Theoretical investigations on maximal dual feasible functions

Dual feasible functions are used to get valid inequalities and lower bounds for integer linear problems. In this paper, we provide a simpler proof for maximality, and we describe new results concerning the extremality of functions from the literature. Extremal functions are a dominant class of dual feasible functions.     

Merit functions for general variational inequalities

In this paper, we consider some classes of merit functions for general variational inequalities. Using these functions, we obtain error bounds for the solution of general variational inequalities under some mild conditions. Since the general variational inequalities include variational inequalities, quasivariational inequalities and complementarity problems as special cases, results proved in this paper hold for these problems. In this respect, results obtained in this paper represent a refinement of previously known results for classical variational inequalities.     

New inequalities from classical Sturm theorems

Inequalities satisfied by the zeros of the solutions of second-order hypergeometric equations are derived through a systematic use of Liouville transformations together with the application of classical Sturm theorems. This systematic study allows us to improve previously known inequalities and to extend their range of validity as well as to discover inequalities which appear to be new. Among other properties obtained, Szegő's bounds on the zeros of Jacobi polynomials for , are completed with results for the rest of parameter values, Grosjean's inequality (J. Approx. Theory 50 (1987) 84) on the zeros of Legendre polynomials is shown to be valid for Jacobi polynomials with |β|1, bounds on ratios of consecutive zeros of Gauss and confluent hypergeometric functions are derived as well as an inequality involving the geometric mean of zeros of Bessel functions.     

Worst-case analysis of maximal dual feasible functions

Dual feasible functions have been used to compute fast lower bounds and valid inequalities for integer linear problems. In this paper, we analyze the worst-case performance of the lower bounds provided by some of the best functions proposed in the literature. We describe some worst-case examples for these functions, and we report on new results concerning the best parameter choice for one of these functions.     

Gap functions and global error bounds for set-valued variational inequalities

The set-valued variational inequality problem is very useful in economics theory and nonsmooth optimization. In this paper, we introduce some gap functions for set-valued variational inequality problems under suitable assumptions. By using these gap functions we derive global error bounds for the solution of the set-valued variational inequality problems. Our results not only generalize the previously known results for classical variational inequalities from single-valued case to set-valued, but also present a way to construct gap functions and derive global error bounds for set-valued variational inequality problems.     

Monotonicity properties and functional inequalities for the Volterra and incomplete Volterra functions

In this paper we prove some monotonicity, log–convexity and log–concavity properties for the Volterra and incomplete Volterra functions. Moreover, as consequences of these results, we present some functional inequalities (like Turán type inequalities) as well as we determined sharp upper and lower bounds for the normalized incomplete Volterra functions in terms of weighted power means.     

Nonconvex, lower semicontinuous piecewise linear optimization

A branch-and-cut algorithm for solving linear problems with continuous separable piecewise linear cost functions was developed in 2005 by Keha et al. This algorithm is based on valid inequalities for an SOS2 based formulation of the problem. In this paper we study the extension of the algorithm to the case where the cost function is only lower semicontinuous. We extend the SOS2 based formulation to the lower semicontinuous case and show how the inequalities introduced by Keha et al. can also be used for this new formulation. We also introduce a simple generalization of one of the inequalities introduced by Keha et al. Furthermore, we study the discontinuities caused by fixed charge jumps and introduce two new valid inequalities by extending classical results for fixed charge linear problems. Finally, we report computational results showing how the addition of the developed inequalities can significantly improve the performance of CPLEX when solving these kinds of problems.     

A polyhedral study on 0–1 knapsack problems with disjoint cardinality constraints: Strong valid inequalities by sequence-independent lifting

We study the set of 0–1 integer solutions to a single knapsack constraint and a set of non-overlapping cardinality constraints (MCKP), which generalizes the classical 0–1 knapsack polytope and the 0–1 knapsack polytope with generalized upper bounds. We derive strong valid inequalities for the convex hull of its feasible solutions using sequence-independent lifting. For problems with a single cardinality constraint, we derive two-dimensional superadditive lifting functions and prove that they are maximal and non-dominated under some mild conditions. We then show that these functions can be used to build strong valid inequalities for problems with multiple disjoint cardinality constraints. Finally, we present preliminary computational results aimed at evaluating the strength of the cuts obtained from sequence-independent lifting with respect to those obtained from sequential lifting.     

Gap functions and error bounds for nonsmooth convex vector optimization problem

Abstract

In this article, our main aim is to develop gap functions and error bounds for a (non-smooth) convex vector optimization problem. We show that by focusing on convexity we are able to quite efficiently compute the gap functions and try to gain insight about the structure of set of weak Pareto minimizers by viewing its graph. We will discuss several properties of gap functions and develop error bounds when the data are strongly convex. We also compare our results with some recent results on weak vector variational inequalities with set-valued maps, and also argue as to why we focus on the convex case.     

n-step mingling inequalities: new facets for the mixed-integer knapsack set

The n-step mixed integer rounding (MIR) inequalities of Kianfar and Fathi (Math Program 120(2):313–346, 2009) are valid inequalities for the mixed-integer knapsack set that are derived by using periodic n-step MIR functions and define facets for group problems. The mingling and 2-step mingling inequalities of Atamtürk and Günlük (Math Program 123(2):315–338, 2010) are also derived based on MIR and they incorporate upper bounds on the integer variables. It has been shown that these inequalities are facet-defining for the mixed integer knapsack set under certain conditions and generalize several well-known valid inequalities. In this paper, we introduce new classes of valid inequalities for the mixed-integer knapsack set with bounded integer variables, which we call n-step mingling inequalities (for positive integer n). These inequalities incorporate upper bounds on integer variables into n-step MIR and, therefore, unify the concepts of n-step MIR and mingling in a single class of inequalities. Furthermore, we show that for each n, the n-step mingling inequality defines a facet for the mixed integer knapsack set under certain conditions. For n?=?2, we extend the results of Atamtürk and Günlük on facet-defining properties of 2-step mingling inequalities. For n ≥ 3, we present new facets for the mixed integer knapsack set. As a special case we also derive conditions under which the n-step MIR inequalities define facets for the mixed integer knapsack set. In addition, we show that n-step mingling can be used to generate new valid inequalities and facets based on covers and packs defined for mixed integer knapsack sets.     

