Almost tight upper bounds for the single cell and zone problems in three dimensions

We consider the problem of bounding the combinatorial complexity of a single cell in an arrangement ofn low-degree algebraic surface patches in 3-space. We show that this complexity isO(n ^2+ε), for any ε>0, where the constant of proportionality depends on ε and on the maximum degree of the given surfaces and of their boundaries. This extends several previous results, almost settles a 9-year-old open problem, and has applications to motion planning of general robot systems with three degrees of freedom. As a corollary of the above result, we show that the overall complexity of all the three-dimensional cells of an arrangement ofn low-degree algebraic surface patches, intersected by an additional low-degree algebraic surface patch σ (the so-calledzone of σ in the arrangement) isO(n ^2+ε), for any ε>0, where the constant of proportionality depends on ε and on the maximum degree of the given surfaces and of their boundaries. Work on this paper by the first author has been supported by a Rothschild Postdoctoral Fellowship, by a grant from the Stanford Integrated Manufacturing Association (SIMA), by NSF/ARPA Grant IRI-9306544, and by NSF Grant CCR-9215219. Work on this paper by the second author has been supported by NSF Grants CCR-91-22103 and CCR-93-111327, and by grants from the U.S.-Israeli Binational Science Foundation, the G.I.F., the German-Israeli Foundation for Scientific Research and Development, and the Israel Science Fund administered by the Israeli Academy of Sciences.     

New bounds for lower envelopes in three dimensions,with applications to visibility in terrains

We consider the problem of bounding the complexity of the lower envelope ofn surface patches in 3-space, all algebraic of constant maximum degree, and bounded by algebraic arcs of constant maximum degree, with the additional property that the interiors of any triple of these surfaces intersect in at most two points. We show that the number of vertices on the lower envelope ofn such surface patches is , for some constantc depending on the shape and degree of the surface patches. We apply this result to obtain an upper bound on the combinatorial complexity of the “lower envelope” of the space of allrays in 3-space that lie above a given polyhedral terrainK withn edges. This envelope consists of all rays that touch the terrain (but otherwise lie above it). We show that the combinatorial complexity of this ray-envelope is for some constantc; in particular, there are at most that many rays that pass above the terrain and touch it in four edges. This bound, combined with the analysis of de Berget al. [4], gives an upper bound (which is almost tight in the worst case) on the number of topologically different orthographic views of such a terrain. Work on this paper by the first author has been supported by a Rothschild Postdoctoral Fellowship. Work on this paper by the second author has been supported by NSF Grant CCR-91-22103, and by grants from the U.S.-Israeli Binational Science Foundation, the G.I.F., the German-Israeli Foundation for Scientific Research and Development, and the Fund for Basic Research administered by the Israeli Academy of Sciences.     

Almost periodic upper and lower solutions

The method of upper and lower solutions is a classical tool in the theory of periodic differential equations of the second order. We show that this method does not have a direct extension to almost periodic equations. To do this we construct equations of this type without almost periodic solutions but having two constants as ordered upper and lower solutions.     

Obtaining upper bounds of heat kernels from lower bounds

We show that a near‐diagonal lower bound of the heat kernel of a Dirichlet form on a metric measure space with a regular measure implies an on‐diagonal upper bound. If in addition the Dirichlet form is local and regular, then we obtain a full off‐diagonal upper bound of the heat kernel provided the Dirichlet heat kernel on any ball satisfies a near‐diagonal lower estimate. This reveals a new phenomenon in the relationship between the lower and upper bounds of the heat kernel. © 2007 Wiley Periodicals, Inc.     

Recursive lower and dual upper bounds for Bermudan-style options

Although Bermudan options are routinely priced by simulation and least-squares methods using lower and dual upper bounds, the latter are hardly optimized. In this paper, we optimize recursive upper bounds, which are more tractable than the original/nonrecursive ones, and derive two new results: (1) An upper bound based on (a martingale that depends on) stopping times is independent of the next-stage exercise decision and hence cannot be optimized. Instead, we optimize the recursive lower bound, and use its optimal recursive policy to evaluate the upper bound as well. (2) Less time-intensive upper bounds that are based on a continuation-value function only need this function in the continuation region, where this continuation value is less nonlinear and easier to fit (than in the entire support). In the numerical exercise, both upper bounds improve over state-of-the-art methods (including standard least-squares and pathwise optimization). Specifically, the very small gap between the lower and the upper bounds derived in (1) implies the recursive policy and the associated martingale are near optimal, so that these two specific lower/upper bounds are hard to improve, yet the upper bound is tighter than the lower bound.     

