Augmented Lagrangian Algorithms Based on the Spectral Projected Gradient Method for Solving Nonlinear Programming Problems

The spectral projected gradient method SPG is an algorithm for large-scale bound-constrained optimization introduced recently by Birgin, Martínez, and Raydan. It is based on the Raydan unconstrained generalization of the Barzilai-Borwein method for quadratics. The SPG algorithm turned out to be surprisingly effective for solving many large-scale minimization problems with box constraints. Therefore, it is natural to test its perfomance for solving the sub-problems that appear in nonlinear programming methods based on augmented Lagrangians. In this work, augmented Lagrangian methods which use SPG as the underlying convex-constraint solver are introduced (ALSPG) and the methods are tested in two sets of problems. First, a meaningful subset of large-scale nonlinearly constrained problems of the CUTE collection is solved and compared with the perfomance of LANCELOT. Second, a family of location problems in the minimax formulation is solved against the package FFSQP.     

Optimality Conditions and Geometric Properties of a Linear Multilevel Programming Problem with Dominated Objective Functions

In this paper, a model of a linear multilevel programming problem with dominated objective functions (LMPPD(l)) is proposed, where multiple reactions of the lower levels do not lead to any uncertainty in the upper-level decision making. Under the assumption that the constrained set is nonempty and bounded, a necessary optimality condition is obtained. Two types of geometric properties of the solution sets are studied. It is demonstrated that the feasible set of LMPPD(l) is neither necessarily composed of faces of the constrained set nor necessarily connected. These properties are different from the existing theoretical results for linear multilevel programming problems.     

On the Existence of Solutions to Vector Quasivariational Inequalities and Quasicomplementarity Problems with Applications Break to Traffic Network Equilibria

For vector quasivariational inequalities involving multifunctions in topological vector spaces, an existence result is obtained without a monotonicity assumption and with a convergence assumption weaker than semicontinuity. A new type of quasivariational inequality is proposed. Applications to quasicomplementarity problems and traffic network equilibria are considered. In particular, definitions of weak and strong Wardrop equilibria are introduced for the case of multivalued cost functions.     

Dynamic Strategic Pricing and Speed of Diffusion

Defining speed of diffusion as the amount of time it takes to get from one penetration level to a higher one, we introduce a dynamic model in which we study the link between pricing policy, speed of diffusion, and number of competitors in the market. Our analysis shows that, in the case of strategic (oligopolistic) competition, the speed of diffusion has an important influence on the optimal pricing policy. In particular, we find that higher speeds of diffusion create an incentive to strategically interacting firms to lower their prices.     

On division rings with algebraic commutators of bounded degree

We shall answer several questions concerning additive or multiplicative commutators in a division ring which are algebraic of bounded degree over its center.     

Seizure warning algorithm based on optimization and nonlinear dynamics

There is growing evidence that temporal lobe seizures are preceded by a preictal transition, characterized by a gradual dynamical change from asymptomatic interictal state to seizure. We herein report the first prospective analysis of the online automated algorithm for detecting the preictal transition in ongoing EEG signals. Such, the algorithm constitutes a seizure warning system. The algorithm estimates STL_max, a measure of the order or disorder of the signal, of EEG signals recorded from individual electrode sites. The optimization techniques were employed to select critical brain electrode sites that exhibit the preictal transition for the warning of epileptic seizures. Specifically, a quadratically constrained quadratic 0-1 programming problem is formulated to identify critical electrode sites. The automated seizure warning algorithm was tested in continuous, long-term EEG recordings obtained from 5 patients with temporal lobe epilepsy. For individual patient, we use the first half of seizures to train the parameter settings, which is evaluated by ROC (Receiver Operating Characteristic) curve analysis. With the best parameter setting, the algorithm applied to all cases predicted an average of 91.7% of seizures with an average false prediction rate of 0.196 per hour. These results indicate that it may be possible to develop automated seizure warning devices for diagnostic and therapeutic purposes.Mathematics Subject Classification (1991):20E28, 20G40, 20C20     

On Einstein four-manifolds with <Emphasis Type="Italic">S</Emphasis><Superscript>1</Superscript>-actions

We study closed Einstein 4-manifolds which admit S¹ actions of a certain type, i.e., warped products. In particular, we classify them up to isometry when the fixed point of the S¹ action satisfies certain natural geometric conditions. The proof uses the Bochner-Weitzenböck formula for 1-forms and the theory of minimal surfaces in 3-manifolds.in final form: 22 January 2003     

Kinetic Models for Chemotaxis and their Drift-Diffusion Limits

Kinetic models for chemotaxis, nonlinearly coupled to a Poisson equation for the chemo-attractant density, are considered. Under suitable assumptions on the turning kernel (including models introduced by Othmer, Dunbar and Alt), convergence in the macroscopic limit to a drift-diffusion model is proven. The drift-diffusion models derived in this way include the classical Keller-Segel model. Furthermore, sufficient conditions for kinetic models are given such that finite-time-blow-up does not occur. Examples are given satisfying these conditions, whereas the macroscopic limit problem is known to exhibit finite-time-blow-up. The main analytical tools are entropy techniques for the macroscopic limit as well as results from potential theory for the control of the chemo-attractant density.Present address: Centro de Matemática e Aplicações Fundamentais, Universidade de Lisboa, Av. Prof. Gama Pinto 2, 1649-003, Lisboa, Portugal     

Bounded Positive Solutions of Schrödinger Equations in Two-Dimensional Exterior Domains

We prove under quite general assumptions the existence of a bounded positive solution to the semilinear Schrödinger equation in a two-dimensional exterior domain.