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作者：Kojima, M; Takeda, A
作者单位：Institute of Science Tokyo; Tokyo Institute of Technology
摘要：This paper discusses computational complexity of conceptual successive convex relaxation methods proposed by Kojima and Tuncel for approximating a convex relaxation of a compact subset F = {x is an element of C-o : p(x) :less than or equal to 0 (For Allp (.) is an element of P-F)} of the n-dimensional Euclidean space R-n. Here, C-o denotes a nonempty compact convex subset of R-n, and P-F, a set of finitely or infinitely many quadratic functions. We evaluate the number of iterations which the s...
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作者：Balder, EJ
作者单位：Utrecht University
摘要：A number of fundamental results, centered around extensions of Prohorov's theorem, is proven for the ws-topology for measures on a product space. These results contribute to die foundations of stochastic decision theory. They also subsume the principal results of Young measure theory, which only considers product measures with a fixed, common marginal. Specializations yield the criterion for relative ws-compactness of Schal (1975), the refined characterizations of ws-convergence of Galdeano an...
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作者：Whitt, W
作者单位：AT&T
摘要：We study the multidimensional reflection map on the spaces D([0, T], R-k) and D([0, infinity), R-k) of right-continuous R-k-valued functions on [0, T] or [0, infinity) with left limits, endowed with variants of the Skorohod (1956) M-l topology. The reflection map was used with the continuous mapping theorem by Harrison and Reiman (1981) and Reiman (1984) to establish heavy-traffic limit theorems with reflected Brownian motion limit processes for vector-valued queue length, waiting time, and wo...
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作者：Stein, O
作者单位：RWTH Aachen University
摘要：We present a general framework for the derivation of first-order optimality conditions in generalized semi-infinite programming. Since in our approach no constraint qualifications are assumed for the index set, we can generalize necessary conditions given by Ruckmann and Shapiro (1999) as well as the characterizations of local minimizers of order one, which were derived by Stein and Still (2000). Moreover, we obtain a short proof for Theorem 1.1 in Jongen et al. (1998). For the special case wh...
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作者：Schmieta, SH; Alizadeh, F
作者单位：Rutgers University System; Rutgers University New Brunswick
摘要：We present a general framework whereby analysis of interior-point algorithms for semidefinite programming can be extended verbatim to optimization problems over all classes of symmetric cones derivable from associative algebras. In particular, such analyses are extendible to the cone of positive semidefinite Hermitian matrices with complex and quaternion entries, and to the Lorentz cone. We prove the case of the Lorentz cone by using the embedding of its associated Jordan algebra in the Cliffo...
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作者：Zwart, AP
作者单位：Eindhoven University of Technology
摘要：We characterise the tail behaviour of the busy period distribution in the GI/G/1 queue under the assumption that the tail of the service time distribution is of intermediate regular variation. This extends a result of de Meyer and Teugels (de Meyer and Teugels 1980), who treated the M/G/1 queue with a regularly varying service time distribution. Our method of proof is, opposed to the one in de Meyer and Teugels (1980), probabilistic, and reveals an insightful relationship between the busy peri...
