Generalized Jacobian for Functions with Infinite Dimensional Range and Domain

In this paper, locally Lipschitz functions acting between infinite dimensional normed spaces are considered. When the range is a dual space and satisfies the Radon–Nikodym property, Clarke’s generalized Jacobian will be extended to this setting. Characterization and fundamental properties of the extended generalized Jacobian are established including the nonemptiness, the β-compactness, the β-upper semicontinuity, and a mean-value theorem. A connection with known notions is provided and chain rules are proved using key results developed. This included the vectorization and restriction theorem, and the extension theorem. Therefore, the generalized Jacobian introduced in this paper is proved to enjoy all the properties required of a derivative like-set. Research of the first author is supported by the Hungarian Scientific Research Fund (OKTA) under grant K62316. Research of the second author is supported by the National Science Foundation under grant DMS-0306260.     

A new proof of <Emphasis Type="Italic">L</Emphasis><Superscript><Emphasis Type="Italic">p</Emphasis></Superscript> estimates for the parabolic polyharmonic equations

In this paper we obtain local L ^p estimates for the parabolic polyharmonic equations by a straightforward approach. Yao was supported by the Innovation Foundation of Shanghai University (Grant No. A10-0101-08-905), Shanghai Leading Academic Discipline Project (Grant No. J50101) and Key Disciplines of Shanghai Municipality (Grant No. S30104). Zhou was supported by the National Basic Research Program of China (Grant No. 2006CB705700), National Natural Science Foundation of China (Grant No. 60532080), and the Key Project of Chinese Ministry of Education (Grant No. 306017)     

Constructing a sequence of discrete Hessian matrices of an SC 1 function uniformly convergent to the generalized Hessian matrix

We construct a uniform approximation for generalized Hessian matrix of an SC ¹ function. Using the discrete gradient and the extended second order derivative, we define the discrete Hessian matrix. We construct a sequence of sets, where each set is composed of discrete Hessian matrices. We first show some new properties of SC ¹ functions. Then, we prove that for SC ¹ functions the sequence of the set of discrete Hessian matrices is uniformly convergent to the generalized Hessian matrix.      

Characterizations of linear suboptimality for mathematical programs with equilibrium constraints

The paper is devoted to the study of a new notion of linear suboptimality in constrained mathematical programming. This concept is different from conventional notions of solutions to optimization-related problems, while seems to be natural and significant from the viewpoint of modern variational analysis and applications. In contrast to standard notions, it admits complete characterizations via appropriate constructions of generalized differentiation in nonconvex settings. In this paper we mainly focus on various classes of mathematical programs with equilibrium constraints (MPECs), whose principal role has been well recognized in optimization theory and its applications. Based on robust generalized differential calculus, we derive new results giving pointwise necessary and sufficient conditions for linear suboptimality in general MPECs and its important specifications involving variational and quasivariational inequalities, implicit complementarity problems, etc. Research was partially supported by the National Science Foundation under grant DMS-0304989 and by the Australian Research Council under grant DP-0451168.     

Epi-convergent discretization of the generalized Bolza problem in dynamic optimization

The paper is devoted to well-posed discrete approximations of the so-called generalized Bolza problem of minimizing variational functionals defined via extended-real-valued functions. This problem covers more conventional Bolza-type problems in the calculus of variations and optimal control of differential inclusions as well of parameterized differential equations. Our main goal is find efficient conditions ensuring an appropriate epi-convergence of discrete approximations, which plays a significant role in both the qualitative theory and numerical algorithms of optimization and optimal control. The paper seems to be the first attempt to study epi-convergent discretizations of the generalized Bolza problem; it establishes several rather general results in this direction. Research of B. S. Mordukhovich was partially supported by the USA National Science Foundation under grants DMS-0304989 and DMS-0603846 and by the Australian Research Council under grant DP-0451168. Research of T. Pennanen was supported by the Finnish Academy of Sciences under contract No. 3385.     

