A dual-based algorithm for solving lexicographic multiple objective programs

In this paper, we propose an algorithm for solving lexicographic multiple objective programs based upon duality theorem. In the existing algorithm, we should solve several linear programming problems (LPPs); therefore if, in particular, there are several objective functions, this method is not worthwhile from the viewpoint of computation. But in our new algorithm we just solve one LPP.     

Microcomputer programs for multi-objective decision analysis

Two menu-driven microcomputer programs written in Turbo Pascal are available to assist with multi-objective decision analysis. Multiplicative and additive multi-attribute utility functions are supported along with exponential or linear single-attribute utility functions. Decision trees are not supported. The Pearson-Turkey approximation is used for expected utility calculations.     

Dual conditions characterizing optimality for convex multi-objective programs

Received June 13, 1995 / Revised version received February 6, 1998 Published online August 18, 1998     

有限链值的GV状模糊拟阵及其等价刻画

给出了完全L-拟阵及规范GV状模糊拟阵的等价刻画(其中L为有限链),推广了相关文献中的部分结果.     

Characterizations of linear suboptimality for mathematical programs with equilibrium constraints

The paper is devoted to the study of a new notion of linear suboptimality in constrained mathematical programming. This concept is different from conventional notions of solutions to optimization-related problems, while seems to be natural and significant from the viewpoint of modern variational analysis and applications. In contrast to standard notions, it admits complete characterizations via appropriate constructions of generalized differentiation in nonconvex settings. In this paper we mainly focus on various classes of mathematical programs with equilibrium constraints (MPECs), whose principal role has been well recognized in optimization theory and its applications. Based on robust generalized differential calculus, we derive new results giving pointwise necessary and sufficient conditions for linear suboptimality in general MPECs and its important specifications involving variational and quasivariational inequalities, implicit complementarity problems, etc. Research was partially supported by the National Science Foundation under grant DMS-0304989 and by the Australian Research Council under grant DP-0451168.     

Pareto set approximation by the method of adjustable weights and successive lexicographic goal programming

A nonlinear multiobjective optimization problem is considered. Two methods are proposed to generate solutions with an approximately uniform distribution in a Pareto set. The first method is supposed to find the solutions as minimizers of weighted sums of objective functions where the weights are properly selected using a branch and bound type algorithm. The second method is based on lexicographic goal programming. The proposed methods are compared with several metaheuristic methods using two and three-criteria tests and applied problems.     

调和凸函数的基本性质和等价刻画

调和凸函数是Iscan在2014年引入的一类新的凸性函数.揭示了它与经典凸函数的关系,给出了调和凸函数的一些基本性质,包括连续性、单侧导数存在性和Jensen型不等式.同时,围绕调和凸函数的Hermite-Hadamard型不等式建立了调和凸函数的几个等价刻画.     

Equivalent Characterizations for Boundedness of Maximal Singular Integrals on ax+b-Groups

Let (S,d,ρ) be the affine group ℝ ⁿ ⋉ℝ⁺ endowed with the left-invariant Riemannian metric d and the right Haar measure ρ, which is of exponential growth at infinity. In this paper, for any linear operator T on (S,d,ρ) associated with a kernel K satisfying certain integral size condition and H?rmander’s condition, the authors prove that the following four statements regarding the corresponding maximal singular integral T ^∗ are equivalent: T ^∗ is bounded from L_c^￥L_{c}^{\infty} to BMO, T ^∗ is bounded on L ^p for all p∈(1,∞), T ^∗ is bounded on L ^p for some p∈(1,∞) and T ^∗ is bounded from L ¹ to L ^1,∞. As applications of these results, for spectral multipliers of a distinguished Laplacian on (S,d,ρ) satisfying certain Mihlin-H?rmander type condition, the authors obtain that their maximal singular integrals are bounded from L_c^￥L_{c}^{\infty} to BMO, from L ¹ to L ^1,∞, and on L ^p for all p∈(1,∞).     

Finding a representative nondominated set for multi-objective mixed integer programs

In this paper, we develop algorithms to find small representative sets of nondominated points that are well spread over the nondominated frontiers for multi-objective mixed integer programs. We evaluate the quality of representations of the sets by a Tchebycheff distance-based coverage gap measure. The first algorithm aims to substantially improve the computational efficiency of an existing algorithm that is designed to continue generating new points until the decision maker (DM) finds the generated set satisfactory. The algorithm improves the coverage gap value in each iteration by including the worst represented point into the set. The second algorithm, on the other hand, guarantees to achieve a desired coverage gap value imposed by the DM at the outset. In generating a new point, the algorithm constructs territories around the previously generated points that are inadmissible for the new point based on the desired coverage gap value. The third algorithm brings a holistic approach considering the solution space and the number of representative points that will be generated together. The algorithm first approximates the nondominated set by a hypersurface and uses it to plan the locations of the representative points. We conduct computational experiments on randomly generated instances of multi-objective knapsack, assignment, and mixed integer knapsack problems and show that the algorithms work well.     

伴随多项式的根与色等价图的刻画

文[2]给出了不含三角形图伴随多项式根的内插性质,本文研究了含三角形图的伴随多项式根的性质,在此基础上完整地刻画了■的色等价图,且给出这类图色唯一的充要条件.Cti表示有ti个顶点的圈;Dn表示Pn-2的一个1度点粘接下来K3的一个点得到的图.     

