On a Conjecture in Second-Order Optimality Conditions

In this paper, we deal with a conjecture formulated in Andreani et al. (Optimization 56:529–542, 2007), which states that whenever a local minimizer of a nonlinear optimization problem fulfills the Mangasarian–Fromovitz constraint qualification and the rank of the set of gradients of active constraints increases at most by one in a neighborhood of the minimizer, a second-order optimality condition that depends on one single Lagrange multiplier is satisfied. This conjecture generalizes previous results under a constant rank assumption or under a rank deficiency of at most one. We prove the conjecture under the additional assumption that the Jacobian matrix has a smooth singular value decomposition. Our proof also extends to the case of the strong second-order condition, defined in terms of the critical cone instead of the critical subspace.     

Structurable coalgebras

The notion of a structurable coalgebra is defined. It is proved that every structurable coalgebra is locally finite-dimensional. Supported by RFFR grant No. 95-01-01356 and by ISF grant No. RB 6000. Translated fromAlgebra i Logika, Vol. 35, No. 5, pp. 529–542, September–October, 1996.     

Necessary Optimality Conditions for Bilevel Optimization Problems Using Convexificators

In this work, we use a notion of convexificator (Jeyakumar, V. and Luc, D.T. (1999), Journal of Optimization Theory and Applicatons, 101, 599–621.) to establish necessary optimality conditions for bilevel optimization problems. For this end, we introduce an appropriate regularity condition to help us discern the Lagrange–Kuhn–Tucker multipliers.     

Stability results for convex vector-valued optimization problems

In this paper, we discuss the stability of the sets of efficient points of vector-valued optimization problems when the data of the approximate problems converges to the data of the original problem in the sense of Painlevé–Kuratowski. Our results improve the corresponding results obtained by Lucchetti and Miglierina (Optimization 53(5–6):517–528, 2004, Section 3).     

Duality and optimality conditions for generalized equilibrium problems involving DC functions

We consider a generalized equilibrium problem involving DC functions which is called (GEP). For this problem we establish two new dual formulations based on Toland-Fenchel-Lagrange duality for DC programming problems. The first one allows us to obtain a unified dual analysis for many interesting problems. So, this dual coincides with the dual problem proposed by Martinez-Legaz and Sosa (J Glob Optim 25:311–319, 2006) for equilibrium problems in the sense of Blum and Oettli. Furthermore it is equivalent to Mosco’s dual problem (Mosco in J Math Anal Appl 40:202–206, 1972) when applied to a variational inequality problem. The second dual problem generalizes to our problem another dual scheme that has been recently introduced by Jacinto and Scheimberg (Optimization 57:795–805, 2008) for convex equilibrium problems. Through these schemes, as by products, we obtain new optimality conditions for (GEP) and also, gap functions for (GEP), which cover the ones in Antangerel et al. (J Oper Res 24:353–371, 2007, Pac J Optim 2:667–678, 2006) for variational inequalities and standard convex equilibrium problems. These results, in turn, when applied to DC and convex optimization problems with convex constraints (considered as special cases of (GEP)) lead to Toland-Fenchel-Lagrange duality for DC problems in Dinh et al. (Optimization 1–20, 2008, J Convex Anal 15:235–262, 2008), Fenchel-Lagrange and Lagrange dualities for convex problems as in Antangerel et al. (Pac J Optim 2:667–678, 2006), Bot and Wanka (Nonlinear Anal to appear), Jeyakumar et al. (Applied Mathematics research report AMR04/8, 2004). Besides, as consequences of the main results, we obtain some new optimality conditions for DC and convex problems.     

Completions of local morphisms and valuations

In this note we study injective local morphisms of local excellent domains. In particular we are interested in the problem when the –adic topology onS restricts to a topology on R that is linearly equivalent to the –adic topology. Using a valuative criterion, we prove this in case R is analytically irreducible and is essentially of finite type, and we recover and extend a weak version of Gabrielov's rank condition. Received July 30, 1999; in final form November 16, 1999 / Published online December 8, 2000     

The method of <Emphasis Type="Italic">A</Emphasis>-harmonic approximation and boundary regularity for nonlinear elliptic systems under the natural growth condition

We consider the questions of boundary regularity for weak solutions of second-order nonlinear elliptic systems under the natural growth condition. We obtain a general criterion for a weak solution to be regular in the neighborhood of a given boundary point. The proof yields directly the optimal regularity for the solution in this neighborhood. This result is new for the situation under the natural growth conditions.     

Asymptotic compactness of global trajectories generated by the Navier–Stokes–Poisson equations of a compressible fluid

In this paper, we consider the global behavior of weak solutions of Navier–Stokes–Poisson equations in time in a bounded domain–arbitrary forces. After proving the existence of bounded absorbing sets, we also obtain the conclusion on asymptotic compactness of global trajectories generated by the Navier–Stokes–Poisson equations of a compressible fluid. Supported by NSF(No:10531020) of China and the Program of 985 Innovation Engineering on Information in Xiamen University (2004–2007).     

