Asymptotic Behavior of Underlying NT Paths in Interior Point Methods for Monotone Semidefinite Linear Complementarity Problems

An interior point method (IPM) defines a search direction at each interior point of the feasible region. These search directions form a direction field, which in turn gives rise to a system of ordinary differential equations (ODEs). Thus, it is natural to define the underlying paths of the IPM as solutions of the system of ODEs. In Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007), these off-central paths are shown to be well-defined analytic curves and any of their accumulation points is a solution to the given monotone semidefinite linear complementarity problem (SDLCP). In Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007; J. Optim. Theory Appl. 137:11–25, 2008) and Sim (J. Optim. Theory Appl. 141:193–215, 2009), the asymptotic behavior of off-central paths corresponding to the HKM direction is studied. In particular, in Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007), the authors study the asymptotic behavior of these paths for a simple example, while, in Sim and Zhao (J. Optim. Theory Appl. 137:11–25, 2008) and Sim (J. Optim. Theory Appl. 141:193–215, 2009), the asymptotic behavior of these paths for a general SDLCP is studied. In this paper, we study off-central paths corresponding to another well-known direction, the Nesterov-Todd (NT) direction. Again, we give necessary and sufficient conditions for these off-central paths to be analytic w.r.t. \(\sqrt{\mu}\) and then w.r.t. μ, at solutions of a general SDLCP. Also, as in Sim and Zhao (Math. Program. Ser. A 110:475–499, 2007), we present off-central path examples using the same SDP, whose first derivatives are likely to be unbounded as they approach the solution of the SDP. We work under the assumption that the given SDLCP satisfies a strict complementarity condition.     

Global Optimality Conditions for Some Classes of Optimization Problems

We establish new necessary and sufficient optimality conditions for global optimization problems. In particular, we establish tractable optimality conditions for the problems of minimizing a weakly convex or concave function subject to standard constraints, such as box constraints, binary constraints, and simplex constraints. We also derive some new necessary and sufficient optimality conditions for quadratic optimization. Our main theoretical tool for establishing these optimality conditions is abstract convexity.     

A Damped Gauss-Newton Method for the Second-Order Cone Complementarity Problem

We investigate some properties related to the generalized Newton method for the Fischer-Burmeister (FB) function over second-order cones, which allows us to reformulate the second-order cone complementarity problem (SOCCP) as a semismooth system of equations. Specifically, we characterize the B-subdifferential of the FB function at a general point and study the condition for every element of the B-subdifferential at a solution being nonsingular. In addition, for the induced FB merit function, we establish its coerciveness and provide a weaker condition than Chen and Tseng (Math. Program. 104:293–327, 2005) for each stationary point to be a solution, under suitable Cartesian P-properties of the involved mapping. By this, a damped Gauss-Newton method is proposed, and the global and superlinear convergence results are obtained. Numerical results are reported for the second-order cone programs from the DIMACS library, which verify the good theoretical properties of the method. S. Pan’s work is partially supported by the Doctoral Starting-up Foundation (B13B6050640) of GuangDong Province. J.-S. Chen is member of Mathematics Division, National Center for Theoretical Sciences, Taipei Office. J.-S. Chen’s work is partially supported by National Science Council of Taiwan.     

Fekete-Szeg Problems for Certain Classes of Meromorphic Functions Using q-Derivative Operator

In this paper, we introduce two subclasses Σ*q(φ) and Σ*q,α(φ) of meromorphic functions f(z) for whichqz Dq f(z)f(z)? φ(z) and     

Equivalent Conditions for Jacobian Nonsingularity in Linear Symmetric Cone Programming

In this paper we consider the linear symmetric cone programming (SCP). At a Karush-Kuhn-Tucker (KKT) point of SCP, we present the important conditions equivalent to the nonsingularity of Clarke’s generalized Jacobian of the KKT nonsmooth system, such as primal and dual constraint nondegeneracy, the strong regularity, and the nonsingularity of the B-subdifferential of the KKT system. This affirmatively answers an open question by Chan and Sun (SIAM J. Optim. 19:370–396, 2008).     

