Necessary and sufficient conditions in constrained optimization

Additional conditions are attached to the Kuhn-Tucker conditions giving a set of conditions which are both necessary and sufficient for optimality in constrained optimization, under appropriate constraint qualifications. Necessary and sufficient conditions are also given for optimality of the dual problem. Duality and converse duality are treated accordingly.     

Conditions for a two-dimensional surface in E 5 to be contained in a hypersphere or a hyperplane

Two theorems on conditions under which a two-dimensional surface in Euclidean 5-space is contained in a hypersphere and one theorem on conditions under which such a surface is contained in a hyperplane are proved. The notion of hyperbolic and elliptic domains on a surface are introduced. The conditions in the theorems are expressed in terms of the behavior of the plane of the normal curvature ellipse of the surface and certain boundary conditions. An example which shows that the boundary conditions are essential is constructed.     

Degenerate boundary conditions for the diffusion operator

We describe all degenerate two-point boundary conditions possible in a homogeneous spectral problem for the diffusion operator. We show that the case in which the characteristic determinant is identically zero is impossible for the nonsymmetric diffusion operator and that the only possible degenerate boundary conditions are the Cauchy conditions. For the symmetric diffusion operator, the characteristic determinant is zero if and only if the boundary conditions are falsely periodic boundary conditions; the characteristic determinant is identically a nonzero constant if and only if the boundary conditions are generalized Cauchy conditions.     

On the equivalence of two conditions for the existence of transversals

There are two conditions which are known to be necessary for the existence of a transversal in any family of sets, but both are sufficient only if the family is countable. This paper proves that these conditions are always equivalent to each other. The families which are compatible with these conditions are characterised, in the sense that each of their subfamilies possesses a transversal if it satisfies the conditions. Using this, a conjecture of Podewski and Steffens is proved.     

Regular simple geodesic loops on a tetrahedron

A regular simple geodesic loop on a tetrahedron is a simple geodesic loop which does not pass through any vertex of the tetrahedron. It is evident that such loops meet each face of the tetrahedron. Among these loops, the minimal loops are those which meet each face exactly once. Necessary and sufficient conditions for the existence of minimal loops are obtained. These conditions fall naturally into two categories, conditions in the first category being called coherence conditions and conditions in the second category being called separation conditions. It is shown that for the existence of three distinct minimal loops through any point on the face of a tetrahedron it is necessary and sufficient that the tetrahedron be isosceles, which, in turn, amounts to the tetrahedron satisfying three coherence conditions. All other regular simple geodesic loops on an isosceles tetrahedron are then classified. Finally, coherence conditions for the existence of similar loops on an arbitrary tetrahedron are found.     

一类五次多项式系统无穷远点等时中心条件与极限环分支

研究一类五次系统无穷远点的中心、拟等时中心条件与极限环分支问题.首先通过同胚变换将系统无穷远点转化成原点,然后求出该原点的前8个奇点量,从而导出无穷远点成为中心和最高阶细焦点的条件,在此基础上给出了五次多项式系统在无穷远点分支出8个极限环的实例.同时通过一种最新算法求出无穷远点为中心时的周期常数,得到了拟等时中心的必要条件,并利用一些有效途径一一证明了条件的充分性.     

On some inverse problems for elliptic equations and systems

Under study are the inverse problems of determining the right-hand side of a particular form and the solution for elliptic systems, including a series of elasticity systems. (On the boundary of the domain the solution satisfies either the Dirichlet conditions or mixed Dirichlet-Neumann conditions.) We assume that on a system of planes the normal derivatives of the solution can have discontinuities of the first kind. The conjugating boundary conditions on the discontinuity surface are analogous to the continuity conditions for the fields of displacements and stresses for a horizontally laminated medium. The overdetermination conditions are integral (the average of the solution over some domain is specified) or local (the values of the solution on some lines are specified). We study the solvability conditions for these problems and their Fredholm property.     

