A homotopy method for nonlinear semidefinite programming

In this paper, for solving the nonlinear semidefinite programming problem, a homotopy is constructed by using the parameterized matrix inequality constraint. Existence of a smooth path determined by the homotopy equation, which starts from almost everywhere and converges to a Karush–Kuhn–Tucker point, is proven under mild conditions. A predictor-corrector algorithm is given for numerically tracing the smooth path. Numerical tests with nonlinear semidefinite programming formulations of several control design problems with the data contained in COMPl _e ib are done. Numerical results show that the proposed algorithm is feasible and applicable.     

Non-Strebel points and variability sets

This paper studies the subset of the non-Strebel points in the universal Teichmuller space T. Let Z0 ∈ △be a fixed point. Then we prove that for every non-Strebel point h, there is a holomorphic curve γ : [0, 1]→ T with h as its initial point satisfying the following conditions.(1) The curve γ is on a sphere centered at the base-point of T, i.e. dT(id, γ(t)) = dT(id, h), (t ∈ [0, 1]).(2) For every t ∈ (0,1], the variability set Vγ(t)[Z0] of γ(t) has non-empty interior, i.e. Vγ(t) [Z0] ≠ .     

Necessary conditions for efficiency in terms of the Michel–Penot subdifferentials

In this article, we study a multiobjective optimization problem involving inequality and equality cone constraints and a set constraint in which the functions are either locally Lipschitz or Fréchet differentiable (not necessarily C ¹-functions). Under various constraint qualifications, Kuhn–Tucker necessary conditions for efficiency in terms of the Michel–Penot subdifferentials are established.     

On a New Class of Vector Variational Control Problems

Abstract

In this paper, we introduce geodesic (strongly) b-V-KT-pseudoinvex multidimensional control problems. This new class of multiobjective variational control problems, involving multiple integral cost functionals, is described such that every geodesic Kuhn–Tucker point is geodesic efficient solution. In addition, to illustrate the effectiveness of our main result, the paper is completed with an application.     

Pareto Optimizing and Kuhn–Tucker Stationary Sequences

We study the relation between weakly Pareto minimizing and Kuhn–Tucker stationary nonfeasible sequences for vector optimization under constraints, where the weakly Pareto (efficient) set may be empty. The work is placed in a context of Banach spaces and the constraints are described by a functional taking values in a cone. We characterize the asymptotic feasibility in terms of the constraint map and the asymptotic efficiency via a Kuhn–Tucker system completely approximate, distinguishing the classical bounded case from the nontrivial unbounded one. The latter requires Auslender–Crouzeix type conditions and Ekeland's variational principle for constrained vector problems.     

A class of smoothing SAA methods for a stochastic mathematical program with complementarity constraints

A class of smoothing sample average approximation (SAA) methods is proposed for solving the stochastic mathematical program with complementarity constraints (SMPCC) considered by Birbil et al. [S.I. Birbil, G. Gürkan, O. Listes, Solving stochastic mathematical programs with complementarity constraints using simulation, Math. Oper. Res. 31 (2006) 739–760]. The almost sure convergence of optimal solutions of the smoothed SAA problem to that of the true problem is established by the notion of epi-convergence in variational analysis. It is demonstrated that, under suitable conditions, any accumulation point of Karash–Kuhn–Tucker points of the smoothed SAA problem is almost surely a kind of stationary point of SMPCC as the sample size tends to infinity. Moreover, under a strong second-order sufficient condition for SMPCC, the exponential convergence rate of the sequence of Karash–Kuhn–Tucker points of the smoothed SAA problem is investigated through an application of Robinson?s stability theory. Some preliminary numerical results are reported to show the efficiency of proposed method.     

Nonfree actions of countable groups and their characters

The paper studies the region of values of the system {c ₂, c ₃, f(z ₁), f′(z ₁)},where z ₁ is an arbitrary fixed point of the disk |z| < 1; f ∈ T,and the class T consists of all the functions f(z) = z + c ₂ z ² + c ₃z³ + ⋯ regular in the disk |z| < 1 that satisfy the condition Im z · Im f(z) > 0 for Im z ≠ 0. The region of values of f′(z ₁) in the subclass of functions f ∈ T with prescribed values c ₂, c ₃, and f(z ₁) is determined. Bibliography: 10 titles.     