Some Properties of Classes of Infinitely Differentiable Functions of Two Variables,

In this paper,we extend the following results to the case of two variables:S.Mandelbrojit'stheorems on the differentiable classes and on the trigonometric classes;H.Cartan's theorems on theclasses of composition and on the equivalence of two classes on a finite interval.All the results in thispaper can be transfered immediately to the case of more than two variables.     

A Globally and Superlinearly Convergent Method for Monotone Complementarity Problems with Nonsmooth Functions

Thenonlinearcomplementarityproblem,denotedbyNCP(F):findavectorx∈RnsuchthatF(X)2≥0,X≥0,XTF(X)=0,whereF:Rn→Rnisagivenfunction.DuringthelastfewyearsjmanymethodshavebeendevelopedforthesolutionofNCP(F),see[3]andreferencestherein.Andalgorithmswithglobalandlocallysuperlinearconvergencehavebeenpresented.However,mostpapersarebasedonsufficielltlysmooth(atleastdifferelltiable)functionsF.Incontrasttothis,wewishtoobtaincorrespondingresultsfornonsmoothfunctionF.Tothisend,Fishe.[2]presentedader…     

On the Analyticity of Underlying HKM Paths for Monotone Semidefinite Linear Complementarity Problems

An interior point method (IPM) defines a search direction at an interior point of the feasible region. These search directions form a direction field, which in turn defines a system of ordinary differential equations (ODEs). The solutions of the system of ODEs are called off-central paths, underlying paths lying in the interior of the feasible region. It is known that not all off-central paths are analytic, whether w.r.t. μ or , where μ represents the duality gap, at a solution of a given semidefinite linear complementarity problem, SDLCP (Sim and Zhao, Math. Program. 110:475–499, 2007). In Sim and Zhao (J. Optim. Theory Appl. 137:11–25, 2008), we give a necessary and sufficient condition for when an off-central path is analytic as a function of at a solution of a general SDLCP. It is then natural to ask about the analyticity of a SDLCP off-central path at a solution, as a function of μ. We investigate this in the current paper. Again, we work under the assumption that the given SDLCP satisfies strict complementarity condition.     

Use Cesro Means To Describe Two Classes of Functions

Let H(D)be the collection of functions which are analytic in the unitdisc D.we call B_0={f∈H(D),(?)(1-|z|~2)|f’(z)|=0}litlle Bloch space.Letf∈H(D),0相似文献   

Duality Theory for Optimization Problems with Interval-Valued Objective Functions

A solution concept in optimization problems with interval-valued objective functions, which is essentially similar to the concept of nondominated solution in vector optimization problems, is introduced by imposing a partial ordering on the set of all closed intervals. The interval-valued Lagrangian function and interval-valued Lagrangian dual function are also proposed to formulate the dual problem of the interval-valued optimization problem. Under this setting, weak and strong duality theorems can be obtained.     

A New Infeasible Mehrotra-Type Predictor–Corrector Algorithm for Nonlinear Complementarity Problems Over Symmetric Cones

This paper establishes a theoretical framework of infeasible Mehrotra-type predictor–corrector algorithm for nonmonotone nonlinear complementarity problems over symmetric cones which can be regarded as an extension the Mehrotra’s algorithm proposed by Salahi et al. (On Mehrotra-type predictor–corrector algorithms. SIAM J Optim 18(4):1377–1397, 2005) from nonnegative orthant to symmetric cone. The iteration complexity of the algorithm is estimated, and some numerical results are provided. The numerical results show that the algorithm is efficient and reliable.     

Multisplitting Iteration Schemes for Solving a Class of Nonlinear Complementarity Problems

We consider several synchronous and asynchronous multisplitting iteration schemes for solving aclass of nonlinear complementarity problems with the system matrix being an H-matrix.We establish theconvergence theorems for the schemes.The numerical experiments show that the schemes are efficient forsolving the class of nonlinear complementarity problems.     

