Necessary Conditions in Multiobjective Optimization with Equilibrium Constraints

We study multiobjective optimization problems with equilibrium constraints (MOPECs) described by parametric generalized equations in the form

Implicit multifunction theorems for the sensitivity analysis of variational conditions

We study implicit multifunctions (set-valued mappings) obtained from inclusions of the form 0∈M(p,x), whereM is a multifunction. Our basic implicit multifunction theorem provides an approximation for a generalized derivative of the implicit multifunction in terms of the derivative of the multifunctionM. Our primary focus is on three special cases of inclusions 0∈M(p,x) which represent different kinds of generalized variational inequalities, called “variational conditions”. Appropriate versions of our basic implicit multifunction theorem yield approximations for generalized derivatives of the solutions to each kind of variational condition. We characterize a well-known generalized Lipschitz property in terms of generalized derivatives, and use our implicit multifunction theorems to state sufficient conditions (and necessary in one case) for solutions of variational conditions to possess this Lipschitz, property. We apply our results to a general parameterized nonlinear programming problem, and derive a new second-order condition which guarantees that the stationary points associated with the Karush-Kuhn-Tucker conditions exhibit generalized Lipschitz continuity with respect to the parameter.     

On 2-Detour Subgraphs of the Hypercube

A spanning subgraph H of a graph G is a 2-detour subgraph of G if for each x, y ∈ V(G), d _H (x, y) ≤ d _G (x, y) + 2. We prove a conjecture of Erdős, Hamburger, Pippert, and Weakley by showing that for some positive constant c and every n, each 2-detour subgraph of the n-dimensional hypercube Q _n has at least clog₂ n · 2 ⁿ edges. József Balogh: Research supported in part by NSF grants DMS-0302804, DMS-0603769 and DMS-0600303, UIUC Campus Reseach Board #06139 and #07048, and OTKA 049398. Alexandr Kostochka: Research supported in part by NSF grants DMS-0400498 and DMS-0650784, and grant 06-01-00694 of the Russian Foundation for Basic Research.     

A Hummel–Seebeck type method for variational inclusions

We study the stability of a Hummel–Seebeck like method for solving variational inclusions of the form 0?∈?f(x)?+?G(x), where f is a single-valued function while G stands for a set-valued mapping, both of them acting in Banach spaces. Then, we investigate a measure of conditioning of these inclusions under canonical perturbations.     

Stability of a Cubically Convergent Method for Generalized Equations

In Geoffroy et al, Acceleration of convergence in Dontchev's iterative method for solving variational inclusions Serdica Math. J. 29 (2003), pp. 45–54] we showed the convergence of a cubic method for solving generalized equations of the form 0 ∈ f(x) +- G(x) where f is a function and G stands for a set-valued map. We investigate here the stability of such a method with respect to some perturbations. More precisely, we consider the perturbed equation y ∈ f(x) +- G(x) and we show that the pseudo-Lipschitzness of the map (f +- G)⁻¹ is closely tied to the uniformity of our method in the sense that the attraction region does not depend on small perturbations of the parameter y. Finally, we provide an enhanced version of the convergence theorem established by Geoffroy, et al.     

Optimality conditions for vector optimization problem governed by the cone constrained generalized equations

ABSTRACT

The paper considers a class of vector optimization problems with cone constrained generalized equations. By virtue of advanced tools of variational analysis and generalized differentiation, a limiting normal cone of the graph of the normal cone constrained by the second-order cone is obtained. Based on the calmness condition, we derive an upper estimate of the coderivative for a composite set-valued mapping. The necessary optimality condition for the problem is established under the linear independent constraint qualification. As a special case, the obtained optimality condition is simplified with the help of strict complementarity relaxation conditions. The numerical results on different examples are given to illustrate the efficiency of the optimality conditions.     

On finite Moufang polygons

We show that a finite generalized polygon Γ is Moufang with respect to a groupG if and only if for every flag {x, y} of Γ, the subgroupG ₁(x, y) ofG fixing every element incident with one ofx, y acts transitively on the set of apartments containing the elementsu, x, y, w, whereu≠y (resp.w≠x) is an arbitrary element incident withx (resp.y). Research Associate at the National Fund of Scientific Research of Belgium. Research partially supported by NSF Grant DMS-8901904.     

