Equivalence of variational inequality problems to unconstrained minimization

In this paper we propose a class of merit functions for variational inequality problems (VI). Through these merit functions, the variational inequality problem is cast as unconstrained minimization problem. We estimate the growth rate of these merit functions and give conditions under which the stationary points of these functions are the solutions of VI. This work was supported by the state key project “Scientific and Engineering Computing”.     

Stochastic monotonicity of the MLE of exponential mean under different censoring schemes

In this paper, we present a general method which can be used in order to show that the maximum likelihood estimator (MLE) of an exponential mean θ is stochastically increasing with respect to θ under different censored sampling schemes. This propery is essential for the construction of exact confidence intervals for θ via “pivoting the cdf” as well as for the tests of hypotheses about θ. The method is shown for Type-I censoring, hybrid censoring and generalized hybrid censoring schemes. We also establish the result for the exponential competing risks model with censoring.     

A fuzzy closeness approach to fuzzy multi-attribute decision making

The aim of this paper is to develop a new fuzzy closeness (FC) methodology for multi-attribute decision making (MADM) in fuzzy environments, which is an important research field in decision science and operations research. The TOPSIS method based on an aggregating function representing “closeness to the ideal solution” is one of the well-known MADM methods. However, while the highest ranked alternative by the TOPSIS method is the best in terms of its ranking index, this does not mean that it is always the closest to the ideal solution. Furthermore, the TOPSIS method presumes crisp data while fuzziness is inherent in decision data and decision making processes, so that fuzzy ratings using linguistic variables are better suited for assessing decision alternatives. In this paper, a new FC method for MADM under fuzzy environments is developed by introducing a multi-attribute ranking index based on the particular measure of closeness to the ideal solution, which is developed from the fuzzy weighted Minkowski distance used as an aggregating function in a compromise programming method. The FC method of compromise ranking determines a compromise solution, providing a maximum “group utility” for the “majority” and a minimum individual regret for the “opponent”. A real example of a personnel selection problem is examined to demonstrate the implementation process of the method proposed in this paper.     

The Geometry of Standard Deontic Logic

Whereas geometrical oppositions (logical squares and hexagons) have been so far investigated in many fields of modal logic (both abstract and applied), the oppositional geometrical side of “deontic logic” (the logic of “obligatory”, “forbidden”, “permitted”, . . .) has rather been neglected. Besides the classical “deontic square” (the deontic counterpart of Aristotle’s “logical square”), some interesting attempts have nevertheless been made to deepen the geometrical investigation of the deontic oppositions: Kalinowski (La logique des normes, PUF, Paris, 1972) has proposed a “deontic hexagon” as being the geometrical representation of standard deontic logic, whereas Joerden (jointly with Hruschka, in Archiv für Rechtsund Sozialphilosophie 73:1, 1987), McNamara (Mind 105:419, 1996) and Wessels (Die gute Samariterin. Zur Struktur der Supererogation, Walter de Gruyter, Berlin, 2002) have proposed some new “deontic polygons” for dealing with conservative extensions of standard deontic logic internalising the concept of “supererogation”. Since 2004 a new formal science of the geometrical oppositions inside logic has appeared, that is “n-opposition theory”, or “NOT”, which relies on the notion of “logical bi-simplex of dimension m” (m = n − 1). This theory has received a complete mathematical foundation in 2008, and since then several extensions. In this paper, by using it, we show that in standard deontic logic there are in fact many more oppositional deontic figures than Kalinowski’s unique “hexagon of norms” (more ones, and more complex ones, geometrically speaking: “deontic squares”, “deontic hexagons”, “deontic cubes”, . . ., “deontic tetraicosahedra”, . . .): the real geometry of the oppositions between deontic modalities is composed by the aforementioned structures (squares, hexagons, cubes, . . ., tetraicosahedra and hyper-tetraicosahedra), whose complete mathematical closure happens in fact to be a “deontic 5-dimensional hyper-tetraicosahedron” (an oppositional very regular solid).      

The semantics of knowledge attributions

The basic idea of conversational contextualism is that knowledge attributions are context sensitive in that a given knowledge attribution may be true if made in one context but false if made in another, owing to differences in the attributors’ conversational contexts. Moreover, the context sensitivity involved is traced back to the context sensitivity of the word “know,” which, in turn, is commonly modelled on the case either of genuine indexicals such as “I” or “here” or of comparative adjectives such as “tall” or “rich.” But contextualism faces various problems. I argue that in order to solve these problems we need to look for another account of the context sensitivity involved in knowledge attributions and I sketch an alternative proposal.     

r-entropy,equipartition, and Ornstein’s isomorphism theorem inR n

A new approach is given to the entropy of a probability-preserving group action (in the context ofZ and ofR _n ), by defining an approximate “r-entropy”, 0<r<1, and lettingr → 0. If the usual entropy may be described as the growth rate of the number of essential names, then ther-entropy is the growth rate of the number of essential “groups of names” of width≦r, in an appropriate sense. The approach is especially useful for actions of continuous groups. We apply these techniques to state and prove a “second order” equipartition theorem forZ _m ×R _n and to give a “natural” proof of Ornstein’s isomorphism theorem for Bernoulli actions ofZ _m ×R _n , as well as a characterization of such actions which seems to be the appropriate generalization of “finitely determined”.     

