On a Quadratic Optimization Problem with Equality Constraints

The constrained optimization problem with a quadratic cost functional and two quadratic equality constraints has been studied by Bar-on and Grasse, with positive-definite matrix in the objective. In this note, we shall relax the matrix in the objective to be positive semidefinite. A necessary and sufficient condition to characterize a local optimal solution to be global is established. Also, a perturbation scheme is proposed to solve this generalized problem.     

Stability criteria for controlled queueing systems

We give an almost complete classification of ergodicity and transience conditions for a general multi-queue system with the following features: arrivals form Poisson streams and there are various routing schemes for allocating arrivals to queues; the servers can be configured in a variety of ways; completed jobs can feed back into the system; the exponential service times and feedback probabilities depend upon the configuration of the servers (this model includes some types of multi-class queueing system); switching between service regimes is instantaneous. Several different levels of control of the service regimes are considered. Our results for the N-queue system require randomisation of service configurations but we have studied the two queue system in situations where there is less control. We use the semi-martingale methods described in Fayolle, Malyshev and Menshikov [3] and our results generalise Kurkova [8] and complement Foley and McDonald [4] and [5]. AMS 2000 subject classification: Primary: 90B22; Secondary: 60J10 90B15     

Allocation of jobs and identical resources with two pooling centers

We examine the resource allocation problem of partitioning identical servers into two parallel pooling centers, and simultaneously assigning job types to pooling centers. Each job type has a distinct Poisson arrival rate and a distinct holding cost per unit time. Each pooling center becomes a queueing system with an exponential service time distribution. The goal is to minimize the total holding cost. The problem is shown to be polynomial if a job type can be divided between the pooling centers, and NP-hard if dividing job types is not possible. When there are two servers and jobs cannot be divided, we demonstrate that the two pooling center configuration is rarely optimal. A heuristic which checks the single pooling center has an upper bound on the relative error of 4/3. The heuristic is extended for the multiple server problem, where relative error is bounded above by the number of servers.      

Single machine group scheduling with ordered criteria

The single machine group scheduling problem is considered. Jobs are classified into several groups on the basis of group technology, i.e. jobs of the same group have to be processed jointly. A machine set-up time independent of the group sequence is needed between each two consecutive groups. A schedule specifies the sequence of groups and the sequence of jobs in each group. The quality of a schedule is measured by the criteriaF ₁, ...,F _m ordered by their relative importance. The objective is to minimize the least important criterionF _m subject to the schedule being optimal with respect to the more important criterionF _m–1 which is minimized on the set of schedules minimizing criterionF _m–2 and so on. The most important criterion isF ₁, which is minimized on the set of all feasible schedules. An approach to solve this multicriterion problem in polynomial time is presented if functionsF ₁, ...,F _m have special properties. The total weighted completion time and the total weighted exponential time are the examples of functionsF ₁, ...,F _m–1 and the maximum cost is an example of functionF _m for which our approach can be applied.The research of the authors was partially supported by a KBN Grant No. 3 P 406 003 05, the Fundamental Research Fund of Belarus, Project N 60-242, and the Deutsche Forschungsgemeinschaft, Project Schema, respectively. The paper was completed while the first author was visiting the University of Melbourne.     

On input/output stabilization of singular integrodifferential systems

In this paper we consider a class of systems described by singular integrodifferential equations. This type of systems appear, for example, in the modeling of certain aeroelastic control problems. We study these systems in frequency domain framework and show the existence of finite-dimensional stabilizing controllers. An algorithmic procedure is outlined for the construction of such controllers. In order to illustrate the numerical aspects of this algorithm, we present an example involving the classical Theodorsen model of an airfoil, which fits in the class of systems considered here.This work was supported in part by the National Science Foundation under Grants DMS-8907019 and MSS-9203418.     

