Convergence analysis of Taylor models and McCormick-Taylor models

This article presents an analysis of the convergence order of Taylor models and McCormick-Taylor models, namely Taylor models with McCormick relaxations as the remainder bounder, for factorable functions. Building upon the analysis of McCormick relaxations by Bompadre and Mitsos (J Glob Optim 52(1):1–28, 2012), convergence bounds are established for the addition, multiplication and composition operations. It is proved that the convergence orders of both qth-order Taylor models and qth-order McCormick-Taylor models are at least q + 1, under relatively mild assumptions. Moreover, it is verified through simple numerical examples that these bounds are sharp. A consequence of this analysis is that, unlike McCormick relaxations over natural interval extensions, McCormick-Taylor models do not result in increased order of convergence over Taylor models in general. As demonstrated by the numerical case studies however, McCormick-Taylor models can provide tighter bounds or even result in a higher convergence rate.     

Quasicontinuous functions,minimal usco maps and topology of pointwise convergence

In [HOLá, Ľ.—HOLY, D.: Pointwise convergence of quasicontinuous mappings and Baire spaces, Rocky Mountain J. Math.] a complete answer is given, for a Baire space X, to the question of when the pointwise limit of a sequence of real-valued quasicontinuous functions defined on X is quasicontinuous. In [HOLá, Ľ.—HOLY, D.: Minimal USCO maps, densely continuous forms and upper semicontinuous functions, Rocky Mountain J. Math. 39 (2009), 545–562], a characterization of minimal USCO maps by quasicontinuous and subcontinuous selections is proved. Continuing these results, we study closed and compact subsets of the space of quasicontinuous functions and minimal USCO maps equipped with the topology of pointwise convergence. We also study conditions under which the closure of the graph of a set-valued mapping which is the pointwise limit of a net of set-valued mappings, is a minimal USCO map.     

On a class of secant-like methods for solving nonlinear equations

We provide a semilocal convergence analysis for a certain class of secant-like methods considered also in Argyros (J Math Anal Appl 298:374–397, 2004, 2007), Potra (Libertas Mathematica 5:71–84, 1985), in order to approximate a locally unique solution of an equation in a Banach space. Using a combination of Lipschitz and center-Lipschitz conditions for the computation of the upper bounds on the inverses of the linear operators involved, instead of only Lipschitz conditions (Potra, Libertas Mathematica 5:71–84, 1985), we provide an analysis with the following advantages over the work in Potra (Libertas Mathematica 5:71–84, 1985) which improved the works in Bosarge and Falb (J Optim Theory Appl 4:156–166, 1969, Numer Math 14:264–286, 1970), Dennis (SIAM J Numer Anal 6(3):493–507, 1969, 1971), Kornstaedt (1975), Larsonen (Ann Acad Sci Fenn, A 450:1–10, 1969), Potra (L’Analyse Numérique et la Théorie de l’Approximation 8(2):203–214, 1979, Aplikace Mathematiky 26:111–120, 1981, 1982, Libertas Mathematica 5:71–84, 1985), Potra and Pták (Math Scand 46:236–250, 1980, Numer Func Anal Optim 2(1):107–120, 1980), Schmidt (Period Math Hung 9(3):241–247, 1978), Schmidt and Schwetlick (Computing 3:215–226, 1968), Traub (1964), Wolfe (Numer Math 31:153–174, 1978): larger convergence domain; weaker sufficient convergence conditions, finer error bounds on the distances involved, and a more precise information on the location of the solution. Numerical examples further validating the results are also provided.     

A Fréchet derivative-free cubically convergent method for set-valued maps

We introduce a new iterative method in order to approximate a locally unique solution of variational inclusions in Banach spaces. The method uses only divided differences operators of order one. An existence–convergence theorem and a radius of convergence are given under some conditions on divided difference operator and Lipschitz-like continuity property of set-valued mappings. Our method extends the recent work related to the resolution of nonlinear equation in Argyros (J Math Anal Appl 332:97–108, 2007) and has the following advantages: faster convergence to the solution than all the previous known ones in Argyros and Hilout (Appl Math Comput, 2008 in press), Hilout (J Math Anal Appl 339:53–761, 2008, Positivity 10:673–700, 2006), and we do not need to evaluate any Fréchet derivative. We provide also an improvement of the ratio of our algorithm under some center-conditions and less computational cost. Numerical examples are also provided.      

On Convergence Results for Weak Efficiency in Vector Optimization Problems with Equilibrium Constraints

In this note, we prove that the convergence results for vector optimization problems with equilibrium constraints presented in Wu and Cheng (J. Optim. Theory Appl. 125, 453–472, 2005) are not correct. Actually, we show that results of this type cannot be established at all. This is due to the possible lack, even under nice assumptions, of lower convergence of the solution map for equilibrium problems, already deeply investigated in Loridan and Morgan (Optimization 20, 819–836, 1989) and Lignola and Morgan (J. Optim. Theory Appl. 93, 575–596, 1997).     

