Extended convergence results for the method of multipliers for nonstrictly binding inequality constraints

In this paper, we extend the classical convergence and rate of convergence results for the method of multipliers for equality constrained problems to general inequality constrained problems, without assuming the strict complementarity hypothesis at the local optimal solution. Instead, we consider an alternative second-order sufficient condition for a strict local minimum, which coincides with the standard one in the case of strict complementary slackness. As a consequence, new stopping rules are derived in order to guarantee a local linear rate of convergence for the method, even if the current Lagrangian is only asymptotically minimized in this more general setting. These extended results allow us to broaden the scope of applicability of the method of multipliers, in order to cover all those problems admitting loosely binding constraints at some optimal solution. This fact is not meaningless, since in practice this kind of problem seems to be more the rule rather than the exception.In proving the different results, we follow the classical primaldual approach to the method of multipliers, considering the approximate minimizers for the original augmented Lagrangian as the exact solutions for some adequate approximate augmented Lagrangian. In particular, we prove a general uniform continuity property concerning both their primal and their dual optimal solution set maps, a property that could be useful beyond the scope of this paper. This approach leads to very simple proofs of the preliminary results and to a straight-forward proof of the main results.The author gratefully acknowledges the referees for their helpful comments and remarks. This research was supported by FONDECYT (Fondo Nacional de Desarrollo Científico y Technológico de Chile).     

Determination of the portfolio selection for a property-liability insurance company

This paper presents an analysis of a portfolio model which can be used to assist a property-liability insurance company in determining the optimal composition of the insurance and investment portfolios. By introducing insurer's threshold risk and relaxing some non-realistic assumptions made in traditional chance constraint insurance and investment portfolio models, we propose a method for an insurer to maximize his return threshold for a given threshold risk level. This proposed model can be used to optimize the composition of underwriting and investment portfolios regarding the insurer's threshold risk level, as well as to generate the efficient frontier by adjusting insurer's threshold risk levels. A numerical example is given based on the industry's aggregated data for a sixteen year period.     

Miscible blends of modified poly(aryl ether ketones) with aromatic polyimides

The phase behavior of binary blends of poly(ether ether ketone) (PEEK), sulfonated PEEK, and sulfamidated PEEK with aromatic polyimides is reported. PEEK was determined to be immiscible with a poly(amide imide) (TORLON 4000T). Blends of sulfonated and sulfamidated PEEK with this poly(amide imide), however, are reported here to be miscible in all proportions. Blends of sulfonated PEEK and a poly(ether imide) (ULTEM 1000) are also reported to be miscible. Spectroscopic investigations of the intermolecular interactions suggest that formation of electron donoracceptor complexes between the sulfonated/sulfamidated phenylene rings of the PEEKs and the n-phenylene units of the polyimides are responsible for this miscibility. © 1993 John Wiley & Sons, Inc.     

The Clock Paradox in a Static Homogeneous Gravitational Field1

The gedanken experiment of the clock paradox is solved exactly using the general relativistic equations for a static homogeneous gravitational field. We demonstrate that the general and special relativistic clock paradox solutions are identical and in particular that they are identical for finite acceleration. Practical expressions are obtained for proper time and coordinate time by using the destination distance as the key observable parameter. This solution provides a formal demonstration of the identity between the special and general relativistic clock paradox with finite acceleration and where proper time is assumed to be the same in both formalisms. By solving the equations of motion for a freely falling clock in a static homogeneous field elapsed times are calculated for realistic journeys to the stars. ¹ Both authors contributed equally to this paper.     

On parabolic equations with a small parameter

A singularly perturbed parabolic equation with a nonlinear right-hand side of a special form is examined. A numerical analytical study of such equations is performed.     

Semigroups of matrices of intermediate growth

Finitely generated linear semigroups over a field K that have intermediate growth are considered. New classes of such semigroups are found and a conjecture on the equivalence of the subexponential growth of a finitely generated linear semigroup S and the nonexistence of free noncommutative subsemigroups in S, or equivalently the existence of a nontrivial identity satisfied in S, is stated. This ‘growth alternative’ conjecture is proved for linear semigroups of degree 2, 3 or 4. Certain results supporting the general conjecture are obtained. As the main tool, a new combinatorial property of groups is introduced and studied.     

Infinite-dimensional linear groups with restrictions on subgroups that are not soluble <Emphasis Type="Italic">A</Emphasis><Subscript>3</Subscript>-groups

We are concerned with infinite-dimensional locally soluble linear groups of infinite central dimension that are not soluble A₃-groups and all of whose proper subgroups, which are not soluble A₃-groups, have finite central dimension. The structure of groups in this class is described. The case of infinite-dimensional locally nilpotent linear groups satisfying the specified conditions is treated separately. A similar problem is solved for infinite-dimensional locally soluble linear groups of infinite fundamental dimension that are not soluble A₃-groups and all of whose proper subgroups, which are not soluble A₃-groups, have finite fundamental dimension. __________ Translated from Algebra i Logika, Vol. 46, No. 5, pp. 548–559, September–October, 2007.     

Comment on “The Free Will Theorem”

In a recent paper Conway and Kochen, Found. Phys. 36, 2006, claim to have established that theories of the Ghirardi-Rimini-Weber (RW) type, i.e., of spontaneous wave function collapse, cannot be made relativistic. On the other hand, relativistic GRW-type theories have already been presented, in my recent paper, J. Stat. Phys. 125, 2006, and by Dowker and Henson, J. Stat. Phys. 115, 2004. Here, I elucidate why these are not excluded by the arguments of Conway and Kochen.      

A novel specimen for investigating the mechanical behavior of elastomers under multiaxial loading conditions

In this paper we describe the design and manufacture of an axial-torsion test specimen, and provide relationships needed when conducting stress-strain characterization experiments with the specimen. The specimen is a short hollow cylinder of rubber bonded between two steel mounting rings, in which simultaneous axial and shear strains are produced via independently controlled axial and twist displacements. We present calculations for the strain-displacement and stress-load relationships, and strain energy density. These relationships have been established and validated via a combination of analytical and experimental techniques, and finite element analysis. We have investigated the extent and effects of strain and stress field non-uniformity in the test specimen. The specimen design is sufficiently simple that a closed-form expression for the strain-displacement relationship has been successfully developed.     

“Slow” active control of combustion instabilities by modification of liquid fuel spray properties

This paper describes an experimental investigation of the feasibility of using “slow” active control approaches, which “instantaneously” change liquid fuel spray properties, to suppress combustion instabilities. The objective of this control approach was to break up the feedback between the combustion process heat release and combustor pressure oscillations that drive the instability by changing the characteristics of the combustion process (e.g., the characteristic combustion time). To demonstrate the feasibility of such control, this study used a proprietary fuel injector (Nanomiser^TM), which can vary its fuel spray properties, to investigate the dependence of acoustics–combustion process coupling, i.e., the driving of combustion instabilities, upon the fuel spray properties. This study showed that by changing the spray characteristics it is possible to significantly damp combustion instabilities. Furthermore, using combustion zone chemiluminescence distributions, which were obtained by Abel’s deconvolution synchronized with measured acoustic data, it has been shown that the instabilities were mostly driven midway between the combustor centerline and wall, a short distance downstream from the flame holder, where the mean axial flow velocity is approximately zero in the vortex near the flame holder. The results of this study strongly suggest that a “slow” active control system that employs controllable fuel injectors could be effectively used to prevent the onset of detrimental combustion instabilities.