A method is provided for finding an initial regular solution of a linear programming in this paper. The key to this method is to solve an auxiliary linear programming instead of to introduce any artificial variable or...A method is provided for finding an initial regular solution of a linear programming in this paper. The key to this method is to solve an auxiliary linear programming instead of to introduce any artificial variable or constraint. Compared with the traditional method of achieving the regular solution by introducing an artificial constraint, it has advantages of saving the memories and little computational efforts.展开更多
In this paper, we study the problem of regular decomposition in integer program- ming. We apply the radical of binomial ideal and universal Grobner bases to get the regular decomposition forms of a finite integer latt...In this paper, we study the problem of regular decomposition in integer program- ming. We apply the radical of binomial ideal and universal Grobner bases to get the regular decomposition forms of a finite integer lattice point set. We indicate the relationship between state polytope and regular decompositions, i.e., an edge of state polytope corresponds to a binomial which decides one of regular decomposition forms of a finite integer lattice point set.展开更多
When all the involved data in indefinite quadratic programs change simultaneously, we show the locally Lipschtiz continuity of the KKT set of the quadratic programming problem firstly, then we establish the locally Li...When all the involved data in indefinite quadratic programs change simultaneously, we show the locally Lipschtiz continuity of the KKT set of the quadratic programming problem firstly, then we establish the locally Lipschtiz continuity of the KKT solution set. Finally, the similar conclusion for the corresponding optimal value function is obtained.展开更多
This paper focuses on the study for the stability of stochastic nonlinear programming when the probability measure is perturbed. Under the Lipschitz continuity of the objective function and metric regularity of the fe...This paper focuses on the study for the stability of stochastic nonlinear programming when the probability measure is perturbed. Under the Lipschitz continuity of the objective function and metric regularity of the feasible set-valued mapping, the outer semicontinuity of the optimal solution set and Lipschitz continuity of optimal values are guaranteed. Importantly,it is proved that, if the linear independence constraint qualification and strong second-order sufficient condition hold at a local minimum point of the original problem, there exists a Lipschitz continuous solution path satisfying the Karush-Kuhn-Tucker conditions.展开更多
In this paper, a class of nonsmooth multiobjective programming problems is considered. We introduce the new concept of invex of order??type II for nondifferentiable locally Lipschitz functions using the tools of Clark...In this paper, a class of nonsmooth multiobjective programming problems is considered. We introduce the new concept of invex of order??type II for nondifferentiable locally Lipschitz functions using the tools of Clarke subdifferential. The new functions are used to derive the sufficient optimality condition for a class of nonsmooth multiobjective programming problems. Utilizing the sufficient optimality conditions, weak and strong duality theorems are established for Wolfe type duality model.展开更多
In this paper, we study the viscosity solutions of the Neumann problem in a bounded C<sup>2</sup> domain Ω, where Δ<sup>N</sup>∞</sub> is called the normalized infinity Laplacian. The ...In this paper, we study the viscosity solutions of the Neumann problem in a bounded C<sup>2</sup> domain Ω, where Δ<sup>N</sup>∞</sub> is called the normalized infinity Laplacian. The normalized infinity Laplacian was first studied by Peres, Shramm, Sheffield and Wilson from the point of randomized theory named tug-of-war, which has wide applications in optimal mass transportation, financial option price problems, digital image processing, physical engineering, etc. We give the Lipschitz regularity of the viscosity solutions of the Neumann problem. The method we adopt is to choose suitable auxiliary functions as barrier functions and combine the perturbation method and viscosity solutions theory. .展开更多
文摘A method is provided for finding an initial regular solution of a linear programming in this paper. The key to this method is to solve an auxiliary linear programming instead of to introduce any artificial variable or constraint. Compared with the traditional method of achieving the regular solution by introducing an artificial constraint, it has advantages of saving the memories and little computational efforts.
基金Supported by the National Natural Science Foundation of China(Grant Nos.11671068,11271060)Fundamental Research of Civil Aircraft(Grant No.MJ-F-2012-04)the Fundamental Research Funds for the Central Universities(Grant No.DUT16LK38)
文摘In this paper, we study the problem of regular decomposition in integer program- ming. We apply the radical of binomial ideal and universal Grobner bases to get the regular decomposition forms of a finite integer lattice point set. We indicate the relationship between state polytope and regular decompositions, i.e., an edge of state polytope corresponds to a binomial which decides one of regular decomposition forms of a finite integer lattice point set.
基金Supported by the National Natural Science Foundation of China(10571141,70971109,71371152)supported by the Talents Fund of Xi’an Polytechnic University(BS1320)the Mathematics Discipline Development Fund of Xi’an Ploytechnic University(107090701)
文摘When all the involved data in indefinite quadratic programs change simultaneously, we show the locally Lipschtiz continuity of the KKT set of the quadratic programming problem firstly, then we establish the locally Lipschtiz continuity of the KKT solution set. Finally, the similar conclusion for the corresponding optimal value function is obtained.
基金Supported by the National Natural Science Foundation of China(Grant Nos.11571059 11731013)
文摘This paper focuses on the study for the stability of stochastic nonlinear programming when the probability measure is perturbed. Under the Lipschitz continuity of the objective function and metric regularity of the feasible set-valued mapping, the outer semicontinuity of the optimal solution set and Lipschitz continuity of optimal values are guaranteed. Importantly,it is proved that, if the linear independence constraint qualification and strong second-order sufficient condition hold at a local minimum point of the original problem, there exists a Lipschitz continuous solution path satisfying the Karush-Kuhn-Tucker conditions.
文摘In this paper, a class of nonsmooth multiobjective programming problems is considered. We introduce the new concept of invex of order??type II for nondifferentiable locally Lipschitz functions using the tools of Clarke subdifferential. The new functions are used to derive the sufficient optimality condition for a class of nonsmooth multiobjective programming problems. Utilizing the sufficient optimality conditions, weak and strong duality theorems are established for Wolfe type duality model.
文摘In this paper, we study the viscosity solutions of the Neumann problem in a bounded C<sup>2</sup> domain Ω, where Δ<sup>N</sup>∞</sub> is called the normalized infinity Laplacian. The normalized infinity Laplacian was first studied by Peres, Shramm, Sheffield and Wilson from the point of randomized theory named tug-of-war, which has wide applications in optimal mass transportation, financial option price problems, digital image processing, physical engineering, etc. We give the Lipschitz regularity of the viscosity solutions of the Neumann problem. The method we adopt is to choose suitable auxiliary functions as barrier functions and combine the perturbation method and viscosity solutions theory. .
