SDP diagonalizations and perspective cuts for a class of nonseparable MIQP

We present a new approach, requiring the solution of a SemiDefinite Program, for decomposing the Hessian of a nonseparable mixed-integer quadratic problem to permit using perspective cuts to improve its continuous relaxation bound. The new method favorably compares with a previously proposed one requiring a minimum eigenvalue computation.     

Marcinkiewicz–Zygmund inequalities

We study a generalization of the classical Marcinkiewicz–Zygmund inequalities. We relate this problem to the sampling sequences in the Paley–Wiener space and by using this analogy we give sharp necessary and sufficient computable conditions for a family of points to satisfy the Marcinkiewicz–Zygmund inequalities.     

关于Gerber不等式的一个猜想

本文证明了陈计-单墫关于Ｇｅｒｂｅｒ不等式的一个猜想，作为其应用，导出了单形内一点到顶点的距离与到面的距离的两个不等式．     

Prophet inequalities for parallel processes

Generalizations of prophet inequalities for single sequences are obtained for optimal stopping of several parallel sequences of independent random variables. For example, if {X_{i, j}, 1 ≤ i ≤ n, 1 ≤ j < ∞} are independent non-negative random variables, then

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and this bound is best possible. Applications are made to comparisons of the optimal expected returns of various alternative methods of stopping of parallel processes.     

Geometric critical exponent inequalities for general random cluster models

A set of new critical exponent inequalities,d(1 –1 /)2 –, dv(1 – 1/), andd> 1, is proved for a general class of random cluster models, which includes (independent or dependent) percolations, lattice animals (with any interactions), and various stochastic cluster growth models. The inequalities imply that the critical phenomena in the models are inevitably not mean-field-like in the dimensions one, two, and three.The present work was reported at the 56th Statistical Mechanics Meeting (Rutgers, December 1986).     

Consistency of a linear system of inequalities

We show that a consistency check of a linear system of inequalitiesAxb reduces to check whetherQb0 for a certain matrixQ. It is a direct consequence of the Farkas-Minkowski theorem. Thus, when one has to check consistency for different values ofb, one need not run a numerical algorithm for eachb.On leave at the Electronics Research Laboratory of the University of California at Berkeley in a CNRS/NSF Exchange Program.     

考虑订单取件时间和柔性时间窗的取送货车辆路径问题

研究了同城配送中考虑订单取货时间和柔性时间窗的取送货车辆路径问题,考虑同城配送中订单起终点,订单取货时间和订单配送的柔性时间窗,车容量限制等因素。首先构建以配送成本与超时惩罚成本之和最小化为目标的混合整数线性模型。其次,设计了含多种有效不等式及其对应分离算法的改进分支切割算法对该模型进行精确求解。最后通过实验测试分析了不等式的性能,验证了算法的有效性,实验表明适当的减少车辆数和增大装载能力能够有效的减少成本。     

The covariance matrix of the Potts model: A random cluster analysis

We consider the covariance matrix,G ^mm =q ²<(_x,m);(_y,m)>, of thed-dimensionalq-states Potts model, rewriting it in the random cluster representation of Fortuin and Kasteleyn. In any of theq ordered phases, we identify the eigenvalues of this matrix both in terms of representations of the unbroken symmetry group of the model and in terms of random cluster connectivities and covariances, thereby attributing algebraic significance to these stochastic geometric quantities. We also show that the correlation length corresponding to the decay rate of one of the eigenvalues is the same as the inverse decay rate of the diameter of finite clusers. For dimensiond=2, we show that this correlation length and the correlation length of the two-point function with free boundary conditions at the corresponding dual temperature are equal up to a factor of two. For systems with first-order transitions, this relation helps to resolve certain inconsistencies between recent exact and numerical work on correlation lengths at the self-dual point _o. For systems with second order transitions, this relation implies the equality of the correlation length exponents from above and below threshold, as well as an amplitude ratio of two. In the course of proving the above results, we establish several properties of independent interest, including left continuity of the inverse correlation length with free boundary conditions and upper semicontinuity of the decay rate for finite clusters in all dimensions, and left continuity of the two-dimensional free boundary condition percolation probability at _o. We also introduce DLR equations for the random cluster model and use them to establish ergodicity of the free measure. In order to prove these results, we introduce a new class of events which we call decoupling events and two inequalities for these events. The first is similar to the FKG inequality, but holds for events which are neither increasing nor decreasing; the second is similar to the van den Berg-Kesten inequality in standard percolation. Both inequalities hold for an arbitrary FKG measure.     

On a class of functions with equal infima over a domain and its boundary

In this paper, we present a class of functions:f:X such that inf _xX f(x)= , whereX is a nonempty, finitely compact and convex set in a vector space andB _x ={xX: y aff(X){x:[x, y]X={x}. Our main tool is a recent minimax theorem by Ricceri (Ref. 1).     

A smooth method for the finite minimax problem

We consider unconstrained minimax problems where the objective function is the maximum of a finite number of smooth functions. We prove that, under usual assumptions, it is possible to construct a continuously differentiable function, whose minimizers yield the minimizers of the max function and the corresponding minimum values. On this basis, we can define implementable algorithms for the solution of the minimax problem, which are globally convergent at a superlinear convergence rate. Preliminary numerical results are reported.This research was partially supported by the National Research Program on Metodi di ottimizzazione per le decisioni, Ministero dell'Università e della Ricerca Scientifica e Tecnologica, Italy.