New Relaxation Method for Mathematical Programs with Complementarity Constraints

In this paper, we present a new relaxation method for mathematical programs with complementarity constraints. Based on the fact that a variational inequality problem defined on a simplex can be represented by a finite number of inequalities, we use an expansive simplex instead of the nonnegative orthant involved in the complementarity constraints. We then remove some inequalities and obtain a standard nonlinear program. We show that the linear independence constraint qualification or the Mangasarian–Fromovitz constraint qualification holds for the relaxed problem under some mild conditions. We consider also a limiting behavior of the relaxed problem. We prove that any accumulation point of stationary points of the relaxed problems is a weakly stationary point of the original problem and that, if the function involved in the complementarity constraints does not vanish at this point, it is C-stationary. We obtain also some sufficient conditions of B-stationarity for a feasible point of the original problem. In particular, some conditions described by the eigenvalues of the Hessian matrices of the Lagrangian functions of the relaxed problems are new and can be verified easily. Our limited numerical experience indicates that the proposed approach is promising.     

Epi-Convergence and Lower and Epi-Upper Semicontinuous Approximations in Distribution

The paper introduces an extension of the epi-convergence, the lower semicontinuous approximation and the epi-upper semicontinuous approximation of random real functions in distribution. The new notions could be helpful tools for sensitivity analyzes of stochastic optimization problems. The research is evoked by S. Vogel and continues the research started by Vogel and the author.     

Ergodic-theoretic properties of certain Bernoulli convolutions

The aim of this paper is to prove some fixed point theorems which generalize well known basic fixed point principles of nonlinear functional analysis. Moreover, we investigate the class of mappings f: X→ X, where X is a Banach space, for which one of the main conditions in the metric fixed point theory, namely the condition (1), is satisfied. We obtain essential applications of this fact. All our results are illustrated by suitable examples. This revised version was published online in June 2006 with corrections to the Cover Date.     

Near-Optimal Controls of Discrete-Time Dynamic Systems Driven by Singularly-Perturbed Markov Chains

This work is devoted to near-optimal controls of large-scale discrete-time nonlinear dynamic systems driven by Markov chains; the underlying problem is to minimize an expected cost function. Our main goal is to reduce the complexity of the underlying systems. To achieve this goal, discrete-time control models under singularly-perturbed Markov chains are introduced. Using a relaxed control representation, our effort is devoted to finding near-optimal controls. Lumping the states in each irreducible class into a single state gives rise to a limit system. Applying near-optimal controls of the limit system to the original system, near-optimal controls of the original system are derived.     

A general Hsu-Robbins-Erdős Type estimate of tail probabilities of sums of independent identically distributed random variables

Periodica Mathematica Hungarica - Let X 1,X 2,... be a sequence of independent and identically distributed random variables, and put % MATHTYPE!MTEF!2!1!+-%...     

Lie Symmetries and Weak Transversality

We discuss the notion of weak transversality and clarify its role in the context of Lie group theory with several examples. In particular, we present some new results concerning models of fluid dynamics.     

行NA随机变量三角阵列的完全收敛性

令{Xm;1≤i≤n,n≥1}是行NA的随机变量三角阵列．利用NA随机变量序列的一个矩不等式,讨论了行NA的随机变量三角阵列在被随机变量X弱平均控制的条件下的完全收敛性．所得到的结果推广了行独立的随机变量三角阵列相应的结果．     

一维搜索的一个Anderson-Bjrck外推加速算法

对一维搜索的二点二次插值法,利用Anderson-B j rck外推的思想提出了一个加速收敛算法,得出并证明了两条收敛性定理,且通过数值试验验证了该算法比二点二次插值法收敛速度快很多。     

Regularity of Pressure in the Neighbourhood of Regular Points of Weak Solutions of the Navier-Stokes Equations

In the context of the weak solutions of the Navier-Stokes equations we study the regularity of the pressure and its derivatives in the space-time neighbourhood of regular points. We present some global and local conditions under which the regularity is further improved.     

Weak Multiplication Modules

In this paper we characterize weak multiplication modules.