Borch’s Theorem from the perspective of comonotonicity

This short note revisits the classical Theorem of Borch on the characterization of Pareto optimal risk exchange treaties under the expected utility paradigm. Our objective is to approach the optimal risk exchange problem by a new method, which is based on a Breeden–Litzenberger type integral representation formula for increasing convex functions and the theory of comonotonicity. Our method allows us to derive Borch’s characterization without using Kuhn–Tucker theory, and also without the need of assuming that all utility functions are continuously differentiable everywhere. We demonstrate that our approach can be used effectively to solve the Pareto optimal risk-sharing problem with a positivity constraint being imposed on the admissible allocations when the aggregate risk is positive.     

Convexificators and boundedness of the Kuhn–Tucker multipliers set

In this paper we consider a nonsmooth optimization problem with equality, inequality and set constraints. We propose new constraint qualifications and Kuhn–Tucker type necessary optimality conditions for this problem involving locally Lipschitz functions. The main tool of our approach is the notion of convexificators. We introduce a nonsmooth version of the Mangasarian–Fromovitz constraint qualification and show that this constraint qualification is necessary and sufficient for the Kuhn–Tucker multipliers set to be nonempty and bounded.     

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.     

Cross approximation in tensor electron density computations

We propose new tensor approximation algorithms for certain discrete functions related with Hartree–Fock/Kohn–Sham equations. Given a canonical tensor representation for the electron density function (for example, produced by quantum chemistry packages such as MOLPRO), we obtain its Tucker approximation with much fewer parameters than the input data and the Tucker approximation for the cubic root of this function, which is part of the Kohn–Sham exchange operator. The key idea is in the fast and accurate prefiltering of possibly large‐scale factors of the canonical tensor input. The new algorithms are based on the incomplete cross approximation method applied to matrices and tensors of order 3 and outperform other tools for the same purpose. First, we show that the cross approximation method is robust and much faster than the singular value decomposition‐based approach. As a consequence, it becomes possible to increase the resolution of grid and the complexity of molecules that can be handled by the Hartree–Fock chemical models. Second, we propose a new fast approximation method for f^1/3(x, y, z), based on the factor prefiltering method for f(x, y, z) and certain mimic approximation hypothesis. Third, we conclude that the Tucker format has advantages in the storage and computation time compared with the ubiquitous canonical format. Copyright © 2009 John Wiley & Sons, Ltd.     

To distortion theorems for typically real functions

The paper studies the region of values of the system {f(z ₁), f(z ₂), c ₂},where z _j , j=1, 2, are arbitrary fixed points of the disk |z|<1; f ∈ T, and the class T consists of all functions f(z) = z + c ₂ z ² + ··· regular in the disk |z| < 1 and satisfying the condition Im f(z)·Im z>0 for Im z > 0 for Im z ≠ 0. The region of values of f(z ₁) in the subclass of functions f (z) ∈ T with prescribed values c ₂ and f(z ₂) is determined. Bibliography: 8 titles.     

Stability for trust-region methods via generalized differentiation

We obtain necessary and sufficient conditions for local Lipschitz-like property and sufficient conditions for local metric regularity in Robinson’s sense of Karush–Kuhn–Tucker point set maps of trust-region subproblems in trust-region methods. The main tools being used in our investigation are dual criteria for fundamental properties of implicit multifunctions which are established on the basis of generalized differentiation of normal cone mappings.     

On second-order optimality conditions for continuously Fréchet differentiable vector optimization problems

ABSTRACT

In this paper, we study a vector optimization problem (VOP) with both inequality and equality constraints. We suppose that the functions involved are Fréchet differentiable and their Fréchet derivatives are continuous or stable at the point of study. By virtue of a second-order constraint qualification of Abadie type, we provide second-order Karush–Kuhn–Tucker type necessary optimality conditions for the VOP. Moreover, we also obtain second-order sufficient optimality conditions for a kind of strict local efficiency. Both the necessary conditions and the sufficient conditions are shown in equivalent pairs of primal and dual formulations by using theorems of the alternative for the VOP.     

