In this paper, we use semidefinite programming and representation theory to compute new lower bounds on the crossing number of the complete bipartite graph $K_{m,n}$, extending a method from de Klerk et al. [SIAM J. Discrete Math. 20 (2006), 189-202] and the subsequent reduction by De Klerk, Pasechnik and Schrijver [Math. Prog. Ser. A and B, 109 (2007) 613-624]. We exploit the full symmetry of the problem by developing a block-diagonalization of the underlying matrix algebra and use it to improve bounds on several concrete instances. Our results imply that $\text{cr}(K_{10,n}) \geq 4.87057 n^2 - 10n$, $\text{cr}(K_{11,n}) \geq 5.99939 n^2-12.5n$, $ \text{cr}(K_{12,n}) \geq 7.25579 n^2 - 15n$, $\text{cr}(K_{13,n}) \geq 8.65675 n^2-18n$ for all $n$. The latter three bounds are computed using a new relaxation of the original semidefinite programming bound, by only requiring one small matrix block to be positive semidefinite. Our lower bound on $K_{13,n}$ implies that for each fixed $m \geq 13$, $\lim_{n \to \infty} \text{cr}(K_{m,n})/Z(m,n) \geq 0.8878 m/(m-1)$. Here $Z(m,n)$ is the Zarankiewicz number: the conjectured crossing number of $K_{m,n}$.
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Very recently, the first mathematical runtime analyses of the multi-objective evolutionary optimizer NSGA-II have been conducted (AAAI 2022, GECCO 2022 (to appear), arxiv 2022). We continue this line of research with a first runtime analysis of this algorithm on a benchmark problem consisting of two multimodal objectives. We prove that if the population size $N$ is at least four times the size of the Pareto front, then the NSGA-II with four different ways to select parents and bit-wise mutation optimizes the OneJumpZeroJump benchmark with jump size~$2 \le k \le n/4$ in time $O(N n^k)$. When using fast mutation, a recently proposed heavy-tailed mutation operator, this guarantee improves by a factor of $k^{\Omega(k)}$. Overall, this work shows that the NSGA-II copes with the local optima of the OneJumpZeroJump problem at least as well as the global SEMO algorithm.
$n$-cycle permutations with small $n$ have the advantage that their compositional inverses are efficient in terms of implementation. They can be also used in constructing Bent functions and designing codes. Since the AGW Criterion was proposed, the permuting property of several forms of polynomials has been studied. In this paper, characterizations of several types of $n$-cycle permutations are investigated. Three criteria for $ n $-cycle permutations of the form $xh(\lambda(x))$, $ h(\psi(x)) \varphi(x)+g(\psi(x)) $ and $g\left( x^{q^i} -x +\delta \right) +bx $ with general $n$ are provided. We demonstrate these criteria by providing explicit constructions. For the form of $x^rh(x^s)$, several new explicit triple-cycle permutations are also provided. Finally, we also consider triple-cycle permutations of the form $x^t + c\rm Tr_{q^m/q}(x^s)$ and provide one explicit construction. Many of our constructions are both new in the $n$-cycle property and the permutation property.
Multiple Tensor-Times-Matrix (Multi-TTM) is a key computation in algorithms for computing and operating with the Tucker tensor decomposition, which is frequently used in multidimensional data analysis. We establish communication lower bounds that determine how much data movement is required to perform the Multi-TTM computation in parallel. The crux of the proof relies on analytically solving a constrained, nonlinear optimization problem. We also present a parallel algorithm to perform this computation that organizes the processors into a logical grid with twice as many modes as the input tensor. We show that with correct choices of grid dimensions, the communication cost of the algorithm attains the lower bounds and is therefore communication optimal. Finally, we show that our algorithm can significantly reduce communication compared to the straightforward approach of expressing the computation as a sequence of tensor-times-matrix operations.
In the paper written by Klibanov et al, it proposes a novel method to calculate implied volatility of a European stock options as a solution to ill-posed inverse problem for the Black-Scholes equation. In addition, it proposes a trading strategy based on the difference between implied volatility of the option and the volatility of the underlying stock. In addition to the Black-Scholes equation, Binomial model is another method used to price European options. And, the implied volatility can be also calculated through this model. In this paper, we apply the Newton-Raphson method together with Automatic Differention to numerically approximate the implied volatility of an arbitrary stock option through this model. We provide an explanation of the mathematical model and methods, the methodology, and the results from our test using the stimulated data from the Geometric Brownian Motion Model and the Binomial Model itself, and the data from the US market data from 2018 to 2021.
