No Arabic abstract
The Lyapunov rank of a proper cone $K$ in a finite dimensional real Hilbert space is defined as the dimension of the space of all Lyapunov-like transformations on $K$, or equivalently, the dimension of the Lie algebra of the automorphism group of $K$. This (rank) measures the number of linearly independent bilinear relations needed to express a complementarity system on $K$ (that arises, for example, from a linear program or a complementarity problem on the cone). Motivated by the problem of describing spectral/proper cones where the complementarity system can be expressed as a square system (that is, where the Lyapunov rank is greater than equal to the dimension of the ambient space), we consider proper polyhedral cones in $mathbb{R}^n$ that are permutation invariant. For such cones we show that the Lyapunov rank is either 1 (in which case, the cone is irreducible) or n (in which case, the cone is isomorphic to the nonnegative orthart in $mathbb{R}^n$). In the latter case, we show that the corresponding spectral cone is isomorphic to a symmetric cone.
We develop techniques to construct a series of sparse polyhedral approximations of the semidefinite cone. Motivated by the semidefinite (SD) bases proposed by Tanaka and Yoshise (2018), we propose a simple expansion of SD bases so as to keep the sparsity of the matrices composing it. We prove that the polyhedral approximation using our expanded SD bases contains the set of all diagonally dominant matrices and is contained in the set of all scaled diagonally dominant matrices. We also prove that the set of all scaled diagonally dominant matrices can be expressed using an infinite number of expanded SD bases. We use our approximations as the initial approximation in cutting plane methods for solving a semidefinite relaxation of the maximum stable set problem. It is found that the proposed methods with expanded SD bases are significantly more efficient than methods using other existing approximations or solving semidefinite relaxation problems directly.
In this paper we present necessary and sufficient conditions to guarantee the existence of invariant cones, for semigroup actions, in the space of the $k$-fold exterior product. As consequence we establish a necessary and sufficient condition for controllability of a class of bilinear control systems.
This work addresses the problem of estimating the region of attraction (RA) of equilibrium points of nonlinear dynamical systems. The estimates we provide are given by positively invariant sets which are not necessarily defined by level sets of a Lyapunov function. Moreover, we present conditions for the existence of Lyapunov functions linked to the positively invariant set formulation we propose. Connections to fundamental results on estimates of the RA are presented and support the search of Lyapunov functions of a rational nature. We then restrict our attention to systems governed by polynomial vector fields and provide an algorithm that is guaranteed to enlarge the estimate of the RA at each iteration.
In this article, we view the approximate version of Pareto and weak Pareto solutions of the multiobjective optimization problem through the lens of KKT type conditions. We also focus on an improved version of Geoffrion proper Pareto solutions and characterize them through saddle point and KKT type conditions. We present an approximate version of the improved Geoffrion proper solutions and propose our results in general settings.
Let X be a subset of R^n whose interior is connected and dense in X, ordered by a polyhedral cone in R^n with nonempty interior. Let T be a monotone homeomorphism of X whose periodic points are dense. Then T is periodic.