Strong NP-hardness of scheduling problems with learning or aging effect

Proofs of strong NP-hardness of single machine and two-machine flowshop scheduling problems with learning or aging effect given in Rudek (Computers & Industrial Engineering 61:20–31, 2011; Annals of Operations Research 196(1):491–516, 2012a; International Journal of Advanced Manufacturing Technology 59:299–309, 2012b; Applied Mathematics and Computations 218:6498–6510, 2012c; Applied Mathematical Modelling 37:1523–1536, 2013) contain a common mistake that make them incomplete. We reveal the mistake and provide necessary corrections for the problems in Rudek (Computers & Industrial Engineering 61:20–31, 2011; Annals of Operations Research 196(1):491–516, 2012a; Applied Mathematical Modelling 37:1523–1536, 2013). NP-hardness of problems in Rudek (International Journal of Advanced Manufacturing Technology 59:299–309, 2012b; Applied Mathematics and Computations 218:6498–6510, 2012c) remains unknown because of another mistake which we are unable to correct.     

Foulkes characters, Eulerian idempotents, and an amazing matrix

John Holte (Am. Math. Mon. 104:138?C149, 1997) introduced a family of ??amazing matrices?? which give the transition probabilities of ??carries?? when adding a list of numbers. It was subsequently shown that these same matrices arise in the combinatorics of the Veronese embedding of commutative algebra (Brenti and Welker, Adv. Appl. Math. 42:545?C556, 2009; Diaconis and Fulman, Am. Math. Mon. 116:788?C803, 2009; Adv. Appl. Math. 43:176?C196, 2009) and in the analysis of riffle shuffling (Diaconis and Fulman, Am. Math. Mon. 116:788?C803, 2009; Adv. Appl. Math. 43:176?C196, 2009). We find that the left eigenvectors of these matrices form the Foulkes character table of the symmetric group and the right eigenvectors are the Eulerian idempotents introduced by Loday (Cyclic Homology, 1992) in work on Hochschild homology. The connections give new closed formulae for Foulkes characters and allow explicit computation of natural correlation functions in the original carries problem.     

Right-convergence of sparse random graphs

The paper is devoted to the problem of establishing right-convergence of sparse random graphs. This concerns the convergence of the logarithm of number of homomorphisms from graphs or hyper-graphs \(\mathbb{G }_N, N\ge 1\) to some target graph \(W\) . The theory of dense graph convergence, including random dense graphs, is now well understood (Borgs et al. in Ann Math 176:151–219, 2012; Borgs et al. in Adv Math 219:1801–1851, 2008; Chatterjee and Varadhan in Eur J Comb 32:1000–1017, 2011; Lovász and Szegedy in J Comb Theory Ser B 96:933–957, 2006), but its counterpart for sparse random graphs presents some fundamental difficulties. Phrased in the statistical physics terminology, the issue is the existence of the limits of appropriately normalized log-partition functions, also known as free energy limits, for the Gibbs distribution associated with \(W\) . In this paper we prove that the sequence of sparse Erdös-Rényi graphs is right-converging when the tensor product associated with the target graph \(W\) satisfies a certain convexity property. We treat the case of discrete and continuous target graphs \(W\) . The latter case allows us to prove a special case of Talagrand’s recent conjecture [more accurately stated as level III Research Problem 6.7.2 in his recent book (Talagrand in Mean Field Models for Spin Glasses: Volume I: Basic examples. Springer, Berlin, 2010)], concerning the existence of the limit of the measure of a set obtained from \(\mathbb{R }^N\) by intersecting it with linearly in \(N\) many subsets, generated according to some common probability law. Our proof is based on the interpolation technique, introduced first by Guerra and Toninelli (Commun Math Phys 230:71–79, 2002) and developed further in (Abbe and Montanari in On the concentration of the number of solutions of random satisfiability formulas, 2013; Bayati et al. in Ann Probab Conference version in Proceedings of 42nd Ann. Symposium on the Theory of Computing (STOC), 2010; Contucci et al. in Antiferromagnetic Potts model on the Erdös-Rényi random graph, 2011; Franz and Leone in J Stat Phys 111(3/4):535–564, 2003; Franz et al. in J Phys A Math Gen 36:10967–10985, 2003; Montanari in IEEE Trans Inf Theory 51(9):3221–3246, 2005; Panchenko and Talagrand in Probab Theory Relat Fields 130:312–336, 2004). Specifically, Bayati et al. (Ann Probab Conference version in Proceedings of 42nd Ann. Symposium on the Theory of Computing (STOC), 2010) establishes the right-convergence property for Erdös-Rényi graphs for some special cases of \(W\) . In this paper most of the results in Bayati et al. (Ann Probab Conference version in Proceedings of 42nd Ann. Symposium on the Theory of Computing (STOC), 2010) follow as a special case of our main theorem.     

