Preemptive repayment policy for multiple loans

We study the multi-loan-repayment problem by formulating it as a single-machine scheduling problem with preemptive and time-dependent processing times to minimize the makespan. We transform the scheduling problem into a continuous non-linear optimization problem and obtain an approximate solution by solving a series of the corresponding linear programming problems. We also identify agreeable conditions for the problem and discuss the computational complexity of the problem.     

Nonlocal problem with integral conditions for a system of hyperbolic equations in characteristic rectangle

We consider a nonlocal problem with integral conditions for a system of hyperbolic equations in rectangular domain. We investigate the questions of existence of unique classical solution to the problemunder consideration and approaches of its construction. Sufficient conditions of unique solvability to the investigated problem are established in the terms of initial data. The nonlocal problem with integral conditions is reduced to an equivalent problem consisting of the Goursat problem for the system of hyperbolic equations with functional parameters and functional relations. We propose algorithms for finding a solution to the equivalent problem with functional parameters on the characteristics and prove their convergence. We also obtain the conditions of unique solvability to the auxiliary boundary-value problem with an integral condition for the system of ordinary differential equations. As an example, we consider the nonlocal boundary-value problem with integral conditions for a two-dimensional system of hyperbolic equations.     

Duality in nonlinear programming

In this paper are defined new first- and second-order duals of the nonlinear programming problem with inequality constraints. We introduce a notion of a WD-invex problem. We prove weak, strong, converse, strict converse duality, and other theorems under the hypothesis that the problem is WD-invex. We obtain that a problem with inequality constraints is WD-invex if and only if weak duality holds between the primal and dual problems. We introduce a notion of a second-order WD-invex problem with inequality constraints. The class of WD-invex problems is strictly included in the class of second-order ones. We derive that the first-order duality results are satisfied in the second-order case.     

A note on the two-stage assembly flow shop scheduling problem with uniform parallel machines

We study the problem of minimizing the makespan in a two-stage assembly flow shop scheduling problem with uniform parallel machines. This problem is a generalization of the assembly flow shop problem with concurrent operations in the first stage and a single assembly operation in the second stage. We propose a heuristic with an absolute performance bound which becomes asymptotically optimal as the number of jobs becomes very large. We show that our results slightly improve earlier results for the simpler assembly flow shop problem (without uniform machines) and for the two-stage hybrid flow shop problem with uniform machines.     

Asymptotic Analysis for a Class of Infinite Systems of First-Order PDE: Nonlinear Parabolic PDE in the Singular Limit

Abstract

We study the asymptotic behavior of solutions of the Cauchy problem for a functional partial differential equation with a small parameter as the parameter tends to zero. We establish a convergence theorem in which the limit problem is identified with the Cauchy problem for a nonlinear parabolic partial differential equation. We also present comparison and existence results for the Cauchy problem for the functional partial differential equation and the limit problem.     

Initial value problems for creeping flow of Maxwell fluids

We consider the flow of nonlinear Maxwell fluids in the unsteady quasistatic case, where the effect of inertia is neglected. We study the well-posedness of the resulting PDE initial-boundary value problem locally in time. This well-posedness depends on the unique solvability of an elliptic boundary value problem. We first present results for the 3D case with sufficiently small initial data and for a simple shear flow problem with arbitrary initial data; after that we extend our results to some 3D flow problems with large initial data.We solve our problem using an iteration between linear subproblems. The limit of the iteration provides the solution of our original problem.     

Covering partially directed graphs with directed paths

We consider graphs which contain both directed and undirected edges (partially directed graphs). We show that the problem of covering the edges of such graphs with a minimum number of edge-disjoint directed paths respecting the orientations of the directed edges is polynomially solvable. We exhibit a good characterization for this problem in the form of a min-max theorem. We introduce a more general problem including weights on possible orientations of the undirected edges. We show that this more general weighted formulation is equivalent to the weighted bipartite b-factor problem. This implies the existence of a strongly polynomial algorithm for this weighted generalization of Euler's problem to partially directed graphs (compare this with the negative results for the mixed Chinese postman problem). We also provide a compact linear programming formulation for the weighted generalization that we propose.     

一维半线性双曲型方程未知源的反问题

We concern the inverse problem of determination of unknown source term for one-dimensional hyperbolic half-linear equation. Approach form for inverse problem is given by using correlative problem of assistant. We concern more ordinary problem than this paper, which is turned into integral equation with the method of characteristic line. We prove the existence and uniqueness of part solution for inverse problem, and unknown source can be solved bv successive approximation.     

The network equilibrium problem with mixed demand

We formulate the network equilibrium problem with mixed demand which generalizes the problems of network equilibrium with fixed and elastic demand. We prove the equilibrium conditions for this problem and propose some conditions of existence of a solution that are based on the coercivity property.We establish a connection between the problem of network equilibrium with mixed demand and the problem of auction equilibrium. The results of test calculations are presented for a model example.     

