A Constant-Potential Infeasible-Start Interior-Point Algorithm with Computational Experiments and Applications

We present a constant-potential infeasible-start interior-point (INFCP) algorithm for linear programming (LP) problems with a worst-case iteration complexity analysis as well as some computational results.The performance of the INFCP algorithm is compared to those of practical interior-point algorithms. New features of the algorithm include a heuristic method for computing a good starting point and a procedure for solving the augmented system arising from stochastic programming with simple recourse. We also present an application to large scale planning problems under uncertainty.     

On Interpolation of the Fourier Maximal Operator in Orlicz Spaces

Let and be positive increasing convex functions defined on [0, ). Suppose satisfies the 2-condition, that is, (t)2 (C1t) for sufficiently large t, and has some nice properties. If -1(u)log(u+1) C2-1(u) for sufficiently large uthen we have S*(f) L CfL for all f L ([-, ])where S*(f) is the majorant function of partial sums of trigonometric Fourier series and fL is the Orlicz norm of f. This result is sharp.     

Stability of unconditional convergence almost everywhere

We will investigate the properties of series of functions which are unconditionally convergent almost everywhere on [0, 1]. We will establish the following theorem: If the series _k=1 f _k(x) converges unconditionally almost everywhere, then there exists a sequence {_k} ₁ ,_k , such that if _{k k} , k=1, 2,..., the series _{k=1 k}/k(x) converges unconditionally almost every-where.Translated from Mate matte heskie Zametki, Vol. 14, No. 5, pp. 645–654, November, 1973.The author wishes to thank Professor P. L. Ul'yanov for his help.     

Regularity,partial regularity,partial information process,for a filtered statistical model

Summary We define partial regularity for a filtered statistical (semi-parametric) model indexed by ^d , as differentiability in a suitable sense of the partial likelihoods associated with a basic processX. Partial regularity turns out to be equivalent to some sort of differentiability in of the characteristics ofX. We also prove that regularity of the model implies partial regularity, and we define a partial information process, which is smaller than the complete information process. We apply these results to obtain a generalization of Cramer-Rao inequality, and to prove that partial likelihood processes are optimal among all quasi-likelihood processes which are stochastic integrals with respect to the basic processX.     

Vector Valued Differentiation Theorems for Multiparameter Additive Processes in Lp Spaces

Let X be a Banach space and (,,µ) be a -finite measure space. We consider a strongly continuous d-dimensional semigroup T={T(u):u=(u₁,..., u_d, u_i >0, 1 i d} of linear contractions on L_p((,,µ); X), with 1 p<. In this paper differentiation theorems are proved for d-dimensional bounded processes in L_p((,,µ); X) which are additive with respect to T. In the theorems below we assume that each T(u) possesses a contraction majorant P(u) defined on L_p((,,µ); R), that is, P(u) is a positive linear contraction on L_p((,,µ); R) such that T(u)f(w) P(u)f(·)() almost everywhere on for all f L_p((,,µ); X).     

Hecke Algebras of Classical Groups over p-adic Fields II

In the previous part of this paper, we constructed a large family of Hecke algebras on some classical groups G defined over p-adic fields in order to understand their admissible representations. Each Hecke algebra is associated to a pair (J , ) of an open compact subgroup J and its irreducible representation which is constructed from given data = (, P₀, ). Here, is a semisimple element in the Lie algebra of G, P₀ is a parahoric subgroup in the centralizer of in G, and is a cuspidal representation on the finite reductive quotient of P₀. In this paper, we explicitly describe those Hecke algebras when P₀ is a minimal parahoric subgroup, is trivial and is a character.     

Net subgroups of Chevalley groups. II. Gauss decomposition

This paper is a continuation of RZhMat 1980, 5A439, where there was introduced the subgroup () of the Chevalley group G(,R) of type over a commutative ring R that corresponds to a net , i.e., to a set =(),, of ideals of R such that ₊ whenever ,,+ . It is proved that if the ring R is semilocal, then () coincides with the group ₀ considered earlier in RZhMat 1976, 10A151; 1977, 10A301; 1978, 6A476. For this purpose there is constructed a decomposition of () into a product of unipotent subgroups and a torus. Analogous results are obtained for sub-radical nets over an arbitrary commutative ring.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 114, pp. 62–76, 1982.In conclusion, the authors would like to thank Z. I. Borevich for his interest in this paper.     

Queues with nonstationary inputs

In this paper we study single server queues with independent and identically distributed service times and a general nonstationary input stream. We discuss several notions of being in equilibrium. For queues with a doubly stochastic Poisson input we survey continuity and bounds of moments of some performance characteristics. We also discuss conjectures posed by Ross [34] to the effect that for a more stationary input we have a better performance characteristics. Some results are reviewed to typify a problem and then it is followed by a discussion, questions and related bibliography.     

(φ,ξ,η,λ)‐Structures of Parabolic Type

We consider (,,,)structures of parabolic type on hypersurfaces of dual spaces and study the rank of the affinor . We consider almost contact metric structures of parabolic type of the first kind on hypersurfaces of 4dimensional dual metric space. We study the properties of these structures and give examples of normal, integrable, and Sasakian parabolic structures.     