More about λ-support iterations of (<λ)-complete forcing notions

This article continues Ros?anowski and Shelah (Int J Math Math Sci 28:63–82, 2001; Quaderni di Matematica 17:195–239, 2006; Israel J Math 159:109–174, 2007; 2011; Notre Dame J Formal Logic 52:113–147, 2011) and we introduce here a new property of (<λ)-strategically complete forcing notions which implies that their λ-support iterations do not collapse λ ⁺ (for a strongly inaccessible cardinal λ).     

Directional Lipschitzness of Minimal Time Functions in Hausdorff Topological Vector Spaces

In a general Hausdorff topological vector space E, we associate to a given nonempty closed set S???E and a bounded closed set Ω???E, the minimal time function T _S,Ω defined by $T_{S,\Omega}(x):= \inf \{ t> 0: S\cap (x+t\Omega)\not = \emptyset\}$ . The study of this function has been the subject of various recent works (see Bounkhel (2012, submitted, 2013, accepted); Colombo and Wolenski (J Global Optim 28:269–282, 2004, J Convex Anal 11:335–361, 2004); He and Ng (J Math Anal Appl 321:896–910, 2006); Jiang and He (J Math Anal Appl 358:410–418, 2009); Mordukhovich and Nam (J Global Optim 46(4):615–633, 2010) and the references therein). The main objective of this work is in this vein. We characterize, for a given Ω, the class of all closed sets S in E for which T _S,Ω is directionally Lipschitz in the sense of Rockafellar (Proc Lond Math Soc 39:331–355, 1979). Those sets S are called Ω-epi-Lipschitz. This class of sets covers three important classes of sets: epi-Lipschitz sets introduced in Rockafellar (Proc Lond Math Soc 39:331–355, 1979), compactly epi-Lipschitz sets introduced in Borwein and Strojwas (Part I: Theory, Canad J Math No. 2:431–452, 1986), and K-directional Lipschitz sets introduced recently in Correa et al. (SIAM J Optim 20(4):1766–1785, 2010). Various characterizations of this class have been established. In particular, we characterize the Ω-epi-Lipschitz sets by the nonemptiness of a new tangent cone, called Ω-hypertangent cone. As for epi-Lipschitz sets in Rockafellar (Canad J Math 39:257–280, 1980) we characterize the new class of Ω-epi-Lipschitz sets with the help of other cones. The spacial case of closed convex sets is also studied. Our main results extend various existing results proved in Borwein et al. (J Convex Anal 7:375–393, 2000), Correa et al. (SIAM J Optim 20(4):1766–1785, 2010) from Banach spaces and normed spaces to Hausdorff topological vector spaces.     

