‐1 approximation of the residual tensors. We further show that a supersymmetric canonical decomposition could be obtained when the method is applied to an orthogonally diagonalizable supersymmetric tensor, and in particular, when the order is 2, this method generates the eigenvalue decomposition for symmetric matrices. Details of the algorithm designed and the numerical results are reported in this paper. Copyright © 2007 John Wiley & Sons, Ltd.     

Numerical analysis for stochastic age-dependent population equations with Poisson jumps

In this paper, stochastic age-dependent population equations with Poisson jumps are considered. In general, most of stochastic age-dependent population equations with jumps do not have explicit solutions, thus numerical approximation schemes are invaluable tools for exploring their properties. The main purpose of this paper is to develop a numerical Euler scheme and show the convergence of the numerical approximation solution to the true solution.     

Fixed-sign solutions for a system of singular focal boundary value problems

We consider a system of focal boundary value problems where the nonlinearities may be singular in the independent variable and may also be singular in the dependent arguments. Using Schauder fixed point theorem, we establish criteria such that the system of boundary value problems has at least one fixed-sign solution.     

混合方次的Waring——Goldbach问题

研究混合方次的Waring--Goldbach