Minimum cost multiflows in undirected networks

LetN = (G, T, c, a) be a network, whereG is an undirected graph,T is a distinguished subset of its vertices (calledterminals), and each edgee ofG has nonnegative integer-valuedcapacity c(e) andcost a(e). Theminimum cost maximum multi(commodity)flow problem (*) studied in this paper is to find ac-admissible multiflowf inG such that: (i)f is allowed to contain partial flows connecting any pairs of terminals, (ii) the total value off is as large as possible, and (iii) the total cost off is as small as possible, subject to (ii). This generalizes, on one hand, the undirected version of the classical minimum cost maximum flow problem (when |T| = 2), and, on the other hand, the problem of finding a maximum fractional packing ofT-paths (whena 0). Lovász and Cherkassky independently proved that the latter has a half-integral optimal solution.A pseudo-polynomial algorithm for solving (*) has been developed earlier and, as its consequence, the theorem on the existence of a half-integral optimal solution for (*) was obtained. In the present paper we give a direct, shorter, proof of this theorem. Then we prove the existence of a half-integral optimal solution for the dual problem. Finally, we show that half-integral optimal primal and dual solutions can be designed by a combinatorial strongly polynomial algorithm, provided that some optimal dual solution is known (the latter can be found, in strongly polynomial time, by use of a version of the ellipsoid method).This work was partially supported by Chaire municipale, Mairie de Grenoble, France.     

Influence of static and dynamical structural changes on ultrafast processes mediated by conical intersections

The technological needs imposed by the exponential miniaturization trend of conventional electronic devices has drawn attention towards the development of smaller and faster devices like ultrafast molecular switches. In recent years molecular switches emerge again in the focus of active and innovative research with state-of-the-art optical tools recording their dynamics in real time. Still many questions about the underlying microscopic mechanism are left open, including potential factors that effect the switching process in either way, improve or worsen it. Due to the complexity of such molecules it is difficult to obtain a global answer from experiment alone. On the other side molecular switches are generally too large for a complete quantum chemical and quantum dynamical calculation. In our group we therefore developed an ab initio based modular model to handle the laser induced quantum dynamics in molecular switches like fulgides. It enables us to study the effect of internal molecular coupling and of the molecular response to external fields. We can investigate the related wave packet dynamics, the switching efficiency and the controllability. Our results focus on the laser induced ring opening in fulgides, which equals one direction of the switching process. Presented are the influence of a conical intersection seam and of time-dependent potentials, mimicking the mean interaction with the environment. Furthermore the relation of controllability and the wave packet's momentum is studied and the influence of potential barriers on the switching dynamics is shown.     

Analysis of long-term distributions of calibration parameters and calibration intervals for an atomic absorption spectrophotometer

 A combination of "black box" and "calendar-time" methods for the determination of calibration intervals of an analytical measuring instrument is discussed. Since the methods require information on the distributions of the calibration parameters, such information is described for an atomic absorption spectrophotometer, as an example. The hypotheses on the normal distribution of the calibration parameters are tested using the ω²-criterion and accepted at 0.90–0.95 levels of confidence. Corresponding control charts are designed for indication of warning and action limits of the calibration parameters, and diagnoses of outliers in further calibrations. Control charts indicate also when the calibration should be done according to the full program of the equipment manufacturer. Received: 15 April 2000 / Accepted: 24 July 2000     

Necessary optimality conditions and regularity results for state and adjoint state of nonlinear control problems

For optimal control problems of nonlinear evolution equations of first order we derive regularity properties for the corresponding adjoint states where the proof is based on the necessary optimal conditions and smoothness properites of the optimal states. These results are used for the characterization of the optimal solution and the corresponding adjoint state of the periodic three-dimensionel NAVIER-STOKES system.     

Determination/estimation of an optimal replacement interval under minimal repair

In this paper the problem of estimation of an optimal replacement interval for a system which is minimally repaired at failures is studied. The problem is investigated both under a parametric and a nonparametric form of the failure intensity of the system. It is assumed that observational data from n systems are available. Some asymptotic results are shown. A graphical procedure for determining/estimating an optimal replacement interval is presented. The procedure is particularly valuable for sensitivity analyses, for example with respect to the costs involved.