Index sets and Scott sentences

For a computable structure \({\mathcal{A}}\) , there may not be a computable infinitary Scott sentence. When there is a computable infinitary Scott sentence \({\varphi}\) , then the complexity of the index set \({I(\mathcal{A})}\) is bounded by that of \({\varphi}\) . There are results (Ash and Knight in Computable structures and the hyperarithmetical hierarchy. Elsevier, Amsterdam, 2000; Calvert et al. in Algeb Log 45:306–315, 2006; Carson et al. in Trans Am Math Soc 364:5715–5728, 2012; McCoy and Wallbaum in Trans Am Math Soc 364:5729–5734, 2012; Knight and Saraph in Scott sentences for certain groups, pre-print) giving “optimal” Scott sentences for structures of various familiar kinds. These results have been driven by the thesis that the complexity of the index set should match that of an optimal Scott sentence (Ash and Knight in Computable structures and the hyperarithmetical hierarchy. Elsevier, Amsterdam, 2000; Calvert et al. in Algeb Log 45:306–315, 2006; Carson et al. in Trans Am Math Soc 364:5715–5728, 2012; McCoy and Wallbaum in Trans Am Math Soc 364:5729–5734, 2012). In this note, it is shown that the thesis does not always hold. For a certain subgroup of \({\mathbb{Q}}\) , there is no computable d- \({\Sigma_2}\) Scott sentence, even though (as shown in Ash and Knight in Scott sentences for certain groups, pre-print) the index set is d- \({\Sigma^0_2}\) .     

An improved local convergence analysis for a two-step Steffensen-type method

We study a class of Steffensen-type algorithm for solving nonsmooth variational inclusions in Banach spaces. We provide a local convergence analysis under ω-conditioned divided difference, and the Aubin continuity property. This work on the one hand extends the results on local convergence of Steffensen’s method related to the resolution of nonlinear equations (see Amat and Busquier in Comput. Math. Appl. 49:13–22, 2005; J. Math. Anal. Appl. 324:1084–1092, 2006; Argyros in Southwest J. Pure Appl. Math. 1:23–29, 1997; Nonlinear Anal. 62:179–194, 2005; J. Math. Anal. Appl. 322:146–157, 2006; Rev. Colomb. Math. 40:65–73, 2006; Computational Theory of Iterative Methods, 2007). On the other hand our approach improves the ratio of convergence and enlarges the convergence ball under weaker hypotheses than one given in Hilout (Commun. Appl. Nonlinear Anal. 14:27–34, 2007).     

Optimal Transport, Convection, Magnetic Relaxation and Generalized Boussinesq Equations

We establish a connection between optimal transport theory (see Villani in Topics in optimal transportation. Graduate studies in mathematics, vol. 58, AMS, Providence, 2003, for instance) and classical convection theory for geophysical flows (Pedlosky, in Geophysical fluid dynamics, Springer, New York, 1979). Our starting point is the model designed few years ago by Angenent, Haker, and Tannenbaum (SIAM J. Math. Anal. 35:61–97, 2003) to solve some optimal transport problems. This model can be seen as a generalization of the Darcy–Boussinesq equations, which is a degenerate version of the Navier–Stokes–Boussinesq (NSB) equations. In a unified framework, we relate different variants of the NSB equations (in particular what we call the generalized hydrostatic-Boussinesq equations) to various models involving optimal transport (and the related Monge–Ampère equation, Brenier in Commun. Pure Appl. Math. 64:375–417, 1991; Caffarelli in Commun. Pure Appl. Math. 45:1141–1151, 1992). This includes the 2D semi-geostrophic equations (Hoskins in Annual review of fluid mechanics, vol. 14, pp. 131–151, Palo Alto, 1982; Cullen et al. in SIAM J. Appl. Math. 51:20–31, 1991, Arch. Ration. Mech. Anal. 185:341–363, 2007; Benamou and Brenier in SIAM J. Appl. Math. 58:1450–1461, 1998; Loeper in SIAM J. Math. Anal. 38:795–823, 2006) and some fully nonlinear versions of the so-called high-field limit of the Vlasov–Poisson system (Nieto et al. in Arch. Ration. Mech. Anal. 158:29–59, 2001) and of the Keller–Segel for Chemotaxis (Keller and Segel in J. Theor. Biol. 30:225–234, 1971; Jäger and Luckhaus in Trans. Am. Math. Soc. 329:819–824, 1992; Chalub et al. in Mon. Math. 142:123–141, 2004). Mathematically speaking, we establish some existence theorems for local smooth, global smooth or global weak solutions of the different models. We also justify that the inertia terms can be rigorously neglected under appropriate scaling assumptions in the generalized Navier–Stokes–Boussinesq equations. Finally, we show how a “stringy” generalization of the AHT model can be related to the magnetic relaxation model studied by Arnold and Moffatt to obtain stationary solutions of the Euler equations with prescribed topology (see Arnold and Khesin in Topological methods in hydrodynamics. Applied mathematical sciences, vol. 125, Springer, Berlin, 1998; Moffatt in J. Fluid Mech. 159:359–378, 1985, Topological aspects of the dynamics of fluids and plasmas. NATO adv. sci. inst. ser. E, appl. sci., vol. 218, Kluwer, Dordrecht, 1992; Schonbek in Theory of the Navier–Stokes equations, Ser. adv. math. appl. sci., vol. 47, pp. 179–184, World Sci., Singapore, 1998; Vladimirov et al. in J. Fluid Mech. 390:127–150, 1999; Nishiyama in Bull. Inst. Math. Acad. Sin. (N.S.) 2:139–154, 2007).     

