Calmness of partially perturbed linear systems with an application to the central path

ABSTRACT

In this paper we develop point-based formulas for the calmness modulus of the feasible set mapping in the context of linear inequality systems with a fixed abstract constraint and (partially) perturbed linear constraints. The case of totally perturbed linear systems was previously analyzed in [Cánovas MJ, López MA, Parra J, et al. Calmness of the feasible set mapping for linear inequality systems. Set-Valued Var Anal. 2014;22:375–389, Section 5]. We point out that the presence of such an abstract constraint yields the current paper to appeal to a notable different methodology with respect to previous works on the calmness modulus in linear programming. The interest of this model comes from the fact that partially perturbed systems naturally appear in many applications. As an illustration, the paper includes an example related to the classical central path construction. In this example we consider a certain feasible set mapping whose calmness modulus provides a measure of the convergence of the central path. Finally, we underline the fact that the expression for the calmness modulus obtained in this paper is (conceptually) implementable as far as it only involves the nominal data.     

Estimation of statistical characteristics of attainability sets of controllable systems

We study an expansion of the notion of invariance for sets with respect to controllable systems and differential inclusions. Namely, we study statistically invariant sets and statistical characteristics of attainability sets of controllable systems. We obtain a lower bound for the lower relative frequency of the absorption of the attainability set of a system by a given set and establish new sufficient conditions of the statistical invariance of the set with respect to the controllable system. We give examples of the calculation of statistical characteristics for the linear Cauchy problem and a linear controllable system with almost periodic coefficients.     

On the shape of solution sets of systems of (functional) equations

Solution sets of systems of linear equations over fields are characterized as being affine subspaces. But what can we say about the “shape” of the set of all solutions of other systems of equations? We study solution sets over arbitrary algebraic structures, and we give a necessary condition for a set of n-tuples to be the set of solutions of a system of equations in n unknowns over a given algebra. In the case of Boolean equations we obtain a complete characterization, and we also characterize solution sets of systems of Boolean functional equations.     

一类单时滞线性系统的模糊变结构控制

研究了一类单时滞线性系统变结构控制律的设计方法,基于模糊T-S模型把一类单时滞线性系统化为若干个时滞子系统,然后对时滞子系统设计变结构控制律,取全局控制作为系统的控制律,从而达到对单时滞线性系统系统进行控制的目的,给出了单时滞系统的滑模稳定的条件.仿真表明控制策略的有效性.     

A characterization of ill-posed data instances for convex programming

Given a data instance of a convex program, we provide a collection of conic linear systems such that the data instance is ill-posed if and only if at least one of those systems is satisfied. This collection of conic linear systems is derived from a characterization of the boundary of the set of primal and dual feasible data instances associated with the given convex program. Received: September 1998 / Accepted: August 2000?Published online October 26, 2001     

On the noncoincidence of two sets of linear systems

We show that the set of linear systems reducible by a generalized Lyapunov transformation to diagonal systems with ordered diagonal does not coincide with the set of linear systems whose Lyapunov exponents are invariant under exponentially decaying perturbations.     

Exponential dichotomy,integral separation and diagonalizability of linear systems of ordinary differential equations

This paper is concerned with linear systems of ordinary differential equations. A criterion for integral separation in terms of exponential dichotomy is given. As corollaries we obtain the roughness theorem for integral separation and the new result that an upper triangular system on a half-line is integrally separated if and only if the system corresponding to its diagonal is. We then show that a diagonal system on a half-line is integrally separated if and only if a certain perturbed system is diagonalizable. Using this result we are able to deduce that the interior of the set of diagonalizable systems on a half-line is the set of systems with integral separation and that the interior for the whole line is the set of systems which are integrally separated on both half-lines.     

Ellipsoidal mixed-integer representability

Representability results for mixed-integer linear systems play a fundamental role in optimization since they give geometric characterizations of the feasible sets that can be formulated by mixed-integer linear programming. We consider a natural extension of mixed-integer linear systems obtained by adding just one ellipsoidal inequality. The set of points that can be described, possibly using additional variables, by these systems are called ellipsoidal mixed-integer representable. In this work, we give geometric conditions that characterize ellipsoidal mixed-integer representable sets.     

向量丛动力系统研究註记(Ⅱ)──部份1

过去,向量丛线性动力系统的整体线性性质研究已经显得相当广泛。现在,我们提议研究这种线性系统的扰动性质。我们要考虑的这种扰动系统将不再是线性的,但要研究的性质一般仍是整体性的。再者我们感兴趣的为非一致双曲性。在本文中我们给出了这种扰动的恰当的定义。它虽表现得有几分不太通常,然而它较深地植根于有关微分动力系统理论的典泛方程组中。这里一般的问题是要观察,当扰动发生后,原给系统的何种性质得以保持下来。本文的全部内容是要建立这种类型的一个定理。     

Direct and iterative methods for interval parametric algebraic systems producing parametric solutions

