A nonmonotone filter method for nonlinear optimization

We propose a new nonmonotone filter method to promote global and fast local convergence for sequential quadratic programming algorithms. Our method uses two filters: a standard, global g-filter for global convergence, and a local nonmonotone l-filter that allows us to establish fast local convergence. We show how to switch between the two filters efficiently, and we prove global and superlinear local convergence. A special feature of the proposed method is that it does not require second-order correction steps. We present preliminary numerical results comparing our implementation with a classical filter SQP method.     

On Nash–Cournot oligopolistic market equilibrium models with concave cost functions

We consider Nash–Cournot oligopolistic market equilibrium models with concave cost functions. Concavity implies, in general, that a local equilibrium point is not necessarily a global one. We give conditions for existence of global equilibrium points. We then propose an algorithm for finding a global equilibrium point or for detecting that the problem is unsolvable. Numerical experiments on some randomly generated data show efficiency of the proposed algorithm.     

Multivariate Polynomial Minimization and Its Application in Signal Processing

We make a conjecture that the number of isolated local minimum points of a 2n-degree or (2n+1)-degree r-variable polynomial is not greater than n ^r when n 2. We show that this conjecture is the minimal estimate, and is true in several cases. In particular, we show that a cubic polynomial of r variables may have at most one local minimum point though it may have 2^r critical points. We then study the global minimization problem of an even-degree multivariate polynomial whose leading order coefficient tensor is positive definite. We call such a multivariate polynomial a normal multivariate polynomial. By giving a one-variable polynomial majored below a normal multivariate polynomial, we show the existence of a global minimum of a normal multivariate polynomial, and give an upper bound of the norm of the global minimum and a lower bound of the global minimization value. We show that the quartic multivariate polynomial arising from broad-band antenna array signal processing, is a normal polynomial, and give a computable upper bound of the norm of the global minimum and a computable lower bound of the global minimization value of this normal quartic multivariate polynomial. We give some sufficient and necessary conditions for an even order tensor to be positive definite. Several challenging questions remain open.     

Stability of a three‐station fluid network

This paper studies the stability of a three‐station fluid network. We show that, unlike the two‐station networks in Dai and Vande Vate [18], the global stability region of our three‐station network is not the intersection of its stability regions under static buffer priority disciplines. Thus, the “worst” or extremal disciplines are not static buffer priority disciplines. We also prove that the global stability region of our three‐station network is not monotone in the service times and so, we may move a service time vector out of the global stability region by reducing the service time for a class. We introduce the monotone global stability region and show that a linear program (LP) related to a piecewise linear Lyapunov function characterizes this largest monotone subset of the global stability region for our three‐station network. We also show that the LP proposed by Bertsimas et al. [1] does not characterize either the global stability region or even the monotone global stability region of our three‐station network. Further, we demonstrate that the LP related to the linear Lyapunov function proposed by Chen and Zhang [11] does not characterize the stability region of our three‐station network under a static buffer priority discipline. This revised version was published online in June 2006 with corrections to the Cover Date.     

Global optimization by continuous grasp

We introduce a novel global optimization method called Continuous GRASP (C-GRASP) which extends Feo and Resende’s greedy randomized adaptive search procedure (GRASP) from the domain of discrete optimization to that of continuous global optimization. This stochastic local search method is simple to implement, is widely applicable, and does not make use of derivative information, thus making it a well-suited approach for solving global optimization problems. We illustrate the effectiveness of the procedure on a set of standard test problems as well as two hard global optimization problems.     

Global existence and analyticity of solution for the generalized Hall-magnetohydrodynamics system

We investigate the global existence and analyticity of mild solution to the three-dimensional generalized Hall-magnetohydrodynamics (MHD) system in this work. We prove the global existence and analyticity of solutions in the corresponding critical spaces. The work extends global existence and analyticity of solutions to Hall-MHD system in Duan and MHD system in Wang and Ye and Zhao, to the generalized Hall-MHD system with 1/2 ≤ α,β ≤ 1.     

Exponential decay of non‐linear wave equation with a viscoelastic boundary condition

We study in this paper the global existence and exponential decay of solutions of the non‐linear unidimensional wave equation with a viscoelastic boundary condition. We prove that the dissipation induced by the memory effect is strong enough to secure global estimates, which allow us to show existence of global smooth solution for small initial data. We also prove that the solution decays exponentially provided the resolvent kernel of the relaxation function, k decays exponentially. When k decays polynomially, the solution decays polynomially and with the same rate. Copyright © 2000 John Wiley & Sons, Ltd.     

Global wellposedness for a one-dimensional Chern–Simons–Dirac system in Lp

The global wellposedness in L^p(?) for the Chern–Simons–Dirac equation in the 1+1 space and time dimension is discussed. We consider two types of quadratic nonlinearity: the null case and the non-null case. We show the time global wellposedness for the Chern–Simon–Dirac equation in the framework of L^p(?), where 1≤p≤∞ for the null case. For the scaling critical case, p = 1, mass concentration phenomena of the solutions may occur in considering the time global solvability. We invoke the Delgado–Candy estimate which plays a crucial role in preventing concentration phenomena of the global solution. Our method is related to the original work of Candy (2011), who showed the time global wellposedness for the single Dirac equation with cubic nonlinearity in the critical space L²(?).     

