Two modifications of extension of piyavskii’s global optimization algorithm to a function continuous on a compact interval and its convergence

В работах R.J. Vanderbei доказано, что непрерывная на выпуклом компактном множестве функция обладает свойством $\varepsilon $-липшицевости, обобщающим классическое понятие липшицевости. На основе этого свойства R.J. Vanderbei предложено одно обобщение метода Пиявского поиска глобального минимума непрерывной на отрезке функции. В данной работе предлагаются одна модификация этого метода для положительной $\varepsilon $-константы и одна модификация для положительной $\varepsilon $-константы и условия останова, не зависящего от выбора $\varepsilon $. Доказана сходимость предлагаемых алгоритмов, приведены результаты численных экспериментов на основе применения разработанной программы. Данные методы могут быть применены для оптимизации любых непрерывных на отрезке функций, например, при решении некоторых обратных задачах баллистики и в экономике в прямых задачах потребительского выбора маршаллианского типа с переменными ценами благ и с непрерывной функцией полезности. R.J. Vanderbei in his works proves that any continuous on a compact set function has the $\varepsilon $-Lipschitz property which extends conventional Lipschitz continuity. Based on this feature Vanderbei proposed one extension of Piyavskii’s global optimization algorithm to the continuous function case. In this paper we propose one modification of the Vanderbei’s algorithm for a positive $\varepsilon $-constant and another modification for a positive $\varepsilon $-constant and $\varepsilon $ value independent termination condition. We prove proposed methods convergence and perform several computational experiments with designed software for known test functions.

Sobolev-to-Lipschitz property on $${\mathsf {QCD}}$$-spaces and applications

We prove the Sobolev-to-Lipschitz property for metric measure spaces satisfying the quasi curvature-dimension condition recently introduced in Milman (Commun Pure Appl Math, to appear). We provide several applications to properties of the corresponding heat semigroup. In particular, under the additional assumption of infinitesimal Hilbertianity, we show the Varadhan short-time asymptotics for the heat semigroup with respect to the distance, and prove the irreducibility of the heat semigroup. These results apply in particular to large classes of (ideal) sub-Riemannian manifolds.

On stability of solutions of integral equations in the class of measurable functions

Consider the equation G(x)=(y,) ̃ where the mapping G acts from a metric space X into a space Y, on which a distance is defined, y ̃ ∈ Y. The metric in X and the distance in Y can take on the value ∞, the distance satisfies only one property of a metric: the distance between y,z ∈Y is zero if and only if y= z. For mappings X → Y the notions of sets of covering, Lipschitz property, and closedness are defined. In these terms, the assertion is obtained about the stability in the metric space X of solutions of the considered equation to changes of the mapping G and the element y ̃. This assertion is applied to the study of the integral equation f(t,∫_0^1▒K (t,s)x(s)ds,x(t))= y ̃(t),t ∈[0,1], with respect to an unknown Lebesgue measurable function x: [0,1] ∈R. Sufficient conditions are obtained for the stability of solutions (in the space of measurable functions with the topology of uniform convergence) to changes of the functions f,K,(y.) ̃

Maximal metric surfaces and the Sobolev-to-Lipschitz property

We find maximal representatives within equivalence classes of metric spheres. For Ahlfors regular spheres these are uniquely characterized by satisfying the seemingly unrelated notions of Sobolev-to-Lipschitz property, or volume rigidity. We also apply our construction to solutions of the Plateau problem in metric spaces and obtain a variant of the associated intrinsic disc studied by Lytchak–Wenger, which satisfies a related maximality condition.

Second-Order Composed Contingent Derivative of the Perturbation Map in Multiobjective Optimization

In view of the structural advantage of second-order composed derivatives, the purpose of this paper is to analyze quantitatively the behavior of perturbation maps for the first time by using this concept. First, new concepts of the second-order composed adjacent derivative and the second-order composed lower Dini derivative are introduced. Some relationships among the second-order composed contingent derivative, the second-order composed adjacent derivative and the second-order composed lower Dini derivative are discussed. Second, the relationships between second-order composed lower Dini derivable and Aubin property are provided. Third, by virtue of second-order composed contingent derivatives and the above relationships, some results concerning second-order sensitivity analysis are established without the assumption of the locally Lipschitz property or the locally Hölder continuity. Finally, we give some complete characterizations of second-order composed contingent derivatives of the perturbation maps.

On stability of generalized (affine) phase retrieval in the complex case

In this paper, we discuss the stability of generalized phase retrieval and generalized affine phase retrieval in the complex case. By the realification method, we obtain the bi-Lipschitz property in the absence of noise case and Cramer–Rao lower bound under noise conditions.