How to Play M 13?

A puzzle called “M ₁₃” J. H. Conway has described recently is explained. We report an implementation of the puzzle in the programming language Java. The program allows the human user to “play M ₁₃” interactively (and to cheat by solving it automatically). The program is an example on how to bring to life a nice piece of discrete mathematics. In this sense it presents not only a didactical way of seeing “mathematics at work”, but also displays the stabilizer chain method developed by C. Sims to solve group theoretic puzzles, the most famous of which being Rubik's cube.     

Supply chain organization and e-commerce: a model to analyze store-picking, warehouse-picking and drop-shipping

Across many industries, e-commerce generates substantial modifications in supply chain structures. The aim of this article is to assess different forms of existing organizations when a store-based sales network coexists with a web site order network. Three main organizational models can be detected: “store-picking”, “dedicated warehouse-picking” and “drop-shipping”. We use a “newsboy” order policy model to compare the advantages of these different models and to note the impact of some parameters on inventory and flow management policies throughout the supply chain. Several effects are presented, particularly those linked to the size of the Internet market in relation to traditional market size and market demand hazards.      

Nevanlinna theory, diophantine approximation, and numerical analysis

This article treats the problem of the approximation of an analytic function f on the unit disk by rational functions having integral coefficients, with the goodness of each approximation being judged in terms of the maximum of the absolute values of the coefficients of the rational function. This relates to the more usual approximation by a rational function in that it could imply how many decimal places are needed when applying a particularly good rational function approximation having non-integrad coefficients. It is shown how to obtain “good” approximations of this type and it is also shown how under certain circumstances “very good” bounds are not possible. As in diophantine approximation this means that many merely “good” approximations do exist, which may be the preferable case. The existence or nonexistence of “very good” approximations is closely related to the diophantine approximation of the first nonzero power series coefficient of at z=0. Nevanlinna theory methods are used in the proofs.     

On the reduction to a complete class in multiple decision problems (2)

Summary As a criterion for the reduction to a complete class of decision rule in case where actions, samples and states are finite in number, “regret-relief ratio” criterion and “incremental loss-gain ratio” criterion were introduced in 2-state of nature case [2]. In this paper, “generalized regret-relief ratio” criterion ink-state of nature case is introduced as an extension of “regret-relief ratio” criterion and its usefulness is shown with an example. The Institute of Statistical Mathematics     

Generalized hypergeometric,digamma and trigamma distributions

Summary In this paper we introduce and study new probability distributions named “digamma” and “trigamma” defined on the set of all positive integers. They are obtained as limits of the zero-truncated Type B3 generalized hypergeometric distributions (inverse Pólya-Eggenberger or negative binomial beta distributions), and also by compounding the logarithmic series distributions. The family of digamma distributions has the logarithmic series as a limit and the trigamma as another limit. The trigamma distributions are very close to the zeta (Zipf) distributions. Thus, our new distributions are useful as substitutes of the logarithmic series when the observed frequency data have such a long tail that cannot be fitted by the latter distributions. In the beginning sections we summarize properties of the Type B3 generalized hypergeometric distributions. It is emphasized that the distributions are obtained by compounding a Poisson distribution by “gamma product-ratio” distributions.     

A filter inexact-restoration method for nonlinear programming

A new iterative algorithm based on the inexact-restoration (IR) approach combined with the filter strategy to solve nonlinear constrained optimization problems is presented. The high level algorithm is suggested by Gonzaga et al. (SIAM J. Optim. 14:646–669, 2003) but not yet implement—the internal algorithms are not proposed. The filter, a new concept introduced by Fletcher and Leyffer (Math. Program. Ser. A 91:239–269, 2002), replaces the merit function avoiding the penalty parameter estimation and the difficulties related to the nondifferentiability. In the IR approach two independent phases are performed in each iteration, the feasibility and the optimality phases. The line search filter is combined with the first one phase to generate a “more feasible” point, and then it is used in the optimality phase to reach an “optimal” point. Numerical experiences with a collection of AMPL problems and a performance comparison with IPOPT are provided.      

