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作者：Monteiro, RDC; Pang, JS
作者单位：University System of Georgia; Georgia Institute of Technology; Johns Hopkins University
摘要：Extending our previous work (Monteiro and Pang 1996), this paper studies properties of two fundamental mappings associated with the family of interior-point methods for solving monotone nonlinear complementarity problems over the cone of symmetric positive semidefinite matrices. The first of these maps lead to a family of new continuous trajectories which include the central trajectory as a special case. These trajectories completely fill up the set of interior feasible points of the problem i...
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作者：Sznajder, R; Gowda, MS
作者单位：University System of Maryland; Bowie State University; University System of Maryland; University of Maryland Baltimore County
摘要：A zero of a piecewise smooth function Sis said to be nondegenerate if the function is Frechet differentiable at that point. Using this concept, we describe the usual nondegeneracy notions in the settings of nonlinear (vertical, horizontal, mixed) complementarity problems and the variational inequality problem corresponding to a polyhedral convex set. Some properties of nondegenerate zeros of piecewise affine functions are described. We generalize a recent result of Ferris and Pang on the exist...
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作者：Naiman, DQ; Stone, RE
作者单位：Johns Hopkins University
摘要：A real square matrix M is said to be a e-matrix if the linear complementarity problem (q, M) has a solution for every vector q. There is, as yet, no characterization of e-matrices which makes it easy to determine whether or not a given matrix is Q. Ideas from topology, in particular degree theory, have previously been used to obtain sufficient conditions fdr when a matrix is Q. In this paper we will apply some other ideas from topology to give a homological characterization of Q-matrices. Cont...
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作者：Li, W; Singer, I
作者单位：Old Dominion University; Institute of Mathematics of the Romanian Academy; Romanian Academy
摘要：We give some results on the existence of global error bounds for convex multifunctions between normed linear spaces (until the present, only some results on local error bounds have been known in this general setting). As applications we obtain, among others, improvements of a theorem of Robinson on global error bounds for convex inequalities, of a result of Luo and Tseng on uniform boundedness of the Hoffman constants for linear inequalities and equalities, and of Lotov's result on pointwise L...
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作者：Facchinei, F
作者单位：Sapienza University Rome
摘要：We consider P-0 nonlinear complementarity problems and study the connectedness and stability of the solutions by applying degree theory and the Mountain Pass Theorem to a smooth reformulation of the complementarity problem. We show that the solution set is connected and bounded if a bounded isolated component of the solution set exists and that a solution is locally unique if and only if it is globally unique. Furthermore, we prove that a solution is stable in Ha's sense if and only if it is g...
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作者：Asmussen, S; Perry, D
作者单位：Lund University; University of Haifa
摘要：A distribution G on (0, infinity) is called matrix-exponential if the density has the form alpha e(Tz)s where tu is a row vector, T a square matrix and s a column vector. Equivalently, the Laplace transform is rational. For such distributions, we develop an operator calculus, where the key step is manipulation of analytic functions f(z) extended to matrix arguments. The technique is illustrated via an inventory model moving according to a reflected Brownian motion with negative drift, such tha...
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作者：Bonnans, JF; Cominetti, R; Shapiro, A
作者单位：Universidad de Chile; University System of Georgia; Georgia Institute of Technology
摘要：We present a perturbation theory for finite dimensional optimization problems subject to abstract constraints satisfying a second order regularity condition. This is a technical condition that is always satisfied in the case of semi-definite optimization. We derive Lipschitz and Holder expansions of approximate optimal solutions, under a directional constraint qualification hypothesis and various second order sufficient conditions that take into account the curvature of the set defining the co...
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作者：Coffman, EG; Puhalskii, AA; Reiman, MI
作者单位：Alcatel-Lucent; Lucent Technologies; AT&T; Russian Academy of Sciences
摘要：This paper studies the classical polling model under the exhaustive-service assumption; such models continue to be very useful in performance studies of computer/communication systems. The analysis here extends earlier work of the authors to the general case of nonzero switchover times. It shows that, under the standard heavy-traffic scaling, the total unfinished work in the system tends to a Bessel-type diffusion in the heavy-traffic limit. It verifies in addition that, with this change in th...
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作者：Chen, H; Zhang, HQ
作者单位：Hong Kong University of Science & Technology; Chinese Academy of Sciences
摘要：In this paper, we first formally identify a FIFO fluid network that corresponds to the queueing network under a first-in first-out (FIFO) service discipline, thus complementing the result of Dai (1995a) for the use of the fluid model for the stability of a multiclass queueing network under a FIFO service discipline. Then we establish two sufficient conditions for the stability of a multiclass FIFO queueing network. The results extend the previous work on the single class network, the single st...
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作者：Zhang, XL
摘要：We discuss pricing formulae for American options in Merton's jump-diffusion model. With the help of variational inequalities, we derive some regularity properties of price functions. Using the finite difference method, a discretization scheme is presented and a convergence theorem for the first order derivatives is proved. Numerical methods and results are also discussed.