A scenario for torus T destruction via a global bifurcation

We show a scenario of a two-frequency torus breakdown, in which a global bifurcation occurs due to the collision of a quasi-periodic torus T² with saddle points, creating a heteroclinic saddle connection. We analyze the geometry of this torus-saddle collision by showing the local dynamics and the invariant manifolds (global dynamics) of the saddle points. Moreover, we present detailed evidences of a heteroclinic saddle-focus orbit responsible for the type-II intermittency induced by this global bifurcation. We also characterize this transition to chaos by measuring the Lyapunov exponents and the scaling laws.     

Global existence and asymptotic behaviour for systems of nonlinear hyperbolic equations

We consider the initial-boundary value problem for a class of nonlinear hyperbolic equations system in a bounded domain. Using the potential well theory, the existence of global solutions is investigated. We also established the asymptotic behaviour of global solutions as t?→?+?∞ by applying the multiplier method.     

On rotationally invariant vector fields in the plane

This work is concerned with global properties of a class of ℂ-valued vector fields in the plane which are rotationally invariant. It is shown that the finite type rotationally invariant vector fields have global first integrals. We also study the global hypoellipticity and global solvability properties of these vector fields.     

Global facility network design in the presence of competition

We study the facility network design problem for a global firm that is a monopolist seller in its domestic market but faces local competition in its foreign market. The global firm produces in the face of demand and exchange rate uncertainty but can postpone localization and distribution of the output until after uncertainties are resolved. The competitor in the foreign market, however, enjoys the flexibility of postponing all production activities until after uncertainties are resolved. The two firms engage in an ex-post Cournot competition in the foreign market. We consider three potential network configurations for the global firm. Under a linear demand function, we provide the necessary and sufficient condition that one of the three networks is the global firm’s optimal choice, and explore how the presence of foreign competition affects the sensitivity of the global firm’s design to various cost parameters and market uncertainties.     

Global phase portraits of planar piecewise linear refracting systems of saddle–saddle type

This paper deal with the global dynamics of planar piecewise linear refracting systems of saddle–saddle type with a straight line of separation. We investigate the singularities, limit cycles, homoclinic orbits, heteroclinic orbits and make the classification of global phase portraits in the Poincaré disk for the refracting systems. We prove that these systems have 18 topologically different global phase portraits.     

Asymptotic behavior of the Newton–Boussinesq equation in a two-dimensional channel

We prove the existence of a global attractor for the Newton–Boussinesq equation defined in a two-dimensional channel. The asymptotic compactness of the equation is derived by the uniform estimates on the tails of solutions. We also establish the regularity of the global attractor.     

Well‐posedness for the FENE dumbbell model of polymeric flows

We prove local and global well‐posedness for the FENE dumbbell model for a very general class of potentials. Indeed, in prior local or global well‐posedness results, conditions on the strength of the singularity (or on the parameter b) were made. Here we give a proof in the general case. We also prove global existence results if the data is small or if we restrict to the co‐rotational model in dimension 2. © 2008 Wiley Periodicals, Inc.     

Global s-solvability and global s-hypoellipticity for certain perturbations of zero order of systems of constant real vector fields

The main purpose of this paper is to show, in the two-dimensional torus, a necessary and sufficient condition in order to certain perturbations of zero order of a system of constant real vector fields to be globally s-solvable. We are also interested in studying its global s-hypoellipticity. We present connections between these global concepts and a priori estimates. We also present two applications of our results for systems of operators with variable coefficients.     

A simulated annealing driven multi-start algorithm for bound constrained global optimization

A derivative-free simulated annealing driven multi-start algorithm for continuous global optimization is presented. We first propose a trial point generation scheme in continuous simulated annealing which eliminates the need for the gradient-based trial point generation. We then suitably embed the multi-start procedure within the simulated annealing algorithm. We modify the derivative-free pattern search method and use it as the local search in the multi-start procedure. We study the convergence properties of the algorithm and test its performance on a set of 50 problems. Numerical results are presented which show the robustness of the algorithm. Numerical comparisons with a gradient-based simulated annealing algorithm and three population-based global optimization algorithms show that the new algorithm could offer a reasonable alternative to many currently available global optimization algorithms, specially for problems requiring ‘direct search’ type algorithm.     

Convergence of local variational spline interpolation

In this paper we first revisit a classical problem of computing variational splines. We propose to compute local variational splines in the sense that they are interpolatory splines which minimize the energy norm over a subinterval. We shall show that the error between local and global variational spline interpolants decays exponentially over a fixed subinterval as the support of the local variational spline increases. By piecing together these locally defined splines, one can obtain a very good C⁰ approximation of the global variational spline. Finally we generalize this idea to approximate global tensor product B-spline interpolatory surfaces.     

Global Weyl modules for the twisted loop algebra

We define global Weyl modules for twisted loop algebras and analyze their highest weight spaces, which are in fact isomorphic to Laurent polynomial rings in finitely many variables. We are able to show that the global Weyl module is a free module of finite rank over these rings. Furthermore we prove, that there exist injective maps from the global Weyl modules for twisted loop algebras into a direct sum of global Weyl modules for untwisted loop algebras. Relations between local Weyl modules for twisted and untwisted generalized current algebras are known; we provide for the first time a relation on global Weyl modules.     

Global existence of solutions for perturbed differential equations

In this paper we consider sufficient conditions for the continuability of solutions for perturbed differential equations. We obtain also some results for the global existence of solutions for differential inclusions and for stochastic differential equations of McShane and Ito type. We give an application to the global inversion of local diffeomorphisms.