Zero-sum stochastic games with average payoffs: New optimality conditions

In this paper we study zero-sum stochastic games. The optimality criterion is the long-run expected average criterion, and the payoff function may have neither upper nor lower bounds. We give a new set of conditions for the existence of a value and a pair of optimal stationary strategies. Our conditions are slightly weaker than those in the previous literature, and some new sufficient conditions for the existence of a pair of optimal stationary strategies are imposed on the primitive data of the model. Our results are illustrated with a queueing system, for which our conditions are satisfied but some of the conditions in some previous literatures fail to hold.     

Conjugate-point conditions for variational problems with delayed argument

A variational problem with delayed argument is investigated. The existing necessary conditions are first reviewed. New results, two conjugate-point conditions, are then derived for this problem. The method of proof is similar to that used by Bliss for the classical problem. An example shows that the two conditions are not equivalent, and that the first-order necessary conditions, the strengthened Legendre conditions, and the conjugate-point conditions do not in general constitute a set of sufficient conditions for the delay problem. It is shown that a special case, referred to as the separated-integrand problem, leads to considerable simplification of the results for the general problem.     

The classification of self-adjoint boundary conditions of differential operators with two singular endpoints

For general even order linear ordinary differential equations with real coefficients and endpoints which are regular or singular and for arbitrary deficiency index d, the self-adjoint domains are determined by d linearly independent boundary conditions. These conditions are of three types: separated, coupled, and mixed. We give a construction for all conditions of each type and determine the number of conditions of each type possible for a given self-adjoint domain. Our construction gives a direct alternative to the recent construction of Everitt and Markus which uses the theory of symplectic spaces. We believe our construction will prove useful in the spectral analysis of these operators and in obtaining canonical forms of self-adjoint boundary conditions. Such forms are known only in the second order, i.e. Sturm-Liouville, case. Even for regular problems of order four no such forms are available. In the case when all d conditions are separated this construction yields explicit non-real conditions for all orders greater than two. It is well known that no such conditions exist in the second order case.     

Immersed Interface Finite Element Methods for Elasticity Interface Problems with Non-Homogeneous Jump Conditions

<正>In this paper,a class of new immersed interface finite element methods (IIFEM) is developed to solve elasticity interface problems with homogeneous and non-homogeneous jump conditions in two dimensions.Simple non-body-fitted meshes are used.For homogeneous jump conditions,both non-conforming and conforming basis functions are constructed in such a way that they satisfy the natural jump conditions. For non-homogeneous jump conditions,a pair of functions that satisfy the same non-homogeneous jump conditions are constructed using a level-set representation of the interface.With such a pair of functions,the discontinuities across the interface in the solution and flux are removed;and an equivalent elasticity interface problem with homogeneous jump conditions is formulated.Numerical examples are presented to demonstrate that such methods have second order convergence.     

Battle-outcome prediction for an extended system of Lanchester-type differential equations

Battle-outcome-prediction conditions are given for an extended system of Lanchester-type differential equations for two different types of battle-termination conditions: (a) fixed-force-level-breakpoint battles, and (b) fixed-force-ratio-breakpoint battles. Necessary and sufficient conditions for predicting battle outcome are given in the former case for a fight to the finish, while sufficient conditions are given in the latter case. The former results are equivalent to those for the problem of classical analysis of determining (explicitly as a function of the initial conditions) the occurrence of a zero point for the solution to this extended system, although such results as given here have not appeared previously for nonoscillatory (in the strict sense) solutions.     

集值优化问题的高阶最优性条件(借助Studniarski导数)(英文)

本文研究的是约束集值优化问题的高价最优性条件.首先通过借助集值映射的Stud-niarski导数和严格局部有效性,讨论了集值优化问题的高阶必要条件和充分条件.对于充分条件,初始空间必须是有限维的.其次在初始空间和目标空间是有限维的以及集值映射是m阶稳定的条件下,也得到了此约束集值优化问题的高阶最优性条件.     