Various notions of weak injectivity over Clifford semigroups

We study various notions of weak injectivity of acts over a Clifford semigroup. In addition we characterize weak self-injectivities of several classes of Clifford semigroups constructed via particular kinds of groups and group homomorphisms. Research of X. Zhang supported by the China Scholarship Council No. 2006101056. Research of Y. Wang supported by National Natural Science Foundation of China Research Grant 10571181.     

On generalized neighbourhood systems

It is shown in the paper [1] that every generalized topology can be generated by a generalized neighbourhood system. Following the paper [3], we discuss some questions related to this construction. Research supported by Hungarian Foundation for Scientific Research, grant No. T 49786.     

Enlargements and generalized topologies

The paper discusses the generalization of a construction described in [6] for the case when the starting point topology is replaced by a generalized topology. Research supported by Hungarian Foundation for Scientific Research, grant No. T 49786.     

On decoupling,series expansions,and tail behavior of chaos processes

Some important aspects of chaos random variables such as decoupling, an almost sure representation (a Karhunen-Loeve expansion) and integrability are discussed here, the first being a tool for, and the third as a consequence of, the second. The main goal in this note is to learn about the structure of the limit laws ofU-processes.Research partially supported by National Science Foundation Grant No. DMS-9000132 and University of Connecticut Grant No. G12-913501.     

Feasibility-Solvability Theorem for a Generalized System

In this paper, we consider a generalized system in the framework of the formulation proposed by Blum and Oettli. The concepts of feasibility and strict feasibility are introduced for a generalized system and a feasibility-solvability theorem is obtained. This work was supported by the Foundation for Young Teacher in Sichuan University (07069), the National Natural Science Foundation of China (10826064, 10671135) and the Specialized Research Fund for the Doctoral Program of Higher Education (20060610005). The authors thank Professor L.D. Muu (Hanoi) and the referee for valuable comments and suggestions which lead to improvements of this paper.     

An unconstrained optimization method using nonmonotone second order Goldstein’s line search

In this paper, an unconstrained optimization method using the nonmonotone second order Goldstein’s line search is proposed. By using the negative curvature information from the Hessian, the sequence generated is shown to converge to a stationary point with the second order optimality conditions. Numerical tests on a set of standard test problems confirm the efficiency of our new method. This work was supported by the National Natural Science Foundation of China (Grant No. 10231060) and the Specialized Research Fund of Doctoral Program of Higher Education of China (Grant No. 20040319003)     

On the McKay quivers and <Emphasis Type="Italic">m</Emphasis>-Cartan matrices

In this paper, we introduce the m-Cartan matrix and observe that some properties of the quadratic form associated to the Cartan matrix of an Euclidean diagram can be generalized to the m-Cartan matrix of a McKay quiver. We also describe the McKay quiver for a finite abelian subgroup of a special linear group. This work was supported by National Natural Science Foundation of China (Grant No. 10671061) and the Research Foundation for Doctor Programme (Grant No. 200505042004)     

Higher-Order Variational Sets and Higher-Order Optimality Conditions for Proper Efficiency in Set-Valued Nonsmooth Vector Optimization

Higher-order variational sets are proposed for set-valued mappings, which are shown to be more convenient than generalized derivatives in approximating mappings at a considered point. Both higher-order necessary and sufficient conditions for local Henig-proper efficiency, local strong Henig-proper efficiency and local λ-proper efficiency in set-valued nonsmooth vector optimization are established using these sets. The technique is simple and the results help to unify first and higher-order conditions. As consequences, recent existing results are derived. Examples are provided to show some advantages of our notions and results. This work was partially supported by the National Basic Research Program in Natural Sciences of Vietnam.     

δ- and θ-modifications of generalized topologies

It is shown that the theory of δ-and θ-modifications of topological spaces (see [3]) can be generalized for the case when the topology is replaced by a generalized topology in the sense of [1]. Research supported by Hungarian Foundation for Scientific Research, grant No. T 49786.     

