Augmented Lagrangian functions for constrained optimization problems

In this paper, in order to obtain some existence results about solutions of the augmented Lagrangian problem for a constrained problem in which the objective function and constraint functions are noncoercive, we construct a new augmented Lagrangian function by using an auxiliary function. We establish a zero duality gap result and a sufficient condition of an exact penalization representation for the constrained problem without the coercive or level-bounded assumption on the objective function and constraint functions. By assuming that the sequence of multipliers is bounded, we obtain the existence of a global minimum and an asymptotically minimizing sequence for the constrained optimization problem.     

Computing generalized higher-order Voronoi diagrams on triangulated surfaces

We present an algorithm for computing exact shortest paths, and consequently distance functions, from a generalized source (point, segment, polygonal chain or polygonal region) on a possibly non-convex triangulated polyhedral surface. The algorithm is generalized to the case when a set of generalized sites is considered, providing their distance field that implicitly represents the Voronoi diagram of the sites. Next, we present an algorithm to compute a discrete representation of the distance function and the distance field. Then, by using the discrete distance field, we obtain the Voronoi diagram of a set of generalized sites (points, segments, polygonal chains or polygons) and visualize it on the triangulated surface. We also provide algorithms that, by using the discrete distance functions, provide the closest, furthest and k-order Voronoi diagrams and an approximate 1-Center and 1-Median.     

Integral representation of slowly growing equidistant splines

In this paper we consider polynomial splines S(x) with equidistant nodes which may grow as O (|x|^s). We present an integral representation of such splines with a distribution kernel. This representation is related to the Fourier integral of slowly growing functions. The part of the Fourier exponentials herewith play the so called exponential splines by Schoenberg. The integral representation provides a flexible tool for dealing with the growing equidistant splines. First, it allows us to construct a rich library of splines possessing the property that translations of any such spline form a basis of corresponding spline space. It is shown that any such spline is associated with a dual spline whose translations form a biorthogonal basis. As examples we present solutions of the problems of projection of a growing function onto spline spaces and of spline interpolation of a growing function. We derive formulas for approximate evaluation of splines projecting a function onto the spline space and establish therewith exact estimations of the approximation errors.     

Witnessed k-Distance

Distance functions to compact sets play a central role in several areas of computational geometry. Methods that rely on them are robust to the perturbations of the data by the Hausdorff noise, but fail in the presence of outliers. The recently introduced distance to a measure offers a solution by extending the distance function framework to reasoning about the geometry of probability measures, while maintaining theoretical guarantees about the quality of the inferred information. A combinatorial explosion hinders working with distance to a measure as an ordinary power distance function. In this paper, we analyze an approximation scheme that keeps the representation linear in the size of the input, while maintaining the guarantees on the inference quality close to those for the exact but costly representation.     

An augmented Lagrangian approach with a variable transformation in nonlinear programming

Tangent cone and (regular) normal cone of a closed set under an invertible variable transformation around a given point are investigated, which lead to the concepts of θ⁻¹-tangent cone of a set and θ⁻¹-subderivative of a function. When the notion of θ⁻¹-subderivative is applied to perturbation functions, a class of augmented Lagrangians involving an invertible mapping of perturbation variables are obtained, in which dualizing parameterization and augmenting functions are not necessarily convex in perturbation variables. A necessary and sufficient condition for the exact penalty representation under the proposed augmented Lagrangian scheme is obtained. For an augmenting function with an Euclidean norm, a sufficient condition (resp., a sufficient and necessary condition) for an arbitrary vector (resp., 0) to support an exact penalty representation is given in terms of θ⁻¹-subderivatives. An example of the variable transformation applied to constrained optimization problems is given, which yields several exact penalization results in the literature.     

Tensor product representation of Köthe-Bochner spaces and their dual spaces

We provide a tensor product representation of Köthe-Bochner function spaces of vector valued integrable functions. As an application, we show that the dual space of a Köthe-Bochner function space can be understood as a space of operators satisfying a certain extension property. We apply our results in order to give an alternate representation of the dual of the Bochner spaces of p-integrable functions and to analyze some properties of the natural norms \(\Delta _p\) that are defined on the associated tensor products.     