Constructive finite free resolutions

Northcott’s book Finite Free Resolutions (1976), as well as the paper (J. Reine Angew. Math. 262/263:205–219, 1973), present some key results of Buchsbaum and Eisenbud (J. Algebra 25:259–268, 1973; Adv. Math. 12: 84–139, 1974) both in a simplified way and without Noetherian hypotheses, using the notion of latent nonzero divisor introduced by Hochster. The goal of this paper is to simplify further the proofs of these results, which become now elementary in a logical sense (no use of prime ideals, or minimal prime ideals) and, we hope, more perspicuous. Some formulations are new and more general than in the references (J. Algebra 25:259–268, 1973; Adv. Math. 12: 84–139, 1974; Finite Free Resolutions 1976) (Theorem 7.2, Lemma 8.2 and Corollary 8.5).     

On the Gauss–Newton method

We provide a new semilocal convergence analysis of the Gauss–Newton method (GNM) for solving nonlinear equation in the Euclidean space. Using a combination of center-Lipschitz, Lipschitz conditions, and our new idea of recurrent functions, we provide under the same or weaker hypotheses than before (Ben-Israel, J. Math. Anal. Appl. 15:243–252, 1966; Chen and Nashed, Numer. Math. 66:235–257, 1993; Deuflhard and Heindl, SIAM J. Numer. Anal. 16:1–10, 1979; Guo, J. Comput. Math. 25:231–242, 2007; Häußler, Numer. Math. 48:119–125, 1986; Hu et al., J. Comput. Appl. Math. 219:110–122, 2008; Kantorovich and Akilov, Functional Analysis in Normed Spaces, Pergamon, Oxford, 1982), a finer convergence analysis. The results can be extended in case outer or generalized inverses are used. Numerical examples are also provided to show that our results apply, where others fail (Ben-Israel, J. Math. Anal. Appl. 15:243–252, 1966; Chen and Nashed, Numer. Math. 66:235–257, 1993; Deuflhard and Heindl, SIAM J. Numer. Anal. 16:1–10, 1979; Guo, J. Comput. Math. 25:231–242, 2007; Häußler, Numer. Math. 48:119–125, 1986; Hu et al., J. Comput. Appl. Math. 219:110–122, 2008; Kantorovich and Akilov, Functional Analysis in Normed Spaces, Pergamon, Oxford, 1982).     

The weight distributions of a class of cyclic codes II

Recently, the weight distributions of the duals of the cyclic codes with two zeros have been obtained for several cases in Ding et al. (IEEE Trans Inform Theory 57(12), 8000–8006, 2011); Ma et al. (IEEE Trans Inform Theory 57(1):397–402, 2011); Wang et al. (Trans Inf Theory 58(12):7253–7259, 2012); and Xiong (Finite Fields Appl 18(5):933–945, 2012). In this paper we use the method developed in Xiong (Finite Fields Appl 18(5):933–945, 2012) to solve one more special case. We make extensive use of standard tools in number theory such as characters of finite fields, the Gauss sums and the Jacobi sums. The problem of finding the weight distribution is transformed into a problem of evaluating certain character sums over finite fields, which turns out to be associated with counting the number of points on some elliptic curves over finite fields. We also treat the special case that the characteristic of the finite field is 2.     

