Maximum Principles for Infinite Dimensional Diffusion Equations

In this paper we prove the validity of the Maximum Principle for some class of elliptic and parabolic equations of diffusion type in infinite dimension. The main tools are Asplund’s theorem and Preiss’ theorem on differentiability of Lipschitz functions in Banach space.      

On a Polynomial Fractional Formulation for Independence Number of a Graph

In this paper we characterize the local maxima of a continuous global optimization formulation for finding the independence number of a graph. Classical Karush-Kuhn-Tucker conditions and simple combinatorial arguments are found sufficient to deduce several interesting properties of the local and global maxima. These properties can be utilized in developing new approaches to the maximum independent set problem.     

Route stability in vehicle routing decisions: a bi-objective approach using metaheuristics

In this paper, we argue that vehicle routing solutions are often tactical decisions, that should not be changed too often or too much. For marketing or other reasons, vehicle routing solutions should be stable, i.e. a new solution (when e.g. new customers require service) should be as similar as possible to a solution already in use. Simultaneously however, this new solution should still have a good quality in the traditional sense (e.g. small total travel cost). In this paper, we develop a way to measure the difference between two vehicle routing solutions. We use this distance measure to create a metaheuristic approach that will find solutions that are “close” (in the solution space) to a given baseline solution and at the same time have a high quality in the sense that their total distance traveled is small. By using this approach, the dispatcher is offered a choice of Pareto-optimal solutions, allowing him to make a trade-off between changing his existing solution and allowing a longer travel distance. Some experiments are performed to show the effectiveness of the approach.     

A new trust region technique for the maximum weight clique problem

A new simple generalization of the Motzkin-Straus theorem for the maximum weight clique problem is formulated and directly proved. Within this framework a trust region heuristic is developed. In contrast to usual trust region methods, it regards not only the global optimum of a quadratic objective over a sphere, but also a set of other stationary points of the program. We formulate and prove a condition when a Motzkin-Straus optimum coincides with such a point. The developed method has complexity O(n³), where n is the number of vertices of the graph. It was implemented in a publicly available software package QUALEX-MS.Computational experiments indicate that the algorithm is exact on small graphs and very efficient on the DIMACS benchmark graphs and various random maximum weight clique problem instances.     

多周期Probit模型中MLE的存在性

本文我们讨论了多周期Probit模型中MLE的存在性问题,给出了当协方差阵已知时,参数的MLE存在的充要条件;当协方差阵未知但具有序列结构时,参数的MLE存在的一个必要条件和一个充分条件.     

凸规划的极大熵函数序列及其收敛性

为了消除凸规划问题中极大熵方法所导致的数值病态，该文应用Lagrange乘子法及赋范原理，给出一类凸规划问题的极大熵函数序列，并证明该序列一致收敛于凸规划的最优解。     

最大似然方法和Bayes方法在结构方程模型分析中的讨论(英文)

本文通过模拟研究,讨论了最大似然方法和Bayes方法在分析结构方程模型中的相似点和不同之处。     

Polynomial-time approximation schemes for packing and piercing fat objects

We consider two problems: given a collection of n fat objects in a fixed dimension, (1) ( packing) find the maximum subcollection of pairwise disjoint objects, and (2) ( piercing) find the minimum point set that intersects every object. Recently, Erlebach, Jansen, and Seidel gave a polynomial-time approximation scheme (PTAS) for the packing problem, based on a shifted hierarchical subdivision method. Using shifted quadtrees, we describe a similar algorithm for packing but with a smaller time bound. Erlebach et al.'s algorithm requires polynomial space. We describe a different algorithm, based on geometric separators, that requires only linear space. This algorithm can also be applied to piercing, yielding the first PTAS for that problem.     

Tail probabilities of the limiting null distributions of the Anderson–Stephens statistics

For the purpose of testing the spherical uniformity based on i.i.d. directional data (unit vectors) z_i, i=1,…,n, Anderson and Stephens (Biometrika 59 (1972) 613–621) proposed testing procedures based on the statistics S_max=max_u S(u) and S_min=min_u S(u), where u is a unit vector and nS(u) is the sum of squares of u′z_i's. In this paper, we also consider another test statistic S_range=S_max−S_min. We provide formulas for the P-values of S_max, S_min, S_range by approximating tail probabilities of the limiting null distributions by means of the tube method, an integral-geometric approach for evaluating tail probability of the maximum of a Gaussian random field. Monte Carlo simulations for examining the accuracy of the approximation and for the power comparison of the statistics are given.