On the expected discounted penalty function for the compound Poisson risk model with delayed claims

In this paper, we consider an extension to the compound Poisson risk model for which the occurrence of the claim may be delayed. Two kinds of dependent claims, main claims and by-claims, are defined, where every by-claim is induced by the main claim and may be delayed with a certain probability. Both the expected discounted penalty functions with zero initial surplus and the Laplace transforms of the expected discounted penalty functions are obtained from an integro-differential equations system. We prove that the expected discounted penalty function satisfies a defective renewal equation. An exact representation for the solution of this equation is derived through an associated compound geometric distribution, and an analytic expression for this quantity is given for when the claim amounts from both classes are exponentially distributed. Moreover, the closed form expressions for the ruin probability and the distribution function of the surplus before ruin are obtained. We prove that the ruin probability for this risk model decreases as the probability of the delay of by-claims increases. Finally, numerical results are also provided to illustrate the applicability of our main result and the impact of the delay of by-claims on the expected discounted penalty functions.     

Strong formulations for quadratic optimization with M-matrices and indicator variables

We propose a DC (Difference of two Convex functions) formulation approach for sparse optimization problems having a cardinality or rank constraint. With the largest-k norm, an exact DC representation of the cardinality constraint is provided. We then transform the cardinality-constrained problem into a penalty function form and derive exact penalty parameter values for some optimization problems, especially for quadratic minimization problems which often appear in practice. A DC Algorithm (DCA) is presented, where the dual step at each iteration can be efficiently carried out due to the accessible subgradient of the largest-k norm. Furthermore, we can solve each DCA subproblem in linear time via a soft thresholding operation if there are no additional constraints. The framework is extended to the rank-constrained problem as well as the cardinality- and the rank-minimization problems. Numerical experiments demonstrate the efficiency of the proposed DCA in comparison with existing methods which have other penalty terms.     

Exact penalty functions and stability in locally Lipschitz programming

In this paper we extend the theory of exact penalty functions for nonlinear programs whose objective functions and equality and inequality constraints are locally Lipschitz; arbitrary simple constraints are also allowed. Assuming a weak stability condition, we show that for all sufficiently large penalty parameter values an isolated local minimum of the nonlinear program is also an isolated local minimum of the exact penalty function. A tight lower bound on the parameter value is provided when certain first order sufficiency conditions are satisfied. We apply these results to unify and extend some results for convex programming. Since several effective algorithms for solving nonlinear programs with differentiable functions rely on exact penalty functions, our results provide a framework for extending these algorithms to problems with locally Lipschitz functions.     

Asymptotics of Green functions and Martin boundaries for elliptic operators with periodic coefficients

We give the asymptotics at infinity of a Green function for an elliptic equation with periodic coefficients on R^d. Basic ingredients in establishing the asymptotics are an integral representation of the Green function and the saddle point method. We also completely determine the Martin compactification of R^d with respect to an elliptic equation with periodic coefficients by using the exact asymptotics at infinity of the Green function.     

On the representation by linear superpositions

In a number of papers, Y. Sternfeld investigated the problems of representation of continuous and bounded functions by linear superpositions. In particular, he proved that if such representation holds for continuous functions, then it holds for bounded functions. We consider the same problem without involving any topology and establish a rather practical necessary and sufficient condition for representability of an arbitrary function by linear superpositions. In particular, we show that if some representation by linear superpositions holds for continuous functions, then it holds for all functions. This will lead us to the analogue of the well-known Kolmogorov superposition theorem for multivariate functions on the d-dimensional unit cube.     

Infinite wedge and random partitions

We use representation theory to obtain a number of exact results for random partitions. In particular, we prove a simple determinantal formula for correlation functions of what we call the Schur measure on partitions (which is a far reaching generalization of the Plancherel measure; see [3], [8]) and also observe that these correlations functions are t \tau -functions for the Toda lattice hierarchy. We also give a new proof of the formula due to Bloch and the author [5] for the so-called n-point functions of the uniform measure on partitions and comment on the local structure of a typical partition.     