Stochastic processes with Gaussian interaction of components

Summary LetU(x), x ^d-|0}, be a nonnegative even function such that _x 0U(x)1. In this paper, we consider an infinite system of stochastic process _t (x); x ^d with the following mechanism: at each sitex, after mean 1 exponential waiting time, _t(x) is replaced by a Gaussian random variable with mean _{yx t} (y) U(y-x) and variance 1. It is understood here that all the interactions are independent of one another. The behavior of this system will be investigated and some ergodic theorems will be derived. The results strongly depend whether _{x 0} U(x)<1 or =1.     

Extensions and selections in subspaces ofC(K)

LetK be a compact Hausdorff space and letFK be a peak interpolation set for a function algebraAC(K). Let be a map fromK to the family of all convex subsets of such that the set {(z, x)zK, x(z)} is open inK×C and such thatg(z)(z) (zK) for somegA. We prove that everyfC(F) satisfyingf(s)(s) (sF) (f(s)closure (s) (sF)) admits an extensionfAA} satisfyingf(z)(z) (zK) (f(z))}closure (z) (zK), respectively). We prove a more general theorem of this kind and present various applications which generalize known dominated interpolation theorems for subspaces ofC(K).     

Some functional inequalities and their Baire category properties

Summary In the paper we consider, from a topological point of view, the set of all continuous functionsf:I I for which the unique continuous solution:I – [0, ) of(f(x)) (x, (x)) and(x, (x)) (f(x)) (x, (x)), respectively, is the zero function. We obtain also some corollaries on the qualitative theory of the functional equation(f(x)) = g(x, (x)). No assumption on the iterative behaviour off is imposed.     

On the rate of convergence of an unstable solution of a stochastic differential equation

We study the rate of convergence of the process(tT)/T to the processw(t)/ asT , where(t) is a solution of the stochastic differential equationd(t)=a((t))dt+((t))dw(t) Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 46, No. 10, pp. 1424–1427, October, 1994.     

Large transversals to small families of unit disks

Summary It is proved that if the nonempty intersection of bounded closed convex sets AnB is contained in (A + F)U(B+F) and one of the following holds true: (i) the space X is less-than-three dimensional, (ii) AUB is convex, (iii) F is a one-point set, then AnBCA+F or AnBCB+F (Theorems 2 and 3). Moreover, under some hypotheses the characterization of A and B such that AnB is a summand of AUB is given (Theorem 3).     

Existence and Construction of Simple B-Splines of Class C k on a Four-Directional Mesh of the Plane

In this paper we present a study of spaces of splines in C ^k (R ²) with supports the square ₁ and the lozenge ₁ formed respectively by four and eight triangles of the uniform four directional mesh of the plane. Such splines are called ₁ and ₁-splines. We first compute the dimension of the space of ₁-splines. Then we prove the existence of a unique ₁-spline of minimal degree for any fixed k0. By using this last result, we also prove the existence of a unique ₁-spline of minimal degree. Finally, we describe algorithms allowing to compute the Bernstein–Bézier coefficients of ₁-spline and ₁-spline of minimal degree.     

Theorem of Bartle,Dunford, and Schwartz concerning vector measures

We show the existence, for an arbitrary vector measure: x (where X is a Banach space and gs is a-algebra of subsets of a set S) of a functional x X (X is the conjugate space of X) such that is absolutely continuous with respect to _x, _x (E)=(E)>, E gs.Translated from Matematicheskie Zametki, Vol. 7, No. 2, pp. 247–254, February, 1970.     

Transferring estimates for zonal convolution operators

_p - , . Ad- .     

On a problem of Erdös and Alladi

We give an estimate for the quantity {f(n):nx, p(n)y}, wherep(n) denotes the greatest prime factor ofn andf belongs to a certain class of multiplicative functions. As an application, we show that for the Moebius function, ({(n):nx, p(n)y}) ({1:nx, p(n)y})^–1 tends to zero, asx, uniformly iny2, and thus settle a conjecture of Erdös.Supported by a grant from the Deutsche Forschungsgesellschaft.     

On the projected subgradient method for nonsmooth convex optimization in a Hilbert space

We consider the method for constrained convex optimization in a Hilbert space, consisting of a step in the direction opposite to an _k -subgradient of the objective at a current iterate, followed by an orthogonal projection onto the feasible set. The normalized stepsizes _k are exogenously given, satisfying _{k=0 k} = , _{k=0 k} ² < , and _k is chosen so that _{k k} for some > 0. We prove that the sequence generated in this way is weakly convergent to a minimizer if the problem has solutions, and is unbounded otherwise. Among the features of our convergence analysis, we mention that it covers the nonsmooth case, in the sense that we make no assumption of differentiability off, and much less of Lipschitz continuity of its gradient. Also, we prove weak convergence of the whole sequence, rather than just boundedness of the sequence and optimality of its weak accumulation points, thus improving over all previously known convergence results. We present also convergence rate results. © 1998 The Mathematical Programming Society, Inc. Published by Elsevier Science B.V.Research of this author was partially supported by CNPq grant nos. 301280/86 and 300734/95-6.     

Reihenentwicklungen im Weylschen Grenzkreisfall über einem halbunendlichen Intervall

Zusammenfassung Im Anschlu an eine frühere Arbeit beweisen wir im Grenzkreisfall für das Intervall s< einen Entwicklungssatz für reelle Funktionen bei vorgeschriebenen reellen Randbedingungen in s=0 und s=. Die Hilfsmittel sind: 1) der reelle Ansatz; 2) der explizite Ausdruck für die Greensche Funktion von Weyl und 3) die allgemeine Parsevalsche Gleichung.