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  • Articles  (132)
  • Linear programming  (74)
  • 81R50  (58)
  • 1990-1994  (132)
  • Mathematics  (132)
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  • 1
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    Mathematical programming 67 (1994), S. 109-119 
    ISSN: 1436-4646
    Keywords: Polynomial-time ; Linear programming ; Primal-dual ; Interior-point algorithm
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Kojima, Megiddo, and Mizuno investigate an infeasible-interior-point algorithm for solving a primal—dual pair of linear programming problems and they demonstrate its global convergence. Their algorithm finds approximate optimal solutions of the pair if both problems have interior points, and they detect infeasibility when the sequence of iterates diverges. Zhang proves polynomial-time convergence of an infeasible-interior-point algorithm under the assumption that both primal and dual problems have feasible points. In this paper, we show that a modification of the Kojima—Megiddo—Mizuno algorithm “solves” the pair of problems in polynomial time without assuming the existence of the LP solution. Furthermore, we develop anO(nL)-iteration complexity result for a variant of the algorithm.
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    Mathematical programming 64 (1994), S. 1-16 
    ISSN: 1436-4646
    Keywords: Random walks ; Totally unimodular matrices ; Uniform generation ; Linear programming ; Diameter of polytopes
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We discuss the application of random walks to generating a random basis of a totally unimodular matrix and to solving a linear program with such a constraint matrix. We also derive polynomial upper bounds on the combinatorial diameter of an associated polyhedron.
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    Mathematical programming 64 (1994), S. 17-51 
    ISSN: 1436-4646
    Keywords: Factorization ; Linear programming ; Generalized upper bounds ; Pure networks ; Generalized networks
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract Factorization of linear programming (LP) models enables a large portion of the LP tableau to be represented implicitly and generated from the remaining explicit part. Dynamic factorization admits algebraic elements which change in dimension during the course of solution. A unifying mathematical framework for dynamic row factorization is presented with three algorithms which derive from different LP model row structures: generalized upper bound rows, pure network rows, and generalized network rows. Each of these structures is a generalization of its predecessors, and each corresponding algorithm exhibits just enough additional richness to accommodate the structure at hand within the unified framework. Implementation and computational results are presented for a variety of real-world models. These results suggest that each of these algorithms is superior to the traditional, non-factorized approach, with the degree of improvement depending upon the size and quality of the row factorization identified.
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  • 4
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    Mathematical programming 65 (1994), S. 217-245 
    ISSN: 1436-4646
    Keywords: Linear programming ; Semi-infinite programming ; Interior-point methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In order to study the behavior of interior-point methods on very large-scale linear programming problems, we consider the application of such methods to continuous semi-infinite linear programming problems in both primal and dual form. By considering different discretizations of such problems we are led to a certain invariance property for (finite-dimensional) interior-point methods. We find that while many methods are invariant, several, including all those with the currently best complexity bound, are not. We then devise natural extensions of invariant methods to the semi-infinite case. Our motivation comes from our belief that for a method to work well on large-scale linear programming problems, it should be effective on fine discretizations of a semi-infinite problem and it should have a natural extension to the limiting semi-infinite case.
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    Mathematical programming 66 (1994), S. 103-122 
    ISSN: 1436-4646
    Keywords: 42B05 ; 62A99 ; Maximum entropy ; Linear programming ; Inverse problems ; Superresolution
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper, we give two different results. We propose new methods to solve classical optimization problems in linear programming. We also obtain precise quantitative results for the superresolution phenomenon, as observed earlier by practical searchers on specific algorithms. The common background of our work is the generalized moment problem, which is known to be connected with linear programming and superresolution. We describe the Maximum Entropy Method on the Mean that provides solution to the problem and leads to computational criteria to decide the existence of solutions or not.
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    Mathematical programming 66 (1994), S. 361-377 
    ISSN: 1436-4646
    Keywords: Linear programming ; Infeasible-interior-point methods ; Superlinear convergence
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract At present the interior-point methods of choice are primal—dual infeasible-interior-point methods, where the iterates are kept positive, but allowed to be infeasible. In practice, these methods have demonstrated superior computational performance. From a theoretical point of view, however, they have not been as thoroughly studied as their counterparts — feasible-interior-point methods, where the iterates are required to be strictly feasible. Recently, Kojima et al., Zhang, Mizuno and Potra studied the global convergence of algorithms in the primal—dual infeasible-interior-point framework. In this paper, we continue to study this framework, and in particular we study the local convergence properties of algorithms in this framework. We construct parameter selections that lead toQ-superlinear convergence for a merit function andR-superlinear convergence for the iteration sequence, both at rate 1 +τ whereτ can be arbitrarily close to one.
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  • 7
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    Mathematical programming 65 (1994), S. 347-363 
    ISSN: 1436-4646
    Keywords: Linear programming ; (Weighted) central paths ; Limiting behavior on central paths ; Local convergence rates of interior point algorithms ; Primary: 90C05 ; Secondary: 90C33
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We study the limiting behavior of the weighted central paths{(x(μ), s(μ))} μ 〉 0 in linear programming at bothμ = 0 andμ = ∞. We establish the existence of a partition (B ∞,N ∞) of the index set { 1, ⋯,n } such thatx i(μ) → ∞ ands j (μ) → ∞ asμ → ∞ fori ∈ B ∞, andj ∈ N ∞, andx N∞ (μ),s B∞ (μ) converge to weighted analytic centers of certain polytopes. For allk ⩾ 1, we show that thekth order derivativesx (k) (μ) ands (k) (μ) converge whenμ → 0 andμ → ∞. Consequently, the derivatives of each order are bounded in the interval (0, ∞). We calculate the limiting derivatives explicitly, and establish the surprising result that all higher order derivatives (k ⩾ 2) converge to zero whenμ → ∞.
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    Mathematical programming 67 (1994), S. 169-187 
    ISSN: 1436-4646
    Keywords: 90C05 ; 90C25 ; 90C31 ; 49M30 ; Linear programming ; Exponential penalty ; Optimal trajectory ; Asymptotic expansion ; Interior point methods
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We consider the linear program min{c′x: Ax⩽b} and the associated exponential penalty functionf r(x) = c′x + rΣexp[(A ix − bi)/r]. Forr close to 0, the unconstrained minimizerx(r) off r admits an asymptotic expansion of the formx(r) = x * + rd* + η(r) wherex * is a particular optimal solution of the linear program and the error termη(r) has an exponentially fast decay. Using duality theory we exhibit an associated dual trajectoryλ(r) which converges exponentially fast to a particular dual optimal solution. These results are completed by an asymptotic analysis whenr tends to ∞: the primal trajectory has an asymptotic ray and the dual trajectory converges to an interior dual feasible solution.
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    Mathematical programming 67 (1994), S. 383-406 
    ISSN: 1436-4646
    Keywords: 90C05 ; Linear programming ; Primal—dual ; Polynomial complexity ; Infeasible ; Interior-point ; Exterior-point
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract A predictor—corrector method for solving linear programs from infeasible starting points is analyzed. The method is quadratically convergent and can be combined with Ye's finite termination scheme under very general assumptions. If the starting points are large enough then the algorithm hasO(nL) iteration complexity. If the ratio between feasibility and optimality at the starting points is small enough then the algorithm has O( $$\sqrt {n L} $$ ) iteration complexity. For feasible starting points the algorithm reduces to the Mizuno—Todd—Ye predictor—corrector method.
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    Mathematical programming 66 (1994), S. 145-159 
    ISSN: 1436-4646
    Keywords: Linear programming ; Interior point methods ; Primal—dual algorithms ; Potential function
    Source: Springer Online Journal Archives 1860-2000
    Topics: Computer Science , Mathematics
    Notes: Abstract We start with a study of the primal—dual affine-scaling algorithms for linear programs. Using ideas from Kojima et al., Mizuno and Nagasawa, and new potential functions we establish a framework for primal—dual algorithms that keep a potential function value fixed. We show that if the potential function used in the algorithm is compatible with a corresponding neighborhood of the central path then the convergence proofs simplify greatly. Our algorithms have the property that all the iterates can be kept in a neighborhood of the central path without using any centering in the search directions.