On the extreme inequalities of infinite group problems

Infinite group relaxations of integer programs (IP) were introduced by Gomory and Johnson (Math Program 3:23–85, 1972) to generate cutting planes for general IPs. These valid inequalities correspond to real-valued functions defined over an appropriate infinite group. Among all the valid inequalities of the infinite group relaxation, extreme inequalities are most important since they are the strongest cutting planes that can be obtained within the group-theoretic framework. However, very few properties of extreme inequalities of infinite group relaxations are known. In particular, it is not known if all extreme inequalities are continuous and what their relations are to extreme inequalities of finite group problems. In this paper, we describe new properties of extreme functions of infinite group problems. In particular, we study the behavior of the pointwise limit of a converging sequence of extreme functions as well as the relations between extreme functions of finite and infinite group problems. Using these results, we prove for the first time that a large class of discontinuous functions is extreme for infinite group problems. This class of extreme functions is the generalization of the functions given by Letchford and Lodi (Oper Res Lett 30(2):74–82, 2002), Dash and Günlük (Proceedings 10th conference on integer programming and combinatorial optimization. Springer, Heidelberg, pp 33–45 (2004), Math Program 106:29–53, 2006) and Richard et al. (Math Program 2008, to appear). We also present several other new classes of discontinuous extreme functions. Surprisingly, we prove that the functions defining extreme inequalities for infinite group relaxations of mixed integer programs are continuous. S.S. Dey and J.-P.P. Richard was supported by NSF Grant DMI-03-48611.     

A recursive procedure to generate all cuts for 0–1 mixed integer programs

We study several ways of obtaining valid inequalities for mixed integer programs. We show how inequalities obtained from a disjunctive argument can be represented by superadditive functions and we show how the superadditive inequalities relate to Gomory's mixed integer cuts. We also show how all valid inequalities for mixed 0–1 programs can be generated recursively from a simple subclass of the disjunctive inequalities.The research of this author was supported by NSF Contract No. ECS-8540898.     

Computable upper bounds for the constants in Poincaré‐type inequalities for fields of bounded deformation

We collect various Poincaré‐type inequalities valid for fields of bounded deformation and give explicit upper bounds for the constants being involved. Copyright © 2011 John Wiley & Sons, Ltd.     

Neighborhood properties of certain classes of multivalently analytic functions associated with the convolution structure

In this paper, by making use of the familiar concept of neighborhoods of p-valently analytic functions, we prove coefficient bounds, distortion inequalities and associated inclusion relations for the (n, δ)-neighborhoods of a family of p-valently analytic functions and their derivatives, which is defined by means of a certain general family of non-homogenous Cauchy-Euler differential equations.     

A survey of dual-feasible and superadditive functions

Dual-feasible functions are valuable tools that can be used to compute both lower bounds for different combinatorial problems and valid inequalities for integer programs. Several families of functions have been used in the literature. Some of them were defined explicitly, and others not. One of the main objectives of this paper is to survey these functions, and to state results concerning their quality. We clearly identify dominant subsets of functions, i.e. those which may lead to better bounds or stronger cuts. We also describe different frameworks that can be used to create dual-feasible functions. With these frameworks, one can get a dominant function based on other ones. Two new families of dual-feasible functions obtained by applying these methods are proposed in this paper.     

Gap functions and error bounds for weak vector variational inequalities

In this article, by using the image space analysis, a gap function for weak vector variational inequalities is obtained. Its lower semicontinuity is also discussed. Then, these results are applied to obtain the error bounds for weak vector variational inequalities. These bounds provide effective estimated distances between a feasible point and the solution set of the weak vector variational inequalities.     

Inequalities for Humbert functions

This paper is motivated by an open problem of Luke’s theorem. We consider the problem of developing a unified point of view on the theory of inequalities of Humbert functions and of their general ratios are obtained. Some particular cases and refinements are given. Finally, we obtain some important results involving inequalities of Bessel and Whittaker’s functions as applications.     

Properties for uniformly starlike and related functions under the Srivastava-Attiya operator

In the present paper, we introduce and investigate classes of analytic functions involving the Srivastava-Attiya operator. Basic properties for β-uniformly starlike functions of order γ are studied, such as inclusion relations, sufficient conditions, coefficient inequalities and distortion inequalities. The results are also extended to β-uniformly convex, close-to-convex, and quasi-convex functions. Relevant connections of the results presented here with those obtained in earlier works are also pointed out.     

Some new dynamic inequalities on time scales

In this paper, based on some known dynamic inequalities, we investigate certain new dynamic inequalities on time scales, which provide explicit bounds on unknown functions. Our results unify and extend some continuous inequalities and their corresponding discrete analogues.     

Generalization of Popoviciu-Type Inequalities Via Fink’s Identity

We obtained useful identities via Fink’s identity, by which the inequality of Popoviciu for convex functions is generalized for higher order convex functions. We investigate the bounds for the identities related to the generalization of the Popoviciu inequality using inequalities for the ?eby?ev functional. Some results relating to the Grüss- and Ostrowski-type inequalities are constructed. Further, we also construct new families of exponentially convex functions and Cauchy-type means by looking at linear functional associated with the obtained inequalities.