The Value Regions of the Systems {f(z 1), f′(z 1)} and {f(z 1), f(z 2)} in the Class of Typically Real Functions

In the class T consisting of regular and typically real functions in the disk |x| < 1, the value regions of the system {f(z ₁), f(z ₁)} and {f(z ₁), f(z ₂)} are found for fixed z ₁ and z ₂. As an application, the value regions of f(z ₁) and f(z ₂) are found for f T with fixed value f(z ₁). Bibliography: 11 titles.     

A note on point shift differentials

LetT be the universal Teichmüller space viewed as the set of all normalized quasisymmetric homeomorphism of the unit circleS ¹=∂Δ. Denote byV _h [z ₀] the variability set ofz ₀ with respect toh∈T. The following is proved: Leth ₀ be a point ofT. Suppose thatμ ₀ is an arbitrarily given extremal Beltrami differential ofh ₀ andf ₀: μ→μ is a quasiconformal mapping with the Beltrami coefficientμ ₀ andf ₀1_s=h ₀. Then there are a sequenceh _n of points inT and a sequencew _n of points in Δ withh _n ∈(Δ−V _h [z ₀]) andw _n →f ₀(z ₀) andh _n →h ₀ andn∞ such that the point shift differentials determined byh _n asw _n form a Hamilton sequence ofμ ₀. Project supported by the National Natural Science Foundation of China (Grant No. 19531060) and the Doctoral Education Program Foundation of China.     

One class of separable optimization problems: solution method,application

Convexity and generalized convexity play a central role in mathematical economics and optimization theory. So, the research on criteria for convexity or generalized convexity is one of the most important aspects in mathematical programming, in order to characterize the solutions set. Many efforts have been made in the few last years to weaken the convexity notions. In this article, taking in mind Craven's notion of K-invexity function (when K is a cone in ? ⁿ ) and Martin's notion of Karush–Kuhn–Tucker invexity (hereafter KKT-invexity), we define a new notion of generalized convexity that is both necessary and sufficient to ensure every KKT point is a global optimum for programming problems with conic constraints. This new definition is a generalization of KKT-invexity concept given by Martin and K-invexity function given by Craven. Moreover, it is the weakest to characterize the set of optimal solutions. The notions and results that exist in the literature up to now are particular instances of the ones presented here.     

Regions of Values of the Systems {f(z 1), f(z 2), f'(z 2)} and {f(z 1), f'(z 1), f'(z 1)} on the Class of Typically Real Functions

Let T be the class of functions f(z) = z + a ₂ z ² + . . . that are regular in the unit disk and satisfy the condition Im f(z) Im z > 0 for Im z 0, and let z ₁ and z ₂ be any distinct fixed points in the disk |z| < 1. For the systems of functionals mentioned in the title, the regions of values on T are studied. As a corollary, the regions of values of f'(z ₂) and f'(z ₁) on the subclasses of functions in T with fixed values f (z ₁), f (z ₂) and f (z ₁), f'(z ₁), respectively, are found. Bibliography: 7 titles.     

Some mathematical properties of a DEA model for the joint determination of efficiencies

This paper explores the Kuhn–Tucker conditions and convexity issues in a non-linear DEA model for the joint determination of efficiencies developed by Mar Molinero. It is shown that the usual convexity conditions that apply to Linear Programming problems are satisfied in this case. First order Kuhn–Tucker conditions are derived and interpreted. Estimation strategies are suggested. Some empirical work is reported.     

Convergence of Pham Dinh–Le Thi’s algorithm for the trust-region subproblem

It is proved that any DCA sequence constructed by Pham Dinh–Le Thi’s algorithm for the trust-region subproblem (Pham Dinh and Le Thi, in SIAM J. Optim. 8:476–505, 1998) converges to a Karush–Kuhn–Tucker point of the problem. This result provides a complete solution for one open question raised by Le Thi et al. (J. Global Optim., Online First, doi:10.1007/s10898-011-9696-z, 2010).