We explore some connections between association schemes and the analyses of the semidefinite programming (SDP) based convex relaxations of combinatorial optimization problems in the Lov\'{a}sz--Schrijver lift-and-project hierarchy. Our analysis of the relaxations of the stable set polytope leads to bounds on the clique and stability numbers of some regular graphs reminiscent of classical bounds by Delsarte and Hoffman, as well as the notion of deeply vertex-transitive graphs -- highly symmetric graphs that we show arise naturally from some association schemes. We also study relaxations of the hypergraph matching problem, and determine exactly or provide bounds on the lift-and-project ranks of these relaxations. Our proofs for these results also inspire the study of the general hypermatching association scheme. While this scheme is generally non-commutative, we illustrate the usefulness of obtaining commutative subschemes from non-commutative schemes via contraction in this context.
In this paper a time-fractional Black-Scholes model (TFBSM) is considered to study the price change of the underlying fractal transmission system. We develop and analyze a numerical method to solve the TFBSM governing European options. The numerical method combines the exponential B-spline collocation to discretize in space and a finite difference method to discretize in time. The method is shown to be unconditionally stable using von-Neumann analysis. Also, the method is proved to be convergent of order two in space and $2-\mu$ is time, where $\mu$ is order of the fractional derivative. We implement the method on various numerical examples in order to illustrate the accuracy of the method, and validation of the theoretical findings. In addition, as an application, the method is used to price several different European options such as the European call option, European put option, and European double barrier knock-out call option.
In this paper we present an alternative approach to formalize the theory of logic programming. In this formalization we allow existential quantified variables and equations in queries. In opposite to standard approaches the role of answer will be played by existentially quantified systems of equations. This allows us to avoid problems when we deal with substitutions. In particular, we need no ''global'' variable separated conditions when new variables are introduced by input clauses. Moreover, this formalization can be regarded as a basis for the theory of concurrent logic languages, since it also includes a wide spectrum of parallel computational methods. Moreover, the parallel composition of answers can be defined directly -- as a consistent conjunction of answers.
We provide a polynomial-time algorithm for b-Coloring on graphs of constant clique-width. This unifies and extends nearly all previously known polynomial time results on graph classes, and answers open questions posed by Campos and Silva [Algorithmica, 2018] and Bonomo et al. [Graphs Combin., 2009]. This constitutes the first result concerning structural parameterizations of this problem. We show that the problem is FPT when parameterized by the vertex cover number on general graphs, and on chordal graphs when parameterized by the number of colors. Additionally, we observe that our algorithm for graphs of bounded clique-width can be adapted to solve the Fall Coloring problem within the same runtime bound. The running times of the clique-width based algorithms for b-Coloring and Fall Coloring are tight under the Exponential Time Hypothesis.
Structure learning via MCMC sampling is known to be very challenging because of the enormous search space and the existence of Markov equivalent DAGs. Theoretical results on the mixing behavior are lacking. In this work, we prove the rapid mixing of a random walk Metropolis-Hastings algorithm, which reveals that the complexity of Bayesian learning of sparse equivalence classes grows only polynomially in $n$ and $p$, under some high-dimensional assumptions. A series of high-dimensional consistency results is obtained, including the strong selection consistency of an empirical Bayes model for structure learning. Our proof is based on two new results. First, we derive a general mixing time bound on finite state spaces, which can be applied to various local MCMC schemes for other model selection problems. Second, we construct greedy search paths on the space of equivalence classes with node degree constraints by proving a combinatorial property of the comparison between two DAGs. Simulation studies on the proposed MCMC sampler are conducted to illustrate the main theoretical findings.
Since the seminal result of Karger, Motwani, and Sudan, algorithms for approximate 3-coloring have primarily centered around SDP-based rounding. However, it is likely that important combinatorial or algebraic insights are needed in order to break the $n^{o(1)}$ threshold. One way to develop new understanding in graph coloring is to study special subclasses of graphs. For instance, Blum studied the 3-coloring of random graphs, and Arora and Ge studied the 3-coloring of graphs with low threshold-rank. In this work, we study graphs which arise from a tensor product, which appear to be novel instances of the 3-coloring problem. We consider graphs of the form $H = (V,E)$ with $V =V( K_3 \times G)$ and $E = E(K_3 \times G) \setminus E'$, where $E' \subseteq E(K_3 \times G)$ is any edge set such that no vertex has more than an $\epsilon$ fraction of its edges in $E'$. We show that one can construct $\widetilde{H} = K_3 \times \widetilde{G}$ with $V(\widetilde{H}) = V(H)$ that is close to $H$. For arbitrary $G$, $\widetilde{H}$ satisfies $|E(H) \Delta E(\widetilde{H})| \leq O(\epsilon|E(H)|)$. Additionally when $G$ is a mild expander, we provide a 3-coloring for $H$ in polynomial time. These results partially generalize an exact tensor factorization algorithm of Imrich. On the other hand, without any assumptions on $G$, we show that it is NP-hard to 3-color $H$.
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