Decomposition-based Method for Sparse Semidefinite Relaxations of Polynomial Optimization Problems

We consider polynomial optimization problems pervaded by a sparsity pattern. It has been shown in Lasserre (SIAM J. Optim. 17(3):822–843, 2006) and Waki et al. (SIAM J. Optim. 17(1):218–248, 2006) that the optimal solution of a polynomial programming problem with structured sparsity can be computed by solving a series of semidefinite relaxations that possess the same kind of sparsity. We aim at solving the former relaxations with a decomposition-based method, which partitions the relaxations according to their sparsity pattern. The decomposition-based method that we propose is an extension to semidefinite programming of the Benders decomposition for linear programs (Benders, Comput. Manag. Sci. 2(1):3–19, 2005).     

Bootstrap Approximation to Distributions of Finite Population U-statistics

We show that the without replacement bootstrap of Booth, Butler and Hall (J. Am. Stat. Assoc. 89, 1282–1289, 1994) provides second order correct approximation to the distribution function of a Studentized U-statistic based on simple random sample drawn without replacement. In order to achieve similar approximation accuracy for the bootstrap procedure due to Bickel and Freedman (Ann. Stat. 12, 470–482, 1984) and Chao and Lo (Sankhya Ser. A 47, 399–405, 1985) we introduce randomized adjustments to the resampling fraction.      

Rates of convergence in the CLT for linear random fields

In this paper, we study sums of linear random fields defined on the lattice Z ² with values in a Hilbert space. The rate of convergence of distributions of such sums to the Gaussian law is discussed, and mild sufficient conditions to obtain an approximation of order n ^−p are presented. This can be considered as a complement of a recent result of [A.N. Nazarova, Logarithmic velocity of convergence in CLT for stochastic linear processes and fields in a Hilbert space, Fundam. Prikl. Mat., 8:1091–1098, 2002 (in Russian)], where the logarithmic rate of convergence was stated, and as a generalization of the result of [D. Bosq, Erratum and complements to Berry–Esseen inequality for linear processes in Hilbert spaces, Stat. Probab. Lett., 70:171–174, 2004] for linear processes.     

Orders on Multisets and Discrete Cones

We study additive representability of orders on multisets (of size k drawn from a set of size n) which satisfy the condition of independence of equal submultisets (IES) introduced by Sertel and Slinko (Ranking committees, words or multisets. Nota di Laboro 50.2002. Center of Operation Research and Economics. The Fundazione Eni Enrico Mattei, Milan, 2002, Econ. Theory 30(2):265–287, 2007). Here we take a geometric view of those orders, and relate them to certain combinatorial objects which we call discrete cones. Following Fishburn (J. Math. Psychol., 40:64–77, 1996) and Conder and Slinko (J. Math. Psychol., 48(6):425–431, 2004), we define functions f(n,k) and g(n,k) which measure the maximal possible deviation of an arbitrary order satisfying the IES and an arbitrary almost representable order satisfying the IES, respectively, from a representable order. We prove that g(n,k) = n − 1 whenever n ≥ 3 and (n, k) ≠ (5, 2). In the exceptional case, g(5,2) = 3. We also prove that g(n,k) ≤ f(n,k) ≤ n and establish that for small n and k the functions g(n,k) and f(n,k) coincide.      

<Emphasis Type="Italic">π</Emphasis>-formulas implied by Dougall’s summation theorem for <Subscript>5</Subscript><Emphasis Type="Italic">F</Emphasis><Subscript>4</Subscript>-series

The general summation theorem for well-poised ₅ F ₄-series discovered by Dougall (Proc. Edinb. Math. Soc. 25:114–132, 1907) is shown to imply several infinite series of Ramanujan-type for 1/π and 1/π ², including those due to Bauer (J. Reine Angew. Math. 56:101–121, 1859) and Glaisher (Q. J. Math. 37:173–198, 1905) as well as some recent ones by Levrie (Ramanujan J. 22:221–230, 2010).     

