Connectedness of efficient points in convex and convex transformable vector optimization

Given a convex vector optimization problem with respect to a closed ordering cone, we show the connectedness of the efficient and properly efficient sets. The Arrow–Barankin–Blackwell theorem is generalized to nonconvex vector optimization problems, and the connectedness results are extended to convex transformable vector optimization problems. In particular, we show the connectedness of the efficient set if the target function f is continuously transformable, and of the properly efficient set if f is differentiably transformable. Moreover, we show the connectedness of the efficient and properly efficient sets for quadratic quasiconvex multicriteria optimization problems.     

Vector optimization problems with quasiconvex constraints

Let X be a real linear space, a convex set, Y and Z topological real linear spaces. The constrained optimization problem min _C f(x), is considered, where f : X ₀→ Y and g : X ₀→ Z are given (nonsmooth) functions, and and are closed convex cones. The weakly efficient solutions (w-minimizers) of this problem are investigated. When g obeys quasiconvex properties, first-order necessary and first-order sufficient optimality conditions in terms of Dini directional derivatives are obtained. In the special case of problems with pseudoconvex data it is shown that these conditions characterize the global w-minimizers and generalize known results from convex vector programming. The obtained results are applied to the special case of problems with finite dimensional image spaces and ordering cones the positive orthants, in particular to scalar problems with quasiconvex constraints. It is shown, that the quasiconvexity of the constraints allows to formulate the optimality conditions using the more simple single valued Dini derivatives instead of the set valued ones.      

Additively decomposed quasiconvex functions

Letf be a real-valued function defined on the product ofm finite-dimensional open convex setsX ₁, ,X _m .Assume thatf is quasiconvex and is the sum of nonconstant functionsf ₁, ,f _m defined on the respective factor sets. Then everyf _i is continuous; with at most one exception every functionf _i is convex; if the exception arises, all the other functions have a strict convexity property and the nonconvex function has several of the differentiability properties of a convex function.We define the convexity index of a functionf _i appearing as a term in an additive decomposition of a quasiconvex function, and we study the properties of that index. In particular, in the case of two one-dimensional factor sets, we characterize the quasiconvexity of an additively decomposed functionf either in terms of the nonnegativity of the sum of the convexity indices off ₁ andf ₂, or, equivalently, in terms of the separation of the graphs off ₁ andf ₂ by means of a logarithmic function. We investigate the extension of these results to the case ofm factor sets of arbitrary finite dimensions. The introduction discusses applications to economic theory.     

On the connectedness of the set of weakly efficient points of a vector optimization problem in locally convex spaces

In vector optimization, topological properties of the set of efficient and weakly efficient points are of interest. In this paper, we study the connectedness of the setE ^w of all weakly efficient points of a subsetZ of a locally convex spaceX with respect to a continuous mappingp:X Y,Y locally convex and partially ordered by a closed, convex cone with nonempty interior. Under the general assumptions thatZ is convex and closed and thatp is a pointwise quasiconvex mapping (i.e., a generalized quasiconvex concept), the setE ^w is connected, if the lower level sets ofp are compact. Furthermore, we show some connectedness results on the efficient points and the efficient and weakly efficient outcomes. The considerations of this paper extend the previous results of Refs. 1–3. Moreover, some examples in vector approximation are given.The author is grateful to Dr. D. T. Luc and to a referee for pointing out an error in an earlier version of this paper.     

Convergence of a Block Coordinate Descent Method for Nondifferentiable Minimization

We study the convergence properties of a (block) coordinate descent method applied to minimize a nondifferentiable (nonconvex) function f(x ₁, . . . , x _N ) with certain separability and regularity properties. Assuming that f is continuous on a compact level set, the subsequence convergence of the iterates to a stationary point is shown when either f is pseudoconvex in every pair of coordinate blocks from among N-1 coordinate blocks or f has at most one minimum in each of N-2 coordinate blocks. If f is quasiconvex and hemivariate in every coordinate block, then the assumptions of continuity of f and compactness of the level set may be relaxed further. These results are applied to derive new (and old) convergence results for the proximal minimization algorithm, an algorithm of Arimoto and Blahut, and an algorithm of Han. They are applied also to a problem of blind source separation.     

The reverse spelling of an FPrt-universal word in two letters

ForX a set the expression Prt(X) denotes the composition monoid of all functionsf X ×X. Fork a positive integer the letterk denotes also the set of all nonnegative integers less thank. Whenk > 1 the expression r_k denotes the connected injective element {<i, i + 1>i k – 1} in Prt (k). We show for every word w=w(x,y) in a two-letter alphabet that if the equation w(x, y)=r_k has a solution =y) ²Prt(k) then ¯w(x,y)=r_k also has a solution in²Prt(k), where ¯w is the word obtained by spelling the wordw backwards. It is a consequence of this theorem that if for every finite setX and for everyf Prt(X) the equation w(x,y)=f has a solution in²Prt(X) then for every suchX andf the equation ¯w(x, y)=f has a solution in²Prt(X).Presented by J. Mycielski.     

