Conical projection algorithms for linear programming

The Linear Programming Problem is manipulated to be stated as a Non-Linear Programming Problem in which Karmarkar's logarithmic potential function is minimized in the positive cone generated by the original feasible set. The resulting problem is then solved by a master algorithm that iteratively rescales the problem and calls an internal unconstrained non-linear programming algorithm. Several different procedures for the internal algorithm are proposed, giving priority either to the reduction of the potential function or of the actual cost. We show that Karmarkar's algorithm is equivalent to this method in the special case in which the internal algorithm is reduced to a single steepest descent iteration. All variants of the new algorithm have the same complexity as Karmarkar's method, but the amount of computation is reduced by the fact that only one projection matrix must be calculated for each call of the internal algorithm.Research partly sponsored by CNPq-Brazilian National Council for Scientific and Technological Development, by National Science Foundation grant ECS-857362, Office of Naval Research contract N00014-86-K-0295, and AFOSR grant 86-0116.On leave from COPPE-Federal University of Rio de Janeiro, Cx. Postal 68511, 21941 Rio de Janeiro, RJ, Brasil.     

Hyperbolic 0–1 programming and query optimization in information retrieval

Unconstrained hyperbolic 0–1 programming can be solved in linear time when the numerator and the denominator are linear and the latter is always positive. It is NP-hard, and finding an approximate solution with a value equal to a positive multiple of the optimal one is also NP-hard, if this last hypothesis does not hold. Determining the optimal logical form of a query in information retrieval, given the attributes to be used, can be expressed as a parametric hyperbolic 0–1 program and solved in O(n logn) time, wheren is the number of elementary logical conjunctions of the attributes. This allows to characterize the optimal queries for the Van Rijsbergen synthetic criterion.This research was done in part during a visit of the first author to the Pontifical Catholic University of Rio de Janeiro in July and August 1987, sponsored by CNPq. It was also supported in part by grants 0271 and 0066 of the AFOSR to Rutgers University. The second author was with Centro de Análise de Sistemas Navais, Rio de Janeiro.     

Fourier Series Approximation of Linear Fractional Stable Motion

An approximation of the linear fractional stable motion by a Fourier sum is presented. In the continuous sample path case precise error bounds are derived. This approximation method is used to develop a simulation method of the sample path of linear fractional stable motions. The second author was partially supported by NSF grant DMS-0417869.     

Convergence of Newton-like methods for singular operator equations using outer inverses

Summary We present a (semilocal) Kantorovich-type analysis for Newton-like methods for singular operator equations using outer inverses. We establish sharp generalizations of the Kantorovich theory and the Mysovskii theory for operator equations when the derivative is not necessarily invertible. The results reduce in the case of an invertible derivative to well-known theorems of Kantorovich and Mysovskii with no additional assumptions, unlike earlier theorems which impose strong conditions. The strategy of the analysis is based on Banach-type lemmas and perturbation bounds for outer inverses which show that the set of outer inverses (to a given bounded linear operator) admits selections that behave like bounded linear inverses, in contrast to inner inverses or generalized inverses which do not depend continuously on perturbations of the operator. We give two examples to illustrate our results and compare them with earlier results, and another numerical example to relate our results to computational issues.The research of the first author was partially supported by the National Science Foundation under grant DMS-901526. The research of the second author was supported by an Australian Research Council grant     

Minimal varieties and quasivarieties of semilattices with one automorphism

We describe all minimal quasivarieties and all minimal varieties of semilattices with one automorphism (considered as algebras with one binary and two unary operations). While working on this paper, the first author was supported by CRDF grant KYM1-2852-BI-07, the second author was supported by the institutional grant MSM0021620839 financed by MSMT, and the third author was partially supported by the Hungarian National Foundation for Scientific Research (OTKA), grant nos. T 48809 and K 60148.     

A lower bound on the number of sharp shadow-boundaries of convex polytopes

We give the lower bound on the number of sharp shadow-boundaries of convexd-polytopes (or unbounded convex polytopal sets) withn facets. The polytopes (sets) attaining these bounds are characterized. Additionally, our results will be transferred to the dual theory.The research work of the first author was (partially) supported by Hungarian National Foundation for Scientific Research, grant no. 1812.     

Quasiequational Theories of Flat Algebras

We prove that finite flat digraph algebras and, more generally, finite compatible flat algebras satisfying a certain condition are finitely q-based (possess a finite basis for their quasiequations). We also exhibit an example of a twelve-element compatible flat algebra that is not finitely q-based. The first author was partially supported by the grant # 201/02/0594 of the Grant Agency of the Czech Republic, and by the Institutional grant MSM0021620839; the second author was partially supported by the grant No. Tn37877 of the Hungarian National Foundation for Scientific Research (OTHA); the third author was supported by the NSF grant # DMS-9971352.     