Order-Compactifications of Totally Ordered Spaces: Revisited

Order-compactifications of totally ordered spaces were described by Blatter (J Approx Theory 13:56–65, 1975) and by Kent and Richmond (J Math Math Sci 11(4):683–694, 1988). Their results generalize a similar characterization of order-compactifications of linearly ordered spaces, obtained independently by Fedorčuk (Soviet Math Dokl 7:1011–1014, 1966; Sib Math J 10:124–132, 1969) and Kaufman (Colloq Math 17:35–39, 1967). In this note we give a simple characterization of the topology of a totally ordered space, as well as give a new simplified proof of the main results of Blatter (J Approx Theory 13:56–65, 1975) and Kent and Richmond (J Math Math Sci 11(4):683–694, 1988). Our main tool will be an order-topological modification of the Dedekind-MacNeille completion. In addition, for a zero-dimensional totally ordered space X, we determine which order-compactifications of X are Priestley order-compactifications.     

Normal Multi-scale Transforms for Curves

Extending upon Daubechies et al. (Constr. Approx. 20:399–463, 2004) and Runborg (Multiscale Methods in Science and Engineering, pp. 205–224, 2005), we provide the theoretical analysis of normal multi-scale transforms for curves with general linear predictor S, and a more flexible choice of normal directions. The main parameters influencing the asymptotic properties (convergence, decay estimates for detail coefficients, smoothness of normal re-parametrization) of this transform are the smoothness of the curve, the smoothness of S, and its order of exact polynomial reproduction. Our results give another indication why approximating S may not be the first choice in compression applications of normal multi-scale transforms.     

Optimal Meshes for Finite Elements of Arbitrary Order

Given a function f defined on a bounded domain Ω⊂ℝ² and a number N>0, we study the properties of the triangulation T_N\mathcal{T}_{N} that minimizes the distance between f and its interpolation on the associated finite element space, over all triangulations of at most N elements. The error is studied in the norm X=L ^p for 1≤p≤∞, and we consider Lagrange finite elements of arbitrary polynomial degree m−1. We establish sharp asymptotic error estimates as N→+∞ when the optimal anisotropic triangulation is used, recovering the results on piecewise linear interpolation (Babenko et al. in East J. Approx. 12(1), 71–101, 2006; Babenko, submitted; Chen et al. in Math. Comput. 76, 179–204, 2007) and improving the results on higher degree interpolation (Cao in SIAM J. Numer. Anal. 45(6), 2368–2391, 2007, SIAM J. Sci. Comput. 29, 756–781, 2007, Math. Comput. 77, 265–286, 2008). These estimates involve invariant polynomials applied to the m-th order derivatives of f. In addition, our analysis also provides practical strategies for designing meshes such that the interpolation error satisfies the optimal estimate up to a fixed multiplicative constant. We partially extend our results to higher dimensions for finite elements on simplicial partitions of a domain Ω⊂ℝ ^d .     

On the Nevanlinna characteristic of <Emphasis Type="Italic">f</Emphasis>(<Emphasis Type="Italic">z</Emphasis>+<Emphasis Type="Italic">η</Emphasis>) and difference equations in the complex plane

We investigate the growth of the Nevanlinna characteristic of f(z+η) for a fixed η∈C in this paper. In particular, we obtain a precise asymptotic relation between T(r,f(z+η)) and T(r,f), which is only true for finite order meromorphic functions. We have also obtained the proximity function and pointwise estimates of f(z+η)/f(z) which is a discrete version of the classical logarithmic derivative estimates of f(z). We apply these results to give new growth estimates of meromorphic solutions to higher order linear difference equations. This also allows us to solve an old problem of Whittaker (Interpolatory Function Theory, Cambridge University Press, Cambridge, 1935) concerning a first order difference equation. We show by giving a number of examples that all of our results are best possible in certain senses. Finally, we give a direct proof of a result in Ablowitz, Halburd and Herbst (Nonlinearity 13:889–905, 2000) concerning integrable difference equations. This research was supported in part by the Research Grants Council of the Hong Kong Special Administrative Region, China (HKUST6135/01P). The second author was also partially supported by the National Natural Science Foundation of China (Grant No. 10501044) and the HKUST PDF Matching Fund.     

General Class of Implicit Variational Inclusions and Graph Convergence on <Emphasis Type="Italic">A</Emphasis>-Maximal Relaxed Monotonicity

Based on the generalized graph convergence, first a general framework for an implicit algorithm involving a sequence of generalized resolvents (or generalized resolvent operators) of set-valued A-maximal monotone (also referred to as A-maximal (m)-relaxed monotone, and A-monotone) mappings, and H-maximal monotone mappings is developed, and then the convergence analysis to the context of solving a general class of nonlinear implicit variational inclusion problems in a Hilbert space setting is examined. The obtained results generalize the work of Huang, Fang and Cho (in J. Nonlinear Convex Anal. 4:301–308, 2003) involving the classical resolvents to the case of the generalized resolvents based on A-maximal monotone (and H-maximal monotone) mappings, while the work of Huang, Fang and Cho (in J. Nonlinear Convex Anal. 4:301–308, 2003) added a new dimension to the classical resolvent technique based on the graph convergence introduced by Attouch (in Variational Convergence for Functions and Operators, Applied Mathematics Series, Pitman, London 1984). In general, the notion of the graph convergence has potential applications to several other fields, including models of phenomena with rapidly oscillating states as well as to probability theory, especially to the convergence of distribution functions on ℜ. The obtained results not only generalize the existing results in literature, but also provide a certain new approach to proofs in the sense that our approach starts in a standard manner and then differs significantly to achieving a linear convergence in a smooth manner.     

