In this paper we derive perturbation theorems for the LU and QR factors. Moreover, bounds for κL(A)/κL′(A) and κU(A)/κ′U(A) are given for the LU factorization of a nonsingular matrix. By applying pivoting strategies in the LU factorization, estimates for κL(PAQ)/κL′(PAQ) and κU(PAQ)/κ′U(PAQ) are also obtained.

The total claim amount for a fixed period of time is, by definition, a sum of a random number of claims of random size. In this paper we explore the probabilistic distribution of the total claim amount for claims that follow a Weibull distribution, which can serve as a satisfactory model for both small and large claims. As models for the number of claims we use the geometric, Poisson, logarithmic and negative binomial distributions. In all these cases, the densities of the total claim amount are obtained via Laplace transform of a density function, an expansion in Bell polynomials of a convolution and a subsequent Laplace inversion.

This paper considers large shift scheduling problems with different shiftstart times and lengths, fractionable breaks and work stretch durationrestrictions. Two solution approaches are proposed to solve the problemsover a multiple-day planning horizon. The first approach is based on alocal branching strategy and the second one is based on a temporaldecomposition of the problem. Local branching is veryefficient in finding good feasible solutions when compared to a classicalbranch-and-bound procedure. However, the decomposition approach has theadvantage of yielding feasible solutions in short computing times, even for difficult instances.

In this paper, we study the existence of positive solutions for the one-dimensional p-Laplacian differential equation, subject to the multipoint boundary condition by applying a monotone iterative method.

Thispaper presents a thermodynamic model for a heat engine based on evaporative cooling of unsaturated air at reduced pressure. Also analysed is a related heat pump based on condensation of water vapour in moist air at reduced pressure. These devices operate as two-stroke reciprocating engines, which are their simplest possible embodiments. The mathematical models for the two devices are based on conservation of mass for both air and water vapour, ideal gas laws, constant specific heats, and, as appropriate, either constant entropy processes or cooling/heating by evaporation/condensation. Both models take the form of coupled algebraic systems in six variables, which require numerical solution for certain stages of the cycle. The specific work output of the heat engine increases as the inlet air becomes hotter and as the expansion ratio of the engine increases. The engine provides evaporative cooling of air from inlet to outlet. The heat pump has a good coefficient of performance, which decreases as the expansion ratio increases. The heat pump also has the effect of drying the air from inlet to outlet, producing distilled water as a by-product.

The aim of this article is to prove a symmetry result for several overdetermined boundary value problems. For the two first problems, our method combines the maximum principle with the monotonicity of the mean curvature. For the others, we use essentially the compatibility condition of the Neumann problem.

For a linear random field (linear p-parameter stochastic process) generated by a dependent random field with zero mean and finite qth moments (q>2p), we give sufficient conditions that the linear random field converges weakly to a multiparameter standard Brownian motion if the corresponding dependent random field does so.

In this paper, we introduce and consider a new class of complementarity problems, which are called the generalized mixed quasi-complementarity problems in a topological vector space. We show that the generalized mixed quasi-complementarity problems are equivalent to the generalized mixed quasi variational inequalities. Using a new type of KKM mapping theorem, we study the existence of a solution of the generalized mixed quasi-variational inequalities and generalized mixed quasi-complementarity problems. Several special cases are also discussed. The results obtained in this paper can be viewed as extension and generalization of the previously known results.

In this paper, we study the differentiability of the trajectories of the logarithmic barrier algorithm for a nonlinearprogram when the set Λ* of the Karush-Kuhn-Tucker multiplier vectors is emptyowing to the fact that the constraint qualifications are not satisfied.


In this paper we present a generic primal-dualinterior point methods (IPMs) for linear optimization in which the search direction depends on a univariate kernel function which is also used as proximity measure in the analysis of the algorithm. The proposed kernel function does not satisfy all the conditions proposed in [2].We show that the corresponding large-update algorithm improves the iteration complexity with a factor $n^{\frac16}$ when compared with the method based on the use of the classical logarithmic barrier function. For small-update interior point methods the iteration bound is $O(\sqrt{n}\log\frac{n}{\epsilon}),$ which is currently the best-known bound for primal-dual IPMs.

To ensure that the elevator of a cruise missile is operating within the design specification in high-attitude flight, we present a design method for the construction of a sliding mode recursive variable structure controller. In this design method, a target sliding mode surface is first designed without considering the engineering specification of the elevator. Secondly, by using this specification, the critical state is solved. Then, the transitional sliding mode surfaces are designed recursively by using the critical state of the previous sliding mode surface so that the state will move smoothly from one transitional sliding mode surface to the next until the target sliding mode surface. This design method is based on linear sliding mode variable structure theory. Thus, the controller obtained is simple in structure and practical. Furthermore, the elevator will operate within the engineering specification. The simulation results show the effectiveness of the proposed method.

