Inverse problems for quasi-variational inequalities

In this short note, our aim is to investigate the inverse problem of parameter identification in quasi-variational inequalities. We develop an abstract nonsmooth regularization approach that subsumes the total variation regularization and permits the identification of discontinuous parameters. We study the inverse problem in an optimization setting using the output-least squares formulation. We prove the existence of a global minimizer and give convergence results for the considered optimization problem. We also discretize the identification problem for quasi-variational inequalities and provide the convergence analysis for the discrete problem. We give an application to the gradient obstacle problem.     

A dynamic uncapacitated lot-sizing problem with co-production

We consider an extension of the dynamic uncapacitated lot-sizing problem to account for co-production, where multiple products are produced simultaneously in a single production run. We formulate the problem as a mixed-integer linear programming problem. We then show that a variant of the well-known zero-inventory property holds for this problem, and use this property to extend a dynamic program given for the single-item lot-sizing to solve the problem with co-production. Finally, we provide an illustrative example for our approach.     

An Interactive Algorithm for Multi-objective Route Planning

We address the route selection problem for Unmanned Air Vehicles (UAV) under multiple objectives. We consider a general case for this problem, where the UAV has to visit several targets and return to the base. We model this problem as a combination of two combinatorial problems. First, the path to be followed between each pair of targets should be determined. We model this as a multi-objective shortest path problem. Additionally, we need to determine the order of the targets to be visited. We model this as a multi-objective traveling salesperson problem (MOTSP). The overall problem is a combination of these two problems, which we define as a generalized MOTSP. We develop an exact interactive approach to identify the best paths and the best tour of a decision maker under a linear utility function.     

Nonlocal problem with integral conditions for a system of hyperbolic equations in characteristic rectangle

We consider a nonlocal problem with integral conditions for a system of hyperbolic equations in rectangular domain. We investigate the questions of existence of unique classical solution to the problemunder consideration and approaches of its construction. Sufficient conditions of unique solvability to the investigated problem are established in the terms of initial data. The nonlocal problem with integral conditions is reduced to an equivalent problem consisting of the Goursat problem for the system of hyperbolic equations with functional parameters and functional relations. We propose algorithms for finding a solution to the equivalent problem with functional parameters on the characteristics and prove their convergence. We also obtain the conditions of unique solvability to the auxiliary boundary-value problem with an integral condition for the system of ordinary differential equations. As an example, we consider the nonlocal boundary-value problem with integral conditions for a two-dimensional system of hyperbolic equations.     

Cauchy problem for a class of integro-differential equations

We consider the Cauchy problem for integro-differential equations containing Wiener-Hopf operators. We define the characteristic polynomial of the problem. We show that if all roots of the characteristic polynomial have negative imaginary parts and the corresponding strong moment problem is solvable, then the problem is equivalent to a Wiener-Hopf integral equation. We consider an example of an application of the result to a problem related to nonlocal wave interaction.     

Asymptotic Analysis for a Class of Infinite Systems of First-Order PDE: Nonlinear Parabolic PDE in the Singular Limit

Abstract

We study the asymptotic behavior of solutions of the Cauchy problem for a functional partial differential equation with a small parameter as the parameter tends to zero. We establish a convergence theorem in which the limit problem is identified with the Cauchy problem for a nonlinear parabolic partial differential equation. We also present comparison and existence results for the Cauchy problem for the functional partial differential equation and the limit problem.     

Covering partially directed graphs with directed paths

We consider graphs which contain both directed and undirected edges (partially directed graphs). We show that the problem of covering the edges of such graphs with a minimum number of edge-disjoint directed paths respecting the orientations of the directed edges is polynomially solvable. We exhibit a good characterization for this problem in the form of a min-max theorem. We introduce a more general problem including weights on possible orientations of the undirected edges. We show that this more general weighted formulation is equivalent to the weighted bipartite b-factor problem. This implies the existence of a strongly polynomial algorithm for this weighted generalization of Euler's problem to partially directed graphs (compare this with the negative results for the mixed Chinese postman problem). We also provide a compact linear programming formulation for the weighted generalization that we propose.     

精确罚函数和极小极大问题

在这篇文章中我们研究了对于不等式约束的非线性规划问题如何根据极小极大问题的鞍点来找精确罚问题的解。对于一个具有不等式约束的非线性规划问题,通过罚函数,我们构造出一个极小极大问题,应用交换“极小”或“极大”次序的策略,证明了罚问题的鞍点定理。研究结果显示极小极大问题的鞍点是精确罚问题的解。     

Preemptive repayment policy for multiple loans

We study the multi-loan-repayment problem by formulating it as a single-machine scheduling problem with preemptive and time-dependent processing times to minimize the makespan. We transform the scheduling problem into a continuous non-linear optimization problem and obtain an approximate solution by solving a series of the corresponding linear programming problems. We also identify agreeable conditions for the problem and discuss the computational complexity of the problem.     

A packet filter placement problem with application to defense against spoofed denial of service attacks

We analyze a problem in computer network security, wherein packet filters are deployed to defend a network against spoofed denial of service attacks. Information on the Internet is transmitted by the exchange of IP packets, which must declare their origin and destination addresses. A route-based packet filter verifies whether the purported origin of a packet is correct with respect to the current route map. We examine the optimization problem of finding a minimum cardinality set of nodes to filter in the network such that no spoofed packet can reach its destination. We prove that this problem is NP-hard, and derive properties that explicitly relate the filter placement problem to the vertex cover problem. We identify topologies and routing policies for which a polynomial-time solution to the minimum filter placement problem exists, and prove that under certain routing conditions a greedy heuristic for the filter placement problem yields an optimal solution.     

