Miscellaneous problems on infinite graphs

A collection of open problems on infinite graphs is presented, divided into twelve sections which are largely independent of each other. © 2000 John Wiley & Sons, Inc. J Graph Theory 35: 128–151, 2000     

Proper efficiency in vector infinite programming problems

Using the notion of invexity, we give sufficient conditions of optimality for properly efficient solutions of a vector infinite programming problem and show that the set of properly efficient solutions coincides with the set of optimal solutions of a related scalar problem.     

Continuous perturbations of infinite optimization problems

In this paper, continuity properties of the extremal value function and the solution function are studied for general optimization problems with perturbations in the objective function and the constraints. A classical stability condition is extended and compared with constraint qualification conditions.     

General necessary conditions for infinite horizon fractional variational problems

We consider infinite horizon fractional variational problems, where the fractional derivative is defined in the sense of Caputo. Necessary optimality conditions for higher-order variational problems and optimal control problems are obtained. Transversality conditions are obtained in the case state functions are free at the initial time.     

Orlicz-Sobolev inequalities for sub-Gaussian measures and ergodicity of Markov semi-groups

We study coercive inequalities in Orlicz spaces associated to the probability measures on finite- and infinite-dimensional spaces which tails decay slower than the Gaussian ones. We provide necessary and sufficient criteria for such inequalities to hold and discuss relations between various classes of inequalities.     

On the extreme inequalities of infinite group problems

Infinite group relaxations of integer programs (IP) were introduced by Gomory and Johnson (Math Program 3:23–85, 1972) to generate cutting planes for general IPs. These valid inequalities correspond to real-valued functions defined over an appropriate infinite group. Among all the valid inequalities of the infinite group relaxation, extreme inequalities are most important since they are the strongest cutting planes that can be obtained within the group-theoretic framework. However, very few properties of extreme inequalities of infinite group relaxations are known. In particular, it is not known if all extreme inequalities are continuous and what their relations are to extreme inequalities of finite group problems. In this paper, we describe new properties of extreme functions of infinite group problems. In particular, we study the behavior of the pointwise limit of a converging sequence of extreme functions as well as the relations between extreme functions of finite and infinite group problems. Using these results, we prove for the first time that a large class of discontinuous functions is extreme for infinite group problems. This class of extreme functions is the generalization of the functions given by Letchford and Lodi (Oper Res Lett 30(2):74–82, 2002), Dash and Günlük (Proceedings 10th conference on integer programming and combinatorial optimization. Springer, Heidelberg, pp 33–45 (2004), Math Program 106:29–53, 2006) and Richard et al. (Math Program 2008, to appear). We also present several other new classes of discontinuous extreme functions. Surprisingly, we prove that the functions defining extreme inequalities for infinite group relaxations of mixed integer programs are continuous. S.S. Dey and J.-P.P. Richard was supported by NSF Grant DMI-03-48611.     

Boundary value problems on infinite intervals

We present two methods, both based on topological ideas, to the solvability of boundary value problems for differential equations and inclusions on infinite intervals. In the first one, related to the rich family of asymptotic problems, we generalize and extend some statements due to the Florence group of mathematicians Anichini, Cecchi, Conti, Furi, Marini, Pera, and Zecca. Thus, their conclusions for differential systems are as well true for inclusions; all under weaker assumptions (for example, the convexity restrictions in the Schauder linearization device can be avoided). In the second, dealing with the existence of bounded solutions on the positive ray, we follow and develop the ideas of Andres, Górniewicz, and Lewicka, who considered periodic problems. A special case of these results was previously announced by Andres. Besides that, the structure of solution sets is investigated. The case of l.s.c. right hand sides of differential inclusions and the implicit differential equations are also considered. The large list of references also includes some where different techniques (like the Conley index approach) have been applied for the same goal, allowing us to envision the full range of recent attacks on the problem stated in the title.