Bounds of Singular Integrals on Weighted Hardy Spaces and Discrete Littlewood–Paley Analysis

We apply the discrete version of Calderón??s reproducing formula and Littlewood?CPaley theory with weights to establish the $H^{p}_{w} \to H^{p}_{w}$ (0<p<??) and $H^{p}_{w}\to L^{p}_{w}$ (0<p??1) boundedness for singular integral operators and derive some explicit bounds for the operator norms of singular integrals acting on these weighted Hardy spaces when we only assume w??A _??. The bounds will be expressed in terms of the A _q constant of w if q>q _w =inf?{s:w??A _s }. Our results can be regarded as a natural extension of the results about the growth of the A _p constant of singular integral operators on classical weighted Lebesgue spaces $L^{p}_{w}$ in Hytonen et al. (arXiv:1006.2530, 2010; arXiv:0911.0713, 2009), Lerner (Ill.?J.?Math. 52:653?C666, 2008; Proc. Am. Math. Soc. 136(8):2829?C2833, 2008), Lerner et?al. (Int.?Math. Res. Notes 2008:rnm 126, 2008; Math. Res. Lett. 16:149?C156, 2009), Lacey et?al. (arXiv:0905.3839v2, 2009; arXiv:0906.1941, 2009), Petermichl (Am. J. Math. 129(5):1355?C1375, 2007; Proc. Am. Math. Soc. 136(4):1237?C1249, 2008), and Petermichl and Volberg (Duke Math. J. 112(2):281?C305, 2002). Our main result is stated in Theorem?1.1. Our method avoids the atomic decomposition which was usually used in proving boundedness of singular integral operators on Hardy spaces.     

3-Nets realizing a group in a projective plane

In a projective plane $\mathit{PG}(2,\mathbb{K})$ defined over an algebraically closed field $\mathbb{K}$ of characteristic 0, we give a complete classification of 3-nets realizing a finite group. An infinite family, due to Yuzvinsky (Compos. Math. 140:1614–1624, 2004), arises from plane cubics and comprises 3-nets realizing cyclic and direct products of two cyclic groups. Another known infinite family, due to Pereira and Yuzvinsky (Adv. Math. 219:672–688, 2008), comprises 3-nets realizing dihedral groups. We prove that there is no further infinite family. Urzúa’s 3-nets (Adv. Geom. 10:287–310, 2010) realizing the quaternion group of order 8 are the unique sporadic examples. If p is larger than the order of the group, the above classification holds in characteristic p>0 apart from three possible exceptions $\rm{Alt}_{4}$ , $\rm{Sym}_{4}$ , and $\rm{Alt}_{5}$ . Motivation for the study of finite 3-nets in the complex plane comes from the study of complex line arrangements and from resonance theory; see (Falk and Yuzvinsky in Compos. Math. 143:1069–1088, 2007; Miguel and Buzunáriz in Graphs Comb. 25:469–488, 2009; Pereira and Yuzvinsky in Adv. Math. 219:672–688, 2008; Yuzvinsky in Compos. Math. 140:1614–1624, 2004; Yuzvinsky in Proc. Am. Math. Soc. 137:1641–1648, 2009).     

A remark on Feuerbach hyperbolas

Recently many authors have studied properties of triangles and the theory of perspective triangles in the Euclidean plane (see Kimberling et al. J Geom Graph 14:1–14, 2010; Kimberling et al. http://faculty.evansville.edu/ck6/encyclopedia/ETC.html, 2012; Moses and Kimberling J Geom Graph 13:15–24, 2009; Moses and Kimberling Forum Geom 11:83–93, 2011; Odehnal Elem Math 61:74–80, 2006; Odehnal Forum Geom 10:35–40, 2010; Odehnal J Geom Graph 15: 45–67, 2011). The aim of this paper is to present a new approach to the construction of points on the Feuerbach hyperbola. Surprisingly, these points can be obtained as centers of perspectivity of a triangle ABC and a certain one-parametric set of triangles A′B′C′. The presented construction is based on partitions of the triangle’s sides and—in a way—dual to the construction of points on the Kiepert hyperbola. It can also be generalized to spherical triangles. The proofs are based on an affine property of triangles, which amazingly can also be used for the proof of the spherical theorem.     