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  • 11
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    Letters in mathematical physics 32 (1994), S. 269-274 
    ISSN: 1573-0530
    Keywords: 17B37 ; 81R50 ; 82B23
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Physics
    Notes: Abstract A Yangian $$Y(\widetilde{sl}(2))$$ , a deformation of the universal enveloping algebra of the two-dimensional loop algebra sl(2) ⊗C [t −1,t;u], is constructed. This deformation is an analogue of a Yangian which was constructed by V. Drinfeld for any simple Lie algebra. The PBW theorem for $$Y(\widetilde{sl}(2))$$ is proved and some representations are constructed. Like usual Yangians, $$Y(\widetilde{sl}(2))$$ possesses a one-dimensional group of auto- morphisms and at zero level - a two-dimensional group of automorphisms. This observation allows one to conjecture that the representation theory of $$Y(\widetilde{sl}(2))$$ should give rise to new solutions of QYBE. Yangians of other affine algebras can be constructed similarly and they enjoy similar properties.
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    Letters in mathematical physics 30 (1994), S. 71-85 
    ISSN: 1573-0530
    Keywords: 81R50 ; 81Txx
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    Topics: Mathematics , Physics
    Notes: Abstract We compute the mapping class group action on cycles on the configuration space of the torus with one puncture, with coefficients in a local system arising in conformal field theory. This action commutes with the topological action of the quantum group U q (sl2(ℂ)), and is given in vertex form.
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    Letters in mathematical physics 30 (1994), S. 87-98 
    ISSN: 1573-0530
    Keywords: 16W30 ; 16S80 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract Quantum de Rham complexes on the quantum plane and the quantum group itself are constructed for the nonstandard deformation of Fun(SL(2)). It is shown that in contrast to the standardq-deformation of SL(2), the above complexes are unique for SL h (2). Also, as a byproduct, a new deformation of the two-dimensional Heisenberg algebra is obtained which can be used to construct models ofh-deformed quantum mechanics.
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    Letters in mathematical physics 30 (1994), S. 233-239 
    ISSN: 1573-0530
    Keywords: 16W30 ; 22E70 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract We obtain the inhomogeneousq-groups IGL q (n) via a projection from GL q (n + 1). The bicovariant differential calculus of IGL q (n) is constructed, and the corresponding quantum Lie algebra is given explicitly.
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    Letters in mathematical physics 30 (1994), S. 207-216 
    ISSN: 1573-0530
    Keywords: 81R50 ; 16W30 ; 17B37
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    Topics: Mathematics , Physics
    Notes: Abstract A representation of the quantum affine algebra $$U_q (\widehat{sl}_3 )$$ of an arbitrary levelk is constructed in the Fock module of eight boson fields. This realization reduces the Wakimoto representation in theq → 1 limit. The analogues of the screening currents are also obtained. They commute with the action of $$U_q (\widehat{sl}_3 )$$ modulo total differences of some fields.
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    Letters in mathematical physics 30 (1994), S. 327-336 
    ISSN: 1573-0530
    Keywords: 17B37 ; 33D45 ; 39A70 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract We present aq-analog of the discrete Painlevé I equation, and a special realization of it in terms ofq-orthogonal polynomials.
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    Letters in mathematical physics 31 (1994), S. 35-39 
    ISSN: 1573-0530
    Keywords: 46L87 ; 81R50 ; 17B37
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    Topics: Mathematics , Physics
    Notes: Abstract We introduce the analogue of the metric tensor in the case ofq-deformed differential calculus. We analyse the consequences of the existence of the metric, showing that this enforces severe restrictions on the parameters of the theory. We discuss in detail examples of the Manin plane and theq-deformation of SU(2). Finally we touch the topic of relations with Connes' approach.
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    Letters in mathematical physics 31 (1994), S. 151-157 
    ISSN: 1573-0530
    Keywords: 81R50 ; 16W30 ; 17B37
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    Topics: Mathematics , Physics
    Notes: Abstract The observation thatn pairs of para-Fermi (pF) operators generate the universal enveloping algebra of the orthogonal Lie algebra so(2n + 1) is used in order to define deformed pF operators. It is shown that these operators are an alternative to the Chevalley generators. With this background U q [so(2n + 1)] and its ‘Cartan-Weyl’ generators are written down entirely in terms of deformed para-Fermi operators.
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    Letters in mathematical physics 31 (1994), S. 159-166 
    ISSN: 1573-0530
    Keywords: 17B37 ; 81R50 ; 70H05
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    Topics: Mathematics , Physics
    Notes: Abstract TheR-matrix method is systematically applied to get several Heisenberg quantum groups depending on two or three parameters. It turns out that the associatedR-matrices have to verify a weaker form of the QYBE. Only for particular cases of quantum groups, we can imposeR to be a solution of the QYBE. The corresponding quantum Heisenberg Lie algebras are obtained by duality.
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    Letters in mathematical physics 31 (1994), S. 167-177 
    ISSN: 1573-0530
    Keywords: Primary: 17B37 ; Secondary: 16W30 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract New bialgebra structures on the Heisenberg-Lie algebra and their quantizations are introduced. Some of these quantizations give rise to new multiplications in homogeneous coordinate rings of Abelian varieties, via the well-known identification of theta functions with suitable matrix coefficients of the Stone-von Neumann representations.
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    Letters in mathematical physics 32 (1994), S. 25-36 
    ISSN: 1573-0530
    Keywords: 17B37 ; 46L87 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract Covariant differential calculi on the quantum space $$\mathfrak{X}_{q\lambda \rho }$$ for the quantum group SL q (2) are classified. Our main assumptions are thatq is not a root of unity and that the differentials de j of the generators of $$\mathfrak{X}_{q\lambda \rho }$$ form a free right module basis for the first-order forms. Our result says, in particular, that apart from the two casesc =c(3), ∞ there exists a unique differential calculus with the above properties on the space $$\mathfrak{X}_{q\lambda \rho }$$ which corresponds to Podles' quantum sphereS qc /2 .
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    Letters in mathematical physics 32 (1994), S. 85-101 
    ISSN: 1573-0530
    Keywords: 81R50 ; 16W30 ; 17B37
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    Topics: Mathematics , Physics
    Notes: Abstract A representation theory of the quantized Poincaré (κ-Poincaré) algebra (QPA) is developed. We show that the representations of this algebra are closely connected with the representations of the nondeformed Poincaré algebra. A theory of tensor operators for QPA is considered in detail. Necessary and sufficient conditions are found in order for scalars to be invariants. Covariant components of the four-momenta and the Pauli-Lubanski vector are explicitly constructed. These results are used for the construction of someq-relativistic equations. The Wigner-Eckart theorem for QPA is proven.
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    Letters in mathematical physics 32 (1994), S. 167-171 
    ISSN: 1573-0530
    Keywords: 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract We show that Belavin's solutions of the quantum Yang-Baxter equation can be obtained by restricting an infiniteR-matrix to suitable finite-dimensional subspaces. This infiniteR-matrix is a modified version of the Shibukawa-UenoR-matrix acting on functions of two variables.
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    Letters in mathematical physics 32 (1994), S. 173-182 
    ISSN: 1573-0530
    Keywords: 81P05 ; 81R50 ; 16W30
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    Topics: Mathematics , Physics
    Notes: Abstract We express the defining relations of theq-deformed Minkowski space algebra as well as that of the corresponding derivatives and differentials in the form of reflection equations. This formulation encompasses the covariance properties with respect to the quantum Lorentz group action in a straightforward way. Different equivalences ofq-Minkowski algebras are pointed out.
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    Letters in mathematical physics 32 (1994), S. 183-187 
    ISSN: 1573-0530
    Keywords: 20F36 ; 81R50 ; 82B23
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    Topics: Mathematics , Physics
    Notes: Abstract Explicit expressions for three series ofR matrices which are related to a ‘dilute’ generalisation of the Birman-Wenzl-Murakami algebra are presented. Of those, one series is equivalent to the quantumR matrices of theD n+1 (2) generalised Toda systems, whereas the remaining two series appear to be new.
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    Letters in mathematical physics 32 (1994), S. 307-313 
    ISSN: 1573-0530
    Keywords: 17B66 ; 22E65 ; 58D05 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract Starting from the Gelfand-Fuks-Virasoro cocycle on the Lie algebraX(S 1) of the vector fields on the circleS 1 and applying the standard procedure described by Drinfel'd in a finite dimension, we obtain a classicalr-matrix (i.e. an elementr ∈ X(S 1) ∧X(S 1) satisfying the classical Yang-Baxter equation), a Lie bialgebra structure onX(S 1), and a sort of Poisson-Lie structure on the group $$\widetilde{Diff}(S^1 )$$ of diffeomorphisms. Quantizations of such Lie bialgebra structures may lead to ‘quantum diffeomorphism groups’.
