An Extension of Yuan’s Lemma and Its Applications in Optimization

We prove an extension of Yuan’s lemma to more than two matrices, as long as the set of matrices has rank at most 2. This is used to generalize the main result of Baccari and Trad (SIAM J Optim 15(2):394–408, 2005), where the classical necessary second-order optimality condition is proved, under the assumption that the set of Lagrange multipliers is a bounded line segment. We prove the result under the more general assumption that the Hessian of the Lagrangian, evaluated at the vertices of the Lagrange multiplier set, is a matrix set with at most rank 2. We apply the results to prove the classical second-order optimality condition to problems with quadratic constraints and without constant rank of the Jacobian matrix.     

Local minimizer and De Giorgi’s type conjecture for the isotropic–nematic interface problem

In this paper, we investigate the structure of local minimizers for the isotropic–nematic interface based on the Landau-de Gennes energy. In the absence of the anisotropic energy, the uniaxial solution is the only local minimizer in 1-D. In 3-D, we propose a De Giorgi’s type conjecture and give an affirmative answer under a mild assumption. In the presence of the anisotropic energy with \(L_2>-\,1\) and homeotropic anchoring, the uniaxial solution is also the only local minimizer in a class of diagonal form in 1-D.     

The cluster problem in constrained global optimization

Deterministic branch-and-bound algorithms for continuous global optimization often visit a large number of boxes in the neighborhood of a global minimizer, resulting in the so-called cluster problem (Du and Kearfott in J Glob Optim 5(3):253–265, 1994). This article extends previous analyses of the cluster problem in unconstrained global optimization (Du and Kearfott 1994; Wechsung et al. in J Glob Optim 58(3):429–438, 2014) to the constrained setting based on a recently-developed notion of convergence order for convex relaxation-based lower bounding schemes. It is shown that clustering can occur both on nearly-optimal and nearly-feasible regions in the vicinity of a global minimizer. In contrast to the case of unconstrained optimization, where at least second-order convergent schemes of relaxations are required to mitigate the cluster problem when the minimizer sits at a point of differentiability of the objective function, it is shown that first-order convergent lower bounding schemes for constrained problems may mitigate the cluster problem under certain conditions. Additionally, conditions under which second-order convergent lower bounding schemes are sufficient to mitigate the cluster problem around a global minimizer are developed. Conditions on the convergence order prefactor that are sufficient to altogether eliminate the cluster problem are also provided. This analysis reduces to previous analyses of the cluster problem for unconstrained optimization under suitable assumptions.     

Infinite horizon risk-sensitive control of diffusions without any blanket stability assumptions

We consider the infinite horizon risk-sensitive problem for nondegenerate diffusions with a compact action space, and controlled through the drift. We only impose a structural assumption on the running cost function, namely near-monotonicity, and show that there always exists a solution to the risk-sensitive Hamilton–Jacobi–Bellman (HJB) equation, and that any minimizer in the Hamiltonian is optimal in the class of stationary Markov controls. Under the additional hypothesis that the coefficients of the diffusion are bounded, and satisfy a condition that limits (even though it still allows) transient behavior, we show that any minimizer in the Hamiltonian is optimal in the class of all admissible controls. In addition, we present a sufficient condition, under which the solution of the HJB is unique (up to a multiplicative constant), and establish the usual verification result. We also present some new results concerning the multiplicative Poisson equation for elliptic operators in ${\mathbb{R}}^d$.     

On representations of the feasible set in convex optimization

We consider the convex optimization problem \({\min_{\mathbf{x}} \{f(\mathbf{x}): g_j(\mathbf{x})\leq 0, j=1,\ldots,m\}}\) where f is convex, the feasible set \({\mathbf{K}}\) is convex and Slater’s condition holds, but the functions g _j ’s are not necessarily convex. We show that for any representation of \({\mathbf{K}}\) that satisfies a mild nondegeneracy assumption, every minimizer is a Karush-Kuhn-Tucker (KKT) point and conversely every KKT point is a minimizer. That is, the KKT optimality conditions are necessary and sufficient as in convex programming where one assumes that the g _j ’s are convex. So in convex optimization, and as far as one is concerned with KKT points, what really matters is the geometry of \({\mathbf{K}}\) and not so much its representation.     

Existence of non-isotropic conjugate points on rank one normal homogeneous spaces

We give a positive answer to the Chavel’s conjecture (J Differ Geom 4:13–20, 1970): a simply connected rank one normal homogeneous space is symmetric if any pair of conjugate points are isotropic. It implies that all simply connected rank one normal homogeneous space with the property that the isotropy action is variational complete is a rank one symmetric space.     

