On generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables

ABSTRACT

We define and discuss different enumerative methods to compute solutions of generalized Nash equilibrium problems with linear coupling constraints and mixed-integer variables. We propose both branch-and-bound methods based on merit functions for the mixed-integer game, and branch-and-prune methods that exploit the concept of dominance to make effective cuts. We show that under mild assumptions the equilibrium set of the game is finite and we define an enumerative method to compute the whole of it. We show that our branch-and-prune method can be suitably modified in order to make a general equilibrium selection over the solution set of the mixed-integer game. We define an application in economics that can be modelled as a Nash game with linear coupling constraints and mixed-integer variables, and we adapt the branch-and-prune method to efficiently solve it.     

A note on the eigenvalues of p‐fractional Hardy–Sobolev operator with indefinite weight

In this article, we study the eigenvalues of p‐fractional Hardy operator where , , , and Ω is an unbounded domain in with Lipschitz boundary containing 0. The weight function V may change sign and may have singular points. We also show that the least positive eigenvalue is simple and it is uniquely associated to a nonnegative eigenfunction. Moreover, we proved that there exists a sequence of eigenvalues as .     

The martingale problem for a class of nonlocal operators of diagonal type

We consider systems of stochastic differential equations of the form $$\begin{array}{c}\hfill d{X}_t^i=\sum _{j=1}^d{A}_{ij}\left(X_{t?}\right)d{Z}_t^j\end{array}$$ for $i=1,?,d$ with continuous, bounded and non‐degenerate coefficients. Here $Z_t^1,?,Z_t^d$ are independent one‐dimensional stable processes with ${\alpha }_1,?,{\alpha }_d\in (0,2)$. In this article we research on uniqueness of weak solutions to such systems by studying the corresponding martingale problem. We prove the uniqueness of weak solutions in the case of diagonal coefficient matrices.     

Decision diagrams for solving traveling salesman problems with pickup and delivery in real time

The Traveling Salesman Problem with Pickup and Delivery seeks a minimum cost path with pickups preceding deliveries. It is important in on-demand last-mile logistics, such as ride sharing and meal delivery. We examine the use of low-width Decision Diagrams in a branch-and-bound with and without Assignment Problem inference duals as a primal heuristic for finding good solutions within strict time budgets. We show these diagrams can be more effective than similarly structured hybrid Constraint Programming techniques for real-time decision making.     

A mixed hp FEM for the approximation of fourth‐order singularly perturbed problems on smooth domains

We consider fourth‐order singularly perturbed problems posed on smooth domains and the approximation of their solution by a mixed Finite Element Method on the so‐called Spectral Boundary Layer Mesh. We show that the method converges uniformly, with respect to the singular perturbation parameter, at an exponential rate when the error is measured in the energy norm. Numerical examples illustrate our theoretical findings.     

Periodic,breather and rogue wave solutions for a generalized (3+1)-dimensional variable-coefficient B-type Kadomtsev–Petviashvili equation in fluid dynamics

Under investigation in this paper is a generalized (3+1)-dimensional variable-coefficient B-type Kadomtsev–Petviashvili equation, which describes the propagation of nonlinear waves in fluid dynamics. Periodic wave solutions are constructed by virtue of the Hirota–Riemann method. Based on the extended homoclinic test approach, breather and rogue wave solutions are obtained. Moreover, through the symbolic computation, the relationship between the one-periodic wave solutions and one-soliton solutions has been analytically discussed, and it is shown that the one-periodic wave solutions approach the one-soliton solutions when the amplitude $\eta \to 0$.