Optimality Conditions and Duality for Semi-Infinite Mathematical Programming Problem with Equilibrium Constraints

This article considers a semi-infinite mathematical programming problem with equilibrium constraints (SIMPEC) defined as a semi-infinite mathematical programming problem with complementarity constraints. We establish necessary and sufficient optimality conditions for the (SIMPEC). We also formulate Wolfe- and Mond-Weir-type dual models for (SIMPEC) and establish weak, strong and strict converse duality theorems for (SIMPEC) and the corresponding dual problems under invexity assumptions.

Information relaxations and duality in stochastic dynamic programs

We describe a general technique for determining upper bounds on maximal values (or lower bounds on minimal costs) in stochastic dynamic programs. In this approach, we relax the nonanticipativity constraints that require decisions to depend only on the information available at the time a decision is made and impose a "penalty" that punishes violations of nonanticipativity. In applications, the hope is that this relaxed version of the problem will be simpler to solve than the original dynamic program. The upper bounds provided by this dual approach complement lower bounds on values that may be found by simulating with heuristic policies. We describe the theory underlying this dual approach and establish weak duality, strong duality, and complementary slackness results that are analogous to the duality results of linear programming. We also study properties of good penalties. Finally, we demonstrate the use of this dual approach in an adaptive inventory control problem with an unknown and changing demand distribution and in valuing options with stochastic volatilities and interest rates. These are complex problems of significant practical interest that are quite difficult to solve to optimality. In these examples, our dual approach requires relatively little additional computation and leads to tight bounds on the optimal values. © 2010 INFORMS.

Stochastic monotonicity and duality for continuous time Markov chains with general q-Matrix

The key problems in discussing stochastic monotonicity and duality for continuous time Markov chains are to give the criteria for existence and uniqueness and to construct the associated monotone processes in terms of their infinitesimal q -matrices. In their recent paper, Chen and Zhang [6] discussed these problems under the condition that the given q-matrix Q is conservative. The aim of this paper is to generalize their results to a more general case, i.e., the given q-matrix Q is not necessarily conservative. New problems arise 'in removing the conservative assumption. The existence and uniqueness criteria for this general case are given in this paper. Another important problem, the construction of all stochastically monotone Q-processes, is also considered.

Gravitation and duality symmetry

By generalizing the Hodge dual operator to the case of soldered bundles, and working in the context of the teleparallel equivalent of general relativity, an analysis of the duality symmetry in gravitation is performed. Although the basic conclusion is that, at least in the general-case, gravitation is not dual symmetric, there is a particular theory in which this symmetry shows up. It is a self dual (or anti-self dual) teleparallel gravity in which, due to the fact that it does not contribute to the interaction of fermions with gravitation, the purely tensor part of torsion is assumed to vanish. The ensuing fermionic gravitational interaction is found to be chiral. Since duality is intimately related to renormalizability, this theory may eventually be more amenable to renormalization than telepaxallel gravity or general relativity.

Gravity and duality between coordinates and matter fields

We use the duality between the local Cartezian coordinates and the solutions of the Klein-Gordon equation to parametrize locally the spacetime in terms of wave functions and prepotentials. The components of metric, metric connection, curvature as well as the Einstein equation are given in this parametrization. We also discuss the local duality between coordinates and quantum fields and the metric in this later reparametrization. (C) 2000 Elsevier B.V. B.V. All rights reserved.

Manifestly covariant actions for D=4 self-dual Yang-Mills and D=10 super-Yang-Mills

Using an infinite number of fields, we construct actions for D = 4 self-dual Yang-Mills with manifest Lorentz invariance and for D = 10 super-Yang-Mills with manifest super-Poincare invariance. These actions are generalizations of the covariant action for the D = 2 chiral boson which was first studied by McClain, Wu, Yu and Wotzasek.

Dual superconformal symmetry, and the amplitude/Wilson loop connection

We show that tree level superstring theories on certain supersymmetric backgrounds admit a symmetry which we call "fermionic T-duality". This is a non-local redefinition of the fermionic worldsheet fields similar to the redefinition we perform on bosonic variables when we do an ordinary T-duality. This duality maps a supersymmetric background to another supersymmetric background with different RR fields and a different dilaton. We show that a certain combination of bosonic and fermionic T-dualities maps the full superstring theory on AdS(5) x S-5 back to itself in such a way that gluon scattering amplitudes in the original theory map to something very close to Wilson loops in the dual theory. This duality maps the "dual superconformal symmetry" of the original theory to the ordinary superconformal symmetry of the dual model. This explains the dual superconformal invariance of planar scattering amplitudes of N = 4 super Yang Mills and also sheds some light on the connection between amplitudes and Wilson loops. In the appendix, we propose a simple prescription for open superstring MHV tree amplitudes in a flat background.

Discrete approximations for strict convex continuous time problems and duality

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Manifestly covariant actions for D = 4 self-dual Yang-Mills and D = 10 super-Yang-Mills

Using an infinite number of fields, we construct actions for D = 4 self-dual Yang-Mills with manifest Lorentz invariance and for D = 10 super-Yang-Mills with manifest super-Poincaré invariance. These actions are generalizations of the covariant action for the D = 2 chiral boson which was first studied by McClain, Wu, Yu and Wotzasek.

Supersymmetry and the KdV equations for integrable hierarchies with a half-integer gradation

Supersymmetry is formulated for integrable models based on the sl(2 1) loop algebra endowed with a principal gradation. The symmetry transformations which have half-integer grades generate supersymmetry. The sl(2 1) loop algebra leads to N=2 supersymmetric mKdV and sinh-Gordon equations. The corresponding N=1 mKdV and sinh-Gordon equations are obtained via reduction induced by twisted automorphism. Our method allows for a description of a non-local symmetry structure of supersymmetric integrable models. © 2003 Elsevier B.V. All rights reserved.

Gaiotto duality for the twisted A(2N-1) series

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Supersymmetry and Ghosts in Quantum Mechanics

2000 Mathematics Subject Classification: 81Q60, 35Q40.

Asymptotic scattering and duality in the one-dimensional three-state quantum Potts model on a lattice

We determine numerically the single-particle and the two-particle spectrum of the three-state quantum Potts model on a lattice by using the density matrix renormalization group method, and extract information on the asymptotic (small momentum) S-matrix of the quasiparticles. The low energy part of the finite size spectrum can be understood in terms of a simple effective model introduced in a previous work, and is consistent with an asymptotic S-matrix of an exchange form below a momentum scale p*. This scale appears to vanish faster than the Compton scale, mc, as one approaches the critical point, suggesting that a dangerously irrelevant operator may be responsible for the behaviour observed on the lattice.