Patchworking singular algebraic curves I

In this paper we present a general patchworking procedure for the construction of reduced singular curves having prescribed singularities and belonging to a given linear system on algebraic surfaces. It originates in the Viro “gluing” method for the construction of real non-singular algebraic hypersurfaces. The general procedure includes almost all known particular modifications, and goes far beyond. Some applications and examples illustrate the construction. Both authors were partially supported by the Herman Minkowsky-Minerva Center for Geometry at Tel Aviv University, and by grant no. G-616-15.6/99 from the German-Israeli Foundation for Research and Development. The first author was also supported by the Bessel Research Award from the Alexander von Humboldt Foundation. The second author was also partially supported by the EC-network ‘Algebraic Lie Representations” contract no. ERB-FMRX-CT97-0100.     

A row-action method for convex programming

We present a new method for minimizing a strictly convex function subject to general convex constraints. Constraints are used one at a time, no changes are made in the constraint functions (thus the row-action nature of the algorithm) and at each iteration a subproblem is solved consisting of minimization of the objective function subject to one or two linear equations. Convergence of the algorithm is established and the method is compared with other row-action algorithms for several relevant particular cases.Corresponding author. Research of this author was partially supported by CNPq grant No. 301280/86.     

CD(4) has bounded width

We prove that the constraint languages invariant under a short sequence of Jónsson terms (containing at most three non-trivial ternary terms) are tractable by showing that they have bounded width. This improves a previous result by Kiss and Valeriote and presents some evidence that the Larose–Zádori conjecture holds in the congruence-distributive case. The first author was supported by EPSRC grant EP/C54384X/1. The second author was supported by the MEC under grant TIN 2006-15387-C03-03, the EU PASCAL Network of Excellence IST-2002-506778, and the MODNET Marie Curie Research Training Network MRTN-CT-2004-512234. The third author was supported by grant no. 144011G of the Ministry of Science and Environment of Serbia. The fourth author was partially supported by the Hungarian National Foundation for Scientific Research (OTKA), grant nos. T 48809 and K 60148.     

Application of average dynamic programming to inventory systems

We show the existence ofaverage cost (AC-) optimal policy for an inventory system withuncountable state space; in fact, the AC-optimal cost and an AC-optimal stationary policy areexplicitly computed. In order to do this, we use a variant of thevanishing discount factor approach, which have been intensively studied in recent years but the available results not cover the inventory problem we are interested in.The work of the first author (OVA) was partially supported by Fondo del Sistema de Investigación del Mar de Cortéz under grant SIMAC/94/CT-005. The work of the second author (RMdO) was partially supported by Consejo Nacional de Ciencia y Tecnologia (CONACyT) under grant 0635P-E9506.     

Backward doubly stochastic differential equations and systems of quasilinear SPDEs

Summary We introduce a new class of backward stochastic differential equations, which allows us to produce a probabilistic representation of certain quasilinear stochastic partial differential equations, thus extending the Feynman-Kac formula for linear SPDE's.The research of this author was partially supported by DRET under contract 901636/A000/DRET/DS/SRThe research of this author was supported by a grant from the French Ministère de la Recherche et de la Technologie, which is gratefully acknowledged     

Rational quadrature formulae on the unit circle with arbitrary poles

Interpolatory quadrature rules exactly integrating rational functions on the unit circle are considered. The poles are prescribed under the only restriction of not lying on the unit circle. A computable upper bound of the error is obtained which is valid for any choice of poles, arbitrary weight functions and any degree of exactness provided that the integrand is analytic on a neighborhood of the unit circle. A number of numerical examples are given which show the advantages of using such rules as well as the sharpness of the error bound. Also, a comparison is made with other error bounds appearing in the literature. The work of the first author was supported by the Dirección General de Investigación, Ministerio de Educación y Ciencia, under grants MTM2006-13000-C03-02 and MTM2006-07186 and by UPM and Comunidad de Madrid under grant CCG06-UPM/MTM-539. The work of the second author was partially supported by the Dirección General de Investigación, Ministerio de Educación y Ciencia, under grant MTM2005-08571.     

Bounded characteristic functions and models for noncontractive sequences of operators

The Sz.-Nagy-FoiaŞ functional model for completely non-unitary contractions is extended to completely non-coisometric sequences of bounded operatorsT = (T₁,...,T _d) (d finite or infinite) on a Hilbert space, with bounded characteristic functions. For this class of sequences, it is shown that the characteristic function θ_T is a complete unitary invariant. We obtain, as the main result, necessary and sufficient conditions for a bounded multi-analytic operator on Fock spaces to coincide with the characteristic function associated with a completely non-coisometric sequence of bounded operators on a Hilbert space. Research supported in part by a COBASE grant from the National Research Council. The first author was partially supported by a grant from Ministerul Educaţiei Şi Cercetarii. The second author was partially supported by a National Science Foundation grant.     