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    Letters in mathematical physics 32 (1994), S. 315-330 
    ISSN: 1573-0530
    Keywords: 81R50 ; 16W30 ; 22C05
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    Topics: Mathematics , Physics
    Notes: Abstract The purely algebraic notion of CQG algebra (algebra of functions on a compact quantum group) is defined. In a straightforward algebraic manner, the Peter-Weyl theorem for CQG algebras and the existence of a unique positive definite Haar functional on any CQG algebra are established. It is shown that a CQG algebra can be naturally completed to aC *-algebra. The relations between our approach and several other approaches to compact quantum groups are discussed.
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    Letters in mathematical physics 32 (1994), S. 249-258 
    ISSN: 1573-0530
    Keywords: 16W30 ; 17B37 ; 81R10 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract The left regular representation of the quantum algebras sl q (2) and e q (2) are discussed and shown to be related by contraction. The reducibility is studied andq-difference intertwining operators are constructed.
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    Algorithmica 11 (1994), S. 525-541 
    ISSN: 1432-0541
    Keywords: On-line algorithms ; k-Server problem ; Linear programming ; Approximation algorithms ; Paging ; Caching ; Competitive analysis
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    Topics: Computer Science , Mathematics
    Notes: Abstract Weighted caching is a generalization ofpaging in which the cost to evict an item depends on the item. We study both of these problems as restrictions of the well-knownk-server problem, which involves moving servers in a graph in response to requests so as to minimize the distance traveled. We give a deterministic on-line strategy for weighted caching that, on any sequence of requests, given a cache holdingk items, incurs a cost within a factor ofk/(k−h+1) of the minimum cost possible given a cache holdingh items. The strategy generalizes “least recently used,” one of the best paging strategies in practice. The analysis is a primal-dual analysis, the first for an on-line problem, exploiting the linear programming structure of thek-server problem. We introduceloose competitiveness, motivated by Sleator and Tarjan's complaint [ST] that the standard competitive ratios for paging strategies are too high. Ak-server strategy isloosely c(k)-competitive if, for any sequence, foralmost all k, the cost incurred by the strategy withk serverseither is no more thanc(k) times the minimum costor is insignificant. We show that certain paging strategies (including “least recently used,” and “first in first out”) that arek-competitive in the standard model are looselyc(k)-competitive providedc(k)/Ink→∞ and bothk/c(k) andc(k) are nondecreasing. We show that the marking algorithm, a randomized paging strategy that is Θ(Ink)-competitive in the standard model, is looselyc(k)-competitive providedk−2 In Ink→∞ and both 2 Ink−c(k) andc(k) are nondecreasing.
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    Algorithmica 12 (1994), S. 436-457 
    ISSN: 1432-0541
    Keywords: Linear programming ; Algebraic numbers ; Computational complexity ; Ellipsoid method ; Polynomial-time algorithms
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    Topics: Computer Science , Mathematics
    Notes: Abstract We derive a bound on the computational complexity of linear programs whose coefficients are real algebraic numbers. Key to this result is a notion of problem size that is analogous in function to the binary size of a rational-number problem. We also view the coefficients of a linear program as members of a finite algebraic extension of the rational numbers. The degree of this extension is an upper bound on the degree of any algebraic number that can occur during the course of the algorithm, and in this sense can be viewed as a supplementary measure of problem dimension. Working under an arithmetic model of computation, and making use of a tool for obtaining upper and lower bounds on polynomial functions of algebraic numbers, we derive an algorithm based on the ellipsoid method that runs in time bounded by a polynomial in the dimension, degree, and size of the linear program. Similar results hold under a rational number model of computation, given a suitable binary encoding of the problem input.
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    Mathematical methods of operations research 40 (1994), S. 91-108 
    ISSN: 1432-5217
    Keywords: Markov decision processes ; countable state space ; Linear programming ; duality
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    Topics: Mathematics , Economics
    Notes: Abstract We present an Linear Programming formulation of MDPs with countable state and action spaces and no unichain assumption. This is an extension of the Hordijk and Kallenberg (1979) formulation in finite state and action spaces. We provide sufficient conditions for both existence of optimal solutions to the primal LP program and absence of duality gap. Then, existence of a (possibly randomized) average optimal policy is also guaranteed. Existence of a stationary average optimal deterministic policy is also investigated.
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    Journal of optimization theory and applications 81 (1994), S. 35-52 
    ISSN: 1573-2878
    Keywords: Linear programming ; optimal value functions ; redundancy in linear programming ; convex hull problem ; data envelopment analysis
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    Topics: Mathematics
    Notes: Abstract In 1967, Wets and Witzgall (Ref. 1) made, in passing, a connection between frames of polyhedral cones and redundancy in linear programming. The present work elaborates and formalizes the theoretical details needed to establish this relation. We study the properties of optimal value functions in order to derive the correspondence between problems in redundancy and the frame of a polyhedral cone. The insights obtained lead to schemes to improve the efficiency of procedures to detect redundancy in the areas of linear programming, stochastic programming, and computational geometry.
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    Journal of global optimization 4 (1994), S. 89-109 
    ISSN: 1573-2916
    Keywords: Linear programming ; simplex method ; c-programming ; composite functions ; global optimization ; dc problems
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    Topics: Mathematics
    Notes: Abstract In this paper we give a brief account of the important role that the conventional simplex method of linear programming can play in global optimization, focusing on its collaboration with composite concave programming techniques. In particular, we demonstrate how rich and powerful the c-programming format is in cases where its parametric problem is a standard linear programming problem.
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    Journal of optimization theory and applications 80 (1994), S. 161-173 
    ISSN: 1573-2878
    Keywords: Linear programming ; interior point methods ; containing ellipsoids ; optimal basic and nonbasic variables
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    Topics: Mathematics
    Notes: Abstract Ellipsoids that contain all optimal dual slack solutions and those that contain all optimal primal solutions and that are independent of the algorithm used are derived. Based upon these ellipsoids, two criteria each for detecting optimal basic and nonbasic variables prior to optimality in interior-point methods are obtained. Using these results, we then derive a sufficient condition for a linear program to be feasible.
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    Journal of optimization theory and applications 82 (1994), S. 405-413 
    ISSN: 1573-2878
    Keywords: Linear programming ; interior-point methods ; Karmarkar's method ; log-barrier function ; rank-one techniques ; computational complexity
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    Topics: Mathematics
    Notes: Abstract This short paper presents a primal interior-point method for linear programming. The method can be viewed as a modification of the methods developed in Refs. 1–6. In each iteration, it computes an approximately projected Newton direction and needsO(n 2.5) arithmetic operations to make the log-barrier function significantly decrease. It requires $$O(\sqrt {nL} )$$ iterations, so that the total complexity isO(n 3 L).
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    Journal of optimization theory and applications 83 (1994), S. 1-26 
    ISSN: 1573-2878
    Keywords: Linear programming ; primal-dual interior point methods ; logarithmic barrier function ; polynomial algorithms
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    Topics: Mathematics
    Notes: Abstract In this paper, we deal with primal-dual interior point methods for solving the linear programming problem. We present a short-step and a long-step path-following primal-dual method and derive polynomial-time bounds for both methods. The iteration bounds are as usual in the existing literature, namely $$O(\sqrt n L)$$ iterations for the short-step variant andO(nL) for the long-step variant. In the analysis of both variants, we use a new proximity measure, which is closely related to the Euclidean norm of the scaled search direction vectors. The analysis of the long-step method depends strongly on the fact that the usual search directions form a descent direction for the so-called primal-dual logarithmic barrier function.
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    Mathematical programming 58 (1993), S. 243-255 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior point algorithm ; primal—dual potential function
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    Notes: Abstract This paper is concerned with selection of theρ-parameter in the primal—dual potential reduction algorithm for linear programming. Chosen from [n + $$\sqrt n $$ , ∞), the level ofρ determines the relative importance placed on the centering vs. the Newton directions. Intuitively, it would seem that as the iterate drifts away from the central path towards the boundary of the positive orthant,ρ must be set close ton + $$\sqrt n $$ . This increases the relative importance of the centering direction and thus helps to ensure polynomial convergence. In this paper, we show that this is unnecessary. We find for any iterate thatρ can be sometimes chosen in a wide range [n + $$\sqrt n $$ , ∞) while still guaranteeing the currently best convergence rate of O( $$\sqrt n $$ L) iterations. This finding is encouraging since in practice large values ofρ have resulted in fast convergence rates. Our finding partially complements the recent result of Zhang, Tapia and Dennis (1990) concerning the local convergence rate of the algorithm.