On Ulm’s method for Fréchet differentiable operators

We provide new sufficient convergence conditions for the semilocal convergence of Ulm’s method (Izv. Akad. Nauk Est. SSR 16:403–411, 1967) in order to approximate a locally unique solution of an equation in a Banach space setting. We show that in some cases, our hypotheses hold true but the corresponding ones (Burmeister in Z. Angew. Math. Mech. 52:101–110, 1972; Kornstaedt in Aequ. Math. 13:21–45, 1975; Petzeltova in Comment. Math. Univ. Carol. 21:719–725, 1980; Potra and Ptǎk in Cas. Pest. Mat. 108:333–341, 1983; Ulm in Izv. Akad. Nauk Est. SSR 16:403–411, 1967) do not. We also show that under the same hypotheses and computational cost as (Burmeister in Z. Angew. Math. Mech. 52:101–110, 1972; Kornstaedt in Aequ. Math. 13:21–45, 1975; Petzeltova in Comment. Math. Univ. Carol. 21:719–725, 1980; Potra and Ptǎk in Cas. Pest. Mat. 108:333–341, 1983; Ulm in Izv. Akad. Nauk Est. SSR 16:403–411, 1967) finer error sequences can be obtained. Numerical examples are also provided further validating the results.     

A tableau formula for eta polynomials

We use the Pieri and Giambelli formulas of Buch et al. (Invent Math 178:345–405, 2009; J Reine Angew, 2013) and the calculus of raising operators developed in Buch et al. (A Giambelli formula for isotropic Grassmannians, arXiv:0811.2781, 2008) and Tamvakis (J Reine Angew Math 652, 207–244, 2011) to prove a tableau formula for the eta polynomials of Buch et al. (J Reine Angew, 2013) and the Stanley symmetric functions which correspond to Grassmannian elements of the Weyl group $\widetilde{W}_n$ of type $\text {D}_n$ . We define the skew elements of $\widetilde{W}_n$ and exhibit a bijection between the set of reduced words for any skew $w\in \widetilde{W}_n$ and a set of certain standard typed tableaux on a skew shape $\lambda /\mu $ associated to $w$ .     

Non-Decaying Solutions to the Navier Stokes Equations in Exterior Domains

We establish a new theorem of existence (and uniqueness) of solutions to the Navier-Stokes initial boundary value problem in exterior domains. No requirement is made on the convergence at infinity of the kinetic field and of the pressure field. These solutions are called non-decaying solutions. The first results on this topic dates back about 40 years ago see the references (Galdi and Rionero in Ann. Mat. Pures Appl. 108:361–366, 1976, Arch. Ration. Mech. Anal. 62:295–301, 1976, Arch. Ration. Mech. Anal. 69:37–52, 1979, Pac. J. Math. 104:77–83, 1980; Knightly in SIAM J. Math. Anal. 3:506–511, 1972). In the articles Galdi and Rionero (Ann. Mat. Pures Appl. 108:361–366, 1976, Arch. Ration. Mech. Anal. 62:295–301, 1976, Arch. Ration. Mech. Anal. 69:37–52, 1979, Pac. J. Math. 104:77–83, 1980) it was introduced the so called weight function method to study the uniqueness of solutions. More recently, the problem has been considered again by several authors (see Galdi et al. in J. Math. Fluid Mech. 14:633–652, 2012, Quad. Mat. 4:27–68, 1999, Nonlinear Anal. 47:4151–4156, 2001; Kato in Arch. Ration. Mech. Anal. 169:159–175, 2003; Kukavica and Vicol in J. Dyn. Differ. Equ. 20:719–732, 2008; Maremonti in Mat. Ves. 61:81–91, 2009, Appl. Anal. 90:125–139, 2011).     