New exact solutions to the nonautonomous Liouville equation

We obtain new formulas for the exact analytic solutions to the nonautonomous elliptic Liouville equation in the two-dimensional coordinate space with the free function dependent specially on an arbitrary harmonic function. We present new exact solutions to the wave Liouville equation with two arbitrary functions, providing original formulas for the general solution for the classical (autonomous) and wave Liouville equations. Some equivalence transformations are presented for the elliptic Liouville equation depending on conjugate harmonic functions. In particular, we indicate a transformation that reduces the equation under study to an autonomous form.     

Saddle representations of positively homogeneous functions by linear functions

We say that a positively homogeneous function admits a saddle representation by linear functions iff it admits both an inf-sup-representation and a sup-inf-representation with the same two-index family of linear functions. In the paper we show that each continuous positively homogeneous function can be associated with a two-index family of linear functions which provides its saddle representation. We also establish characteristic properties of those two-index families of linear functions which provides saddle representations of functions belonging to the subspace of Lipschitz continuous positively homogeneous functions as well as the subspaces of difference sublinear and piecewise linear functions.     

Exact arithmetic on the Stern–Brocot tree

In this paper we present the Stern–Brocot tree as a basis for performing exact arithmetic on rational numbers. There exists an elegant binary representation for positive rational numbers based on this tree [Graham et al., Concrete Mathematics, 1994]. We will study this representation by investigating various algorithms to perform exact rational arithmetic using an adaptation of the homographic and the quadratic algorithms that were first proposed by Gosper for computing with continued fractions. We will show generalisations of homographic and quadratic algorithms to multilinear forms in n variables. Finally, we show an application of the algorithms for evaluating polynomials.     

The Generalized Segal–Bargmann Transform and Special Functions

Analysis of function spaces and special functions are closely related to the representation theory of Lie groups. We explain here the connection between the Laguerre functions, the Laguerre polynomials, and the Meixner–Pollacyck polynomials on the one side, and highest weight representations of Hermitian Lie groups on the other side. The representation theory is used to derive differential equations and recursion relations satisfied by those special functions.     

Fourier transform and distributional representation of the generalized gamma function with some applications

We present a Fourier transform representation of the generalized gamma functions, which leads to a distributional representation for them as a series of Dirac-delta functions. Applications of these representations are shown in evaluation of the integrals of products of the generalized gamma function with other functions. The results for Euler’s gamma function are deduced as special cases. The relation of the generalized gamma function with the Macdonald function is exploited to deduce new identities for it.     

磁流体力学方程组的解——Dirac-Pauli表象的复变函数理论及其在流体力学中的应用(Ⅳ)

本文是文[1～3]的继续,在本文中(1) 我们将等熵可压缩无耗散的磁流体力学方程组化归为理想流体力学方程组的形式;应用文[3]的结果,我们可以得到磁流体力学推广的Chaplygin方程;从而,我们找到了关于这一类问题的通解.(2) 我们应用Dirac-Pauli表象的复变函数理论,将不可压缩磁流体力学的一般方程组化成关于流函数和"磁流函数"的两个非线性方程,并在有稳定磁场的条件下(即在运动粘性系数或粘流扩散系数等于磁扩散系数的条件下),求得了不可压缩磁流体力学方程组的精确稳定解.     

Dynamical magnetic susceptibility of the periodic anderson model in the chaotic phase approximation

Using the diagram technique in the atomic representation in the generalized chaotic phase approximation, we solve the problem of calculating the dynamical magnetic susceptibility of the periodic Anderson model in the strong electron correlation regime. We express the dynamical magnetic susceptibility in terms of four Matsubara Green’s functions describing partial contributions, which are calculated based on exact solutions of integral equations.     

An exact far-field inversion for the Born approximation and plane wave decompositions for Hankel functions

We consider the Born approximation (representative for first-order approximations) of the scattering problem for the scalar Helroholtz equation with a fixed real-valued free-space wavenumber and a complex-valued compactly supported potential. The boundary condition is the Sommerfeld radiation condition. We derive an exact series-integral representation of the potential from the Fourier coefficients of its far-field pattern, suitable for discussion of the connected stability problem. Furthermore we stress the connection between this representation and some plane wave decompositions for Hankel functions. Without loss of generality we restrict ourselves to the case of two space dimensions.