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    Mathematical programming 59 (1993), S. 133-150 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point methods ; combined phase I—phase II
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    Notes: Abstract This paper describes an affine potential reduction algorithm for linear programming that simultaneously seeks feasibility and optimality. The algorithm is closely related to a similar method of Anstreicher. The new features are that we use a two-dimensional programming problem to derive better lower bounds than Anstreicher, that our direction-finding subproblem treats phase I and phase II more symmetrically, and that we do not need an initial lower bound. Our method also allows for the generation of a feasible solution (so that phase I is terminated) during the course of the iterations, and we describe two ways to encourage this behavior.
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    Mathematical programming 59 (1993), S. 151-162 
    ISSN: 1436-4646
    Keywords: Linear programming ; primal and dual ; superlinear and quadratic convergence ; polynomiality
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    Notes: Abstract Recently, Ye, Tapia and Zhang (1991) demonstrated that Mizuno—Todd—Ye's predictor—corrector interior-point algorithm for linear programming maintains the O( $$\sqrt n $$ L)-iteration complexity while exhibiting superlinear convergence of the duality gap to zero under the assumption that the iteration sequence converges, and quadratic convergence of the duality gap to zero under the assumption of nondegeneracy. In this paper we establish the quadratic convergence result without any assumption concerning the convergence of the iteration sequence or nondegeneracy. This surprising result, to our knowledge, is the first instance of a demonstration of polynomiality and superlinear (or quadratic) convergence for an interior-point algorithm which does not assume the convergence of the iteration sequence or nondegeneracy.
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    Mathematical programming 59 (1993), S. 413-420 
    ISSN: 1436-4646
    Keywords: Linear programming ; prize collecting ; rounding fractional solutions ; traveling salesman problem ; worst-case analysis
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    Notes: Abstract We study the version of the prize collecting traveling salesman problem, where the objective is to find a tour that visits a subset of vertices such that the length of the tour plus the sum of penalties associated with vertices not in the tour is as small as possible. We present an approximation algorithm with constant bound. The algorithm is based on Christofides' algorithm for the traveling salesman problem as well as a method to round fractional solutions of a linear programming relaxation to integers, feasible for the original problem.
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    Mathematical programming 62 (1993), S. 517-535 
    ISSN: 1436-4646
    Keywords: Linear programming ; Karmarkar's algorithm ; Projective algorithm ; Standard form
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    Notes: Abstract In a recent paper, Shaw and Goldfarb show that a version of the standard form projective algorithm can achieve $$O\left( {\sqrt {nL} } \right)$$ step complexity, as opposed to the O(nL) step complexity originally demonstrated for the algorithm. The analysis of Shaw and Goldfarb shows that the algorithm, using a constant, fixed steplength, approximately follows the central trajectory. In this paper we show that simple modifications of the projective algorithm obtain the same complexity improvement, while permitting a linesearch of the potential function on each step. An essential component is the addition of a single constraint, motivated by Shaw and Goldfarb's analysis, which makes the standard form algorithm strictly monotone in the true objective.
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    Mathematical programming 59 (1993), S. 23-31 
    ISSN: 1436-4646
    Keywords: Linear programming ; duality theorem ; unimodular ; totally unimodular ; interior point methods
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    Notes: Abstract In this paper we consider a linear programming problem with the underlying matrix unimodular, and the other data integer. Given arbitrary near optimum feasible solutions to the primal and the dual problems, we obtain conditions under which statements can be made about the value of certain variables in optimal vertices. Such results have applications to the problem of determining the stopping criterion in interior point methods like the primal—dual affine scaling method and the path following methods for linear programming.
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    Annals of operations research 46-47 (1993), S. 409-430 
    ISSN: 1572-9338
    Keywords: Linear programming ; Phase I ; nonlinear programming ; least squares ; quadratic programming ; strict improvement ; degeneracy
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    Topics: Mathematics , Economics
    Notes: Abstract Instead of trying to recognize and avoid degenerate steps in the simplex method (as some variants do), we have developed a new Phase I algorithm that is impervious to degeneracy. The new algorithm solves a non-negative least-squares problem in order to find a Phase I solution. In each iteration, a simple two-variable least-squares subproblem is used to select an incoming column to augment a set of independent columns (called “basic”) to get a strictly better fit to the right-hand side. Although this is analogous in many ways to the simplex method, it can be proved that strict improvement is attained at each iteration, even in the presence of degeneracy. Thus cycling cannot occur, and convergence is guaranteed. This algorithm is closely related to a number of existing algorithms proposed for non-negative least-squares and quadratic programs. When used on the 30 smallest NETLIB linear programming test problems, the computational results for the new Phase I algorithm were almost 3.5 times faster than a particular implementation of the simplex method; on some problems, it was over 10 times faster. Best results were generally seen on the more degenerate problems.
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    Annals of operations research 46-47 (1993), S. 107-138 
    ISSN: 1572-9338
    Keywords: Linear programming ; interior point methods ; degeneracy ; polynomial algorithms ; global and local convergence ; basis recovery ; numerical performance ; sensitivity analysis
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    Topics: Mathematics , Economics
    Notes: Abstract The publication of Karmarkar's paper has resulted in intense research activity into Interior Point Methods (IPMs) for linear programming. Degeneracy is present in most real-life problems and has always been an important issue in linear programming, especially in the Simplex method. Degeneracy is also an important issue in IPMs. However, the difficulties are different in the two methods. In this paper, we survey the various theoretical and practical issues related to degeneracy in IPMs for linear programming. We survey results, which, for the most part, have already appeared in the literature. Roughly speaking, we shall deal with the effect of degeneracy on the following: the convergence of IPMs, the trajectories followed by the algorithms, numerical performance, and finding basic solutions.
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    Annals of operations research 46-47 (1993), S. 235-248 
    ISSN: 1572-9338
    Keywords: Linear programming ; generalized networks ; simplex method ; degeneracy ; lexicography ; cycling
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    Topics: Mathematics , Economics
    Notes: Abstract This paper introduces an analytical approach for studying lexicography in generalized network problems. The equations obtained can help us to understand and to extend the existing theory. First, it is verified that all nonzero elements have the same sign in each row vector of a basis inverse for a generalized network (GN) problem with positive multipliers. However, this property does not necessarily hold when there exist negative multipliers. Second, we developed a strategy to select the dropping arc in the GN simplex algorithm when addressing GN problems with positive andnegative multipliers. This strategy is also based on lexicography and requires performing some comparisons. However, the values to be compared are already known since they can be obtained as a by-product of the calculations necessary to compute the basis representation of the entering arc. Consequently, the computational effort per pivot step isO(n) in the worst case. This worst case effort is the same as that required by the strongly convergent rules for selecting the dropping arc in the method of strong convergence.
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    Annals of operations research 46-47 (1993), S. 203-233 
    ISSN: 1572-9338
    Keywords: Linear programming ; simplex method ; pivot rules ; cycling ; recursion ; minimal index rule ; parametric programming
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    Topics: Mathematics , Economics
    Notes: Abstract The purpose of this paper is to discuss the various pivot rules of the simplex method and its variants that have been developed in the last two decades, starting from the appearance of the minimal index rule of Bland. We are mainly concerned with finiteness properties of simplex type pivot rules. Well known classical results concerning the simplex method are not considered in this survey, but the connection between the new pivot methods and the classical ones, if there is any, is discussed. In this paper we discuss three classes of recently developed pivot rules for linear programming. The first and largest class is the class of essentially combinatorial pivot rules including minimal index type rules and recursive rules. These rules only use labeling and signs of the variables. The second class contains those pivot rules which can actually be considered as variants or generalizations or specializations of Lemke's method, and so they are closely related to parametric programming. The last class has the common feature that the rules all have close connections to certain interior point methods. Finally, we mention some open problems for future research.
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    Annals of operations research 46-47 (1993), S. 431-442 
    ISSN: 1572-9338
    Keywords: Linear programming ; degeneracy ; network simplex algorithm ; pivoting ; minimal cost network flow
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    Topics: Mathematics , Economics
    Notes: Abstract A characteristic feature of the primal network simplex algorithm (NSA) is that it usually makes a large number of degenerate iterations. Though cycling and even stalling can be avoided by recently introduced pivot rules for NSA, the practical efficiency of these rules is not known yet. For the case when the simplex algorithm is used to solve the continuous linear programming (LP) problem there exists a practical anti-cycling procedure that proved to be efficient. It is based on an expanding relaxation of the individual bound on the variables. In this paper we discuss the adaptation of this method to NSA, taking advantage of the special integer nature of network problems. We also give an account of our experience with these ideas as they are experimentally implemented in the MINET network LP solver. Reductions of CPU time have been achieved on a smaller set of specially structured real-life problems.
