Adaptive Algorithm for Constrained Least-Squares Problems

This paper is concerned with the implementation and testing of an algorithm for solving constrained least-squares problems. The algorithm is an adaptation to the least-squares case of sequential quadratic programming (SQP) trust-region methods for solving general constrained optimization problems. At each iteration, our local quadratic subproblem includes the use of the Gauss–Newton approximation but also encompasses a structured secant approximation along with tests of when to use this approximation. This method has been tested on a selection of standard problems. The results indicate that, for least-squares problems, the approach taken here is a viable alternative to standard general optimization methods such as the Byrd–Omojokun trust-region method and the Powell damped BFGS line search method.     

Non‐standard Stokes and Navier–Stokes problems: existence and regularity in stationary case

This paper is devoted to Stokes and Navier–Stokes problems with non‐standard boundary conditions: we consider, in particular, the case where the pressure is given on a part of the boundary. These problems were studied by Bégue, Conca, Murat and Pironneau. They proved the existence of variational solutions, indicating that these were solutions of the initial non‐standard problems, if they are regular enough, but without specifying the conditions on the data which would imply this regularity. In this paper, first we show that the variational solutions, on supposing pressure on the boundary Γ₂ of regularity H^1/2 instead of H^?1/2, have their Laplacians in L² and, therefore, are solutions of non‐standard Stokes problem. Next, we give a result of regularity H², which we generalize, obtaining regularities W^{m, r}, m∈?, m?2, r?2. Finally, by a fixed‐point argument, we prove analogous results for the Navier–Stokes problem, in the case where the viscosity νis large compared to the data. Copyright © 2002 John Wiley & Sons, Ltd.     

A primer on perfect simulation for spatial point processes

This primer provides a self-contained exposition of the case where spatial birth-and-death processes are used for perfect simulation of locally stable point processes. Particularly, a simple dominating coupling from the past (CFTP) algorithm and the CFTP algorithms introduced in [13], [14], and [5] are studied. Some empirical results for the algorithms are discussed. Received: 30 June 2002     

Temperature Stresses in a Piecewise-Homogeneous Cylindrical Shell Caused by the Presence of a Longitudinal Crack

By using the method of generalized conjugation problems, we propose a numerical scheme for investigation of the redistribution of temperature stresses in a piecewise-homogeneous cylindrical shell caused by a longitudinal crack. This scheme is based on systems of integral equations (some of them are singular) to determine the unknown jumps of integral characteristics of the disturbed temperature field and displacements and their derivatives on the line of a crack and on the interface as well as the derivatives of these integral characteristics with respect to the longitudinal coordinate at the interface.     

Rank-perfect and" weakly rank-perfect graphs

An edge e of a perfect graph G is critical if G−e is imperfect. We would like to decide whether G−e is still “almost perfect” or already “very imperfect”. Via relaxations of the stable set polytope of a graph, we define two superclasses of perfect graphs: rank-perfect and weakly rank-perfect graphs. Membership in those two classes indicates how far an imperfect graph is away from being perfect. We study the cases, when a critical edge is removed from the line graph of a bipartite graph or from the complement of such a graph.     

Continuation theorem of fractional order evolutionary integral equations

The fractional order evolutionary integral equations have been considered by the first author in [6], the existence, uniqueness and some other properties of the solution have been proved. Here we study the continuation of the solution and its fractional order derivative. Also we study the generality of this problem and prove that the fractional order diffusion problem, the fractional order wave problem and the initial value problem of the equation of evolution are special cases of it. The abstract diffusion-wave problem will be given also as an application.     

Possible Loss and Recovery of Gibbsianness¶During the Stochastic Evolution of Gibbs Measures

We consider Ising-spin systems starting from an initial Gibbs measure ν and evolving under a spin-flip dynamics towards a reversible Gibbs measure μ≠ν. Both ν and μ are assumed to have a translation-invariant finite-range interaction. We study the Gibbsian character of the measure νS(t) at time t and show the following: (1) For all ν and μ, νS(t) is Gibbs for small t. (2) If both ν and μ have a high or infinite temperature, then νS(t) is Gibbs for all t > 0. (3) If ν has a low non-zero temperature and a zero magnetic field and μ has a high or infinite temperature, then νS(t) is Gibbs for small t and non-Gibbs for large t. (4) If ν has a low non-zero temperature and a non-zero magnetic field and μ has a high or infinite temperature, then νS(t) is Gibbs for small t, non-Gibbs for intermediate t, and Gibbs for large t. The regime where μ has a low or zero temperature and t is not small remains open. This regime presumably allows for many different scenarios. Received: 26 April 2001 / Accepted: 10 October 2001     

Stable multi-sets

In this paper we introduce a generalization of stable sets: stable multi-sets. A stable multi-set is an assignment of integers to the vertices of a graph, such that specified bounds on vertices and edges are not exceeded. In case all vertex and edge bounds equal one, stable multi-sets are equivalent to stable sets.  For the stable multi-set problem, we derive reduction rules and study the associated polytope. We state necessary and sufficient conditions for the extreme points of the linear relaxation to be integer. These conditions generalize the conditions for the stable set polytope. Moreover, the classes of odd cycle and clique inequalities for stable sets are generalized to stable multi-sets and conditions for them to be facet defining are determined.  The study of stable multi-sets is initiated by optimization problems in the field of telecommunication networks. Stable multi-sets emerge as an important substructure in the design of optical networks. Received: February 14, 2001/Revised version: September 7, 2001