Convergence of Newton’s Method for Sections on Riemannian Manifolds

The present paper is concerned with the convergence problems of Newton’s method and the uniqueness problems of singular points for sections on Riemannian manifolds. Suppose that the covariant derivative of the sections satisfies the generalized Lipschitz condition. The convergence balls of Newton’s method and the uniqueness balls of singular points are estimated. Some applications to special cases, which include the Kantorovich’s condition and the γ-condition, as well as the Smale’s γ-theory for sections on Riemannian manifolds, are given. In particular, the estimates here are completely independent of the sectional curvature of the underlying Riemannian manifold and improve significantly the corresponding ones due to Dedieu, Priouret and Malajovich (IMA J. Numer. Anal. 23:395–419, 2003), as well as the ones in Li and Wang (Sci. China Ser. A. 48(11):1465–1478, 2005).     

Dynamics of a Ramanujan-type continued fraction with cyclic coefficients

We study several generalizations of the AGM continued fraction of Ramanujan inspired by a series of recent articles in which the validity of the AGM relation and the domain of convergence of the continued fraction were determined for certain complex parameters (Borwein et al., Exp. Math. 13, 275–286, 2004, Ramanujan J., in press, 2004; Borwein and Crandall, Exp. Math. 12, 287–296, 2004). A study of the AGM continued fraction is equivalent to an analysis of the convergence of certain difference equations and the stability of dynamical systems. Using the matrix analytical tools developed in 2004, we determine the convergence properties of deterministic difference equations and so divergence of their corresponding continued fractions. Russell Luke’s work was supported in part by a postdoctoral fellowship from the Pacific Institute for the Mathematical Sciences at Simon Fraser University.     

On Borell-Brascamp-Lieb Inequalities on Metric Measure Spaces

In this paper we introduce the notion of a Borell-Brascamp-Lieb inequality for metric measure spaces (M,d,m) denoted by BBL(K,N) for two numbers K,N ∈ ℝ with N ≥ 1. In the first part we prove that BBL(K,N) holds true on metric measure spaces satisfying a curvature-dimension condition CD(K,N) developed and studied by Lott and Villani in (Ann Math 169:903–991, 2007) as well as by Sturm in (Acta Math 196(1):133–177, 2006). The aim of the second part is to show that BBL(K,N) is stable under convergence of metric measure spaces with respect to the L ₂-transportation distance.     

A census of highly symmetric combinatorial designs

As a consequence of the classification of the finite simple groups, it has been possible in recent years to characterize Steiner t-designs, that is t-(v,k,1) designs, mainly for t=2, admitting groups of automorphisms with sufficiently strong symmetry properties. However, despite the finite simple group classification, for Steiner t-designs with t>2 most of these characterizations have remained long-standing challenging problems. Especially, the determination of all flag-transitive Steiner t-designs with 3≤t≤6 is of particular interest and has been open for about 40 years (cf. Delandtsheer (Geom. Dedicata 41, p. 147, 1992 and Handbook of Incidence Geometry, Elsevier Science, Amsterdam, 1995, p. 273), but presumably dating back to 1965). The present paper continues the author’s work (see Huber (J. Comb. Theory Ser. A 94, 180–190, 2001; Adv. Geom. 5, 195–221, 2005; J. Algebr. Comb., 2007, to appear)) of classifying all flag-transitive Steiner 3-designs and 4-designs. We give a complete classification of all flag-transitive Steiner 5-designs and prove furthermore that there are no non-trivial flag-transitive Steiner 6-designs. Both results rely on the classification of the finite 3-homogeneous permutation groups. Moreover, we survey some of the most general results on highly symmetric Steiner t-designs.      

Some estimates of the normal approximation for independent non-identically distributed random variables

In this paper, we generalize some results of [V. Bentkus, A new method for approximation in probability and operator theories, Lith. Math. J., 43(4):367–388, 2003] for independent identically distributed summands to to the case of independent non-identically distributed real summands. We derive the Edgeworth expansion with the first term only. Proofs are given following [V. Bentkus, A new method for approximation in probability and operator theories, Lith. Math. J., 43(4):367–388, 2003].