非单C~*-代数α-比较性的等价刻画

给出非单C~*-代数α-比较性的等价刻画:当每个τ∈QT(■H)均为忠实时,■具有α-比较性,当且仅当对于任意的〈a〉,〈b〉∈Cu(■)且∝,若α·d_τ(a)≤在Cu(■)中成立;一般地,当QT(■H)≠Φ时,■具有α-比较性,当且仅当对于任意的,∈Cu(■),若存在η>0,使得d_τ(α)≤(α~(-1)-η)d_τ(b)(_τ∈QT(■H)),则≤在Cu(■)中成立.     

The semantics and complexity of parallel programs for vector computations. Part I: A case study using ADA

Recent research in parallel numerical computation has tended to focus on the algorithmic level. Less attention has been given to the programming level where algorithm is matched, to some extent, to computer architecture. This two-part paper presents a three-level approach to parallel programming which distinguishes between mathematical algorithm, program and computer architecture. In part I, we motivate our approach by a case study using the Ada language. In part II, a mathematical concept of parallel algorithm is introduced in terms of partial orders. This serves as the basis of a theory of parallel computation which makes possible a precise semantics and a precise criterion of complexity of parallel programs. It also suggests some notation for specifying parallel numerical algorithms. To illustrate the ideas presented in part II, we concentrate here on parallel numerical computations which have vector spaces as their central data type and which are intended to be executed on a multi-processor system. The Ada language, with its task constructs, allows one to program computer algorithms to be executed on multi-processor systems, rather than on vector (pipelined) architectures. To provide a concrete example of the general problem of programming parallel numerical algorithms for multi-processor computers, we do a case study of how Ada can be used to program the solution of a system of linear equations on such computers. The case study includes an analysis of complexity which addresses the cost of data movement and process control/synchronization as well as the usual arithmetic complexity.Dedicated to Peter Naur on the occasion of his 60th birthdayThis research was partially supported by NSF Grants DCR-8406290 & CCR-8712192.     

Characterizations and Inequalities for Zonoids

We establish some new and strengthened characterizations ofzonoids and generalized zonoids. These arise from densenessproperties of differences of certain surface area measures.In addition to these new characterizations, we are able to considerablyrelax the differentiability condition in an earlier result ofSchneider.     

Piecewise lexicographic programming: A new model for practical decision problems

A new model for practical decision problems is presented. It allows one to consider lexicographic preference structures by introducing the new class of piecewise lexicographic functions which impose a total order in the objective-and-constraint space. In this way, the concepts of objective and constraints are merged into a new unified notion of co-objective. Moreover, the lexicographic preference structure may be applied not only among different coobjectives, but also among different ranges of the same decision variable. The main merits of this model appear to be its versatility (it is able to deal with different types of multiobjective optimization situations without requiring user interaction) and its compactness (it does not require one to increase the original number of decision variables and constraints). A linear version of the model is investigated in more detail.     

A method for determining the weights of criteria: The centralized weights

In multicriteria analysis many methods use weights to represent the relative importance of criteria. The noncompensatory aggregation procedure used in outranking methods enables comparisons of subsets of criteria from this point of view. An interactive method is presented, which requests only ordinal comparisons from the decision maker. The relation ‘more important than’ is assumed to be a semiorder. Therefore, the indifference part of this relation is not necessarily transitive. The judgements can be formulated as linear inequalities, which constrain the set of feasible weights and threshold values. All vertices of this polyhedron are determined, the threshold and the unknown real weights are estimated by the centroid. Some characteristics, a possible refinement in the estimation and an illustrative example are also given.     

Lower tail dependence for Archimedean copulas: Characterizations and pitfalls

Tail dependence copulas provide a natural perspective from which one can study the dependence in the tail of a multivariate distribution. For Archimedean copulas with continuously differentiable generators, regular variation of the generator near the origin is known to be closely connected to convergence of the lower tail dependence copulas to the Clayton copula. In this paper, these characterizations are refined and extended to the case of generators which are not necessarily continuously differentiable. Moreover, a counterexample is constructed showing that even if the generator of a strict Archimedean copula is continuously differentiable and slowly varying at the origin, then the lower tail dependence copulas still do not need to converge to the independent copula.     

Spectral computations for birth and death chains

We consider the spectrum of birth and death chains on an n$n$-path. An iterative scheme is proposed to compute any eigenvalue with exponential convergence rate independent of n$n$. This allows one to determine the whole spectrum in order n²$n^2$ elementary operations. Using the same idea, we also provide a lower bound on the spectral gap, which is of the correct order on some classes of examples.     

Graph-like compacta: Characterizations and Eulerian loops

A compact graph-like space is a triple $\left(X,V,E\right)$, where $X$ is a compact, metrizable space, $V\subseteq X$ is a closed zero-dimensional subset, and $E$ is an index set such that $X⧹V\cong \text{◂+▸}E\times \left(0,1\right)$. New characterizations of compact graph-like spaces are given, connecting them to certain classes of continua, and to standard subspaces of Freudenthal compactifications of locally finite graphs. These are applied to characterize Eulerian graph-like compacta.