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    Mathematical programming 59 (1993), S. 345-360 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior point method ; active set strategy
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    Topics: Computer Science , Mathematics
    Notes: Abstract We will present a potential reduction method for linear programming where only the constraints with relatively small dual slacks—termed “active constraints”—will be taken into account to form the ellipsoid constraint at each iteration of the process. The algorithm converges to the optimal feasible solution in O( $$\sqrt n $$ L) iterations with the same polynomial bound as in the full constraints case, wheren is the number of variables andL is the data length. If a small portion of the constraints is active near the optimal solution, the computational cost to find the next direction of movement in one iteration may be considerably reduced by the proposed strategy.
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    ISSN: 1436-4646
    Keywords: Linear programming ; quadratic programming ; convex programming ; randomized algorithms ; fixed dimension optimization problems ; complexity
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    Notes: Abstract We extend Clarkson's randomized algorithm for linear programming to a general scheme for solving convex optimization problems. The scheme can be used to speed up existing algorithms on problems which have many more constraints than variables. In particular, we give a randomized algorithm for solving convex quadratic and linear programs, which uses that scheme together with a variant of Karmarkar's interior point method. For problems withn constraints,d variables, and input lengthL, ifn = Ω(d 2), the expected total number of major Karmarkar's iterations is O(d 2(logn)L), compared to the best known deterministic bound of O( $$\sqrt n$$ L). We also present several other results which follow from the general scheme.
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    Mathematical programming 62 (1993), S. 41-67 
    ISSN: 1436-4646
    Keywords: Linear programming ; Dantzig—Wolfe decomposition ; large-scale systems ; parallel processing ; hypercube architecture
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    Notes: Abstract Decomposition algorithms for block-angular linear programs give rise to a natural, coarse-grained parallelism that can be exploited by processing the subproblems concurrently within a distributed-memory environment. The parallel efficiency of the distributed approach, however, is critically dependent on the duration of the inherently serial master phase relative to that of the bottleneck subproblem. This paper investigates strategies for improving efficiency in distributed Dantzig—Wolfe decomposition by better balancing the load between the master and subproblem processors. We report computational experience on an Intel iPSC/2 hypercube multiprocessor with test problems having dimensions up to about 30 000 rows, 87 000 columns, and 200 coupling constraints.
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    Mathematical programming 62 (1993), S. 15-39 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point methods ; symmetric indefinite systems
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    Notes: Abstract We describe an implementation of a primal—dual path following method for linear programming that solves symmetric indefinite “augmented” systems directly by Bunch—Parlett factorization, rather than reducing these systems to the positive definite “normal equations” that are solved by Cholesky factorization in many existing implementations. The augmented system approach is seen to avoid difficulties of numerical instability and inefficiency associated with free variables and with dense columns in the normal equations approach. Solving the indefinite systems does incur an extra overhead, whose median is about 40% in our tests; but the augmented system approach proves to be faster for a minority of cases in which the normal equations have relatively dense Cholesky factors. A detailed analysis shows that the augmented system factorization is reliable over a fairly large range of the parameter settings that control the tradeoff between sparsity and numerical stability.
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    Mathematical programming 62 (1993), S. 119-131 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior point algorithm ; complexity ; potential function
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    Notes: Abstract We propose a potential-reduction algorithm which always uses the primal—dual affine-scaling direction as a search direction. We choose a step size at each iteration of the algorithm such that the potential function does not increase, so that we can take a longer step size than the minimizing point of the potential function. We show that the algorithm is polynomial-time bounded. We also propose a low-complexity algorithm, in which the centering direction is used whenever an iterate is far from the path of centers.
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    Mathematical programming 62 (1993), S. 497-515 
    ISSN: 1436-4646
    Keywords: Linear programming ; primal—dual methods ; optimal face ; strict complementarity
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    Notes: Abstract We study the problem of finding a point in the relative interior of the optimal face of a linear program. We prove that in the worst case such a point can be obtained in O(n 3 L) arithmetic operations. This complexity is the same as the complexity for solving a linear program. We also show how to find such a point in practice. We report and discuss computational results obtained for the linear programming problems in the NETLIB test set.
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    Letters in mathematical physics 28 (1993), S. 123-137 
    ISSN: 1573-0530
    Keywords: 17B37 ; 58A10 ; 58G32 ; 81R50 ; 81S20
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    Topics: Mathematics , Physics
    Notes: Abstract A reformulation of the Itô calculus of stochastic differentials is presented in terms of a differential calculus in the sense of noncommutative geometry (with an exterior derivative operator d satisfying d2 = 0 and the Leibniz rule). In this calculus, differentials do not commute with functions. The relation between both types of differential calculi is mediated by a generalized Moyal *-product. In contrast to the Itô calculus, the new framework naturally incorporates analogues of higher-order differential forms. A first step is made towards an understanding of their stochastic meaning.
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    Letters in mathematical physics 28 (1993), S. 251-255 
    ISSN: 1573-0530
    Keywords: 16W30 ; 46L87 ; 58B30 ; 81R50
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    Notes: Abstract We show that on noncommutative 2-tori, there are natural structures which have analogous formal properties as Hopf algebra structures, but where the comultiplication has values in a deformation of the tensor product.
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    Letters in mathematical physics 28 (1993), S. 207-217 
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    Keywords: 17B37 ; 81R50
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    Notes: Abstract It is shown that finite-dimensional irreducible representations of the quantum matrix algebraM q (3) (the coordinate ring of GL q (3)) exist only whenq is a root of unity (q p = 1). The dimensions of these representations can only be one of the following values:p 3,p 3/2,p 3/4, orp 3/8. The topology of the space of states ranges between two extremes, from a three-dimensional torusS 1 ×S 1 ×S 1 (which may be thought of as a generalization of the cyclic representation) to a three-dimensional cube [0, 1] × [0, 1] × [0, 1].
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    Letters in mathematical physics 27 (1993), S. 13-17 
    ISSN: 1573-0530
    Keywords: 57T05 ; 16W30 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract Solutions of the braid equation recently identified by Woronowicz are shown to be derived from subrepresentations of the regular representations of a quantum double Hopf algebra.
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    Letters in mathematical physics 27 (1993), S. 37-42 
    ISSN: 1573-0530
    Keywords: 17B37 ; 81R50 ; 82B23
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    Notes: Abstract PBW bases for Yangians are constructed.
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    Letters in mathematical physics 27 (1993), S. 273-277 
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    Keywords: 81R50 ; 17B37
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    Notes: Abstract The generators ofq-boson algebra are expressed in terms of those of boson algebra, and the relations among the representations of a quantum algebra onq-Fock space, on Fock space, and on coherent state space are discussed in a general way. Two examples are also given to present concrete physical spaces with quantum algebra symmetry. Finally, a new homomorphic mapping from a Lie algebra to boson algebra is presented.
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    Letters in mathematical physics 27 (1993), S. 287-300 
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    Keywords: 81R50 ; 16W30 ; 58B30 ; 46L87 ; 05A30
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    Notes: Abstract We show that every bicovariant differential calculus over the quantum groupA defines a bialgebra structure on its exterior algebra. Conversely, every exterior bialgebra ofA defines bicovariant bimodule overA. We also study a quasitriangular structure on exterior Hopf algebras in some detail.
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    Letters in mathematical physics 29 (1993), S. 13-18 
    ISSN: 1573-0530
    Keywords: 17B37 ; 33D25 ; 81R50
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    Notes: Abstract The property of self-adjointness of the operatorQ =a + +a - in three types ofq-oscillator algebras is considered. Spectral measures and generalized eigenfunctions ofQ are found in the cases when this operator is bounded. Generalized eigenvectors are expressed in terms ofq-Hermite polynomials. If the operatorQ is unbounded, then its closure $$\bar Q$$ is not self-adjoint. However, in this case, $$\bar Q$$ admits self-adjoint extensions. Deficiency subspaces are one-dimensional. These subspaces are explicitly found.