两邻接B样条曲面的G1连续条件

本文得到了非均匀重内节点邻接B样条曲面间G1连续的充要条件 ,给出了一类G1连续的充分条件 ;基于对B样条曲线参数连续性的分析 ,本文着重给出了这类充分条件成立的内在约束 ,即对公共边界控制顶点的约束条件 .     

Upper and Lower Solution Methods for Fully Nonlinear Boundary Value Problems

Sufficient conditions are given for the existence of a solution of a fourth order nonlinear boundary value problem with nonlinear boundary conditions. The conditions assume the existence of a strong upper solution-lower solution pair, a concept that is defined in the paper. The differential equation has nonlinear dependence on all lower order derivatives of the unknown; in particular, appropriate Nagumo conditions are obtained and employed.     

Constraint Qualifications in Nonsmooth Multiobjective Optimization

For an inequality constrained nonsmooth multiobjective optimization problem involving locally Lipschitz functions, stronger KT-type necessary conditions and KT necessary conditions (which in the continuously differentiable case reduce respectively to the stronger KT conditions studied recently by Maeda and the usual KT conditions) are derived for efficiency and weak efficiency under several constraint qualifications. Stimulated by the stronger KT-type conditions, the notion of core of the convex hull of the union of finitely many convex sets is introduced. As main tool in the derivation of the necessary conditions, a theorem of the alternatives and a core separation theorem are also developed which are respectively extensions of the Motzkin transposition theorem and the Tucker theorem.     

Higher-order conditions for strict efficiency

Luu and Kien (On higher order conditions for strict efficiency, Soochow J. Math. 33 (2007), pp. 17–31), proposed higher-order conditions for strict efficiency of vector optimization problems based on the derivatives introduced in Ginchev (Higher order optimality conditions in nonsmooth optimization, Optimization 51 (2002), pp. 47–72). These derivatives are defined for scalar functions and in their terms necessary and sufficient conditions are obtained a point to be strictly efficient (isolated) minimizer of a given order for quite arbitrary scalar function. Passing to vector functions, Luu and Kien lose the peculiarity that the optimality conditions work with arbitrary functions. In this article, applying the mentioned derivatives for the scalarized problem and restoring the original idea, optimality conditions for strict efficiency of a given order are proposed, which work with quite arbitrary vector functions. It is shown that the results of Luu and Kien are corollaries of the given conditions and generalizations are discussed.     

Further results on convergence and stability of a generalization of the Richardson extrapolation process

In an earlier paper by the author a detailed convergence and stability analysis of a generalization of the Richardson extrapolation process was given under certain conditions. In the present work these conditions are modified and relaxed considerably, and results are obtained on convergence and stability under the new conditions. As the previous ones, these new results are asymptotic in nature, and contain the former. The conditions of the present paper are naturally satisfied, e.g., by the trapezoidal rule approximations of finite range integrals of functions having algebraic and logarithmic end point singularities.     

Approximate deconvolution boundary conditions for large eddy simulation

We introduce new boundary conditions for large eddy simulation. These boundary conditions are based on an approximate deconvolution approach. They are computationally efficient and general, which makes them appropriate for the numerical simulation of turbulent flows with time-dependent boundary conditions. Numerical results are presented to demonstrate the new boundary conditions in a simplified linear setting.     

Wellposedness of the boundary value formulation of a fixed strike Asian option

This work is the follow up to [J. Hugger, Numerical Mathematics and Advanced Applications—Enumath 2001, Springer, Italy, 2003] where a partial differential equation equivalent to the stochastic formulation for a fixed strike Asian option was derived.In the present work the differential equation is complemented with boundary value conditions that are derived from financial conditions.With the complete boundary value formulation thus recovered, wellposedness of the problem is adressed. It turns out that the problem takes the form of a degenerated parabolic boundary value problem with a second-order, linear, time-dependent PDE with non-negative characteristic form. Apart from the degeneracy in the PDE, also the boundary conditions (derived from the financial understanding) are “the wrong ones” or at least are non-standard. There are conditions on boundaries where none are expected to be needed bacause of the degeneracy and there are boundaries where conditions are expected to be needed but none can be found.