Calmness and Exact Penalization in Vector Optimization with Cone Constraints

In this paper, a (local) calmness condition of order α is introduced for a general vector optimization problem with cone constraints in infinite dimensional spaces. It is shown that the (local) calmness is equivalent to the (local) exact penalization of a vector-valued penalty function for the constrained vector optimization problem. Several necessary and sufficient conditions for the local calmness of order α are established. Finally, it is shown that the local calmness of order 1 implies the existence of normal Lagrange multipliers. Presented at the 6th International Conference on Optimization: Techniques and Applications, Ballarat, Australia, December 9–11, 2004 This work is supported by the Postdoctoral Fellowship of Hong Kong Polytechnic University.     

On the regularity of the pressure field of Brenier’s weak solutions to incompressible Euler equations

In this paper we improve the regularity in time of the gradient of the pressure field arising in Brenier’s variational weak solutions (Comm Pure Appl Math 52:411–452, 1999) to incompressible Euler equations. This improvement is necessary to obtain that the pressure field is not only a measure, but a function in . In turn, this is a fundamental ingredient in the analysis made by Ambrosio and Figalli (2007, preprint) of the necessary and sufficient optimality conditions for the variational problem by Brenier (J Am Mat Soc 2:225–255, 1989; Comm Pure Appl Math 52:411–452, 1999).     

Differential-geometric Newton method for the best rank-(R1, R2, R3) approximation of tensors

An increasing number of applications are based on the manipulation of higher-order tensors. In this paper, we derive a differential-geometric Newton method for computing the best rank-(R ₁, R ₂, R ₃) approximation of a third-order tensor. The generalization to tensors of order higher than three is straightforward. We illustrate the fast quadratic convergence of the algorithm in a neighborhood of the solution and compare it with the known higher-order orthogonal iteration (De Lathauwer et al., SIAM J Matrix Anal Appl 21(4):1324–1342, 2000). This kind of algorithms are useful for many problems. This paper presents research results of the Belgian Network DYSCO (Dynamical Systems, Control, and Optimization), funded by the Interuniversity Attraction Poles Programme, initiated by the Belgian State, Science Policy Office. The scientific responsibility rests with its authors. Research supported by: (1) Research Council K.U.Leuven: GOA-Ambiorics, CoE EF/05/006 Optimization in Engineering (OPTEC), (2) F.W.O.: (a) project G.0321.06, (b) Research Communities ICCoS, ANMMM and MLDM, (3) the Belgian Federal Science Policy Office: IUAP P6/04 (DYSCO, “Dynamical systems, control and optimization”, 2007–2011), (4) EU: ERNSI. M. Ishteva is supported by a K.U.Leuven doctoral scholarship (OE/06/25, OE/07/17, OE/08/007), L. De Lathauwer is supported by “Impulsfinanciering Campus Kortrijk (2007–2012)(CIF1)” and STRT1/08/023.     

A new general form of conjugate gradient methods with guaranteed descent and strong global convergence properties

Although the study of global convergence of the Polak–Ribière–Polyak (PRP), Hestenes–Stiefel (HS) and Liu–Storey (LS) conjugate gradient methods has made great progress, the convergence of these algorithms for general nonlinear functions is still erratic, not to mention under weak conditions on the objective function and weak line search rules. Besides, it is also interesting to investigate whether there exists a general method that converges under the standard Armijo line search for general nonconvex functions, since very few relevant results have been achieved. So in this paper, we present a new general form of conjugate gradient methods whose theoretical significance is attractive. With any formula β _k  ≥ 0 and under weak conditions, the proposed method satisfies the sufficient descent condition independently of the line search used and the function convexity, and its global convergence can be achieved under the standard Wolfe line search or even under the standard Armijo line search. Based on this new method, convergence results on the PRP, HS, LS, Dai–Yuan–type (DY) and Conjugate–Descent–type (CD) methods are established. Preliminary numerical results show the efficiency of the proposed methods.     

Monomialn-Lie algebras

The classes of monomial Ω-algebras defined by multilinear and weakly multilinear maps are studied. Necessary and sufficient conditions for these algebras to be n-Lie are specified. Supported by the RF Ministry of General and Vocational Education (grant for Fundamental Research in Mathematics). Translated fromAlgebra i Logika, Vol. 37, No. 5, pp. 542–567, September–October, 1998.     

On local convergence of sequential quadratically-constrained quadratic-programming type methods,with an extension to variational problems

We consider the class of quadratically-constrained quadratic-programming methods in the framework extended from optimization to more general variational problems. Previously, in the optimization case, Anitescu (SIAM J. Optim. 12, 949–978, 2002) showed superlinear convergence of the primal sequence under the Mangasarian-Fromovitz constraint qualification and the quadratic growth condition. Quadratic convergence of the primal-dual sequence was established by Fukushima, Luo and Tseng (SIAM J. Optim. 13, 1098–1119, 2003) under the assumption of convexity, the Slater constraint qualification, and a strong second-order sufficient condition. We obtain a new local convergence result, which complements the above (it is neither stronger nor weaker): we prove primal-dual quadratic convergence under the linear independence constraint qualification, strict complementarity, and a second-order sufficiency condition. Additionally, our results apply to variational problems beyond the optimization case. Finally, we provide a necessary and sufficient condition for superlinear convergence of the primal sequence under a Dennis-Moré type condition. Research of the second author is partially supported by CNPq Grants 300734/95-6 and 471780/2003-0, by PRONEX–Optimization, and by FAPERJ.     