Multiobjective optimization problem with variational inequality constraints

 We study a general multiobjective optimization problem with variational inequality, equality, inequality and abstract constraints. Fritz John type necessary optimality conditions involving Mordukhovich coderivatives are derived. They lead to Kuhn-Tucker type necessary optimality conditions under additional constraint qualifications including the calmness condition, the error bound constraint qualification, the no nonzero abnormal multiplier constraint qualification, the generalized Mangasarian-Fromovitz constraint qualification, the strong regularity constraint qualification and the linear constraint qualification. We then apply these results to the multiobjective optimization problem with complementarity constraints and the multiobjective bilevel programming problem. Received: November 2000 / Accepted: October 2001 Published online: December 19, 2002 Key Words. Multiobjective optimization – Variational inequality – Complementarity constraint – Constraint qualification – Bilevel programming problem – Preference – Utility function – Subdifferential calculus – Variational principle Research of this paper was supported by NSERC and a University of Victoria Internal Research Grant Research was supported by the National Science Foundation under grants DMS-9704203 and DMS-0102496 Mathematics Subject Classification (2000): Sub49K24, 90C29     

Generalized Higher-Order Optimality Conditions for Set-Valued Optimization under Henig Efficiency

In this paper, generalized mth-order contingent epiderivative and generalized mth-order epiderivative of set-valued maps are introduced, respectively. By virtue of the generalized mth-order epiderivatives, generalized necessary and sufficient optimality conditions are obtained for Henig efficient solutions to a set-valued optimization problem whose constraint set is determined by a fixed set. Generalized Kuhn–Tucker type necessary and sufficient optimality conditions are also obtained for Henig efficient solutions to a set-valued optimization problem whose constraint set is determined by a set-valued map.     

Multiobjective optimization problems with modified objective functions and cone constraints and applications

In this paper, we consider a differentiable multiobjective optimization problem with generalized cone constraints (for short, MOP). We investigate the relationship between weakly efficient solutions for (MOP) and for the multiobjective optimization problem with the modified objective function and cone constraints [for short, (MOP) _η (x)] and saddle points for the Lagrange function of (MOP) _η (x) involving cone invex functions under some suitable assumptions. We also prove the existence of weakly efficient solutions for (MOP) and saddle points for Lagrange function of (MOP) _η (x) by using the Karush-Kuhn-Tucker type optimality conditions under generalized convexity functions. As an application, we investigate a multiobjective fractional programming problem by using the modified objective function method.     

Exceptional family of elements for a generalized set-valued variational inequality in Banach spaces

This article introduces a new concept of an exceptional family of elements for a generalized set-valued variational inequality in Banach spaces. By using this concept and the degree theory for the generalized set-valued variational inequality introduced by Wang and Huang [Zh.B. Wang and N.J. Huang, Degree theory for a generalized set-valued variational inequality with an application in Banach spaces, J. Glob. Optim. 49 (2011), pp. 343–357], some solvability results for the generalized set-valued variational inequality and its special cases are given in Banach spaces under suitable conditions.     

Sufficiency and Duality in Multiobjective Variational Problems with Generalized Type I Functions

Recently Hachimi and Aghezzaf introduced the notion of (F,α,ρ,d)-type I functions, a new class of functions that unifies several concepts of generalized type I functions. Here, we extend the concepts of (F,α,ρ,d)-type I and generalized (F,α,ρ, d)-type I functions to the continuous case and we use these concepts to establish various sufficient optimality conditions and mixed duality results for multiobjective variational problems. Our results apparently generalize a fairly large number of sufficient optimality conditions and duality results previously obtained for multiobjective variational problems.     

Nonlinear Boundary Value Problems for Second Order Differential Inclusions

In this paper we study two boundary value problems for second order strongly nonlinear differential inclusions involving a maximal monotone term. The first is a vector problem with Dirichlet boundary conditions and a nonlinear differential operator of the form x ↦ a(x, x′)′. In this problem the maximal monotone term is required to be defined everywhere in the state space ℝ^N. The second problem is a scalar problem with periodic boundary conditions and a differential operator of the form x ↦ (a(x)x′)′. In this case the maximal monotone term need not be defined everywhere, incorporating into our framework differential variational inequalities. Using techniques from multivalued analysis and from nonlinear analysis, we prove the existence of solutions for both problems under convexity and nonconvexity conditions on the multivalued right-hand side.     

Some path properties of generalized Lévy sheet

Let X(t) be an N parameter generalized Lévy sheet taking values in ℝ^d with a lower index α, ℜ = {(s, t] = ∏ _i=1 ^N (s _i, t _i], s _i < t _i}, E(x, Q) = {t ∈ Q: X(t) = x}, Q ∈ ℜ be the level set of X at x and X(Q) = {x: ∃t ∈ Q such that X(t) = x} be the image of X on Q. In this paper, the problems of the existence and increment size of the local times for X(t) are studied. In addition, the Hausdorff dimension of E(x, Q) and the upper bound of a uniform dimension for X(Q) are also established.     

