Necessary and sufficient conditions for quadratic minimality

We provide necessary and sufficient conditions for a (non-convex) quadratic function to take a local minimum over a convex set. Various limiting examples are given.     

A Pieri rule for skew shapes

The Pieri rule expresses the product of a Schur function and a single row Schur function in terms of Schur functions. We extend the classical Pieri rule by expressing the product of a skew Schur function and a single row Schur function in terms of skew Schur functions. Like the classical rule, our rule involves simple additions of boxes to the original skew shape. Our proof is purely combinatorial and extends the combinatorial proof of the classical case.     

Schur positivity of skew Schur function differences and applications to ribbons and Schubert classes

Some new relations on skew Schur function differences are established both combinatorially using Schützenberger’s jeu de taquin, and algebraically using Jacobi-Trudi determinants. These relations lead to the conclusion that certain differences of skew Schur functions are Schur positive. Applying these results to a basis of symmetric functions involving ribbon Schur functions confirms the validity of a Schur positivity conjecture due to McNamara. A further application reveals that certain differences of products of Schubert classes are Schubert positive. For Manfred Schocker 1970–2006. S.J. van Willigenburg was supported in part by the National Sciences and Engineering Research Council of Canada.     

Equality of multiplicity free skew characters

In this paper we show that two skew diagrams λ/μ and α/β can represent the same multiplicity free skew character [λ/μ]=[α/β] only in the the trivial cases when λ/μ and α/β are the same up to translation or rotation or if λ=α is a staircase partition λ=(l,l−1,…,2,1) and λ/μ and α/β are conjugate of each other.     

Necessary and sufficient conditions of optimality for some classical scheduling problems

A scheduling problem is generally to order the jobs such that a certain objective function f(π) is minimized. For some classical scheduling problems, only sufficient conditions of optimal solutions are concerned in the literature. In this paper, we study the necessary and sufficient conditions by means of the concept of critical ordering (critical jobs and their relations). These results are meaningful in recognition and characterization of optimal solutions of scheduling problems.     

Necessary and sufficient conditions for the Robbins-Monro method

This paper examines the relation between convergence of the Robbins-Monro iterates $\text{X}{}_{\mathrm{n+1}}\text{= X}{}_{\mathrm{n}}\text{?a}{}_{\mathrm{n}}\text{?(X}{}_{\mathrm{n}}\text{)+a}{}_{\mathrm{n}}\text{ξ}{}_{\mathrm{n}}\text{, ?(θ)=0}$, and the laws of large numbers S_n=a_nΣ^n?1_j=0ξ_j→0 as n→+∞. If a_n is decreasing at least as rapidly as c/n, then X_n→θw.p. 1 (resp. in L_p, p?1) implies S_n→0 w.p. 1 (resp. in L_p, p?1) as n→+∞. If a_n is decreasing at least as slowly as c?n and lim_n→+∞a_n=0, then S_n→0 w.p. 1 (resp. in L_p, p?2) implies X_n→θw.p. 1 (resp. in L_p, p?2) as n →+∞. Thus, there is equivalence in the frequently examined case $\text{a}{}_{\mathrm{n}}\text{?c?n}$. Counter examples show that the LLN must have the form of S_n, that the rate of decrease conditions are sharp, that the weak LLN is neither necessary nor sufficient for the convergence in probability of X_n to θ when $\text{a}{}_{\mathrm{n}}\text{?c?n}$.     

Necessary and sufficient conditions for oscillation of first order nonlinear neutral differential equations

In this paper, we prove that every solution of the first order nonlinear neutral differential equation

     

任意阶中立型方程正解存在的充要条件

给出了任意阶中立型微分方程（x(t)-p(t)g(x(τ(t)))^(n) ∫α^βt(t,ξ，x(g1(t,ξ）），x(g2(t,ξ）），…，x(gm(t,ξ）））dη（ξ）=0存在正解x(t)满足x(t)-p(t)g(x(τ(t)))/t^k→正常数（→∞)物条件，作为本文结果的特例，部分地解决了文[5]提出的公开问题2。     

Necessary optimality conditions for bilevel set optimization problems

Bilevel programming problems are hierarchical optimization problems where in the upper level problem a function is minimized subject to the graph of the solution set mapping of the lower level problem. In this paper necessary optimality conditions for such problems are derived using the notion of a convexificator by Luc and Jeyakumar. Convexificators are subsets of many other generalized derivatives. Hence, our optimality conditions are stronger than those using e.g., the generalized derivative due to Clarke or Michel-Penot. Using a certain regularity condition Karush-Kuhn-Tucker conditions are obtained.      

