Necessary and sufficient conditions for a penalty method to be exact

This paper identifies necessary and sufficient conditions for a penalty method to yield an optimal solution or a Lagrange multiplier of a convex programming problem by means of a single unconstrained minimization. The conditions are given in terms of properties of the objective and constraint functions of the problem as well as the penalty function adopted. It is shown among other things that all linear programs with finite optimal value satisfy such conditions when the penalty function is quadratic.     

Necessary and sufficient conditions for a graph to be three-terminal series-parallel-cascade

A “three-terminal series-parallel-cascade graph” is defined as a three-terminal graph which is constructed by means of cascade connections in addition to series and parallel connections which were used in constructing a three-terminal series-parallel graph in our previous paper. Some properties of the graph are presented, and a theorem of the Kuratowski type is given stating that a three-terminal nonseparable graph is three-terminal series-parallel-cascade if and only if none of certain three graphs can be obtained from it by opening or shorting some of the edges. This theorem characterizes a three-terminal series-parallel-cascade graph completely, and clarifies its structual limitation.     

Necessary and sufficient conditions for s-Hopfian manifolds to be codimension-2 fibrators

Fibrators help detect approximate fibrations. A closed, connected -manifold is called a codimension-2 fibrator if each map defined on an -manifold such that all fibre , are shape equivalent to is an approximate fibration. The most natural objects to study are s-Hopfian manifolds. In this note we give some necessary and sufficient conditions for s-Hopfian manifolds to be codimension-2 fibrators.

     

Necessary and sufficient conditions for a matrix to be causative in a nonstationary Markov chain

Given a sequence of transition matrices for a nonstationary Markov chain, a matrix whose product on the right of a transition matrix yields the next transition matrix is called a causative matrix. A causative matrix is strongly causative if successive products continue to yield stochastic matrices. This paper presents necessary and sufficient conditions for a matrix to be causative and strongly causative with respect to an invertible transition matrix, by considering the causative matrix as a linear transformation on the rows of the transition matrix.     

Necessary and sufficient conditions for a curve to be the gradient range of a <Emphasis Type="Italic">C</Emphasis><Superscript>1</Superscript>-smooth function

We find some necessary and sufficient conditions for a plane curve to be the gradient range of a C ¹-smooth function of two variables. As one of the consequences we give the necessary and sufficient conditions on a continuous function ? under which the differential equation \(\frac{{\partial v}}{{\partial t}} = \varphi \left( {\frac{{\partial v}}{{\partial x}}} \right)\) has nontrivial C ¹-smooth solutions.     

Necessary and sufficient second order optimality conditions for multiobjective problems with C1 data

In this paper, we obtain necessary and sufficient second order optimality conditions for multiobjective problems using second order directional derivatives. We propose the notion of second order KT-pseudoinvex problems and we prove that this class of problems has the following property: a problem is second order KT-pseudoinvex if and only if all its points that satisfy the second order necessary optimality condition are weakly efficient. Also we obtain second order sufficient conditions for efficiency.     

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 and sufficient conditions for the convergence to nonquasicontinuous semimartingales

This paper was prepared for the conference on stochastic differential systems held in Baku in 1984.     

Necessary conditions and a sufficient condition for the Fischer-Hadamard inequalities

It is well known that a matrix, all of whose principal minors are positive, satisfies the Fischer-Hadamard inequalities if and only if it is weakly sign symmetric. In this paper we consider the general case of matrices whose principal minors may be nonpositive. Necessary conditions and a sufficient condition for the Fischer-Hadamard inequalities to hold are given in the general case.     

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 quadratic stabilizability of an uncertain system

Consider an uncertain system (Σ) described by the equationx(t)=A(r(t))x(t)+B(s(t))u(t), wherex(t) ∈R ⁿ is the state,u(t) ∈R ^m is the control,r(t) ∈ ? ?R ^p represents the model parameter uncertainty, ands(t) ∈L ?R ^l represents the input connection parameter uncertainty. The matrix functionsA(·),B(·) are assumed to be continuous and the restraint sets ?,L are assumed to be compact. Within this framework, a notion of quadratic stabilizability is defined. It is important to note that this type of stabilization is robust in the following sense: The Lyapunov function and the control are constructed using only the bounds ?,L. Much of the previous literature has concentrated on a fundamental question: Under what conditions onA(·),B(·), ?,L can quadratic stabilizability be assured? In dealing with this question, previous authors have shown that, if (Σ) satisfies certain matching conditions, then quadratic stabilizability is indeed assured (e.g., Refs. 1–2). Given the fact that matching is only a sufficient condition for quadratic stabilizability, the objective here is to characterize the class of systems for which quadratic stabilizability can be guaranteed.     

Necessary and sufficient conditions for bang-bang control

Necessary and sufficient conditions for the optimal control to be bang-bang are presented for a nonlinear system. The payoff, which is not necessarily quadratic, is assumed to be described by a Hilbert-space norm and to be differentiable and convex. The results are extensions of Ref. 1 to the case of nonlinear systems.     

Necessary and sufficient conditions for hyperplane transversals

We prove that a finite family ={B ₁,B ₂, ...,B _n } of connected compact sets in ^d has a hyperplane transversal if and only if for somek there exists a set of pointsP={p ₁,p ₂, ...,p _n } (i.e., ak-dimensional labeling of the family) which spans ^k and everyk+2 sets of are met by ak-flat consistent with the order type ofP. This is a common generalization of theorems of Hadwiger, Katchalski, Goodman-Pollack and Wenger.Supported in part by NSF grant DMS-8501947 and CCR-8901484, NSA grant MDA904-89-H-2030, and the Center for Discrete Mathematics and Theoretical Computer Science (DIMACS), a National Science Foundation Science and Technology Center, under NSF grant STC88-09648.Supported by the National Science and Engineering Research Council of Canada and DIMACS.     

Necessary and sufficient conditions for multivariate majorization

Let X and Y be m × n matrices whose elements are in K, a real or complex field. We obtain necessary and sufficient conditions for the existence of a matrix A belonging to the convex hull of a certain subgroup of the general linear group GL_n(K) such that X = YA, which unite and generalize several known results concerning majorization.     

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.     

Necessary and sufficient conditions for interval-valued differentiability

This paper presents necessary and sufficient conditions for generalized Hukuhara differentiability of interval-valued functions and counterexamples of some equivalences previously presented in the literature, for which important results are based on. Moreover, applications of interval generalized Hukuhara differentiability are presented.     

Necessary and sufficient conditions for a minimum of mixed order

Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 41, No. 3, pp. 415–419, March, 1989.