On Constraint Qualifications in Nonsmooth Optimization

We introduce extensions of the Mangasarian-Fromovitz and Abadie constraint qualifications to nonsmooth optimization problems with feasibility given by means of lower-level sets. We do not assume directional differentiability, but only upper semicontinuity of the defining functions. By deriving and reviewing primal first-order optimality conditions for nonsmooth problems, we motivate the formulations of the constraint qualifications. Then, we study their interrelation, and we show how they are related to the Slater condition for nonsmooth convex problems, to nonsmooth reverse-convex problems, to the stability of parametric feasible set mappings, and to alternative theorems for the derivation of dual first-order optimality conditions.In the literature on general semi-infinite programming problems, a number of formally different extensions of the Mangasarian-Fromovitz constraint qualification have been introduced recently under different structural assumptions. We show that all these extensions are unified by the constraint qualification presented here.     

Numerical treatment of an asset price model with non-stochastic uncertainty

In contrast to stochastic differential equation models used for the calculation of the term structure of interest rates, we develop an approach based on linear dynamical systems under non-stochastic uncertainty with perturbations. The uncertainty is described in terms of known feasible sets of varying parameters. Observations are used in order to estimate these parameters by minimizing the maximum of the absolute value of measurement errors, which leads to a linear or nonlinear semi-infinite programming problem. A regularized logarithmic barrier method for solving (ill-posed) convex semi-infinite programming problems is suggested. In this method a multi-step proximal regularization is coupled with an adaptive discretization strategy in the framework of an interior point approach. A special deleting rule permits one to use only a part of the constraints of the discretized problems. Convergence of the method and its stability with respect to data perturbations in the cone of convexC ¹-functions are studied. On the basis of the solutions of the semi-infinite programming problems a technical trading system for future contracts of the German DAX is suggested and developed. Supported by the Stiftung Rheinland/Pfalz für Innovation, No. 8312-386261/307.     

Separating the solution sets of analytical and polynomial systems

A linear inequality system with infinitely many constraints is polynomial (analytical) if its index set is a compact interval of the real line and all its coefficients are polynomial (analytical, respectively) functions of the index on this interval. This paper provides an example of analytical system whose solution set cannot be the solution set of any polynomial system. Research supported by DGES of Spain and FEDER of UE, Grant BFM2002-04114-C02-01. Research supported by CONACyT of Mexico, Grant 130036. Research partially supported by CONACyT of Mexico, Grant 44003.     

Higher-order necessary conditions for infinite and semi-infinite optimization

In this paper, we present a unified theory of first-order and higher-order necessary optimality conditions for abstract vector optimization problems in normed linear spaces. We prove general multiplier rules, from which nearly all known first-order, second-order, and higher-order necessary conditions can be derived. In the last section, we prove higher-order necessary conditions for semi-infinite programming problems.This work was developed within the Forschungsschwerpunkt Dynamische Systeme, Universität Bremen, Bremen, West Germany.The author wishes to thank Prof. Dr. D. Hinrichsen for his helpful remarks and discussions during the preparation of this work.     

Generalized Levitin-Polyak Well-Posedness for Generalized Semi-Infinite Programs

In this article, we study the generalized Levitin-Polyak well-posedness of generalized semi-infinite programs. We first give the criteria and characterizations for two types of well-posedness. We then establish the convergence of a class of penalty methods under the assumption of generalized type I Levitin-Polyak well-posedness.     

弱耦合多原子半无限晶体中磁极化子的激发能量

近年来国内外对多原子极性晶体中磁极化子性质的研究十分活跃,Zorkani等采用变分法计算了束缚磁极化子的基态能量,Kandemir等采用束缚朗道态讨论了二维大磁极化子的基态和第一激发态能量,国内一些学者采用微扰法和新颖算符法讨论了多原子极性晶体中表面和体磁极化子的性质。采用线性组合算符和幺正变换,研究磁场中多原子半无限极性晶体中电子和光学声子弱耦合相互作用所产生的极化子的第一激发态能量及平均声子数。结果表明:当电子无限接近晶体表面时,磁极化子的基态能量仅为Landau能量;第一激发态能量为Landau基态能量的2倍;平均声子数等于各支与电子耦合的体光学声子数和表面光学声子数之和。而当电子处于晶体深处时,磁极化子的基态能量却为Landau基态能量与各支体光学声子以及表面光学声子分别耦合的能量之和;第一激发态能量仍为Landau基态能量的2倍;平均声子数等于各支与电子耦合的体光学声子数和与所处深度有关的各支体光学声子数之和,而与各支表面光学声子无关。     

三层流体中斜入射波作用下半无限板的水弹性响应

解析地研究了在三层流体中斜入射波浪与半无限弹性板的相互作用引起的波散射和板的水弹性响应. 三层流体在界面处的密度发生阶跃, 各层为一常数. 假设流体不可压缩、无黏、流体运动无旋. 在线性势流理论框架下, 使用本征函数展开法和内积式给出波板相互作用的半解析解. 根据色散关系分析, 得到了表面波模态和界面波模态入射时的临界入射角. 随着物理参数的变化, 临界角将随之发生变化. 临界角决定了当由开阔水域向板覆盖水域传播的表面波或界面波的存在性: (1)板覆盖水域入射界面上, 透射波能否存在; (2)入射界面之上界面中, 板覆盖水域中的透射波以及开阔水域中的反射波能否存在. 当下界面波入射时并且入射角足够大时, 开阔水域中的下界面波模态是整个流体域中唯一存在的模态.      

Solution of the Semi-Infinite Toda Lattice for Unbounded Sequences

The semi-infinite Toda lattice is the system of differential equations d _n (t)/dt = _n (t)(b _n+1(t) – b _n (t)), db _n (t)/dt = 2( _n ²(t) – _n–1 ²(t)), n = 1, 2, ..., t > 0. The solution of this system (if it exists) is a pair of real sequences _n (t), b _n (t) which satisfy the conditions _n (0) = _n ,, b _n (0) = b _n , where _n > 0 and b _n are given sequences of real numbers. It is well known that the system has a unique solution provided that both sequences _n and b _n are bounded. When at least one of the known sequences _n and b _n is unbounded, many difficulties arise and, to the best of our knowledge, there are few results concerning the solution of the system. In this letter we find a class of unbounded sequences _n and b _n such that the system has a unique solution. The results are illustrated with a typical example where the sequences _i (t), b _i (t), i = 1, 2, ... can be exactly determined. The connection of the Toda lattice with the semi-infinite differential-difference equation d²/dt ² log h _n = h _n+1 + h _n–1 – 2h _n , n = 1, 2, ... is also discussed and the above results are translated to analogous results for the last equation.     

An Equilibrium Lattice Model of Wetting on Rough Substrates

We consider a semi-infinite 3-dimensional Ising system with a rough wall to describe the effect of the roughness r of the substrate on wetting. We show that the difference of wall free energies (r)= _AW(r)– _BW(r) of the two phases behaves like (r)r(1), where r=1 characterizes a purely flat surface, confirming at low enough temperature and small roughness the validity of Wenzel's law, cos (r)r cos (1), which relates the contact angle of a sessile droplet to the roughness of the substrate     

On affine scaling and semi-infinite programming

We consider an extension of the affine scaling algorithm for linear programming problems with free variables to problems having infinitely many constraints, and explore the relationship between this algorithm and the finite affine scaling method applied to a discretization of the problem.This material is based on research supported by Air Force Office of Scientific Research Grant AFOSR 89-0410.