Hu et al. [“A boundary problem for group testing”, SIAM J. Algebraic Discrete Meth.2 (1981), 81–87] conjectured that the minimax test number to find d defectives in 3d items is 3d−1, a surprisingly difficult combinatorial problem about which very little is known. In this article we state three more conjectures and prove that they are all equivalent to the conjecture of Hu et al. Notably, as a byproduct, we also obtain an interesting upper bound for M(d,n).

This paper describes a new representation for the solutions of the resource-constrained project scheduling problem (RCPSP) denoted Activity Set List. The most efficient heuristics for the problem use the activity list representation and the serial SGS method to construct the corresponding solution (schedule). The activity list may induce a search space of representations much larger then the space of schedules because the same schedule can correspond to many different activity list representations. We indicate how the activity set list representation can significantly reduce the search space, and how to move more efficiently through it. Furthermore, this new representation never excludes the optimal solution and it has many interesting properties. An evaluation of the search space reduction induced by this representation is made for the most used library of instances in the literature. The activity set list representation may be used to construct a new category of more efficient solution procedures for the problem.

In this work, we present an introduction to automatic differentiation,its use in optimization software, and some new potential usages. Wefocus on the potential of this technique inoptimization. We do not dive deeply in the intricacies of automaticdifferentiation, but put forward its key ideas. We sketch a survey, asof today, of automatic differentiation software, but warn the readerthat the situation with respect to software evolves rapidly. In thelast part of the paper, we present some potential future usage ofautomatic differentiation, assuming an ideal tool is available, whichwill become true in some unspecified future.

In this paper we introduce a set of orthonormal functions, , where ϕn[r] is composed of a sine function and a sigmoidal transformation γr of order r>0. Based on the proposed functions ϕn[r] named by sigmoidal sine functions, we consider a series expansion of a function on the interval [−1,1] and the related convergence analysis. Furthermore, we extend the sigmoidal transformation to the whole real line ℝ and then, by reconstructing the existing sigmoidal cosine functions ψn[r] and the presented functions ϕn[r], we develop two kinds of 2-periodic series expansions on ℝ. Superiority of the presented sigmoidal-type series in approximating a function by the partial sum is demonstrated by numerical examples.

An important task of knowledge discovery deals with discovering association rules. This very general model has been widely studied and efficient algorithms have been proposed. But most of the time, only frequent rules are seeked. Here we propose to consider this problem as a multi-objective combinatorial optimization problem in order to be able to also find non frequent but interesting rules. As the search space may be very large, a discussion about different approaches is proposed and a hybrid approach that combines a metaheuristic and an exact operator is presented.

Quintic B-spline collocation schemes for numerical solution of the regularized long wave (RLW) equation have been proposed. The schemes are based on the Crank–Nicolson formulation for time integration and quintic B-spline functions for space integration. The quintic B-spline collocation method over finite intervals is also applied to the time-split RLW equation and space-split RLW equation. After stability analysis is applied to all the schemes, the results of the three algorithms are compared by studying the propagation of the solitary wave, interaction of two solitary waves and wave undulation.

We describe a simple deterministic model for the dispersion of particulate ash which has been ejected into the atmosphere by a volcanic eruption. In our model the atmosphere is divided into a series of horizontal layers within which the physical parameters involved are constant. This is an effective way to allow for the changing behaviour of the particulate ash and atmospheric flow with height whilst retaining simplicity. From our model we construct an analytical expression for the final deposit which could be incorporated within hazard assessment projections. In particular we show how to allow for variation with height of dispersion (caused by turbulence due to the wind) and settling speed (affected by the agglomeration and fragmentation of particles).

In this paper a smoothed particle hydrodynamics (SPH) method is introduced for simulating two-dimensional incompressible non-Newtonian fluid flows, and the non-Newtonian effects in the flow of a fluid which can be modelled by generalized Newtonian constitutive equations are investigated. Two viscoplastic models including Bingham-plastic and power-law models are considered along with the Newtonian model. The governing equations include the conservation of mass and momentum equations in a pseudo-compressible form. The spatial discretization of these equations is achieved by using the SPH method. The temporal discretization algorithm is a fully explicit two-step predictor–corrector scheme. In the prediction step, an intermediate velocity field is obtained using a forward scheme in time without enforcing incompressibility. The correction step consists of solving a pressure Poisson equation to satisfy incompressibility by providing a trade-off between the pressure and density variables. The performance of the proposed scheme is evaluated by studying a benchmark problem including flow of viscoplastic fluids in a lid-driven cavity. Both Newtonian and non-Newtonian cases are investigated and the results are compared with available numerical data. It was shown that in all cases the method is stable and the results are in very good agreement with available data.