On some free boundary problem for a compressible barotropic viscous fluid flow

In this paper, we prove a local in time unique existence theorem for the free boundary problem of a compressible barotropic viscous fluid flow without surface tension in the \(L_p\) in time and \(L_q\) in space framework with \(2 < p < \infty \) and \(N < q < \infty \) under the assumption that the initial domain is a uniform \(W^{2-1/q}_q\) one in \({\mathbb {R}}^{N}\, (N \ge 2\) ). After transforming a unknown time dependent domain to the initial domain by the Lagrangian transformation, we solve problem by the Banach contraction mapping principle based on the maximal \(L_p\) – \(L_q\) regularity of the generalized Stokes operator for the compressible viscous fluid flow with free boundary condition. The key issue for the linear theorem is the existence of \({\mathcal {R}}\) -bounded solution operator in a sector, which combined with Weis’s operator valued Fourier multiplier theorem implies the generation of analytic semigroup and the maximal \(L_p\) – \(L_q\) regularity theorem. The nonlinear problem we studied here was already investigated by several authors (Denisova and Solonnikov, St. Petersburg Math J 14:1–22, 2003; J Math Sci 115:2753–2765, 2003; Secchi, Commun PDE 1:185–204, 1990; Math Method Appl Sci 13:391–404, 1990; Secchi and Valli, J Reine Angew Math 341:1–31, 1983; Solonnikov and Tani, Constantin carathéodory: an international tribute, vols 1, 2, pp 1270–1303, World Scientific Publishing, Teaneck, 1991; Lecture notes in mathematics, vol 1530, Springer, Berlin, 1992; Tani, J Math Kyoto Univ 21:839–859, 1981; Zajaczkowski, SIAM J Math Anal 25:1–84, 1994) in the \(L_2\) framework and Hölder spaces, but our approach is different from them.     

An augmented Lagrangian approach for sparse principal component analysis

Principal component analysis (PCA) is a widely used technique for data analysis and dimension reduction with numerous applications in science and engineering. However, the standard PCA suffers from the fact that the principal components (PCs) are usually linear combinations of all the original variables, and it is thus often difficult to interpret the PCs. To alleviate this drawback, various sparse PCA approaches were proposed in the literature (Cadima and Jolliffe in J Appl Stat 22:203–214, 1995; d’Aspremont et?al. in J Mach Learn Res 9:1269–1294, 2008; d’Aspremont et?al. SIAM Rev 49:434–448, 2007; Jolliffe in J Appl Stat 22:29–35, 1995; Journée et?al. in J Mach Learn Res 11:517–553, 2010; Jolliffe et?al. in J Comput Graph Stat 12:531–547, 2003; Moghaddam et?al. in Advances in neural information processing systems 18:915–922, MIT Press, Cambridge, 2006; Shen and Huang in J Multivar Anal 99(6):1015–1034, 2008; Zou et?al. in J Comput Graph Stat 15(2):265–286, 2006). Despite success in achieving sparsity, some important properties enjoyed by the standard PCA are lost in these methods such as uncorrelation of PCs and orthogonality of loading vectors. Also, the total explained variance that they attempt to maximize can be too optimistic. In this paper we propose a new formulation for sparse PCA, aiming at finding sparse and nearly uncorrelated PCs with orthogonal loading vectors while explaining as much of the total variance as possible. We also develop a novel augmented Lagrangian method for solving a class of nonsmooth constrained optimization problems, which is well suited for our formulation of sparse PCA. We show that it converges to a feasible point, and moreover under some regularity assumptions, it converges to a stationary point. Additionally, we propose two nonmonotone gradient methods for solving the augmented Lagrangian subproblems, and establish their global and local convergence. Finally, we compare our sparse PCA approach with several existing methods on synthetic (Zou et?al. in J Comput Graph Stat 15(2):265–286, 2006), Pitprops (Jeffers in Appl Stat 16:225–236, 1967), and gene expression data (Chin et?al in Cancer Cell 10:529C–541C, 2006), respectively. The computational results demonstrate that the sparse PCs produced by our approach substantially outperform those by other methods in terms of total explained variance, correlation of PCs, and orthogonality of loading vectors. Moreover, the experiments on random data show that our method is capable of solving large-scale problems within a reasonable amount of time.