Fuzzy identification problem for continuous extremal fuzzy dynamic system

This work deals with the problems of the Continuous Extremal Fuzzy Dynamic System (CEFDS) optimization and briefly discusses the results developed by Sirbiladze (Int J Gen Syst 34(2):107–138, 2005a; 34(2):139–167, 2005b; 34(2):169–198, 2005c; 35(4):435–459, 2006a; 35(5):529–554, 2006b; 36(1): 19–58, 2007; New Math Nat Comput 4(1):41–60, 2008a; Mat Zametki, 83(3):439–460, 2008b). The basic properties of extended extremal fuzzy measures and Sugeno’s type integrals are considered and several variants of their representation are given. Values of extended extremal conditional fuzzy measures are defined as a levels of expert knowledge reflections of CEFDS states in the fuzzy time intervals. The notions of extremal fuzzy time moments and intervals are introduced and their monotone algebraic structures that form the most important part of the fuzzy instrument of modeling extremal fuzzy dynamic systems are discussed. A new approach in modeling of CEFDS is developed. Applying the results of Sirbiladze (Int J Gen Syst 34(2) 107–138, 2005a; 34(2):139–167, 2005b), fuzzy processes with possibilistic uncertainty, the source of which are expert knowledge reflections on the states on CEFDS in extremal fuzzy time intervals, are constructed (Sirbiladze in Int J Gen Syst 34(2):169–198, 2005c). The dynamics of CEFDS’s is described. Questions of the ergodicity of CEFDS are considered. A fuzzy-integral representation of a continuous extremal fuzzy process is given. Based on the fuzzy-integral model, a method and an algorithm are developed for identifying the transition operator of CEFDS. The CEFDS transition operator is restored by means of expert data with possibilistic uncertainty, the source of which is expert knowledge reflections on the states of CEFDS in the extremal fuzzy time intervals. The regularization condition for obtaining quasi-optimal estimator of the transition operator is represented by the theorems. The corresponding calculating algorithm is provided. The results obtained are illustrated by an example in the case of a finite set of CEFDS states.     

Uniform convergence of fuzzy random renewal process

Recently, Zhao et al. (in Fuzzy Optimization and Decision Making 2007 6, 279–295) presented a fuzzy random elementary renewal theorem and fuzzy random renewal reward theorem in the fuzzy random process. In this paper, we study the convergence of fuzzy random renewal variable and of the total rewards earned by time t with respect to the extended Hausdorff metrics d _∞ and d ₁. Using this convergence information and applying the uniform convergence theorem, we provide some new versions of the fuzzy random elementary renewal theorem and the fuzzy random renewal reward theorem.     

Quadratic Growth Conditions and Uniqueness of Optimal Solution to Lasso

Journal of Optimization Theory and Applications - In the previous paper Bello-Cruz et al. (J Optim Theory Appl 188:378–401, 2021), we showed that the quadratic growth condition plays a key...     

Nonlinear Degenerate Parabolic Equation with Nonlinear Boundary Condition

In this paper, we obtain the necessary and sufficient conditions on the global existence of all positive （weak） solutions to a nonlinear degenerate parabolic equation with nonlinear boundary condition.     

Variation formulas for solution of a nonlinear differential equation with time delay and mixed initial condition

In this paper, we prove the variation formulas for solutions of a differential equation with nonconstant time delay and mixed initial condition. “Mixed initial condition” means that at the initial moment, some coordinates of the trajectory do not coincide with the corresponding coordinates of the initial function. This condition unites continuous and noncontinuous initial conditions, for which the variation formulas were probed in [5–7]. On one hand, variation formulas are used in the proof of necessary optimality conditions [1–4, 6, 8, 9]; on the other hand, they allow one to obtain approximate solutions of perturbed equations in analytic form. __________ Translated from Sovremennaya Matematika i Ee Prilozheniya (Contemporary Mathematics and Its Applications), Vol. 42, Optimal Control, 2006.     

On identities of right alternative metabelian Grassmann algebras

The right alternative metabelian (solvable of index 2) Grassmann algebras of rank 1 and 2 are studied. A basis of identities of a right alternative metabelian Grassmann algebra of rank 1 is presented. Then it is proved that the variety generated by the indicated algebra has almost finite topological rank. It is also shown that the variety generated by a Grassmann algebra of rank 2 is not Spechtian. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 13, No. 2, pp. 157–183, 2007.