Hyperbolic balance laws: Riemann invariants and the generalized Riemann problem

The Generalized Riemann Problem (GRP) for a nonlinear hyperbolic system of m balance laws (or alternatively “quasi-conservative” laws) in one space dimension is now well-known and can be formulated as follows: Given initial-data which are analytic on two sides of a discontinuity, determine the time evolution of the solution at the discontinuity. In particular, the GRP numerical scheme (second-order high resolution) is based on an analytical evaluation of the first time derivative. It turns out that this derivative depends only on the first-order spatial derivatives, hence the initial data can be taken as piecewise linear. The analytical solution is readily obtained for a single equation (m = 1) and, more generally, if the system is endowed with a complete (coordinate) set of Riemann invariants. In this case it can be “diagonalized” and reduced to the scalar case. However, most systems with m > 2 do not admit such a set of Riemann invariants. This paper introduces a generalization of this concept: weakly coupled systems (WCS). Such systems have only “partial set” of Riemann invariants, but these sets are weakly coupled in a way which enables a “diagonalized” treatment of the GRP. An important example of a WCS is the Euler system of compressible, nonisentropic fluid flow (m = 3). The solution of the GRP discussed here is based on a careful analysis of rarefaction waves. A “propagation of singularities” argument is applied to appropriate Riemann invariants across the rarefaction fan. It serves to “rotate” initial spatial slopes into “time derivative”. In particular, the case of a “sonic point” is incorporated easily into the general treatment. A GRP scheme based on this solution is derived, and several numerical examples are presented. Special attention is given to the “acoustic approximation” of the analytical solution. It can be viewed as a proper linearization (different from the approach of Roe) of the nonlinear system. The resulting numerical scheme is the simplest (second-order, high-resolution) generalization of the Godunov scheme.     

Game theoretical optimization inspired by information theory

Inspired by previous work on information theoretical optimization problems, the basics of an axiomatic theory of certain special two-person zero-sum games is developed. One of the players, “Observer”, is imagined to have a “mind”, the other, “Nature”, not. These ideas lead to un-symmetric modeling as the two players are treated quite differently. Basic concavity- and convexity results as well as a general minimax theorem are derived from the axioms.     

Orthogonal and bounded orthogonal spectral representations

The concept of an orthogonal spectral representation (OTSR) of a Hilbert spaceH relative to a spectral measureE(.) is introduced and it is shown that every Hilbert space admits an OTSR relative to a given spectral measure. Apart from the various results obtained about OTSRs, the principal result of Allan Brown (1974) is deduced as an easy consequence of this study. A new complete system of unitary invariants called the “equivalence of OTSRs”, is given for spectral measures. Two special types of OTSRs called “BOTSR” and “COBOTSR” are introduced and characterized respectively in terms of the “GCGS-property” and “CGS-property” of the associated spectral measure. Various complete systems of unitary invariants are given for spectral measures with the GCGS-property. Finally, the Wecken-Plesner-Rohlin theorem on hermitian operators with simple spectra is generalized to arbitrary spectral measures.     

Coherentism,Truth, and Witness Agreement

Coherentists on epistemic justification claim that all justification is inferential, and that beliefs, when justified, get their justification together (not in isolation) as members of a coherent belief system. Some recent work in formal epistemology shows that “individual credibility” is needed for “witness agreement” to increase the probability of truth and generate a high probability of truth. It can seem that, from this result in formal epistemology, it follows that coherentist justification is not truth-conducive, that it is not the case that, under the requisite conditions, coherentist justification increases the probability of truth and generates a high probability of truth. I argue that this does not follow.     

Failing phoenix: Tauber,helly, and viennese life insurance

This column is a forum for discussion of mathematical communities throughout the world, and through all time. Our definition of “mathematical community” is the broadest. We include “schools” of mathematics, circles of correspondence, mathematical societies student organizations, and informal communities of cardinality greater than one. What we say about the communities is just as unrestricted. We welcome contributions from mathematicians of all kinds and in all places, and also from scientists, historians, anthropologists, and others.     

A Probabilistic Approach to Carne’s Bound

Carne’s bound is a sharp inequality controlling the transition probabilities for a discrete reversible Markov chain (Section 1). Its ordinary proof uses spectral techniques which look as efficient as miraculous. Here we present a new proof, comparing a “drift” for ways “out” and “back”, to get the gaussian part of the bound (Section 2), and using a conditioning technique to get the flight factor (Section 4). Moreover we show how our proof is more “supple” than Carne’s one and may generalize (Section 3.2).      

Combinatorial Groupoids,Cubical Complexes,and the Lovász Conjecture

This paper lays the foundation for a theory of combinatorial groupoids that allows us to use concepts like “holonomy”, “parallel transport”, “bundles”, “combinatorial curvature”, etc. in the context of simplicial (polyhedral) complexes, posets, graphs, polytopes and other combinatorial objects. We introduce a new, holonomy-type invariant for cubical complexes, leading to a combinatorial “Theorema Egregium” for cubical complexes that are non-embeddable into cubical lattices. Parallel transport of Hom-complexes and maps is used as a tool to extend Babson–Kozlov–Lovász graph coloring results to more general statements about nondegenerate maps (colorings) of simplicial complexes and graphs. The author was supported by grants 144014 and 144026 of the Serbian Ministry of Science and Technology.     

Connections,Context, and Community: Abraham Wald and the Sequential Probability Ratio Test

This column is a forum for discussion of mathematical communities throughout the world, and through all time. Our definition of “mathematical community” is the broadest. We include “schools” of mathematics, circles of correspondence, mathematical societies, student organizations, and informal communities of cardinality greater than one. What we say about the communities is just as unrestricted. We welcome contributions from mathematicians of all kinds and in all places, and also from scientists, historians, anthropologists, and others.