Product sequencing and pricing under cascade browse model

We study the assortment optimization problem under the newly proposed cascade browse model. We propose a constant approximate solution to this problem. As a byproduct, we propose the first fully polynomial-time approximation scheme (FPTAS) for the classic assortment optimization problem subject to one capacity constraint and one cardinality constraint. We also studied a joint pricing and sequencing problem under the above model and develop a constant approximate solution to this problem.     

Optimal control of a two-dimensional contact problem

We consider a frictionless contact problem with unilateral constraints for a 2D bar. We describe the problem, then we derive its weak formulation, which is in the form of an elliptic variational inequality of the first kind. Next, we establish the existence of a unique weak solution to the problem and prove its continuous dependence with respect to the applied tractions and constraints. We proceed with the study of an associated control problem for which we prove the existence of an optimal pair. Finally, we consider a perturbed optimal control problem for which we prove a convergence result.     

Problem with integral condition for a partial differential equation of the first order with respect to time

We investigate the problem with inhomogeneous integral condition for a homogeneous partial differential equation of the first order with respect to time and, in the general case, of infinite order with respect to the space variable with constant coefficients. We prove the existence and uniqueness of a solution of the problem in a class of quasipolynomials of the special form. We construct a solution of this problem with the use of the differential-symbol method. In the case of existence of a nonunique solution of the problem, we propose formulas for the construction of a particular solution of the problem.     

A problem with a nonlocal,with respect to time,condition for multidimensional hyperbolic equations

We study a boundary-value problem for a hyperbolic equation with a nonlocal with respect to time-variable integral condition. We obtain sufficient conditions for unique solvability of the nonlocal problem. The proof is based on reduction of the nonlocal first-type condition to the second-type one. This allows to reduce the nonlocal problem to an operator equation. We show that unique solvability of the operator equation implies the existence of a unique solution to the problem.     

Duality for generalized equilibrium problem

We introduce a generalized equilibrium problem (GEP) that allow us to develop a robust dual scheme for this problem, based on the theory of conjugate functions. We obtain a unified dual analysis for interesting problems. Indeed, the Lagrangian duality for convex optimization is a particular case of our dual problem. We establish necessary and sufficient optimality conditions for GEP that become a well-known theorem given by Mosco and the dual results obtained by Morgan and Romaniello, which extend those introduced by Auslender and Teboulle for a variational inequality problem.     

A nonlinear nonlocal mixed problem for a second order pseudoparabolic equation

We study a nonlocal mixed problem for a nonlinear pseudoparabolic equation, which can, for example, model the heat conduction involving a certain thermodynamic temperature and a conductive temperature. We prove the existence, uniqueness and continuous dependence of a strong solution of the posed problem. We first establish for the associated linear problem a priori estimate and prove that the range of the operator generated by the considered problem is dense. The technique of deriving the a priori estimate is based on constructing a suitable multiplicator. From the resulted energy estimate, it is possible to establish the solvability of the linear problem. Then, by applying an iterative process based on the obtained results for the linear problem, we establish the existence, uniqueness and continuous dependence of the weak solution of the nonlinear problem.     

Renormalization of the τ-functions for integrable systems: A model problem

We introduce a renormalization procedure for the τ-function of integrable systems. We illustrate the procedure using the supercritical Toda shock problem as a model problem. We start with a finite chain and take the limit of the solution as the number of particles N → ∞. This results in a new formula for the τ-function for the problem with an infinite chain. We apply the renormalized formula to rederive leading-order effects of the supercritical Toda shock problem. © 1998 John Wiley & Sons, Inc.     

Inverse problem for a quasilinear hyperbolic equation with a nonlocal boundary condition containing a delay argument

We consider a problem for a quasilinear hyperbolic equation with a nonlocal condition that contains a retarded argument. By reducing this problem to a nonlinear integrofunctional equation, we prove the existence and uniqueness theorem for its solution. We pose an inverse problem of finding a solution-dependent coefficient of the equation on the basis of additional information on the solution; the information is given at a fixed point in space and is a function of time. We prove the uniqueness theorem for the solution of the inverse problem. The proof is based on the derivation and analysis of an integro-functional equation for the difference of two solutions of the inverse problem.     

On the determination of the potential function from given orbits

The paper deals with the problem of finding the field of force that generates a given (N ? 1)-parametric family of orbits for a mechanical system with N degrees of freedom. This problem is usually referred to as the inverse problem of dynamics. We study this problem in relation to the problems of celestial mechanics. We state and solve a generalization of the Dainelli and Joukovski problem and propose a new approach to solve the inverse Suslov’s problem. We apply the obtained results to generalize the theorem enunciated by Joukovski in 1890, solve the inverse Stäckel problem and solve the problem of constructing the potential-energy function U that is capable of generating a bi-parametric family of orbits for a particle in space. We determine the equations for the sought-for function U and show that on the basis of these equations we can define a system of two linear partial differential equations with respect to U which contains as a particular case the Szebehely equation. We solve completely a special case of the inverse dynamics problem of constructing U that generates a given family of conics known as Bertrand’s problem. At the end we establish the relation between Bertrand’s problem and the solutions to the Heun differential equation. We illustrate our results by several examples.