Cyclical games with prohibitions

We consider a certain combinatorial game on a digraph for two cases of the price function. For one case the game in question extends the cyclical game studied in Ehrenfeucht and Mycielski (1979) and Gurvitch, Karzanov and Khachiyan (1988) which, in its turn, is a generalization of the well-known problem of finding a minimum mean cycle in an edge-weighted digraph. We prove the existence of optimal uniform stationary strategies for both cases and give algorithms to find such strategies.This work was partially supported by Chaire municipale, Mairie de Grenoble.     

Analysis of transient queues with semidefinite optimization

We derive upper bounds on the tail distribution of the transient waiting time in the GI/GI/1 queue, given a truncated sequence of the moments of the service time and that of the interarrival time. Our upper bound is given as the objective value of the optimal solution to a semidefinite program (SDP) and can be calculated numerically by solving the SDP. We also derive the upper bounds in closed form for the case when only the first two moments of the service time and those of the interarrival time are given. The upper bounds in closed form are constructed by formulating the dual problem associated with the SDP. Specifically, we obtain the objective value of a feasible solution of the dual problem in closed from, which turns out to be the upper bound that we derive. In addition, we study bounds on the maximum waiting time in the first busy period.     

Average homogeneity and dimensions of measures

We introduce the concept of average homogeneity of a measure by comparing the measure to the uniform distribution in a relatively simple way. This leads to a very general notion which may be regarded as an inverse of porosity. In this paper the emphasis is given to relations between homogeneity and dimensions of measures. First we consider the effect of homogeneity on dimensions by proving an upper bound to the Hausdorff dimension as a function of homogeneity and its order. The opposite question of how dimensions effect homogeneity is solved by giving an upper bound to homogeneity in terms of upper packing dimension. We also illustrate by examples that all our results are the best possible ones.Mathematics Subject Classification (2000): 28A75, 28A80MJ acknowledges the support of the Academy of Finland, project #48557.     

Bounds on the chromatic polynomial and on the number of acyclic orientations of a graph

An upper bound is given on the number of acyclic orientations of a graph, in terms of the spectrum of its Laplacian. It is shown that this improves upon the previously known bound, which depended on the degree sequence of the graph. Estimates on the new bound are provided.A lower bound on the number of acyclic orientations of a graph is given, with the help of the probabilistic method. This argument can take advantage of structural properties of the graph: it is shown how to obtain stronger bounds for small-degree graphs of girth at least five, than are possible for arbitrary graphs. A simpler proof of the known lower bound for arbitrary graphs is also obtained.Both the upper and lower bounds are shown to extend to the general problem of bounding the chromatic polynomial from above and below along the negative real axis.Partially supported by the NSF under grant CCR-9404113. Most of this research was done while the author was at the Massachusetts Institute of Technology, and was supported by the Defense Advanced Research Projects Agency under Contracts N00014-92-J-1799 and N00014-91-J-1698, the Air Force under Contract F49620-92-J-0125, and the Army under Contract DAAL-03-86-K-0171.Supported by an ONR graduate fellowship, grants NSF 8912586 CCR and AFOSR 89-0271, and an NSF postdoctoral fellowship.     

On finding a worst-case optimal Fourth Normal Form database decomposition

Although several Fourth Normal Form (4NF) decomposition algorithms have been published, the problem's computational complexity remains an open question. Part of the difficulty is that no one has established an upper bound on the size of a 4NF decomposition scheme for a given number of attributes. We prove such an upper bound and we present an algorithm which is worst-case optimal: it never produces a 4NF decomposition scheme that is larger than the upper bound.     

Explicit sentences distinguishing Mcduff’s II<Subscript>1</Subscript> factors

Recently, Boutonnet, Chifan, and Ioana proved that McDuff’s examples of continuum many pairwise non-isomorphic separable II₁ factors are in fact pairwise non-elementarily equivalent. Their proof proceeded by showing that any ultrapowers of any two distinct McDuff examples are not isomorphic. In a paper by the first two authors of this paper, Ehrenfeucht–Fra¨?sse games were used to find an upper bound on the quantifier complexity of sentences distinguishing the McDuff examples, leaving it as an open question to find concrete sentences distinguishing the McDuff factors. In this paper, we answer this question by providing such concrete sentences.     

