Characterizing polynomials with roots in a semi-algebraic set

Consider a real polynomial $p$ and a semi-algebraic subset $S$ of the complex plane, defined by finitely many polynomial inequalities $g_k(z,\bar{z}) \geq 0$ for some complex polynomials $\{g_k\}$. We provide necessary and sufficient conditions on the coefficients of $p$ for the zeros of $p$ to be in $S$. Citation IEEE Trans. Automatic Control 49 (2004), … Read more

Stable Matchings for A Generalized Marriage Problem

We show that a simple genralization of the Deferred Acceptance Procedure with men proposing due to Gale and Shapley(1962), yeilds outcomes for a generalized marriage problem, which are necessarily stable. We also show, that any outcome of this prcedure is Weakly Pareto Optimal for Men, i.e., there is no other outcome which all men prefer … Read more

Interior-Point Algorithms, Penalty Methods and Equilibrium Problems

In this paper we consider the question of solving equilibrium problems—formulated as complementarity problems and, more generally, mathematical programs with equilibrium constraints (MPEC’s)—as nonlinear programs, using an interior-point approach. These problems pose theoretical difficulties for nonlinear solvers, including interior-point methods. We examine the use of penalty methods to get around these difficulties, present an example … Read more

A Multicriteria Approach to Bilevel Optimization

In this paper we study the relationship between bilevel optimization and bicriteria optimization. Given a bilevel optimization problem, we introduce an order relation such that the optimal solutions of the bilevel problem are the nondominated points with respect to the order relation. In the case where the lower level problem of the bilevel optimization problem … Read more

Stable Sets of Weak Tournaments

The purpose of this paper is to obtain conditions on weak tournaments, which guarantee that every non-empty subset of alternatives admits a stable set. We show that every stable set always contains the core. We also show that there exists a unique stable set for each non-empty subset of alternatives which coincides with its core … Read more

Solving Method for a Class of Bilevel Linear Programming based on Genetic Algorithms

The paper studies and designs an genetic algorithm (GA) of the bilevel linear programming problem (BLPP) by constructing the fitness function of the upper-level programming problem based on the definition of the feasible degree. This GA avoids the use of penalty function to deal with the constraints, by changing the randomly generated initial population into … Read more

Optimization problems with equilibrium constraints and their numerical solution

We consider a class of optimization problems with a generalized equation among the constraints. This class covers several problem types like MPEC (Mathematical Programs with Equilibrium Constraints) and MPCC (Mathematical Programs with Complementarity Constraints). We briefly review techniques used for numerical solution of these problems: penalty methods, nonlinear programming (NLP) techniques and Implicit Programming approach … Read more

A Class of Hybrid Methods for Revenue Management

We consider a Markov decision process model of a network revenue management problem. Working within this formal framework, we study policies that combine aspects of mathematical programming approaches and pure Markov decision process methods. The policies employ heuristics early in the booking horizon, and switch to a more-detailed decision rule closer to the time of … Read more

Computing All Nonsingular Solutions of Cyclic-n Polynomial Using Polyhedral Homotopy Continuation Methods

All isolated solutions of the cyclic-n polynomial equations are not known for larger dimensions than 11. We exploit two types of symmetric structures in the cyclic-n polynomial to compute all isolated nonsingular solutions of the equations efficiently by the polyhedral homotopy continuation method and to verify the correctness of the generated approximate solutions. Numerical results … Read more

Solving Stability Problems on a Superclass of Interval Graphs

We introduce a graph invariant, called thinness, and show that a maximum weighted stable set on a graph $G(V, E)$ with thinness $k$ may be found in $O(\frac{|V|}{k})^k$-time, if a certain representation is given. We show that a graph has thinness 1 if and only if it is an interval graph, while a graph with … Read more