K(o)the-Bochner空间的凸性

本文利用K(o)the函数空间的性质以及K(o)the函数空间与K(o)the-Bochner空间的关系,讨论了K(o)the-Bochner空间E(X)的凸性,主要结果如下:(a)给出E(X)的端点的充分条件,得到了E(X)严格凸的判据,相应地推广了Lp(μ,X)以及LΦ(X)的结果;(b)讨论了E(X)的弱局部一致凸和局部完全k-凸;(c)刻画了E(X)的强凸,给出了E(X)强凸的充要条件.     

Deriving the Properties of Linear Bilevel Programming via a Penalty Function Approach

For the linear bilevel programming problem, we propose an assumption weaker than existing assumptions, while achieving similar results via a penalty function approach. The results include: equivalence between (i) existence of a solution to the problem, (ii) existence of an exact penalty function approach for solving the problem, and (iii) achievement of the optimal value of the equivalent form of the problem at some vertex of a certain polyhedral convex set. We prove that the assumption is both necessary and sufficient for the linear bilevel programming problem to admit an exact penalty function formulation, provided that the equivalent form of the problem has a feasible solution. A method is given for computing the minimal penalty function parameter value. This method can be executed by solving a set of linear programming problems. Lagrangian duality is also presented.     

用Salagean算子定义的缺系数的单叶调和函数类

本文研究了用Salagean算子定义的缺系数单叶调和函数类.利用从属关系和算子理论得到类中函数的系数估计、极值点、偏差定理、卷积性质、凸性组合与凸半径,推广了已有的一些结果.     

Kthe-Bochner空间的凸性(英文)

本文利用Kothe函数空间的性质以及Kothe函数空间与Kothe-Bochner空间的关系,讨论了Kothe-Bochner空间E(X)的凸性,主要结果如下: (a)给出E(X)的端点的充分条件,得到了E(X)严格凸的判据,相应地推广了Lp(μ,X) 以及Lφ(X)的结果; (b)讨论了E(X)的弱局部一致凸和局部完全k-凸; (c)刻画了E(X)的强凸,给出了F(X)强凸的充要条件．     

Representation of Bounded Convex Sets By Rational Convex Hull Of Its Gamma-Extreme Points

H. Minkowski proved C= convext C whenever C is a compact convex subset of a finite-dimensional linear space. If C is bounded but not closed, this representation does not hold anymore. In this case, we introduce the set of so-called γ-extreme points extγC of C and show C = convext γ C = raco extγ C, where raco M denotes the rational convex hull of M.     

Stability of the extreme point set of a polyhedron

This paper is focused on the stability properties of the extreme point set of a polyhedron. We consider a polyhedral setX(A,b) which is defined by a linear system of equality and inequality constraintsAxb, where the matrixA and the right-hand sideb are subject to perturbations. The extreme point setE(X(A,b)) of the polyhedronX(A,b) defines a multivalued map :(A,b)E(X(A,b)). In the paper, characterization of continuity and Lipschitz continuity of the map is obtained. Boundedness of the setX(A,b) is not assumed It is shown that lower Lipschitz continuity is equivalent to the lower semicontinuity of the map and to the Robinson and Mangasarian-Fromovitz constraint qualifications. Upper Lipschitz continuity is proved to be equivalent to the upper semicontinuity of the map . It appears that the upper semicontinuity of the map implies the lower semicontinuity of this map. Some examples of using the conditions obtained are provided.The author wishes to thank Dr. N. M. Novikova, Dr. S. K. Zavriev, and anonymous referees for their helpful comments and advice. The research described in this publication was made possible in part by Grant NJCU100 from the International Science Foundation and Russian Government, and by the Euler Grant, Deutsche Mathematiker Vereinigung.     

The Roper-Suffridge extension operator and classes of biholomorphic mappings

In this paper we give a survey about the Roper-Suffridge extension operator and the developments in the theory of univalent mappings in several variables to which it has led. We begin with the basic geometric properties (most of which now have a number of different proofs) and discuss relations with the theory of Loewner chains and generalizations and modifications of the operator, some of which are very recent. Dedicated to Professor Sheng GONG on the occasion of his 75th birthday     

Optimum designs when the observations are second-order processes

Let the process {Y(x,t) : tϵT} be observable for each x in some compact set X. Assume that Y(x, t) = θ₀f₀(x)(t) + … + θ_kf_k(x)(t) + N(t) where f_i are continuous functions from X into the reproducing kernel Hilbert space H of the mean zero random process N. The optimum designs are characterized by an Elfving's theorem with $\text{R}$ the closed convex hull of the set {(φ, f(x))_H : 6φ 6_H ≤ 1, xϵX}, where (·, ·)_H is the inner product on H. It is shown that if X is convex and f_i are linear the design points may be chosen from the extreme points of X. In some problems each linear functional c′θ can be optimally estimated by a design on one point x(c). These problems are completely characterized. An example is worked and some partial results on minimax designs are obtained.     

The expected number of extreme points of a random linear program

There has been increasing attention recently on average case algorithmic performance measures since worst case measures can be qualitatively quite different. An important characteristic of a linear program, relating to Simplex Method performance, is the number of vertices of the feasible region. We show 2 ⁿ to be an upper bound on the mean number of extreme points of a randomly generated feasible region with arbitrary probability distributions on the constraint matrix and right hand side vector. The only assumption made is that inequality directions are chosen independently in accordance with a series of independent fair coin tosses.We would like to thank the Institute of Pure and Applied Mathematics in Rio de Janeiro for supporting the authors' collaboration that led to this paper.     

An extension of the simplex algorithm for semi-infinite linear programming

We present a primal method for the solution of the semi-infinite linear programming problem with constraint index setS. We begin with a detailed treatment of the case whenS is a closed line interval in . A characterization of the extreme points of the feasible set is given, together with a purification algorithm which constructs an extreme point from any initial feasible solution. The set of points inS where the constraints are active is crucial to the development we give. In the non-degenerate case, the descent step for the new algorithm takes one of two forms: either an active point is dropped, or an active point is perturbed to the left or right. We also discuss the form of the algorithm when the extreme point solution is degenerate, and in the general case when the constraint index set lies in ^p . The method has associated with it some numerical difficulties which are at present unresolved. Hence it is primarily of interest in the theoretical context of infinite-dimensional extensions of the simplex algorithm.