Let Kn be the Lorentz/second-order cone in IR. For any function f from IR to IR, one can define a corresponding vector-valued function f soc (x) on IR by applying f to the spectral values of the spectral decomposition of x ∈ IR with respect to Kn. It was shown by J.-S. Chen, X. Chen and P. Tseng that this vector-valued function inherits from f the properties of continuity, Lipschitz continuity,...

One of the main methods for solving stochastic programs is approximation by discretizing the probability distribution. However, discretization may lose differentiability of expectational functionals. The complexity of discrete approximation schemes also increases exponentially as the dimension of the random vector increases. On the other hand, stochastic methods can solve stochastic programs wi...

A popular approach to solving the nonlinear complementarity problem (NCP) is to reformulate it as the global minimization of a certain merit function over IR. A popular choice of the merit function is the squared norm of the Fischer-Burmeister function, shown to be smooth over IR and, for monotone NCP, each stationary point is a solution of the NCP. This merit function and its analysis were sub...

First, a classical example: the relationship between differentiable and continuous functions. It is clear that continuity is not enough for differentiability, a curve can have “corners” such as the absolute value function at 0. With a little bit of effort one can manufacture a continuous function that has countably many corners in the unit interval. E.g., one could have a kink at all positions ...

Continuous-time linear programming was first introduced by Bellman [1] in the treatment of production and inventory “bottleneck” problems. He formulated the dual problem, established a weak duality theorem and described sufficient optimality conditions. Tyndall [12] extended Bellman’s theory and obtained existence and duality theorems for a class of continuous linear programming problem. Levins...

Hybrid system is a dynamic system that exhibits both continuous and discrete dynamic behavior‎. ‎The hybrid differential equations have a wide range of applications in science and engineering‎. ‎The hybrid systems are devoted to modeling‎, ‎design‎, ‎and validation of interactive systems of computer programs and continuous systems‎. ‎Hybrid fuzzy differential equations (HFDEs) is considered by ...

A functional equation involving pairs of means is considered. It is shown that there are only constant solutions if continuous differentiability is assumed, and there may be non-constant everywhere differentiable solutions. Various other situations are considered, where less smoothness is assumed on the unknown function.