Improving the rate of convergence of interior point methods for linear programming

This paper proposes a procedure for improving the rate of convergence of interior point methods for linear programming. If (x ^k ) is the sequence generated by an interior point method, the procedure derives an auxiliary sequence ( ). Under the suitable assumptions it is shown that the sequence ( ) converges superlinearly faster to the solution than (x ^k ). Application of the procedure to the projective and afflne scaling algorithms is discussed and some computational illustration is provided.     

An efficient fault-tolerant decentralized commit protocol for single site failure

To maintain consistency on a distributed database system, a commit protocol is often employed to ensure that either all the sub-transactions of a transaction commit or all abort. Special care needs to be taken to ensure the correct functioning of a commit protocol in the face of node failures during the execution of the protocol. A protocol is said to be fault-tolerant if it properly commits or aborts, even if nodes fail.In this paper, we present a fault tolerant decentralized commit protocol which is message optimal in the absence of failures. Furthermore, the protocol (FTDCP) ensures that all sites can achieve a consistent final decision by at most 4 extra messages in the single site failure situation.     

Repleteness and regular lattice measures

Let X be an abstract set and L a lattice of subsets of X. To each lattice regular measure µ, we associate two induced measures and on suitable lattices of the Wallman space IR(L) and another measure µ on the spaceIR(L). We will investigate the reflection of smoothness properties of p onto , and µ; and try to set some new criterion for repleteness and measure repleteness.     

The existence of sensitive optimal policies in two multi-dimensional queueing models

Recently Dekker and Hordijk [3,4] introduced conditions for the existence of deterministic Blackwell optimal policies in denumerable Markov decision chains with unbounded rewards. These conditions include- uniform geometric recurrence.The-uniform geometric recurrence property also implies the existence of average optimal policies, a solution to the average optimality equation with explicit formula's and convergence of the value iteration algorithm for average rewards. For this reason, the verification of-uniform geometric convergence is also useful in cases where average and-discounted rewards are considered.On the other hand,-uniform geometric recurrence is a heavy condition on the Markov decision chain structure for negative dynamic programming problems. The verification of-uniform geometric recurrence for the Markov chain induced by some deterministic policy together with results by Sennott [14] yields the existence of a deterministic policy that minimizes the expected average cost for non-negative immediate cost functions.In this paper-uniform geometric recurrence will be proved for two queueing models: theK competing queues and the two centre open Jackson network with control of the service rates.The research of the author is supported by the Netherlands Organization for Scientific Research N.W.O.     

Rates of convergence of α-stable random motions

The rate-of-convergence problem in the central limit theorem is considered for -stable distributions on the noncommutative group of motions in ^d. The method used here is based on the theory of probability metrics.     

The domain of partial attraction of a Poisson law

Groshev gave a characterization of the union of domains of partial attraction of all Poisson laws in 1941. His classical condition is expressed by the underlying distribution function and disguises the role of the mean of the attracting distribution. In the present paper we start out from results of the recent probabilistic approach and derive characterizations for any fixed >0 in terms of the underlying quantile function. The approach identifies the portion of the sample that contributes the limiting Poisson behavior of the sum, delineates the effect of extreme values, and leads to necessary and sufficient conditions all involving . It turns out that the limiting Poisson distributions arise in two qualitatively different ways depending upon whether >1 or <1. A concrete construction, illustrating all the results, also shows that in the boundary case when =1 both possibilities may occur.     

High-density properties of hard spheres within a modified Percus-Yevick theory: The role of thermodynamic consistency

Using an integral-equation approach based upon an approximation for the tail function, the equilibrium properties of a system of hard spheres are studied with special concern for the behavior in the region of close packing. The closure adopted is such that full, internal consistency is ensured in the thermodynamics of the model with respect to both the two zero-separation theorems as well as to the more standard virial and fluctuation routes to the equation of state. The scheme also makes use of the continuity properties of the tail function and of the cavity distribution function at contact. These properties are explictly tested in the low-density limit up to the fourth derivative. The theory generates an equilibrium branch bounded on the high-density side by a point corresponding to a packing fraction0.78, a value which closely matches Rogers' least upper bound for the densest packing of spheres. The pair structure of the fluid in the state of random close packing is also compared to the type of local order predicted by the theory at similar densities.     

The effect of a coriolis force on Taylor-Couette flow

Taylor-Couette flow subject to a Coriolis force is studied experimentally and numerically. In the experiment, the Couette apparatus is mounted on a turntable with the axis of the cylinders orthogonal to the rotation vector of the turntable. The Coriolis force stabilizes the fluid against the onset of Taylor vortices and alters the velocity fields, both above and below the transition from the initial flow. At small dimensionless turntable frequencies, the transition yields time-independent Taylor vortices which are tilted with respect to the cylinder axis. At larger there is a direct transition to turbulence. We determine the first-order correction to the classical Couette initial flow, to account for the effects of the Coriolis force, by expanding in powers of. We present numerical results for the axial velocity (the only nonvanishing correction term to order) in the infinite-cylinder approximation.     

On solving a D.C. programming problem by a sequence of linear programs

We are dealing with a numerical method for solving the problem of minimizing a difference of two convex functions (a d.c. function) over a closed convex set in ⁿ . This algorithm combines a new prismatic branch and bound technique with polyhedral outer approximation in such a way that only linear programming problems have to be solved.Parts of this research were accomplished while the third author was visiting the University of Trier, Germany, as a fellow of the Alexander von Humboldt foundation.