A finite cutting plane method for facial disjunctive programs

This paper shows that any linear disjunctive program with a finite number of constraints can be transformed into an equivalent facial program. Based upon linear programming technique, a new, finite cutting plane method is presented for the facial programs.

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Zusammenfassung Die Arbeit zeigt, daß jedes lineare disjunktive Optimierungsproblem mit endlich vielen Restriktionen in ein äquivalentes Fazetten-Problem transformiert werden kann. Auf der Grundlage von linearer Optimierungstechnik wird für das Fazetten-Problem ein neues, endliches Schnittebenenverfahren vorgestellt.

     

Fejér means of functions on noncommutative Vilenkin groups with respect to the character system

Summary It is known that the Fejér means - with respect to the character system of the Walsh, and bounded Vilenkin groups - of an integrable function converge to the function a.e. In this work we discuss analogous problems on the complete product of finite, not necessarily Abelian groups with respect to the character system for functions that are constant on the conjugacy classes. We find that the nonabelian case differs from the commutative case. We prove the a.e. convergence of the (C,1) means of the Fourier series of square integrable functions. We also prove the existence of a function f∊L^q for some q >1 such that sup |σ_n f | = + ∞ a.e. This is a sharp contrast between the Abelian and the nonabelian cases.     

On the Point-Particle (Newtonian) Limit¶of the Non-Linear Hartree Equation

We consider the nonlinear Hartree equation describing the dynamics of weakly interacting non-relativistic Bosons. We show that a nonlinear M?ller wave operator describing the scattering of a soliton and a wave can be defined. We also consider the dynamics of a soliton in a slowly varying background potential W(ɛx). We prove that the soliton decomposes into a soliton plus a scattering wave (radiation) up to times of order ɛ⁻¹. To leading order, the center of the soliton follows the trajectory of a classical particle in the potential W(ɛx). Received: 30 June 2000 / Accepted: 25 June 2001     

A cutting plane algorithm for a clustering problem

In this paper we consider a clustering problem that arises in qualitative data analysis. This problem can be transformed to a combinatorial optimization problem, the clique partitioning problem. We have studied the latter problem from a polyhedral point of view and determined large classes of facets of the associated polytope. These theoretical results are utilized in this paper. We describe a cutting plane algorithm that is based on the simplex method and uses exact and heuristic separation routines for some of the classes of facets mentioned before. We discuss some details of the implementation of our code and present our computational results. We mention applications from, e.g., zoology, economics, and the political sciences.     

Conversion of single-stranded oligonucleotides into cloned duplexes and its consecutive application to short artificial genes.

A general method to convert single-stranded, chemically synthesized oligonucleotides into cloned duplexes is described. Oligonucleotides supplied with 3'-terminal extensions that are complementary to 3'-protruding ends obtained by certain restriction enzymes can be cloned either directly or with the help of an adapter molecule into double-stranded vectors. Two methods have also been developed for consecutive cloning applications. According to these methods, the synthetic oligonucleotides (and their enzymatically prepared complementary strands) are joined, one after the other, inside a cloning vector, each joining requiring one cloning step. Synthetic genes are thus built up from oligonucleotides corresponding to only one strand of the DNA. The sequential assembly of the cloned duplex takes place in the 5' to 3' direction. Each oligonucleotide is supplied with a four-nucleotide-long 3'-terminal extension, but this sequence is eliminated when the joining takes place, leaving no limiting sequence between the oligonucleotides. The two consecutive cloning methods, the adapter and the polycloning site methods, are illustrated by the assembly of short artificial genes.     

Neocompact Sets and the Fixed Point Property

We use a newly introduced concept of neocompactness to study problems from metric fixed point theory. In particular, we give a sufficient condition for a superreflexive Banach space X to have the fixed point property and obtain shorter proofs of some well-known results in that theory.     

Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.