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    Letters in mathematical physics 29 (1993), S. 63-73 
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    Keywords: 33D45 ; 39A70 ; 17B37 ; 81R50
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    Notes: Abstract Using the factorization method, we construct finite-difference Schrödinger operators (Jacobi matrices) whose discrete spectra are composed from independent arithmetic, or geometric series. Such systems originate from the periodic, orq-periodic closure of a chain of corresponding Darboux transformations. The Charlier, Krawtchouk, Meixner orthogonal polynomials, theirq-analogs, and some other classical polynomials appear as the simplest examples forN = 1 andN = 2 (N is the period of closure). A natural generalization involves discrete versions of the Painlevé transcendents.
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    Letters in mathematical physics 29 (1993), S. 83-90 
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    Keywords: 16W30 ; 17B37 ; 81R50 ; 81T05
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    Notes: Abstract It is shown that a finite, reflection positive, and nontruncated fusion structure on an arbitrary Hopf algebraℋ is trivial in the sense thatq-traces coincide with ordinary traces andq-dimensions coincide with ordinary dimensions. Thus, nontruncated fusion structures are ruled out to describe the fusion rules of quantum field theories with noninteger statistical dimensions and a finite number of superselection sectors.
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    Letters in mathematical physics 29 (1993), S. 197-203 
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    Keywords: 81R50 ; 81B05 ; 17B37 ; 70H05
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    Notes: Abstract On studying various examples with one degree of freedom, we discuss the possibility of extending the classical concept of multi-Hamiltonian systems to the quantum domain. We show that an adaptation is possible in each case generally leading to distinguish classes of systems characterized globally by their observable algebras.
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    Letters in mathematical physics 29 (1993), S. 215-217 
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    Keywords: 81R50 ; 16W30
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    Notes: Abstract We use a quite concrete and simple realization of sl q (2, ℂ) involving finite difference operators. We interpret them as derivations (in the noncommutative sense) on a suitable graded algebra, which gives rise to the ‘noncommutative’ scheme ℙ1 II ℙ1* as the counterpart of the standard ℙ1 = Sl(2, ℂ)/B.
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    Letters in mathematical physics 29 (1993), S. 259-269 
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    Keywords: 17B37 ; 16W30 ; 81R50
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    Notes: Abstract We give the algebra ℒ q /* dual to the matrix Lorentz quantum group ℒ q of Podles-Woronowicz, and Watamuraet al. As a commutation algebra, it has the classical form ℒ q /* ≅ U q (sl(2, ℂ)) ⊗ U q (sl(2, ℂ)). However, this splitting is not preserved by the coalgebra structure which we also give. For the derivation, we use a generalization of the approach of Sudbery, viz. tangent vectors at the identity.
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    Letters in mathematical physics 28 (1993), S. 187-193 
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    Keywords: 81R50 ; 16W30 ; 17B37
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    Notes: Abstract We formulate a conjecture stating that the algebra ofn pairs of deformed Bose creation and annihilation operators is a factor algebra of U q [osp(1/2n)], considered as a Hopf algebra, and prove it for then = 2 case. To this end, we show that for any value ofq, U q [osp(1/4)] can be viewed as a superalgebra freely generated by two pairsB 1 ± ,B 2 ± of deformed para-Bose operators. We write down all Hopf algebra relations, an analogue of the Cartan-Weyl basis, the ‘commutation’ relations between the generators and a basis in U q [osp(1/2n)] entirely in terms ofB 1 ± ,B 2 ± .
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    Letters in mathematical physics 28 (1993), S. 59-74 
    ISSN: 1573-0530
    Keywords: 34L40 ; 17B37 ; 33D80 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract Properties of the simplest class of self-similar potentials are analyzed. Wave functions of the corresponding Schrödinger equation provide bases of representations of theq-deformed Heisenberg-Weyl algebra. When the parameterq is a root of unity, the functional form of the potentials can be found explicitly. The generalq 3 = 1 and the particularq 4 = 1 potentials are given by the equi-anharmonic and (pseudo) lemniscatic Weierstrass functions, respectively.
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    Letters in mathematical physics 28 (1993), S. 139-141 
    ISSN: 1573-0530
    Keywords: 16W30 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract The quantum bialgebra related to the Baxter's eight-vertexR-matrix is found as a quantum deformation of the Lie algebra of sl(2)-valued automorphic functions on a complex torus.
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    Letters in mathematical physics 28 (1993), S. 321-328 
    ISSN: 1573-0530
    Keywords: 81R50 ; 16W30 ; 17B37
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    Topics: Mathematics , Physics
    Notes: Abstract We prove that the deformed oscillator superalgebra W q (n) (which in the Fock representation is generated essentially byn pairs ofq-bosons) is a factor algebra of the quantized universal enveloping algebra U q [osp(1/2n)]. We write down aq-analog of the Cartan-Weyl basis for the deformed osp(1/2n) and also give an oscillator realization of all Cartan-Weyl generators.
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    Algorithmica 9 (1993), S. 64-83 
    ISSN: 1432-0541
    Keywords: Linear programming ; Interior-point methods ; Projective methods ; Combined phase 1-phase 2
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    Topics: Computer Science , Mathematics
    Notes: Abstract We compare the projective methods for linear programming due to de Ghellinck and Vial, Anstreicher, Todd, and Fraley. These algorithms have the feature that they approach feasibility and optimality simultaneously, rather than requiring an initial feasible point. We compare the directions used in these methods and the lower-bound updates employed. In many cases the directions coincide and two of the lower-bound updates give the same result. It appears that Todd's direction and Fraley's lower-bound update have slight advantages, and this is borne out in limited computational testing.
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    ISSN: 1432-0541
    Keywords: Linear programming ; Karmarkar's algorithm ; Potential function ; Primal-dual, Modified method ; Rank-one updates
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    Notes: Abstract We consider partial updating in Kojima, Mizuno, and Yoshise's primal-dual potential reduction algorithm for linear programming. We use a simple safeguard condition to control the number of updates incurred on combined primal-dual steps. Our analysis allows for unequal steplengths in the primal and dual variables, which appears to be a computationally significant factor for primal-dual methods. The safeguard we use is a primal-dual Goldstein-Armijo condition, modified to deal with the unequal primal and dual steplengths.
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    Communications in mathematical physics 156 (1993), S. 581-605 
    ISSN: 1432-0916
    Keywords: Quantum group ; primitive ideal ; Poisson Lie group ; symplectic leaves ; 17B37 ; 16W30 ; 16S80 ; 16S30 ; 58F06 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract The primitive ideals of the Hopf algebraC q [SL(3)] are classified. In particular it is shown that the orbits in PrimC q [SL(3)] under the action of the representation groupH ≅C *×C * are parameterized naturally byW×W, whereW is the associated Weyl group. It is shown that there is a natural one-to-one correspondence between primitive ideals ofC q [SL(3)] and symplectic leaves of the associated Poisson algebraic groupSL(3,C).
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    Mathematical programming 54 (1992), S. 251-265 
    ISSN: 1436-4646
    Keywords: Linear programming ; Karmarkar's algorithm ; potential function ; standard form ; modified method ; rank-one updates
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    Topics: Computer Science , Mathematics
    Notes: Abstract We consider partial updating in Ye's affine potential reduction algorithm for linear programming. We show that using a Goldstein—Armijo rule to safeguard a linesearch of the potential function during primal steps is sufficient to control the number of updates. We also generalize the dual step construction to apply with partial updating. The result is the first O(n 3 L) algorithm for linear programming whose steps are not constrained by the need to remain approximately centered. The fact that the algorithm has a rigorous “primal-only” initialization actually reduces the complexity to less than O(m 1.5 n 1.5 L).
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    Mathematical programming 55 (1992), S. 1-15 
    ISSN: 1436-4646
    Keywords: Linear programming ; interior-point method ; projective algorithm ; combining phase I–phase II
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    Topics: Computer Science , Mathematics
    Notes: Abstract Anstreicher has proposed a variant of Karmarkar's projective algorithm that handles standard-form linear programming problems nicely. We suggest modifications to his method that we suspect will lead to better search directions and a more useful algorithm. Much of the analysis depends on a two-constraint linear programming problem that is a relaxation of the scaled original problem.