     

Duality in infinite dimensional linear programming

We consider the class of linear programs with infinitely many variables and constraints having the property that every constraint contains at most finitely many variables while every variable appears in at most finitely many constraints. Examples include production planning and equipment replacement over an infinite horizon. We form the natural dual linear programming problem and prove strong duality under a transversality condition that dual prices are asymptotically zero. That is, we show, under this transversality condition, that optimal solutions are attained in both primal and dual problems and their optimal values are equal. The transversality condition, and hence strong duality, is established for an infinite horizon production planning problem.This material is based on work supported by the National Science Foundation under Grant No. ECS-8700836.     

Algebraic duality theorems for infinite LP problems

In this paper, we consider a primal-dual infinite linear programming problem-pair, i.e. LPs on infinite dimensional spaces with infinitely many constraints. We present two duality theorems for the problem-pair: a weak and a strong duality theorem. We do not assume any topology on the vector spaces, therefore our results are algebraic duality theorems. As an application, we consider transferable utility cooperative games with arbitrarily many players.     

Positivity of solutions to boundary value problems for infinite functional differential systems

In this paper the problems of unique solvability of boundary value problems for infinite functional differential systems and positivity of their solutions are reduced to analysis of scalar functional equations in the space of measurable essentially bounded functions y:[0,+∞)→(−∞,+∞). Efficient tests of the solvability and the positivity are obtained.     

The Dolbeault complex in infinite dimensions II

We study the equation on a ball , and prove that it is solvable if is a Lipschitz continuous, closed -form.

     

On quasifree representations of infinite dimensional symplectic group

We consider an infinite dimensional generalization of metaplectic representations (Weil representations) for the (double covering of) symplectic group. Given quasifree states of an infinite dimensional CCR algebra, projective unitary representations of the infinite dimensional symplectic group are constructed via unitary implementors of Bogoliubov automorphisms. Complete classification of these representations up to quasi-equivalence is obtained.     

Approximation and relaxation of perimeter in the Wiener space

We characterize the relaxation of the perimeter in an infinite dimensional Wiener space, with respect to the weak L²$L^2$-topology. We also show that the rescaled Allen–Cahn functionals approximate this relaxed functional in the sense of Γ-convergence.     

Regularity properties of transition probabilities in infinite dimensions

In a Hilbert space H we consider a process X solution of a semilinear stochastic differential equation, driven by a Wiener process. We prove that, under appropriate conditions, the transition probabilities of X are absolutely continuous with respect to a properly chosen gaussian measure μ in H, and the corresponding densities belong to some Wiener-Sobolev spaces over (H,μ). In the linear caseX is a nonsymmetric Ornstein-Uhlenbeck process, with possibly degenerate diffusion coefficient. The general case is treated by the Girsanov. Theorem and the Malliavin calculus. Examples and applications to stochastic partial differential equations are given     

Existence and uniqueness of solutions of infinite systems of semilinear parabolic differential-functional equations in arbitrary domains in ordered banach spaces

We consider the Fourier first initial-boundary value problem for a weakly coupled infinite system of semilinear parabolic differential-functional equations of reaction-diffusion type in arbitrary (bounded or unbounded) domain. The right-hand sides of the system are functionals of unknown functions of the Volterra type. Differential-integral equations give examples of such equations. To prove the existence and uniqueness of the solutions, we apply the monotone iterative method. The underlying monotone iterative scheme can be used for the computation of numerical solution.     

From U-bounds to isoperimetry with applications to H-type groups

In this paper we study U-bounds in relation to L₁-type coercive inequalities and isoperimetric problems for a class of probability measures on a general metric space (RN,d). We prove the equivalence of an isoperimetric inequality with several other coercive inequalities in this general framework. The usefulness of our approach is illustrated by an application to the setting of H-type groups, and an extension to infinite dimensions.     

Pontryagin Type Maximum Principle for budget-constrained infinite horizon optimal control problems with linear dynamics

In this paper a class of infinite horizon optimal control problems with an isoperimetrical constraint, also interpreted as a budget constraint, is considered. Herein a linear both in the state and in the control dynamic is allowed. The problem setting includes a weighted Sobolev space as the state space. For this class of problems, we establish the necessary optimality conditions in form of a Pontryagin Type Maximum Principle including a transversality condition. The proved theoretical result is applied to a linear–quadratic regulator problem.