An algorithm for nonlinear optimization using linear programming and equality constrained subproblems

This paper describes an active-set algorithm for large-scale nonlinear programming based on the successive linear programming method proposed by Fletcher and Sainz de la Maza [10]. The step computation is performed in two stages. In the first stage a linear program is solved to estimate the active set at the solution. The linear program is obtained by making a linear approximation to the ₁ penalty function inside a trust region. In the second stage, an equality constrained quadratic program (EQP) is solved involving only those constraints that are active at the solution of the linear program. The EQP incorporates a trust-region constraint and is solved (inexactly) by means of a projected conjugate gradient method. Numerical experiments are presented illustrating the performance of the algorithm on the CUTEr [1, 15] test set.This author was supported by Air Force Office of Scientific Research grant F49620-00-1-0162, Army Research Office Grant DAAG55-98-1-0176, and National Science Foundation grant INT-9726199.This author was supported in part by the EPSRC grant GR/R46641.These authors were supported by National Science Foundation grants CCR-9987818, ATM-0086579 and CCR-0219438 and Department of Energy grant DE-FG02-87ER25047-A004.Report OTC 2002/4, Optimization Technology CenterTo Roger Fletcher, with respect and admiration     

Primal-dual target-following algorithms for linear programming

In this paper, we propose a method for linear programming with the property that, starting from an initial non-central point, it generates iterates that simultaneously get closer to optimality and closer to centrality. The iterates follow paths that in the limit are tangential to the central path. Together with the convergence analysis, we provide a general framework which enables us to analyze various primal-dual algorithms in the literature in a short and uniform way.This work was completed with the support of a research grant from SHELL. The first author is supported by the Dutch Organization for Scientific Research (NWO), Grant No. 611-304-028. The third author is on leave from the Eötvös University, Budapest, and partially supported by OTKA No. 2116. The fourth author is supported by the Swiss National Foundation for Scientific Research, Grant No. 12-34002.92.     

A Sharp Form of the Cramér–Wold Theorem

The Cramér–Wold theorem states that a Borel probability measure P on ℝ ^d is uniquely determined by its one-dimensional projections. We prove a sharp form of this result, addressing the problem of how large a subset of these projections is really needed to determine P. We also consider extensions of our results to measures on a separable Hilbert space. First author partially supported by the Spanish Ministerio de Ciencia y Tecnología, grant BFM2002-04430-C02-02. Second author partially supported by Instituto de Cooperación Iberoamericana, Programa de Cooperación Interuniversitaria AL-E 2003. Third author partially supported by grants from NSERC and the Canada research chairs program.     

Penalty computations for the set partitioning problem

The computation of penalties associated with the continuous relaxation of integer programming problems can be useful to derive conditional and relational tests which allow to fix some variables at their optimal value or to generate new constraints (cuts). We study in this paper the computation and the use of penalties as a tool to improve the efficiency of algorithms for solving set partitioning problems. This leads to a preprocessing scheme which can be embedded within any exact or approximate algorithm. The strength of these penalties is illustrated through computational results on some real-world set partitioning problems.This work was sponsored by FINEP (research contract number 4.3.86.0689-00), CNPq (research contract numbers 11.1592-84, 30.2281-85 and 40.2002-86.5), IBM Brazil and NSERC (grant # GP0036426).On leave from the Catholic University of Rio de Janeiro, Department of Electrical Engineering, Caixa Postal 38063, Gávea, Rio de Janeiro 22452, Brazil.     

Aperiodic tilings of the hyperbolic plane by convex polygons

Several aperiodic hyperbolic tiling systems consisting of a single convex tile are constructed. Research partially supported by GIF grant no. G-454.213.06.95 and SFB 343 Bielefeld. The work of the first author was supported in part by NSF grant DMS-9424613. The work of the second author was supported in part by a grant of the Israel Academy of Sciences, and by the Edmund Landau Center for Research in Mathematical Analysis supported by the Minerva Foundation (Federal Republic of Germany).     

Ehrhart polynomials and stringy Betti numbers

We study the connection between stringy Betti numbers of Gorenstein toric varieties and the generating functions of the Ehrhart polynomials of certain polyhedral regions. We use this point of view to give counterexamples to Hibi's conjecture on the unimodality of δ-vectors of reflexive polytopes. The first author was partially supported by NSF grant DMS 0500127 and the second author was supported by a Graduate Research Fellowship from the NSF