Sequence Independent Lifting for Mixed Integer Programs with Variable Upper Bounds

We investigate the convex hull of the set defined by a single inequality with continuous and binary variables with variable upper bound constraints. We extend the traditional flow cover inequality, and show that it is valid for a restriction of the set in which some variables are fixed. We also give conditions under which this inequality is facet-defining and, when it is not, we show how it can be lifted to obtain valid inequalities for the entire set using sequence independent lifting. In general, computing the lifting function is NP-hard, but under an additional restriction on the cover we obtain a closed form. Finally, we show how these results imply and extend known results about the single node fixed charge flow polyhedron. This material is based upon work supported by the National Science Foundation under Grant No. 0084826. Received: April 2004     

On-line construction of position heaps

We propose a simple linear-time on-line algorithm for constructing a position heap for a string (Ehrenfeucht et al., 2011 [8]). Our definition of position heap differs slightly from the one proposed in Ehrenfeucht et al. (2011) [8] in that it considers the suffixes ordered in the descending order of length. Our construction is based on classic suffix pointers and resembles Ukkonenʼs algorithm for suffix trees (Ukkonen, 1995 [17]). Using suffix pointers, the position heap can be extended into the augmented position heap that allows for a linear-time string matching algorithm (Ehrenfeucht et al., 2011 [8]).     

An Algorithm that Localizes and Counts the Zeros of a $C^2$-Function

We describe an algorithm that localizes the zeros of a given real $C^2$-function $f$ on an interval $[a,b]$. The algorithm generates a sequence of subintervals which contain a single zero of $f$. In particular, the exact number of zeros of $f$ on $[a,b]$ can be determined in this way. Apart from $f$, the only additional input of the algorithm is an upper and a lower bound for $f''$. We also show how the intervals determined by the algorithm can be further refined until they are contained in the basin of attraction of the Newton method for the corresponding zero.     

Effective algorithm and heuristic for the generalized assignment problem

We present new Branch-and-Bound algorithm for the generalized assignment problem. A standard subgradient method (SM), used at each node of the decision tree to solve the Lagrangian dual, provides an upper bound. Our key contribution in this paper is a new heuristic, applied at each iteration of the SM, which tries to exploit the solution of the relaxed problem, by solving a smaller generalized assignment problem. The feasible solution found is then subjected to a solution improvement heuristic. We consider processing the root node as a Lagrangian heuristic. Computational comparisons are made with new existing methods.     

连通图的度序列及连通平面图的低度点个数

美国数学家Bondy给出了一个非负整数序列为简单图的度序列的充要条件.本文对此进行了发展,证明了一个正整数序列为连通简单图的度序列的充要条件;然后在此基础上又探讨了平面图的低度点个数问题并定义了描述连通平面图的低度点个数的一个概念φ(n,m),并对某些低阶平面图求出了φ(n,m)的值.最后给出了φ(n,m)的上下界.     

轨道逼近时间集的密度

任意给定0pq1,证明了在符号系统中(进而在帐篷映射中)存在Mycielski集C,使得C中任意两个互异的点的轨道按照下密度p,上密度q的"速率"逼近.构造了线段上的连续映射,使其具有一个满Lebesgue测度的Mycielski集S,使得S中任意两个互异的点的轨道按照下密度p,上密度q的"速率"逼近.     

A refinement of multivariate value set bounds

Over finite fields, if the image of a polynomial map is not the entire field, then its cardinality can be bounded above by a significantly smaller value. Earlier results bound the cardinality of the value set using the degree of the polynomial, but more recent results make use of the powers of all monomials.In this paper, we explore the geometric properties of the Newton polytope and show how they allow for tighter upper bounds on the cardinality of the multivariate value set. We then explore a method which allows for even stronger upper bounds, regardless of whether one uses the multivariate degree or the Newton polytope to bound the value set. Effectively, this provides improvement of a degree matrix-based result given by Zan and Cao, making our new bound the strongest upper bound thus far.     

Complete theories with finitely many countable models. II

Previously, we obtained a syntactic characterization for the class of complete theories with finitely many pairwise non-isomorphic countable models [1]. The most essential part of that characterization extends to Ehrenfeucht theories (i.e., those having finitely many (but more than 1) pairwise non-isomorphic countable models). As the basic parameters defining a finite number of countable models, Rudin-Keisler quasiorders are treated as well as distribution functions defining the number of limit models for equivalence classes w.r.t. these quasiorders. Here, we argue to state that all possible parameters given in the characterization theorem in [1] are realizable. Also, we describe Rudin-Keisler quasiorders in arbitrary small theories. The construction of models of Ehrenfeucht theories with which we come up in the paper is based on using powerful digraphs which, along with powerful types in Ehrenfeucht theories, always locally exist in saturated models of these theories. Supported by RFBR grant Nos. 02-01-00258 and 05-01-00411. __________ Translated from Algebra i Logika, Vol. 45, No. 3, pp. 314–353, May–June, 2006.     