Beurling primes with large oscillation

A Beurling generalized number system is constructed having integer counting function N_B(x) = κx +O(x^θ) with κ>0 and 1/2 <θ <1, whose prime counting function satisfies the oscillation estimate π_B(x) =li(x) + Ω(xexp(-c)), and whose zeta function has infinitely many zeros on the curve σ=1−a/logt, t≥2, and no zero to the right of this curve, where a is chosen so that a>(4/e)(1−θ). The construction uses elements of classical analytic number theory and probability. The author was supported in part by NSF grants DMS-0070720 and DMS-0244660. The author was supported in part by NSF grant DMS-0244660.     

Weak Subdifferential of Set-Valued Mappings

In this note we introduce a notion of the weak contingent generalized gradient for set-valued mappings associated with the contingent epiderivative of set-valued mappings introduced in "E. Bednarczuk and W. Song (1998). Contingent epiderivative and its applications to set-valued optimization. Control and Cybernetics, 27, 376-386; G.Y. Chen and J. Jahn (1998). Optimally conditions for set-valued optimization problems. Mathematical Methods of Operations Research, 48, 187-200." and prove that, under some additional condition, it coincides with the weak subdifferential introduced in "T. Tanino (1992). Conjugate duality in vector optimization. Journal of Mathematical Analysis and Applications, 167, 84-97." when the set-valued map is cone-convex. We also study the weak contingent generalized gradient of a sum of two set-valued mappings and optimality conditions for a set-valued vector optimization problem.     

Study of a special nonlinear problem arising in convex semi-infinite programming

We consider convex problems of semi-infinite programming (SIP) using an approach based on the implicit optimality criterion. This criterion allows one to replace optimality conditions for a feasible solution x ⁰ of the convex SIP problem by such conditions for x ⁰ in some nonlinear programming (NLP) problem denoted by NLP(I(x ⁰)). This nonlinear problem, constructed on the base of special characteristics of the original SIP problem, so-called immobile indices and their immobility orders, has a special structure and a diversity of important properties. We study these properties and use them to obtain efficient explicit optimality conditions for the problem NLP(I(x ⁰)). Application of these conditions, together with the implicit optimality criterion, gives new efficient optimality conditions for convex SIP problems. Special attention is paid to SIP problems whose constraints do not satisfy the Slater condition and to problems with analytic constraint functions for which we obtain optimality conditions in the form of a criterion. Comparison with some known optimality conditions for convex SIP is provided.     

Generalized semi-infinite optimization: A first order optimality condition and examples

We consider a generalized semi-infinite optimization problem (GSIP) of the form (GSIP) min{f(x)‖xεM}, where M={x∈ℝⁿ|h_i(x)=0i=l,...m, G(x,y)⩾0, y∈Y(x)} and all appearing functions are continuously differentiable. Furthermore, we assume that the setY(x) is compact for allx under consideration and the set-valued mappingY(.) is upper semi-continuous. The difference with a standard semi-infinite problem lies in thex-dependence of the index setY. We prove a first order necessary optimality condition of Fritz John type without assuming a constraint qualification or any kind of reduction approach. Moreover, we discuss some geometrical properties of the feasible setM. This work was partially supported by the “Deutsche Forschungsgemeinschaft” through the Graduiertenkolleg “Mathematische Optimierung” at the University of Trier.     

Optimal Subgroups and Applications to Nilpotent Elements

Let G be a reductive group acting on an affine variety X, let x ∈ X be a point whose G-orbit is not closed, and let S be a G-stable closed subvariety of X which meets the closure of the G-orbit of x but does not contain x. In this paper we study G. R. Kempf’s optimal class Ω _G (x; S) of cocharacters of G attached to the point x; in particular, we consider how this optimality transfers to subgroups of G. Suppose K is a G-completely reducible subgroup of G which fixes x, and let H = C _G (K)⁰. Our main result says that the H-orbit of x is also not closed, and the optimal class Ω _H (x; S) for H simply consists of the cocharacters in Ω _G (x; S) which evaluate in H. We apply this result in the case that G acts on its Lie algebra via the adjoint representation to obtain some new information about cocharacters associated with nilpotent elements in good characteristic.     

Fast decreasing rational functions

Necessary and sufficient conditions are obtained for the existence of sequences of rational functions of the formr _n(x) =p _n(x)/p_n(−x), withp _n a polynomial of degreen, that decrease geometrically on (0, 1] in accordance with a specified rate function. The technique of proof involves minimum energy problems for Green potentials in the presence of an external field. Applications are given for the construction of rational approximations of |x| and sgn(x) on [−1, 1] having geometric rates of convergence forx ≠ 0. The research of this author was supported, in part, by National Science Foundation grant DMS-9501130.