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    OR spectrum 14 (1992), S. 149-160 
    ISSN: 1436-6304
    Keywords: Lineare Programmierung ; logische Aussagen ; Binärvariablen ; Modellgenerator ; Linear programming ; predicates ; binary variables ; model generator
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    Topics: Mathematics , Economics
    Description / Table of Contents: Summary We introduce in the field of formulating logical predicates in addition to linear programs. The error prone process of developing linear constraints including binary variables (“auxilliary formulations”) to accomplish this leads us to discuss the possibilities and capabilities of model generation. Based on Williams [12] we develop the formulae apparatus and discuss formulation and design problems for the development of our model generator now being implemented.
    Notes: Zusammenfassung Wir geben eine Einführung in das Gebiet der Formulierung logischer Aussagen ergänzend zu Linearen Programmen. Der dazu notwendige, fehlerträchtige Prozeß der Aufstellung linearer Restriktionen unter der Verwendung von Binärvariablen („Ersatzformulierungen“) führt uns dazu, die Möglichkeiten und Fähigkeiten eines Modellgenerators für diesen Zweck zu diskutieren. Auf der Grundlage von Williams [12] entwickeln wir den Formelapparat und erörtern Formulierungs- und Entwurfsprobleme für die Entwicklung unseres sich jetzt in der Implementationsphase befindlichen Modellgenerators.
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    Mathematical programming 57 (1992), S. 121-143 
    ISSN: 1436-4646
    Keywords: Linear programming ; polynomial-time algorithms ; strongly polynomial-time algorithms ; circulant matrices ; algebraic numbers
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    Topics: Computer Science , Mathematics
    Notes: Abstract We show that a modified variant of the interior point method can solve linear programs (LPs) whose coefficients are real numbers from a subring of the algebraic integers. By defining the encoding size of such numbers to be the bit size of the integers that represent them in the subring, we prove the modified algorithm runs in time polynomial in the encoding size of the input coefficients, the dimension of the problem, and the order of the subring. We then extend the Tardos scheme to our case, obtaining a running time which is independent of the objective and right-hand side data. As a consequence of these results, we are able to show that LPs with real circulant coefficient matrices can be solved in strongly polynomial time. Finally, we show how the algorithm can be applied to LPs whose coefficients belong to the extension of the integers by a fixed set of square roots.
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    Annals of operations research 38 (1992), S. 239-280 
    ISSN: 1572-9338
    Keywords: Linear programming ; large-scale systems ; modeling ; language design
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    Topics: Mathematics , Economics
    Notes: Abstract This paper describes a system to represent linear programming models and their instances. In addition to a modeling language, MODLER has an extensive query capability which includes a multi-view architecture. Further, randomization options provide rapid prototyping. The MODLER system is part of a workbench for building and managing decision support systems that are based on linear programming.
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    Mathematical programming 53 (1992), S. 213-235 
    ISSN: 1436-4646
    Keywords: Linear programming ; simplex methods ; piecewise-linear programming ; nondifferentiable optimization
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    Topics: Computer Science , Mathematics
    Notes: Abstract The first two parts of this paper have developed a simplex algorithm for minimizing convex separable piecewise-linear functions subject to linear constraints. This concluding part argues that a direct piecewiselinear simplex implementation has inherent advantages over an indirect approach that relies on transformation to a linear program. The advantages are shown to be implicit in relationships between the linear and piecewise-linear algorithms, and to be independent of many details of implementation. Two sets of computational results serve to illustarate these arguments; the piecewise-linear simplex algorithm is observed to run 2–6 times faster than a comparable linear algorithm, not including any additional expense that might be incurred in setting up the equivalent linear program. Further support for the practical value of a good piecewise-linear programming algorithm is provided by a survey of many varied applications.
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    Letters in mathematical physics 24 (1992), S. 93-102 
    ISSN: 1573-0530
    Keywords: 17A70 ; 17B35 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract The quantized universal enveloping algebra U q(q(n)) of the ‘strange’ Lie superalgebra q(n) and a super-analogue HC q (N) of the Hecke algebra H q (N) are constructed. These objects are in a duality similar to the known duality between U q (gl(n)) and H q (N).
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    Letters in mathematical physics 24 (1992), S. 173-181 
    ISSN: 1573-0530
    Keywords: 17A70 ; 16W30 ; 17B37 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract It is pointed out that, for m, n ≥2, the naive Serre presentation corresponding to the simplest Cartan matrix of sl(m, n) does not define the Lie superalgebra sl(m, n) but a larger algebra s(m, n) of which sl(m, n) is a nontrivial quotient. The supplementary relations for the generators are found and the definition of the q-deformed universal enveloping algebra of sl(m, n) is modified accordingly.
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    Letters in mathematical physics 24 (1992), S. 147-153 
    ISSN: 1573-0530
    Keywords: 81R50 ; 22E70
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    Notes: Abstract It is shown that for q〈1, the quantum oscillator algebra has a supplementary family of representations inequivalent to the usual q-Fock representation, with no counterpart at the limit q=1. They are used to build representations of SU q (1,1) and E(2) in Schwinger's way.
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    Letters in mathematical physics 25 (1992), S. 51-59 
    ISSN: 1573-0530
    Keywords: 17B37 ; 81R50 ; 81S30
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    Topics: Mathematics , Physics
    Notes: Abstract It is shown for a family of *-products (i.e. different ordering rules) that, under a strong invariance condition, the functions of the quadratic preferred observables (which generate the Cartan subalgebra in phase space realization of Lie algebras) take only the linear or exponential form. An exception occurs for the case of a symmetric ordering *-product where trigonometric functions and two special polynomials can also be included. As an example, the ‘quantized algebra’ of the oscillator Lie algebra is argued.
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    Letters in mathematical physics 25 (1992), S. 75-84 
    ISSN: 1573-0530
    Keywords: 16W30 ; 81R50 ; 17B37
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    Topics: Mathematics , Physics
    Notes: Abstract We introduce a natural (Fréchet-Hopf) algebra A containing all generic Jimbo algebras U t (sl(2)) (as dense subalgebras). The Hopf structures on A extend (in a continuous way) the Hopf structures of generic U t (sl(2)). The Universal R-matrices converge in A $$\hat \otimes $$ A. Using the (topological) dual of A, we recover the formalism of functions of noncommutative arguments. In addition, we show that all these Hopf structures on A are isomorphic (as bialgebras), and rigid in the category of bialgebras.
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    Letters in mathematical physics 25 (1992), S. 85-88 
    ISSN: 1573-0530
    Keywords: 16W30 ; 17B37 ; 81R50
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    Notes: Abstract We obtain Zakrzewski's deformation of Fun SL(2) through the construction of a *-product on SL(2). We then give the deformation of $$(\mathfrak{s}\mathfrak{l}({\text{2}}))$$ dual to this, as well as a Poincaré basis for both algebras.
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    Letters in mathematical physics 25 (1992), S. 317-325 
    ISSN: 1573-0530
    Keywords: 17B37 ; 81R50 ; 17A70
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    Topics: Mathematics , Physics
    Notes: Abstract It is shown that the quantum supergroup U q (osp(1/2n)) is essentially isomorphic to the quantum group U -q (so(2n+1)) restricted to tensorial representations. This renders it straightforward to classify all the finite-dimensional irreducible representations of U q (osp(1/2n)) at generic q. In particular, it is proved that at generic q, every-dimensional irrep of this quantum supergroup is a deformation of an osp(1/2n) irrep, and all the finite-dimensional representations are completely reducible.
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    Letters in mathematical physics 26 (1992), S. 1-12 
    ISSN: 1573-0530
    Keywords: 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract SUq(n) symmetric algebras of creation and annihilation operators are represented on a Hilbert space of deformed holomorphic functions. The scalar product on this space is given by an algebraically defined integral. In all calculations the bosonic and the fermionic case are treated simultaneously.
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    Letters in mathematical physics 26 (1992), S. 67-78 
    ISSN: 1573-0530
    Keywords: 81R50 ; 16W30 ; 58B30 ; 57M25 ; 05A30
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    Topics: Mathematics , Physics
    Notes: Abstract We introduce a large class of bicovariant differential calculi on any quantum group A, associated to Ad-invariant elements. For example, the deformed trace element on SLq (2) recovers Woronowicz's 4D ± calculus. More generally, we obtain a class of differential calculi on each quantum group A(R), based on the theory of the corresponding braided groups B(R). Here R is any regular solution of the QYBE.