Convergence of quasi-Newton matrices generated by the symmetric rank one update

Quasi-Newton algorithms for unconstrained nonlinear minimization generate a sequence of matrices that can be considered as approximations of the objective function second derivatives. This paper gives conditions under which these approximations can be proved to converge globally to the true Hessian matrix, in the case where the Symmetric Rank One update formula is used. The rate of convergence is also examined and proven to be improving with the rate of convergence of the underlying iterates. The theory is confirmed by some numerical experiments that also show the convergence of the Hessian approximations to be substantially slower for other known quasi-Newton formulae.The work of this author was supported by the National Sciences and Engineering Research Council of Canada, and by the Information Technology Research Centre, which is funded by the Province of Ontario.     

An analysis of reduced Hessian methods for constrained optimization

We study the convergence properties of reduced Hessian successive quadratic programming for equality constrained optimization. The method uses a backtracking line search, and updates an approximation to the reduced Hessian of the Lagrangian by means of the BFGS formula. Two merit functions are considered for the line search: the ₁ function and the Fletcher exact penalty function. We give conditions under which local and superlinear convergence is obtained, and also prove a global convergence result. The analysis allows the initial reduced Hessian approximation to be any positive definite matrix, and does not assume that the iterates converge, or that the matrices are bounded. The effects of a second order correction step, a watchdog procedure and of the choice of null space basis are considered. This work can be seen as an extension to reduced Hessian methods of the well known results of Powell (1976) for unconstrained optimization.This author was supported, in part, by National Science Foundation grant CCR-8702403, Air Force Office of Scientific Research grant AFOSR-85-0251, and Army Research Office contract DAAL03-88-K-0086.This author was supported by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U.S. Department of Energy, under contracts W-31-109-Eng-38 and DE FG02-87ER25047, and by National Science Foundation Grant No. DCR-86-02071.     

Generalized Fredholm property and a priori estimates for linear operators on tensor products of Hilbert spaces

For a linear operator acting in a Hilbert space, the generalized Fredholm property (invertibility modulo a certain ideal) is proved to be equivalent to certaina priori estimates. This result is applied to establish a connection between properties of linear operators on tensor products of Hilbert spaces, such asn- andd-normality, the (generalized and ordinary) Fredholm property, and appropriatea priori estimates.Translated fromMatematicheskie Zametki, Vol. 64, No. 6, pp. 902–912, December, 1998.The author is grateful to V. M. Deundyak for useful discussion of this work.This research was supported by the Russian Foundation for Basic Research under grant No. 96-01-01195.     

Generalized monotonicity and generalized convexity

Generalized monotonocity of bifunctions or multifunctions is a rather new concept in optimization and nonsmooth analysis. It is shown in the present paper how quasiconvexity, pseudoconvexity, and strict pseudoconvexity of lower semicontinuous functions can be characterized via the quasimonotonicity, pseudomonotonicity, and strict pseudomonotonicity of different types of generalized derivatives, including the Dini, Dini-Hadamard, Clarke, and Rockafellar derivatives as well.This research was supported by the National Science Foundation of Hungary, Grant No. OTKA 1313/1991.     

Existence Results for Primal and Dual Generalized Vector Equilibrium Problems With Applications to Generalized Semi-Infinite Programming

In this paper, we introduce several kinds of maximal pseudomonotonicity and establish existence theorems of maximal pseudomonotonicity. From these results we establish the existence theorems of generalized vector equilibrium problems. We establish existence theorems of generalized vector semi-infinite programming, as applications of generalized vector equilibrium problems. This research was supported by the National Science Council of the Republic of China.     

A cautious BFGS update for reduced Hessian SQP

In this paper, we introduce a cautious BFGS (CBFGS) update criterion in the reduced Hessian sequential quadratic programming (SQP) method. An attractive property of this update criterion is that the generated iterative matrices are always positive definite. Under mild conditions, we get the global convergence of the reduced Hessian SQP method. In particular, the second order sufficient condition is not necessary for the global convergence of the method. Furthermore, we show that if the second order sufficient condition holds at an accumulation point, then the reduced Hessian SQP method with CBFGS update reduces to the reduced Hessian SQP method with ordinary BFGS update. Consequently, the local behavior of the proposed method is the same as the reduced Hessian SQP method with BFGS update. The presented preliminary numerical experiments show the good performance of the method. This work was supported by the National Natural Science Foundation of China via grant 10671060 and 10471060.