Pivoting in Linear Complementarity: Two Polynomial-Time Cases

We study the behavior of simple principal pivoting methods for the P-matrix linear complementarity problem (P-LCP). We solve an open problem of Morris by showing that Murty’s least-index pivot rule (under any fixed index order) leads to a quadratic number of iterations on Morris’s highly cyclic P-LCP examples. We then show that on K-matrix LCP instances, all pivot rules require only a linear number of iterations. As the main tool, we employ unique-sink orientations of cubes, a useful combinatorial abstraction of the P-LCP.     

Existence of Solutions for Nonlinear Implicit Complementarity Problems in Reflexive Banach Spaces

51.IntroductionNonlinearcomp1ementaritytheoryhasemergedasaninterestingandfascinatingbranchofapplicablemathematics.Thistheoryhasbecomearichsourceofinspirationandmotivationforscientistsandengineerstoalargenumberofproblemsarisingincontactproblemsinelasticity,fluidflowthroughporousmedia,generalequilibriumoftransportationandeconomics,optimiza-tionandcontrolproblems,etc.IthasbeenshownbyKaramardian[8jthatiftheconvexsetin-volvedinavariationalinequalityproblemandacomplmentarityproblemisaconvexcone,then…     

Fourier Series on Compact Symmetric Spaces: K-Finite Functions of Small Support

The Fourier coefficients of a function f on a compact symmetric space U/K are given by integration of f against matrix coefficients of irreducible representations of U. The coefficients depend on a spectral parameter μ, which determines the representation, and they can be represented by elements [^(f)](m)\hat{f}(\mu) in a common Hilbert space ℋ.     

Two Wider Classes of Combinatorial Identities

Here introduced are two general classes of combinatorial identities that may be defined via inverse relations due to Gould and Hsu(cf.Duke Math J. 40(1973), 885 891). Classes(∑) and(∑~*). Any identity is said to belong to the class(∑) if it can be embedded in either of the forms(reciprocal relations)     

Tail Bounds for the Supremums of Empirical Processes over Unbounded Classes of Functions

So far the study of exponential bounds of an empirical process has been restricted to a bounded index class of functions. The case of an unbounded index class of functions is now studied on the basis of a new symmetrization idea and a new method of truncating the original probability space; the exponential bounds of the tail probabilities for the supremum of the empirical process over an unbounded class of functions are obtained. The exponential bounds can be used to establish laws of the logarithm for the empirical processes over unbounded classes of functions.     

Bounds for Two Classes of Graph Spectrum and Proof of Their Conjectures

Let λ_k be the kth greatest eigenvalue of forest F (or tree T) on n vertices, then λ_k=-λ_(n-k 1). Hong Yuan proposed the following conjecture: Conjecture 1. Suppose T is a tree with n vertices and edge independence number q. For k≤q, λ_k(T)≥λ_k(S_(n-2k 2)~(2h-2) with equality iff T≌S_(n-2k 2)~(2k-2), where S_(n-2k 2)~(2k-2) is formed from a K_(1,n-2k 1) and a path P_(2k-2) by joining with an edge a vertex of degree one of P_(2k-2) to the vertex of degree n-2k 1 of K_(1,n-2k 1).     

A Null Space Approach for Solving Nonlinear Complementarity Problems

In this work, null space techniques are employed to tackle nonlinear complementarity problems （NCPs）. NCP conditions are transform into a nonlinear programming problem, which is handled by null space algorithms, The NCP conditions are divided into two groups, Some equalities and inequalities in an NCP are treated as constraints, While other equalities and inequalities in an NCP are to be regarded as objective function. Two groups are all updated in every step. Null space approaches are extended to nonlinear complementarity problems. Two different solvers are employed for all NCP in an algorithm.