A little theorem of the bigℳ in interior point algorithms

When we apply interior point algorithms to various problems including linear programs, convex quadratic programs, convex programs and complementarity problems, we often embed an original problem to be solved in an artificial problem having a known interior feasible solution from which we start the algorithm. The artificial problem involves a constant (or constants) which we need to choose large enough to ensure the equivalence between the artificial problem and the original problem. Theoretically, we can always assign a positive number of the order O(2 ^L ) to in linear cases, whereL denotes the input size of the problem. Practically, however, such a large number is impossible to implement on computers. If we choose too large, we may have numerical instability and/or computational inefficiency, while the artificial problem with not large enough will never lead to any solution of the original problem. To solve this difficulty, this paper presents a little theorem of the big, which will enable us to find whether is not large enough, and to update during the iterations of the algorithm even if we start with a smaller. Applications of the theorem are given to a polynomial-time potential reduction algorithm for positive semi-definite linear complementarity problems, and to an artificial self-dual linear program which has a close relation with the primal—dual interior point algorithm using Lustig's limiting feasible direction vector.     

Semicontinuous solutions for Hamilton-Jacobi equations and theL ∞control problem

We prove uniqueness for extended real-valued lower semicontinuous viscosity solutions of the Bellman equation forL -control problems. This result is then used to prove uniqueness for lsc solutions of Hamilton-Jacobi equations of the form –u _t +H(t, x, u, –Du)=0, whereH(t, x, r, p) is convex inp. The remaining assumptions onH in the variablesr andp extend the currently known results.Supported in part by Grant DMS-9300805 from the National Science Foundation.     

Robust ℋ∞-Filtering Design with Pole Placement Constraint via Linear Matrix Inequalities

The problem of robust filtering design for continuous-time systems with convex bounded uncertainties is addressed in this paper. The aim is to determine a stable linear filter such that the filtering error system remains quadratically stable within a prespecified -attenuation level. Necessary and sufficient conditions for the existence of such robust filter are provided in terms of linear matrix inequalities, which can be solved efficiently through standard convex optimization procedures guaranteeing global convergence. Furthermore, as an improvement of the strategy, the filter dynamics can be constrained to some specific regions inside the left-half complex plane.     

Existence and construction of Δ1-splines of class Ck on a three-directional mesh

Let ^* be the equilateral triangulation of the plane and let ₁ ^* be the equilateral triangle formed by four triangles of ^*. We study the space of piecewise polynomial functions in C ^k (R ²) with support ₁ ^*, having a sufficiently high degree n and which are invariant with respect to the group of symmetries of ₁ ^*. Such splines are called ₁ ^*-splines. We first compute the dimension of this space in function of n and k. Then, for any fixed k0, we prove the existence of ₁ ^*-splines of class C ^k and minimal degree, but these splines are not unique. Finally, we describe an algorithm computing the Bernstein–Bézier coefficients of these splines.     

Computational complexity of the integration problem for anisotropic classes

We determine the exact order of -complexity of the numerical integration problem for the anisotropic class W^r(I^d) and H^r(I^d) with respect to the worst case randomized methods and the average case deterministic methods. We prove this result by developing a decomposition technique of Borel measure on unit cube of d-dimensional Euclidean space. Moreover by the imbedding relationship between function classes we extend our results to the classes of functions W_p(I^d) and H_p(I^d). By the way we highlight some typical results and stress the importance of some open problems related to the complexity of numerical integration. Project supported by the fund of Personnel Division of Nankai University and the Program of One Hundred Distinguished Chinese Scientists of the Chinese Academy of Sciences.     

Almost π-Lattices

In this paper we establish some conditions for an almost -domain to be a -domain. Next -lattices satisfying the union condition on primes are characterized. Using these results, some new characterizations are given for -rings.     

On Approximate Efficiency in Multiobjective Programming

This paper is focused on approximate ( -efficient) solutions of multiobjective mathematical programs. We introduce a new -efficiency concept which extends and unifies different notions of approximate solution defined in the literature. We characterize these -efficient solutions in convex multiobjective programs through approximate solutions of linear scalarizations, which allow us to obtain parametric representations of different -efficiency sets. Several classical -efficiency notions are considered in order to show the concepts introduced and the results obtained.This research was partially supported by Ministerio de Ciencia y Tecnología (Spain), project BFM2003-02194.     

Relationship between solid cones and cones with bases

This paper establishes a relation between -based cones and solid cones in a separated locally convex topological vector space. The relation reveals that the properties of the base of a based cone affect deeply the topological properties of the dual cone.The author would like to thank Professor C. C. Huang for his discussion on the proof of Corollary 2.1. The author is also grateful to the referees for helpful comments and suggestions.     

On a Test Statistic for Linear Trend

Let {W(s)} _s 0 be a standard Wiener process. The supremum of the squared Euclidian norm Y (t)², of the R²-valued process Y(t)=(1/t W(t), {12/t ³ int_{0 t} s dW (s)– {3/t} W(t)), t [, 1], is the asymptotic, large sample distribution, of a test statistic for a change point detection problem, of appearance of linear trend. We determine the asymptotic behavior P {sup _t [, 1] Y(t)² > u as u , of this statistic, for a fixed (0,1), and for a moving = (u) 0 at a suitable rate as u . The statistical interest of our results lie in their use as approximate test levels.     