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    Letters in mathematical physics 26 (1992), S. 133-146 
    ISSN: 1573-0530
    Keywords: 17B37 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract To every finite-dimensional irreducible representation V of the quantum group Uε(g) where ε is a primitive lth root of unity (l odd) and g is a finite-dimensional complex simple Lie algebra, de Concini, Kac and Procesi have associated a conjugacy class C V in the adjoint group G of g. We describe explicitly, when g is of type A n , B n , C n , or D n , the representations associated to the conjugacy classes of minimal positive dimension. We call such representations fundamental and prove that, for any conjugacy class, there is an associated representation which is contained in a tensor product of fundamental representations.
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    Letters in mathematical physics 26 (1992), S. 245-258 
    ISSN: 1573-0530
    Keywords: 46E20 ; 81Q05 ; 81R20 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract The SO q (N)-invariant Schrödinger equation for the free particle is formulated in polar coordinates as a partial differential equation in noncommutative geometry. For each value of the total angular momentum, a Hilbert space of radial functions is constructed as the space of normalizable functions respective to the q-integral. The spectrum of the Hamiltonian is found to be discrete.
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    Letters in mathematical physics 26 (1992), S. 277-283 
    ISSN: 1573-0530
    Keywords: 16E40 ; 16W30 ; 17B37 ; 81R50
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    Topics: Mathematics , Physics
    Notes: Abstract In this Letter, a cohomology and an associated theory of deformations for (not necessarily co-associative) bialgebras are studied. The cohomology was introduced in a previous paper (Lett. Math. Phys. 25, 75–84 (1992)). This theory has several advantages, especially in calculating cohomology spaces and in its adaptability to deformations of quasi-co-associative (qca) bialgebras and even quasi-triangular qca bialgebras.
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    Algorithmica 8 (1992), S. 1-20 
    ISSN: 1432-0541
    Keywords: Robotics ; Grasp planning ; Robot control ; Computational Geometry ; Linear programming ; Parametric searching ; Davenport-Schinzel sequences
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    Topics: Computer Science , Mathematics
    Notes: Abstract In this paper we apply techniques from computational geometry to solve several problems in grasp planning and control in robotics. We consider the problem of calculating “force targets ” for a collection ofn fingers which grasp a two-dimensional object at known positions, at which the normals to the surface are also assumed to be known at least approximately. If the points at which the fingers touch the body do not allow apositive grip to be exerted (i.e., a grip in which the fingers hold the body in equilibrium by exerting friction-free forces in the directions of the corresponding inward-directed normals), it is appropriate to find the smallest coefficient of friction for which it is possible to assign a set of forces to be exerted by the fingers (so-calledfinger-force targets) which hold the object at equilibrium and such that each individual force lies within the corresponding cone of friction. We present an algorithm for this problem which runs in time0(n log2 n log logn). We also present another algorithm for preprocessing the given data so as to allow fast computation of the desired coefficient of friction for the case in which one needs to balance any given “query” external force and torque. Finally, we discuss simpler variants of our techniques which are likely to be more efficient when the problem is solved for a small number of fingers.
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    Algorithmica 8 (1992), S. 161-176 
    ISSN: 1432-0541
    Keywords: Parametric linear programming ; Sensitivity analysis ; Postoptimality analysis ; Linear programming
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    Topics: Computer Science , Mathematics
    Notes: Abstract We present a new definition of optimality intervals for the parametric right-hand side linear programming (parametric RHS LP) Problem ϑ(λ) = min{c t x¦Ax =b + λ¯b,x ≥ 0}. We then show that an optimality interval consists either of a breakpoint or the open interval between two consecutive breakpoints of the continuous piecewise linear convex function ϑ(λ). As a consequence, the optimality intervals form a partition of the closed interval {λ; ¦ϑ(λ)¦ 〈 ∞}. Based on these optimality intervals, we also introduce an algorithm for solving the parametric RHS LP problem which requires an LP solver as a subroutine. If a polynomial-time LP solver is used to implement this subroutine, we obtain a substantial improvement on the complexity of those parametric RHS LP instances which exhibit degeneracy. When the number of breakpoints of ϑ(λ) is polynomial in terms of the size of the parametric problem, we show that the latter can be solved in polynomial time.
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    Applied mathematics & optimization 25 (1992), S. 247-262 
    ISSN: 1432-0606
    Keywords: Projection ; Féjer-contraction ; Linear complementarity problem ; Linear programming ; Convex quadratic programming
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    Topics: Mathematics
    Notes: Abstract In this paper we propose a new iterative method for solving a class of linear complementarity problems:u ≥ 0,Mu + q ≥ 0, uT(Mu + q)=0, where M is a givenl ×l positive semidefinite matrix (not necessarily symmetric) andq is a givenl-vector. The method makes two matrix-vector multiplications and a trivial projection onto the nonnegative orthant at each iteration, and the Euclidean distance of the iterates to the solution set monotonously converges to zero. The main advantages of the method presented are its simplicity, robustness, and ability to handle large problems with any start point. It is pointed out that the method may be used to solve general convex quadratic programming problems. Preliminary numerical experiments indicate that this method may be very efficient for large sparse problems.
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    Mathematics of control, signals, and systems 5 (1992), S. 281-293 
    ISSN: 1435-568X
    Keywords: L 1 optimal control ; Delay and infinite-dimensional linear systems ; Linear programming
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    Topics: Electrical Engineering, Measurement and Control Technology , Mathematics , Technology
    Notes: Abstract In this paper we consider the problem ofL 1 sensitivity minimization for linear plants with commensurate input delays. We describe a procedure for computing the minimum performance, and we characterize optimal solutions. The computations involve solving a one-parameter family of finite-dimensional linear programs. Explicit solutions are presented for important special cases.
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    Journal of optimization theory and applications 73 (1992), S. 229-242 
    ISSN: 1573-2878
    Keywords: Linear programming ; primal-dual interior-point algorithms ; superlinear convergence ; quadratic convergence
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    Topics: Mathematics
    Notes: Abstract Recently, Zhang, Tapia, and Dennis (Ref. 1) produced a superlinear and quadratic convergence theory for the duality gap sequence in primal-dual interior-point methods for linear programming. In this theory, a basic assumption for superlinear convergence is the convergence of the iteration sequence; and a basic assumption for quadratic convergence is nondegeneracy. Several recent research projects have either used or built on this theory under one or both of the above-mentioned assumptions. In this paper, we remove both assumptions from the Zhang-Tapia-Dennis theory.
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    Journal of optimization theory and applications 74 (1992), S. 221-242 
    ISSN: 1573-2878
    Keywords: Linear programming ; stochastic programming ; simplex method
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    Topics: Mathematics
    Notes: Abstract A version of the simplex method for solving stochastic linear control problems is presented. The method uses a compact basis inverse representation that extensively exploits the original problem data and takes advantage of the supersparse structure of the problem. Computational experience indicates that the method is capable of solving large problems.
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    Mathematical methods of operations research 36 (1992), S. 149-161 
    ISSN: 1432-5217
    Keywords: Linear programming ; Barrier Function ; Entropy Function ; Geometric Programming ; Convex programming
    Source: Springer Online Journal Archives 1860-2000
    Topics: Mathematics , Economics
    Notes: Abstract The major interest of this paper is to show that, at least in theory, a pair of primal and dual “ɛ-optimal solutions” to a general linear program in Karmarkar's standard form can be obtained by solving an unconstrained convex program. Hence unconstrained convex optimization methods are suggested to be carefully reviewed for this purpose.
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    Journal of optimization theory and applications 74 (1992), S. 425-444 
    ISSN: 1573-2878
    Keywords: Linear programming ; interior point method ; proximal point method ; Newton method
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    Topics: Mathematics
    Notes: Abstract An interior proximal point algorithm for finding a solution of a linear program is presented. The distinguishing feature of this algorithm is the addition of a quadratic proximal term to the linear objective function. This perturbation has allowed us to obtain solutions with better feasibility. Implementation of this algorithm shows that the algorithms. We also establish global convergence and local linear convergence of the algorithm.
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    Journal of optimization theory and applications 75 (1992), S. 603-612 
    ISSN: 1573-2878
    Keywords: Linear programming ; convex programming ; geometric programming ; duality theory
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    Topics: Mathematics
    Notes: Abstract Consider a linear programming problem in Karmarkar's standard form. By perturbing its linear objective function with an entropic barrier function and applying generalized geometric programming theory to it, Fang recently proposed an unconstrained convex programming approach to finding an epsilon-optimal solution. In this paper, we show that Fang's derivation of an unconstrained convex dual program can be greatly simplified by using only one simple geometric inequality. In addition, a system of nonlinear equations, which leads to a pair of primal and dual epsilon-optimal solutions, is proposed for further investigation.
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