Single machine stochastic JIT scheduling problem subject to machine breakdowns

In this paper we research the single machine stochastic JIT scheduling problem subject to the machine breakdowns for preemptive-resume and preemptive-repeat.The objective function of the problem is the sum of squared deviations of the job-expected completion times from the due date.For preemptive-resume,we show that the optimal sequence of the SSDE problem is V-shaped with respect to expected processing times.And a dynamic programming algorithm with the pseudopolynomial time complexity is given.We discuss the difference between the SSDE problem and the ESSD problem and show that the optimal solution of the SSDE problem is a good approximate optimal solution of the ESSD problem,and the optimal solution of the SSDE problem is an optimal solution of the ESSD problem under some conditions.For preemptive-repeat,the stochastic JIT scheduling problem has not been solved since the variances of the completion times cannot be computed.We replace the ESSD problem by the SSDE problem.We show that the optimal sequence of the SSDE problem is V-shaped with respect to the expected occupying times.And a dynamic programming algorithm with the pseudopolynomial time complexity is given.A new thought is advanced for the research of the preemptive-repeat stochastic JIT scheduling problem.     

Eigenvibrations of a bar with elastically attached load

We study the problem on the eigenvibrations of a bar with an elastically attached load. The problem is reduced to finding the eigenvalues and eigenfunctions of an ordinary secondorder differential problem with a spectral parameter nonlinearly occurring in the boundary condition at the load attachment point. We prove the existence of countably many simple positive eigenvalues of the differential problem. The problem is approximated by a grid scheme of the finite element method. We study the convergence and accuracy of the approximate solutions.     

Problem with integral condition for a partial differential equation of the first order with respect to time

We investigate the problem with inhomogeneous integral condition for a homogeneous partial differential equation of the first order with respect to time and, in the general case, of infinite order with respect to the space variable with constant coefficients. We prove the existence and uniqueness of a solution of the problem in a class of quasipolynomials of the special form. We construct a solution of this problem with the use of the differential-symbol method. In the case of existence of a nonunique solution of the problem, we propose formulas for the construction of a particular solution of the problem.     

Knapsack problems with sigmoid utilities: Approximation algorithms via hybrid optimization

We study a class of non-convex optimization problems involving sigmoid functions. We show that sigmoid functions impart a combinatorial element to the optimization variables and make the global optimization computationally hard. We formulate versions of the knapsack problem, the generalized assignment problem and the bin-packing problem with sigmoid utilities. We merge approximation algorithms from discrete optimization with algorithms from continuous optimization to develop approximation algorithms for these NP-hard problems with sigmoid utilities.     

Method of penalization for the state equation for an elliptical optimal control problem

We solve by finite difference method an optimal control problem of a system governed by a linear elliptic equation with pointwise control constraints and non-local state constraints. A discrete optimal control problem is approximated by a minimization problem with penalized state equation. We derive the error estimates for the distance between the exact and regularized solutions. We also prove the rate of convergence of block Gauss–Seidel iterative solution method for the penalized problem. We present and analyze the results of the numerical experiments.     

Optimal control of a two-dimensional contact problem

We consider a frictionless contact problem with unilateral constraints for a 2D bar. We describe the problem, then we derive its weak formulation, which is in the form of an elliptic variational inequality of the first kind. Next, we establish the existence of a unique weak solution to the problem and prove its continuous dependence with respect to the applied tractions and constraints. We proceed with the study of an associated control problem for which we prove the existence of an optimal pair. Finally, we consider a perturbed optimal control problem for which we prove a convergence result.     

An Algorithm for the 0-1 Equality Knapsack Problem

The 0-1 knapsack problem is a linear integer-programming problem with a single constraint and binary variables. The knapsack problem with an inequality constraint has been widely studied, and several efficient algorithms have been published. We consider the equality-constraint knapsack problem, which has received relatively little attention. We describe a branch-and-bound algorithm for this problem, and present computational experience with up to 10,000 variables. An important feature of this algorithm is a least-lower-bound discipline for candidate problem selection.     

Continuous extragradient method for a parametric multicriteria equilibrium programming problem

We consider a multicriteria equilibrium programming problem including, as special cases, the mathematical programming problem, the problem of finding a saddle point, the multicriteria problem of finding a Pareto point, the minimization problem with an equilibrium choice of an admissible set, etc. We suggest a continuous version of the extragradient method with prediction and analyze its convergence.     

On the solvability of the tricomi problem for the Lavrent’ev-Bitsadze equation with mixed boundary conditions

We study the existence of a regular (classical) solution of the Tricomi problem for the Lavrent’ev-Bitsadze equation with mixed boundary conditions. We find conditions under which the homogeneous problem has only the zero solution and give an example in which the homogeneous Tricomi problem has a nonzero solution. We also study the solvability of the inhomogeneous Tricomi problem.     

Generalized vector variational-like inequalities and vector optimization

In this paper, we consider different kinds of generalized vector variational-like inequality problems and a vector optimization problem. We establish some relationships between the solutions of generalized Minty vector variational-like inequality problem and an efficient solution of a vector optimization problem. We define a perturbed generalized Stampacchia vector variational-like inequality problem and discuss its relation with generalized weak Minty vector variational-like inequality problem. We establish some existence results for solutions of our generalized vector variational-like inequality problems.     

Integro-differential equations for the characteristic functional that are generated by a system of random integral equations

We consider a boundary value problem for a special system of integro-differential equations with variational derivatives. We establish the relationship between this problem and a system of integral equations with a power-law nonlinearity whose kernels and right-hand sides are random functions. We study the solvability of the boundary value problem. Special cases and examples are considered.