Absence de la L∞-contractivité pour les semi-groupes associés aux opérateurs elliptiques complexes sous forme divergence

Soit un opérateur elliptique du second ordre à coefficients complexes sur un ouvert de ^N . On obtient des conditions nécessaires et suffisantes sur les coefficients, pour que le semi-groupe qu'il définit, suivant les conditions au bord considérées, contracte L . On montre en particulier que cette propriété est assez spécifique aux coefficients réels. Abstract. Consider a second order elliptic operator with complex coefficients on an open set of ^N . We obtain necessary and sufficient conditions on the coefficients for the contractivity in L of the semigroup defined under different boundary conditions. In particular, we show that this property is closely related to the fact that the coefficients are actually real valued.     

A Full Characterization of Multipliers for the Strong ϱ-Integral in the Euclidean Space

We study a generalization of the classical Henstock-Kurzweil integral, known as the strong -integral, introduced by Jarník and Kurzweil. Let be the space of all strongly -integrable functions on a multidimensional compact interval E, equipped with the Alexiewicz norm We show that each element in the dual space of can be represented as a strong -integral. Consequently, we prove that fg is strongly -integrable on E for each strongly -integrable function f if and only if g is almost everywhere equal to a function of bounded variation (in the sense of Hardy-Krause) on E.     

A Simple Proof of the Borel Extension Theorem and Weak Compactness of Operators

Let T be a locally compact Hausdorff space and let C ₀(T) be the Banach space of all complex valued continuous functions vanishing at infinity in T, provided with the supremum norm. Let X be a quasicomplete locally convex Hausdorff space. A simple proof of the theorem on regular Borel extension of X-valued -additive Baire measures on T is given, which is more natural and direct than the existing ones. Using this result the integral representation and weak compactness of a continuous linear map u: C ₀(T) X when c ₀ X are obtained. The proof of the latter result is independent of the use of powerful results such as Theorem 6 of [6] or Theorem 3 (vii) of [13].     

On the Integrability of Eigenfunctions of the Laplace-Beltrami Operator in the Unit Ball of C n

Let B denote the unit ball in C ⁿ , n1, and let , , and denote the volume measure, gradient, and Laplacian respectively, with respect to the Bergman metric on B. For R and 0<p<, we denote by L ^p the set of real, or complex-valued measurable functions f on B for which _B (1–|z|²)|f(z)| ^p d(z)<, and by D ^p the Dirichlet space of C ¹ functions f on B for which | f|L ^p . Also, for C, we denote by X the set of C ² real, or complex-valued functions f on B for which f=f. The main result of the paper is as follows: Let 0<p< and suppose R with –n ². Then L ^p X ={0}, and for 0, D ^p X ={0}(a) for all n+ when p1, and(b) for all when 0<p<1.By example it is shown that the result is best possible for all values of p with pn/(n+ .     

The Trace Conjecture – A Counterexample

In the paper Geometric K-Theory for Lie Groups and Foliations, Baum and Connes conjecture in a remark following Corollary 2 of their famous Isomorphism conjecture that for a finitely generated group with torsion, the trace map tr: K₀(C^*)R maps K₀(C^*) onto the additive subgroup of Q generated by all rational numbers of the form 1/n where n is the order of a finite subgroup of . We construct a counterexample to this conjecture.     

Representable K-Theory for σ-C*-algebras

We define a version of K-theory on the category of -C ^*-algebras (countable inverse limits of C ^*-algebras). Our theory is homotopy invariant, has long exact sequences and a Milnor sequence, and satisfies Bott periodicity. On C ^*-algebras it gives the ordinary K-theory, and on the space of continuous functions on a countable direct limit X of compact Hausdorff spaces, it gives the representable K-theory of X. (We do not claim that our theory is in general a representable functor.) We also define an equivariant version, and discuss several related groups.Partially supported by a National Science Foundation Postdoctoral Fellowship.     

ε-solutions in vector minimization problems

This paper presents some properties of -solutions for vector minimization problems where the function to be optimized takes its values in the Euclidean space ^p . The results obtained generalize the classical ones for exact Pareto solutions.     

ε-optimality criteria for convex programming problems via exact penalty functions

In this paper, we present-optimality criteria for convex programming problems associated with exact penalty functions. Several authors have given various criteria under the assumption that such convex problems and the associated dual problems can be solved. We assume the solvability of neither the convex problem nor the dual problem. To derive our criteria, we estimate the size of the penalty parameter in terms of an-solution for the dual problem.     

A Property of the Ansatz of Hirota's Method for Quasilinear Parabolic Equations

By using the recently discovered new invariant properties of the ansatz of R. Hirota's method, we prove that the classes of linear fractional solutions to some nonlinear equations are closed. This allows us to construct new solutions for a chosen class of dissipative equations. This algorithm is similar to the method of dressing the solutions of integrable equations. The equations thus obtained imply a compatibility condition and are known as a nonlinear Lax pair with variable coefficients. So we propose a method for constructing such pairs. To construct solutions of a more complicated form, we propose to use the property of zero denominators and factorized brackets, which has been discovered experimentally. The expressions thus constructed are said to be quasi-invariant. They allow us to find true relations between the functions contained in the ansatz, to correct the ansatz, and to construct a solution. We present some examples of new solutions constructed following this approach. Such solutions can be used for majorizing in comparison theorems and for modeling phase processes and process in neurocomputers. A program for computing solutions by methods of computer algebra is written. These techniques supplement the classical methods for constructing solutions by using their group properties.     

Iterative Schemes for Solving Mixed Variational-Like Inequalities

In the present paper, we introduce the concept of -cocoercivity of a map and develop some iterative schemes for finding the approximate solutions of mixed variational-like inequalities. We use the concept of -cocoercivity to prove the convergence of the approximate solutions to the exact solution of mixed variational-like inequalities.