Properties of equation reformulation of the Karush–Kuhn–Tucker condition for nonlinear second order cone optimization problems

We give an equation reformulation of the Karush–Kuhn–Tucker (KKT) condition for the second order cone optimization problem. The equation is strongly semismooth and its Clarke subdifferential at the KKT point is proved to be nonsingular under the constraint nondegeneracy condition and a strong second order sufficient optimality condition. This property is used in an implicit function theorem of semismooth functions to analyze the convergence properties of a local sequential quadratic programming type (for short, SQP-type) method by Kato and Fukushima (Optim Lett 1:129–144, 2007). Moreover, we prove that, a local solution x* to the second order cone optimization problem is a strict minimizer of the Han penalty merit function when the constraint nondegeneracy condition and the strong second order optimality condition are satisfied at x*.     

Convergence of the Augmented Lagrangian Method for Nonlinear Optimization Problems over Second-Order Cones

The paper analyzes the rate of local convergence of the augmented Lagrangian method for nonlinear second-order cone optimization problems. Under the constraint nondegeneracy condition and the strong second order sufficient condition, we demonstrate that the sequence of iterate points generated by the augmented Lagrangian method locally converges to a local minimizer at a linear rate, whose ratio constant is proportional to 1/τ with penalty parameter τ not less than a threshold . Importantly and interestingly enough, the analysis does not require the strict complementarity condition. Supported by the National Natural Science Foundation of China under Project 10771026 and by the Scientific Research Foundation for the Returned Overseas Chinese Scholars, State Education Ministry.     

On a Diophantine Inequality with Reciprocals

We generalize Chebotarev’s density theorem to Weil groups. Since the Artin–Weil conjecture on the integrality of the Artin–Hecke L-functions, constructed by A. Weil, has not been completely proved so far, we estimate the character sums both under and without the assumption of the validity of that conjecture.     

On the complete cd-index of a Bruhat interval

We study the non-negativity conjecture of the complete cd-index of a Bruhat interval as defined by Billera and Brenti. For each cd-monomial M we construct a set of paths, such that if a “flip condition” is satisfied, then the number of these paths is the coefficient of the monomial M in the complete cd-index. When the monomial contains at most one d, then the condition follows from Dyer’s proof of Cellini’s conjecture. Hence the coefficients of these monomials are non-negative. We also relate the flip condition to shelling of Bruhat intervals.     

Signalizers and balance in groups of finite Morley rank

There is a longstanding conjecture, due to Gregory Cherlin and Boris Zilber, that all simple groups of finite Morley rank are simple algebraic groups. The most successful approach to this conjecture has been Borovik's program analyzing a minimal counterexample, or simple $K^1$-group. We show that a simple $K^1$-group of finite Morley rank and odd type is either algebraic of else has Prüfer rank at most two. This result signifies a switch from the general methods used to handle large groups, to the specilized methods which must be used to identify ${\mathrm{PSL}}_2$, ${\mathrm{PSL}}_3$, ${\mathrm{PSp}}_4$, and $G_2$.     

A conjecture on B-groups

In this note, I propose the following conjecture: a finite group $G$ is nilpotent if and only if its largest quotient $B$ -group $\beta (G)$ is nilpotent. I give a proof of this conjecture under the additional assumption that $G$ be solvable. I also show that this conjecture is equivalent to the following: the kernel of restrictions to nilpotent subgroups is a biset-subfunctor of the Burnside functor.     

Characterization of the alternating groups by their order and one conjugacy class length

Let G be a finite group, and let N(G) be the set of conjugacy class sizes of G. By Thompson’s conjecture, if L is a finite non-abelian simple group, G is a finite group with a trivial center, and N(G) = N(L), then L and G are isomorphic. Recently, Chen et al. contributed interestingly to Thompson’s conjecture under a weak condition. They only used the group order and one or two special conjugacy class sizes of simple groups and characterized successfully sporadic simple groups (see Li’s PhD dissertation). In this article, we investigate validity of Thompson’s conjecture under a weak condition for the alternating groups of degrees p+1 and p+2, where p is a prime number. This work implies that Thompson’s conjecture holds for the alternating groups of degree p + 1 and p + 2.     

On the convergence rate of grid search for polynomial optimization over the simplex

We consider the approximate minimization of a given polynomial on the standard simplex, obtained by taking the minimum value over all rational grid points with given denominator \({r} \in \mathbb {N}\). It was shown in De Klerk et al. (SIAM J Optim 25(3):1498–1514, 2015) that the accuracy of this approximation depends on r as \(O(1/r^2)\) if there exists a rational global minimizer. In this note we show that the rational minimizer condition is not necessary to obtain the \(O(1/r^2)\) bound.     