Necessary conditions for stochastic optimal control problems in infinite dimensions

The purpose of this paper is to establish the first and second order necessary conditions for stochastic optimal controls in infinite dimensions. The control system is governed by a stochastic evolution equation, in which both drift and diffusion terms may contain the control variable and the set of controls is allowed to be nonconvex. Only one adjoint equation is introduced to derive the first order necessary optimality condition either by means of the classical variational analysis approach or, under an additional assumption, by using differential calculus of set-valued maps. More importantly, in order to avoid the essential difficulty with the well-posedness of higher order adjoint equations, using again the classical variational analysis approach, only the first and the second order adjoint equations are needed to formulate the second order necessary optimality condition, in which the solutions to the second order adjoint equation are understood in the sense of the relaxed transposition.     

Schur convexity for a class of symmetric functions

The Schur convexity and concavity of a class of symmetric functions are discussed, and an open problem proposed by Guan in Some properties of a class of symmetric functions is answered. As consequences, some inequalities are established by use of the theory of majorization.     

Necessary conditions for hyperbolic systems

We consider the Cauchy problem for first order hyperbolic systems that have characteristic points of higher multiplicity. This means that the determinant of the principal symbol has multiple characteristic points. In the case where, on a multiple characteristic point, the principal symbol has corank 2, we give necessary conditions for the well posedness of the Cauchy problem. These conditions involve a suitably defined noncommutative determinant of the full symbol of the system.     

Necessary conditions for Gabor frames

The goal of this paper is to establish a set of necessary conditions for Gabor frames. These conditions are also sufficient for tight frames.     

群体决策中Suzumura一致性选择函数理性化的充要条件

研究了Suzumura一致性选择函数的展示偏好描述,在已有的展示偏好定义基础上,给出了Suzumura一致性选择函数的展示偏好公理,并证明了该公理是Suzumura一致性选择函数理性化的充要条件.     

Necessary and sufficient conditions for functions involving the tri- and tetra-gamma functions to be completely monotonic

The psi function ψ(x) is defined by ψ(x)=Γ^′(x)/Γ(x), where Γ(x) is the gamma function. We give necessary and sufficient conditions for the function ψ^″(x)+[ψ^′(x+α)]² or its negative to be completely monotonic on (−α,∞), where . We also prove that the function [ψ^′(x)]²+λψ^″(x) is completely monotonic on (0,∞) if and only if λ1. As an application of the latter conclusion, the monotonicity and convexity of the function e^pψ(x+1)−qx with respect to x(−1,∞) are thoroughly discussed for p≠0 and .     

Necessary conditions for constrained optimal control problems via mathematical programming

Necessary conditions for optimal control problems with state-control variable inequality constraints are obtained via mathematical programming formulation and functional analysis in Banach space. These conditions are general ones that hold without any constraint qualifications but differentiability. Furthermore, these conditions are shown to be equivalent to the classical result in the presence of the linear independence constraint qualification.     

Necessary and sufficient conditions for stabilization of discrete-time planar switched systems

This paper discusses the stabilization problem for single-input discrete-time planar switched systems. We establish necessary and sufficient conditions for the stabilization of planar switched systems. A series of linear inequalities are presented for describing the set of all common quadratic Lyapunov functions. Our results are not only easily testable, but also constructive.     

Necessary optimality conditions and saddle points for approximate optimization in banach spaces

In this article we study approximate optimality in the setting of a Banach space. We study various solution concepts existing in the literature and develop very general necessary optimality conditions in terms of limiting subdifferentials. We also study saddle point conditions and relate them to various solution concepts. Part of this research was carried out when the author was a post-doctoral fellow at UAB, Barcelona by the Grant No. SB99-B0771103B of the Spanish Ministry of Education and Culture. The hospitality and the facilities provided at CODE, UAB is gratefully acknowledged.