Ellipsoids that contain all the solutions of a positive semi-definite linear complementarity problem

This paper deals with the LCP (linear complementarity problem) with a positive semi-definite matrix. Assuming that a strictly positive feasible solution of the LCP is available, we propose ellipsoids each of which contains all the solutions of the LCP. We use such an ellipsoid for computing a lower bound and an upper bound for each coordinate of the solutions of the LCP. We can apply the lower bound to test whether a given variable is positive over the solution set of the LCP. That is, if the lower bound is positive, we know that the variable is positive over the solution set of the LCP; hence, by the complementarity condition, its complement is zero. In this case we can eliminate the variable and its complement from the LCP. We also show how we efficiently combine the ellipsoid method for computing bounds for the solution set with the path-following algorithm proposed by the authors for the LCP. If the LCP has a unique non-degenerate solution, the lower bound and the upper bound for the solution, computed at each iteration of the path-following algorithm, both converge to the solution of the LCP.Supported by Grant-in-Aids for General Scientific Research (63490010) of The Ministry of Education, Science and Culture.Supported by Grant-in-Aids for Young Scientists (63730014) and for General Scientific Research (63490010) of The Ministry of Education, Science and Culture.     

How to estimate the Value at Risk under incomplete information

A key problem in financial and actuarial research, and particularly in the field of risk management, is the choice of models so as to avoid systematic biases in the measurement of risk. An alternative consists of relaxing the assumption that the probability distribution is completely known, leading to interval estimates instead of point estimates. In the present contribution, we show how this is possible for the Value at Risk, by fixing only a small number of parameters of the underlying probability distribution. We start by deriving bounds on tail probabilities, and we show how a conversion leads to bounds for the Value at Risk. It will turn out that with a maximum of three given parameters, the best estimates are always realized in the case of a unimodal random variable for which two moments and the mode are given. It will also be shown that a lognormal model results in estimates for the Value at Risk that are much closer to the upper bound than to the lower bound.     

Invariant scrambled sets,uniform rigidity and weak mixing

We show that for a non-trivial transitive dynamical system, it has a dense Mycielski invariant strongly scrambled set if and only if it has a fixed point, and it has a dense Mycielski invariant δ-scrambled set for some δ > 0 if and only if it has a fixed point and is not uniformly rigid. We also provide two methods for the construction of completely scrambled systems which are weakly mixing, proximal and uniformly rigid.     

关于Wielandt-Hoffman定理

关于正规矩阵的任意扰动,有下述定理成立. 定理1.设A为n阶正规矩阵,C为n阶任一矩阵.A的特征值为λ_1,…,λ_n,C的特征值为μ_1…,μ_n.C~H表示C的转置共轭,||·||_2与||·||_F分别表示矩阵的谱范数与Frobenius范数.记     

Linear programming for the 0–1 quadratic knapsack problem

In this paper we consider the quadratic knapsack problem which consists in maximizing a positive quadratic pseudo-Boolean function subject to a linear capacity constraint. We propose a new method for computing an upper bound. This method is based on the solution of a continuous linear program constructed by adding to a classical linearization of the problem some constraints rebundant in 0–1 variables but nonredundant in continuous variables. The obtained upper bound is better than the bounds given by other known methods. We also propose an algorithm for computing a good feasible solution. This algorithm is an elaboration of the heuristic methods proposed by Chaillou, Hansen and Mahieu and by Gallo, Hammer and Simeone. The relative error between this feasible solution and the optimum solution is generally less than 1%. We show how these upper and lower bounds can be efficiently used to determine the values of some variables at the optimum. Finally we propose a branch-and-bound algorithm for solving the quadratic knapsack problem and report extensive computational tests.     

Reaching the minimum ideal in a finite semigroup

We introduce the depth parameters of a finite semigroup, which measure how hard it is to produce an element in the minimum ideal when we consider generating sets satisfying some minimality conditions. We estimate such parameters for some families of finite semigroups, and we obtain an upper bound for wreath products and direct products of two finite (transformation) monoids.