Positive existential definability of multiplication from addition and the range of a polynomial

We consider the problem of recovering multiplication in the integers from enrichments of its additive structure, in the positive existential context. We prove that if a conjecture by Caporaso–Harris–Mazur holds, then for all integer-valued polynomials F of degree at least 2, multiplication is positive-existentially definable in (Z; 0, 1,+, R_F, =) where R_F is the unary relation F(Z). Similar results were only known for the polynomials F(t) = t² (under the Bombieri–Lang conjecture) and F(t) = tⁿ (under a generalization of the abc conjecture).     

Sufficient Conditions of Isolated Minimizers for Constrained Programming Problems

In this article, sufficient optimality conditions for nonsmooth programming problems with inequality constraints are studied. When the objective and constraint functions are ?-stable at some point, a first-order sufficient optimality condition for an isolated local minimizer of order 1 is established. A second-order sufficient optimality condition for an isolated local minimizer of order 2 is obtained in terms of the lower Dini second-order directional derivatives of the Lagrangian function. The obtained results extend and improve the ones found by Ward [21 D.E. Ward ( 1994 ). Characterizations of strict local minima and nacessary conditions for weak sharp minima . Journal of Optimization Theory and Applications 80 : 551 – 571 .[Crossref], [Web of Science ®] , [Google Scholar]].     

On the Optimality of the Assumptions Used to Prove the Existence and Symmetry of Minimizers of Some Fractional Constrained Variational Problems

In this paper, we discuss the optimality of the assumptions used, in a previous paper, to prove existence and symmetry of minimizers of the fractional constrained variational problem: $$\inf \;\left\{\frac{1}{2} \int|\nabla_s u|^2 - \int F(|x|, u):\;u\in H^s (\mathbb{R}^N) \mbox{ and } \int u^2 = c^2\right\},$$ where c is a prescribed number. More precisely, we will show that if one of the conditions, used to prove that all minimizers of the above constrained variational problem, are radial and radially decreasing for all c, do not hold true, then there are several interesting situations:

There is no minimizer at all.

The infimum is achieved but no minimizer is radial.

For some values of c there is no minimizer. For large values, the minimizer is radial and radially decreasing.

In the fractional setting, such a study is more subtle than in the classical one. We take advantage of some brilliant results obtained recently in Cabre and Sire (Anal. PDEs, 2012), Dyda (Fractional calculus for power functions, 2012) and Hajaiej et al. (Necessary and sufficient conditions for the fractional Gagliardo–Nirenberg inequalities and applications to Navier–Stokes and generalized Boson equations, 2012).     

On the conjecture on APN functions and absolute irreducibility of polynomials

An almost perfect nonlinear (APN) function (necessarily a polynomial function) on a finite field \(\mathbb {F}\) is called exceptional APN, if it is also APN on infinitely many extensions of \(\mathbb {F}\). In this article we consider the most studied case of \(\mathbb {F}=\mathbb {F}_{2^n}\). A conjecture of Janwa–Wilson and McGuire–Janwa–Wilson (1993/1996), settled in 2011, was that the only monomial exceptional APN functions are the monomials \(x^n\), where \(n=2^k+1\) or \(n={2^{2k}-2^k+1} \) (the Gold or the Kasami exponents, respectively). A subsequent conjecture states that any exceptional APN function is one of the monomials just described. One of our results is that all functions of the form \(f(x)=x^{2^k+1}+h(x)\) (for any odd degree h(x), with a mild condition in few cases), are not exceptional APN, extending substantially several recent results towards the resolution of the stated conjecture. We also show absolute irreducibility of a class of multivariate polynomials over finite fields (by repeated hyperplane sections, linear transformations, and reductions) and discuss their applications.     

New classes of integral functionals for which the integral representation of lower semicontinuous envelopes is valid

M.A. Sychev has recently shown that conditions necessary and sufficient for the lower semicontinuity of integral functionals with p-coercive integrands are W^1,p-quasi-convexity and the so-called matching condition (M). Condition (M) is so general that there is the conjecture that is always holds in the case of continuous integrands. The paper develops relaxation theory (construction of lower semicontinuous envelopes) under the assumption that condition (M) holds. It turns out that, in this case, the theory has very good structure. Applications of general relaxation theory to particular cases, including the theory of strong materials, are also discussed.