The Bourgain property and convex hulls

Let (Ω, Σ, μ) be a complete probability space and let X be a Banach space. We consider the following problem: Given a function f: Ω → X for which there is a norming set B ? B_{X *} such that Z_f,B = {x * ○ f: x * ∈ B } is uniformly integrable and has the Bourgain property, does it follow that f is Birkhoff integrable? It turns out that this question is equivalent to the following one: Given a pointwise bounded family ?? ? ?^Ω with the Bourgain property, does its convex hull co(??) have the Bourgain property? With the help of an example of D. H. Fremlin, we make clear that both questions have negative answer in general. We prove that a function f: Ω → X is scalarly measurable provided that there is a norming set B ? B_{X *} such that Z_f,B has the Bourgain property. As an application we show that the first problem has positive solution in several cases, for instance: (i) when B_{X *} is weak* separable; (ii) under Martin's axiom, for functions defined on [0, 1] with values in a Banach space with density character smaller than the continuum. (© 2007 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Parametrizing Over ℤ Integral Values of Polynomials Over ℚ

Given a polynomial f ∈ ?[X] such that f(?) ? ?, we investigate whether the set f(?) can be parametrized by a multivariate polynomial with integer coefficients, that is, the existence of g ∈ ?[X ₁,…, X _m ] such that f(?) = g(? ^m ). We offer a necessary and sufficient condition on f for this to be possible. In particular, it turns out that some power of 2 is a common denominator of the coefficients of f, and there exists a rational β with odd numerator and odd prime-power denominator such that f(X) = f(β ?X). Moreover, if f(?) is likewise parametrizable, then this can be done by a polynomial in one or two variables.     

The law of the Euler scheme for stochastic differential equations

Summary We study the approximation problem ofE f(X _T ) byE f(X _T ⁿ ), where (X _t ) is the solution of a stochastic differential equation, (X _T ⁿ ) is defined by the Euler discretization scheme with stepT/n, andf is a given function. For smoothf's, Talay and Tubaro have shown that the errorE f(X _T ) –f(X _T ⁿ ) can be expanded in powers of 1/n, which permits to construct Romberg extrapolation precedures to accelerate the convergence rate. Here, we prove that the expansion exists also whenf is only supposed measurable and bounded, under an additional nondegeneracy condition of Hörmander type for the infinitesimal generator of (X _t ): to obtain this result, we use the stochastic variations calculus. In the second part of this work, we will consider the density of the law ofX _T ⁿ and compare it to the density of the law ofX _T .     

The structure of LC-continuous functions

A function f is LC-continuous if the inverse image of any open set is a locally closed set; i.e., an intersection of an open set and a closed set. The aim of this paper is to prove the following theorem: Let f: X→Y be an LC-continuous function onto a separable metric space Y. Then X can be covered by countably many subsets T _n ⊂X such that each restriction f∣T _n is continuous at all points of T _n .     

Points of joint continuity and large oscillations

For topological spaces X and Y and a metric space Z, we introduce a new class N( X ×Y, Z ) \mathcal{N}\left( {X \times Y,\,Z} \right) of mappings f: X × Y → Z containing all horizontally quasicontinuous mappings continuous with respect to the second variable. It is shown that, for each mapping f from this class and any countable-type set B in Y, the set C _B (f) of all points x from X such that f is jointly continuous at any point of the set {x} × B is residual in X: We also prove that if X is a Baire space, Y is a metrizable compact set, Z is a metric space, and f ? N( X ×Y, Z ) f \in \mathcal{N}\left( {X \times Y,\,Z} \right) , then, for any ε > 0, the projection of the set D ^ε (f) of all points p ∈ X × Y at which the oscillation ω _f (p) ≥ ε onto X is a closed set nowhere dense in X.     

A Frank–Wolfe Type Theorem for Convex Polynomial Programs

In 1956, Frank and Wolfe extended the fundamental existence theorem of linear programming by proving that an arbitrary quadratic function f attains its minimum over a nonempty convex polyhedral set X provided f is bounded from below over X. We show that a similar statement holds if f is a convex polynomial and X is the solution set of a system of convex polynomial inequalities. In fact, this result was published by the first author already in a 1977 book, but seems to have been unnoticed until now. Further, we discuss the behavior of convex polynomial sets under linear transformations and derive some consequences of the Frank–Wolfe type theorem for perturbed problems.     

The limit space Cc(X,Y) and the connected components of X and Y

Let X and Y be limit spaces (in the sense of FISCHER). For f ? C(X, Y), let [f] denote the subset of C(X, Y), where the maps take the connected components of X into those of Y quite analogously to f. The subspace [f] of the continuous convergence space C_c(X, Y) is written as a product II C_c(X_i, Y_k(i)), where X_i runs through the components of X and Y_k(i) always is the component of Y which contains the set f(X_i). Sufficient conditions for the representation C_c(X, Y) = Σ [f] are given (in terms of the spaces X and Y). Some applications on limit homeomorphism groups are included.     