Convex upper and lower bounds for present value functions

In this paper we present an efficient methodology for approximating the distribution function of the net present value of a series of cash‐flows, when discounting is presented by a stochastic differential equation as in the Vasicek model and in the Ho–Lee model. Upper and lower bounds in convexity order are obtained. The high accuracy of the method is illustrated for cash‐flows for which no analytical results are available. Copyright © 2001 John Wiley & Sons, Ltd.     

Some upper and lower bounds on PSD-rank

Positive semidefinite rank (PSD-rank) is a relatively new complexity measure on matrices, with applications to combinatorial optimization and communication complexity. We first study several basic properties of PSD-rank, and then develop new techniques for showing lower bounds on the PSD-rank. All of these bounds are based on viewing a positive semidefinite factorization of a matrix M as a quantum communication protocol. These lower bounds depend on the entries of the matrix and not only on its support (the zero/nonzero pattern), overcoming a limitation of some previous techniques. We compare these new lower bounds with known bounds, and give examples where the new ones are better. As an application we determine the PSD-rank of (approximations of) some common matrices.     

Equilibrium problems with lower and upper bounds

In this paper, we obtain some existence results of equilibrium problems with lower and upper bounds by employing a fixed-point theorem due to Ansari and Yao [1] and Ky Fan Lemma [2], respectively. Our results give answers to the open problem raised by Isac, Sehgal and Singh [3].     

On lower and upper bounds of matrices

Using an approach of Bergh, we give an alternate proof of Bennett's result on lower bounds for non-negative matrices acting on non-increasing non-negative sequences in lp when p?1 and its dual version, the upper bounds when 0<p?1. We also determine such bounds explicitly for some families of matrices.     

Erratum: A tight formulation for uncapacitated lot-sizing with stock upper bounds

For an n-period uncapacitated lot-sizing problem with stock upper bounds, stock fixed costs, stock overload and backlogging, we present a tight extended shortest path formulation of the convex hull of solutions with O\((n^2)\) variables and constraints, also giving an O\((n^2)\) algorithm for the problem. This corrects and extends a formulation in Section 4.4 of our article “Lot-sizing with production and delivery time windows”, Mathematical Programming A, 107:471–489, 2006, for the problem with just stock upper bounds.     

On upper and lower bounds of higher order derivatives for solutions to the 2D micropolar fluid equations

The present paper is concerned with asymptotic behaviours of the solutions to the micropolar fluid motion equations in R². Upper and lower bounds are derived for the L² decay rates of higher order derivatives of solutions to the micropolar fluid flows. The findings are mainly based on the basic estimates of the linearized micropolar fluid motion equations and generalized Gronwall type argument.     

Computing upper and lower bounds in interval decision trees

This article presents algorithms for computing optima in decision trees with imprecise probabilities and utilities. In tree models involving uncertainty expressed as intervals and/or relations, it is necessary for the evaluation to compute the upper and lower bounds of the expected values. Already in its simplest form, computing a maximum of expectancies leads to quadratic programming (QP) problems. Unfortunately, standard optimization methods based on QP (and BLP – bilinear programming) are too slow for the evaluation of decision trees in computer tools with interactive response times. Needless to say, the problems with computational complexity are even more emphasized in multi-linear programming (MLP) problems arising from multi-level decision trees. Since standard techniques are not particularly useful for these purposes, other, non-standard algorithms must be used. The algorithms presented here enable user interaction in decision tools and are equally applicable to all multi-linear programming problems sharing the same structure as a decision tree.     

Improved upper bounds for the critical probability of oriented percolation in two dimensions

We refine the method of our previous paper [2] which gave upper bounds for the critical probability in two-dimensional oriented percolation. We use our refinement to show that © 1994 John Wiley & Sons, Inc.     

Weighted quasi-equilibrium problems with lower and upper bounds

This paper is devoted to studying the solution existence of weighted quasi-equilibrium problems with lower and upper bounds by using maximal element theorems, a fixed point theorem of set-valued mappings and Fan–KKM theorem, respectively. Some new results are obtained.     

Computing tight upper bounds on the algebraic connectivity of certain graphs

A generalized Bethe tree is a rooted unweighted tree in which vertices at the same level have the same degree. Let B be a generalized Bethe tree. The algebraic connectivity of:

the generalized Bethe tree B,

a tree obtained from the union of B and a tree T isomorphic to a subtree of B such that the root vertex of T is the root vertex of B,

a tree obtained from the union of r generalized Bethe trees joined at their respective root vertices,

a graph obtained from the cycle C_r by attaching B, by its root, to each vertex of the cycle, and

a tree obtained from the path P_r by attaching B, by its root, to each vertex of the path,

is the smallest eigenvalue of a special type of symmetric tridiagonal matrices. In this paper, we first derive a procedure to compute a tight upper bound on the smallest eigenvalue of this special type of matrices. Finally, we apply the procedure to obtain a tight upper bound on the algebraic connectivity of the above mentioned graphs.