SEQUENTIAL QUADRATIC PROGRAMMING METHODS FOR OPTIMAL CONTROL PROBLEMS WITH STATE CONSTRAINTS

A Kind of direct methods is presented for the solution of optimal control problems with state constraints.These methods are sequential quadratic programming methods.At every iteration a quadratic programming which is obtained by quadratic approximation to Lagrangian function and Linear approximations to constraints is solved to get a search direction for a merit function.The merit function is formulated by augmenting the Lagrangian funetion with a penalty term.A line search is carried out along the search direction to determine a step length such that the merit function is decreased.The methods presented in this paper include continuous sequential quadratic programming methods and discreate sequential quadrade programming methods.     

Gasdynamic aspects of a modified expansion-shock tube for nucleation and condensation studies

A modified expansion-shock tube for nucleation and condensation studies in a supersaturated vapour is described. An analysis is made of the gas-dynamical properties of the new tube configuration and numerical simulations with the Random Choice Method are compared with experiments. It is shown that with the modified configuration one single nucleation pulse can be realized.     

Solving stochastic programs with integer recourse by enumeration: A framework using Gröbner basis

In this paper we present a framework for solving stochastic programs with complete integer recourse and discretely distributed right-hand side vector, using Gröbner basis methods from computational algebra to solve the numerous second-stage integer programs. Using structural properties of the expected integer recourse function, we prove that under mild conditions an optimal solution is contained in a finite set. Furthermore, we present a basic scheme to enumerate this set and suggest improvements to reduce the number of function evaluations needed.     

Some New Results on Key Distribution Patterns and Broadcast Encryption

This paper concerns methods by which a trusted authority can distribute keys and/or broadcast a message over a network, so that each member of a privileged subset of users can compute a specified key or decrypt the broadcast message. Moreover, this is done in such a way that no coalition is able to recover any information on a key or broadcast message they are not supposed to know. The problems are studied using the tools of information theory, so the security provided is unconditional (i.e., not based on any computational assumption).In a recent paper st95a, Stinson described a method of constructing key predistribution schemes by combining Mitchell-Piper key distribution patterns with resilient functions; and also presented a construction method for broadcast encryption schemes that combines Fiat-Naor key predistribution schemes with ideal secret sharing schemes. In this paper, we further pursue these two themes, providing several nice applications of these techniques by using combinatorial structures such as orthogonal arrays, perpendicular arrays, Steiner systems and universal hash families.     

Pricing and distributed QoS control for elastic network traffic

We study a processor-sharing model in which users choose between a high- and a low-priority service, based on their utility functions and prices charged by the service provider. The latter aims at revenue maximization. The model is motivated by file transmissions in data networks with distributed congestion control.     

Higher-Order Simple Lie Algebras

It is shown that the non-trivial cocycles on simple Lie algebras may be used to introduce antisymmetric multibrackets which lead to higher-order Lie algebras, the definition of which is given. Their generalised Jacobi identities turn out to be satisfied by the antisymmetric tensors (or higher-order “structure constants”) which characterise the Lie algebra cocycles. This analysis allows us to present a classification of the higher-order simple Lie algebras as well as a constructive procedure for them. Our results are synthesised by the introduction of a single, complete BRST operator associated with each simple algebra. Received: 3 June 1996 / Accepted: 8 November 1996