Expansion of the global error for numerical schemes solving stochastic differential equations

Given the solution (X_t ) of a Stochastic Differential System, two situat,ions are considered: computat,ion of Ef(X_t ) by a Monte–Carlo method and, in the ergodic case, integration of a function f w.r.t. the invariant probability law of (X_t ) by simulating a simple t,rajectory.

For each case it is proved the expansion of the global approximat,ion error—for a class of discret,isat,ion schemes and of funct,ions f—in powers of the discretisation step size, extending in the fist case a result of Gragg for deterministic O.D.E.

Some nn~nerical examples are shown to illust,rate the applicat,ion of extrapolation methods, justified by the foregoing expansion, in order to improve the approximation accuracy     

Homotopy Properties of the Space If(X) of Idempotent Probability Measures

A subspace I_f(X) of the space of idempotent probability measures on a given compact space X is constructed. It is proved that if the initial compact space X is contractible, then I_f(X) is a contractible compact space as well. It is shown that the shapes of the compact spaces X and I_f(X) are equal. It is also proved that, given a compact space X, the compact space I_f(X) is an absolute neighborhood retract if and only if so is X.

     

Three characterizations of non-binary correlation-immune and resilient functions

A functionf(X ₁,X ₂, ...,X _n ) is said to betth-order correlation-immune if the random variableZ=f(X ₁,X ₂,...,X _n ) is independent of every set oft random variables chosen from the independent equiprobable random variablesX ₁,X ₂,...,X _n . Additionally, if all possible outputs are equally likely, thenf is called at-resilient function. In this paper, we provide three different characterizations oft th-order correlation immune functions and resilient functions where the random variable is overGF (q). The first is in terms of the structure of a certain associated matrix. The second characterization involves Fourier transforms. The third characterization establishes the equivalence of resilient functions and large sets of orthogonal arrays.     

Continuity properties of the normal cone to the level sets of a quasiconvex function

Two main properties of the subgradient mapping of convex functions are transposed for quasiconvex ones. The continuity of the functionxf(x)^–1f(x) on the domain where it is defined is deduced from some continuity properties of the normal coneN to the level sets of the quasiconvex functionf. We also prove that, under a pseudoconvexity-type condition, the normal coneN(x) to the set {x:f(x)f(x)} can be expressed as the convex hull of the limits of type {N(x _n)}, where {x _n} is a sequence converging tox and contained in a dense subsetD. In particular, whenf is pseudoconvex,D can be taken equal to the set of points wheref is differentiable.This research was completed while the second author was on a sabbatical leave at the University of Montreal and was supported by a NSERC grant. It has its origin in the doctoral thesis of the first author (Ref. 1), prepared under the direction of the second author.The authors are grateful to an anonymous referee and C. Zalinescu for their helpful remarks on a previous version of this paper.     

One-Point Discontinuities of Separately Continuous Functions on the Product of Two Compact Spaces

We investigate the existence of a separately continuous function f: X × Y → ℝ with a one-point set of discontinuity points in the case where the topological spaces X and Y satisfy conditions of compactness type. In particular, it is shown that, for compact spaces X and Y and nonisolated points x ₀ ∈ X and y ₀ ∈ Y, a separately continuous function f: X × Y → ℝ with the set of discontinuity points {(x ₀, y ₀)} exists if and only if there exist sequences of nonempty functionally open sets in X and Y that converge to x ₀ and y ₀, respectively.__________Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 57, No. 1, pp. 94–101, January, 2005.     

On the asymptotic efficiency of estimators in an autoregressive process

Summary Let {X _t } be defined recursively byX _t =θX _t−1+U _t (t=1,2, ...), whereX ₀=0 and {U _t } is a sequence of independent identically distributed real random variables having a density functionf with mean 0 and varianceσ ². We assume that |θ|<1. In the present paper we obtain the bound of the asymptotic distributions of asymptotically median unbiased (AMU) estimators of θ and the sufficient condition that an AMU estimator be asymptotically efficient in the sense that its distribution attains the above bound. It is also shown that the least squares estimator of θ is asymptotically efficient if and only iff is a normal density function. University of Electro-Communications     

On scatteredly continuous maps between topological spaces

A map f:X→Y between topological spaces is defined to be scatteredly continuous if for each subspace AX the restriction f|A has a point of continuity. We show that for a function f:X→Y from a perfectly paracompact hereditarily Baire Preiss–Simon space X into a regular space Y the scattered continuity of f is equivalent to (i) the weak discontinuity (for each subset AX the set D(f|A) of discontinuity points of f|A is nowhere dense in A), (ii) the piecewise continuity (X can be written as a countable union of closed subsets on which f is continuous), (iii) the G_δ-measurability (the preimage of each open set is of type G_δ). Also under Martin Axiom, we construct a G_δ-measurable map f:X→Y between metrizable separable spaces, which is not piecewise continuous. This answers an old question of V. Vinokurov.