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作者：Levy, AB
作者单位：Bowdoin College
摘要：We introduce a new class of multifunctions whose graphs under certain kernel inverting matrices, are locally equal to the graphs of Lipschitzian (single-valued) mappings. We characterize the existence of Lipschitzian localizations of these multifunctions in terms of a natural condition on a generalized Jacobian mapping. One corollary to our main result is a Lipschitzian inverse map ping theorem for the broad class of max hypomonotone multifunctions. We apply our theoretical results to the sens...
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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：Peña, J
作者单位：Carnegie Mellon University
摘要：Given a convex program and its dual, we analyze the conditioning of the primal-dual system of constraints, obtained by putting the primal and dual constraints together. We show that the conditioning of the primal-dual system can be estimated in terms of the conditioning of the primal and dual systems. In particular, provided both the primal and dual systems are well-conditioned. the primal-dual system is well-conditioned. We also investigate how the conditioning of the primal-dual system relat...
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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：Naddef, D; Pochet, Y
作者单位：Communaute Universite Grenoble Alpes; Institut National Polytechnique de Grenoble
摘要：In this paper we present a tour of the symmetric traveling salesman polytope, focusing on inequalities that can be defined on sets of nodes. Most widely known inequalities are of this type. Many papers have appeared that give increasingly complex valid inequalities for this polytope, but little intuition on why these inequalities are valid has been given. To help in understanding these inequalities, we develop an intuition into their validity by giving a unifying way of defining them through a...
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作者：Ghirardato, P; Marinacci, M
作者单位：California Institute of Technology; University of Turin
摘要：We introduce a general model of static choice under uncertainty, arguably the weakest model achieving a separation of cardinal utility and a unique representation of beliefs. Must of the nonexpected utility models existing in the literature are special cases of it. Such separation is motivated by the view that tastes are constant, whereas beliefs change with new information. The model has a simple and natural axiomatization. Elsewhere (forthcoming), we show that it can be very helpful in the c...
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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...
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作者：Grabisch, M; Marichal, JL; Roubens, M
作者单位：Sorbonne Universite; University of Liege; University of Liege
摘要：This paper introduces four alternative representations of a set function: the Mobius transformation, the co-Mobius transformation, and the interactions between elements of any subset of a given set as extensions of Shapley and Banzhaf values. The links between the five equivalent representations of a set function are emphasized in this presentation.
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作者：Sun, XL; Li, D
作者单位：Shanghai University; Chinese University of Hong Kong
摘要：A logarithmic-exponential dual formulation is proposed in this paper for bounded integer programming problems. This new dual formulation possesses an asymptotic strong duality property and guarantees the identification of an optimal solution of the primal problem. These prominent features are achieved by exploring a novel nonlinear Lagrangian function, deriving an asymptotic zero duality gap, investigating the unimodality of the associated dual function and ensuring the primal feasibility of o...
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作者：Anstreicher, KM
作者单位：University of Iowa
摘要：We consider the volumetric barrier for semidefinite programming, or generalized volumetric barrier, as introduced by Nesterov and Nemirovskii. We extend several fundamental properties of the Volumetric barrier for a polyhedral set to the semidefinite case. Our analysis facilitates a simplified proof of self-concordance for the semidefinite volumetric barrier, as well as for the combined volumetric-logarithmic barrier for semidefinite programming. For both of these barriers we obtain self-conco...