This paper deals with interval parametric linear systems with general dependencies. Motivated by the so‐called parameterized solution introduced by Kolev, we consider the enclosures of the solution set in a revised affine form. This form is advantageous to a classical interval solution because it enables us to obtain both outer and inner bounds for the parametric solution set and, thus, intervals containing the endpoints of the hull solution, among others. We propose two solution methods, a direct method called the generalized expansion method and an iterative method based on interval‐affine Krawczyk iterations. For the iterative method, we discuss its convergence and show the respective sufficient criterion. For both methods, we perform theoretical and numerical comparisons with some other approaches. The numerical experiments, including also interval parametric linear systems arising in practical problems of structural and electrical engineering, indicate the great usefulness of the proposed methodology and its superiority over most of the existing approaches to solving interval parametric linear systems.     

A SSLE-Type Algorithm of Quasi-Strongly Sub-Feasible Directions for Inequality Constrained Minimax Problems

In this paper, we discuss the nonlinear minimax problems with inequality constraints. Based on the stationary conditions of the discussed problems, we propose a sequential systems of linear equations (SSLE)-type algorithm of quasi-strongly sub-feasible directions with an arbitrary initial iteration point. By means of the new working set, we develop a new technique for constructing the sub-matrix in the lower right corner of the coefficient matrix of the system of linear equations (SLE). At each iteration, two systems of linear equations (SLEs) with the same uniformly nonsingular coefficient matrix are solved. Under mild conditions, the proposed algorithm possesses global and strong convergence. Finally, some preliminary numerical experiments are reported.     

Generating a Random Collection of Discrete Joint Probability Distributions Subject to Partial Information

In this paper, we develop a practical and flexible methodology for generating a random collection of discrete joint probability distributions, subject to a specified information set, which can be expressed as a set of linear constraints (e.g., marginal assessments, moments, or pairwise correlations). Our approach begins with the construction of a polytope using this set of linear constraints. This polytope defines the set of all joint distributions that match the given information; we refer to this set as the “truth set.” We then implement a Monte Carlo procedure, the Hit-and-Run algorithm, to sample points uniformly from the truth set. Each sampled point is a joint distribution that matches the specified information. We provide guidelines to determine the quality of this sampled collection. The sampled points can be used to solve optimization models and to simulate systems under different uncertainty scenarios.     

Geometric control of hybrid systems

In this paper, we present a geometric approach for computing controlled invariant sets for hybrid control systems. While the problem is well studied in the ellipsoidal case, this family is quite conservative for constrained or switched linear systems. We reformulate the invariance of a set as an inequality for its support function that is valid for any convex set. This produces novel algebraic conditions for the invariance of sets with polynomial or piecewise quadratic support functions.     

Series expansions and maximum principles for generalized analytic vectors in the space Rn

In a few preceding papers we discussed the existence and representation of solutions of a certain of linear elliptic systems of partial differential equations of first order in the space R_n. Here we construct a complete set of solutions of these systems and prove maximum principles.     

齐次线性方程组有基础解系的反问题

本文给出了齐次线性方程组存在基础解系的逆定理及其证明 ,同时也给出了由线性无关向量组构造齐次线性方程组的一般方法步骤 .     

Upper Semicontinuity of the Feasible Set Mapping for Linear Inequality Systems

In this paper we characterize the upper semicontinuity of the feasible set mapping at a consistent linear semi-infinite system (LSIS, in brief). In our context, no standard hypothesis is required in relation to the set indexing the constraints and, consequently, the functional dependence between the linear constraints and their associated indices has no special property. We consider, as parameter space, the set of all LSIS having the same index set, endowed with an extended metric to measure the size of the perturbations. We introduce the concept of reinforced system associated with our nominal system. Then, the upper semicontinuity property of the feasible set mapping at the nominal system is characterized looking at the feasible sets of both systems. The fact that this characterization depends only on the nominal system, not involving systems in a neighbourhood, is remarkable. We also provide a necessary and sufficient condition for the aimed property exclusively in terms of the coefficients of the system.     

Interval linear systems: the state of the art

Summary  Linear systems represent the computational kernel of many models that describe problems arising in the field of social, economic as well as technical and scientific disciplines. Therefore, much effort has been devoted to the development of methods, algorithms and software for the solution of linear systems. Finite precision computer arithmetics makes rounding error analysis and perturbation theory a fundamental issue in this framework (Higham 1996). Indeed, Interval Arithmetics was firstly introduced to deal with the solution of problems with computers (Moore 1979, Rump 1983), since a floating point number actually corresponds to an interval of real numbers. On the other hand, in many applications data are affected by uncertainty (Jerrell 1995, Marino & Palumbo 2002), that is, they are only known to lie within certain intervals. Thus, bounding the solution set of interval linear systems plays a crucial role in many problems. In this work, we focus on the state of the art of theory and methods for bounding the solution set of interval linear systems. We start from basic properties and main results obtained in the last years, then we give an overview on existing methods.