نتایج جستجو برای: supermodular order

تعداد نتایج: 908584  

Journal: :Journal of Mathematical Economics 2003

Journal: :Mathematical Programming 2022

Abstract We study the minimization of a rank-one quadratic with indicators and show that underlying set function obtained by projecting out continuous variables is supermodular. Although supermodular is, in general, difficult, specific for can be minimized linear time. convex hull epigraph from inequalities lifting them into nonlinear original space variables. Explicit forms convex-hull descrip...

2007
Zoltán Király

The main usage of supermodular functions is to cross out tight sets, that is to use only the following important property. The intersection and the union of two sets with a maximal function value also have maximal function value. But for this purpose we do not need the full strength of supermodularity, some weaker concept suffices. We introduce here a new property, the so called λsupermodularit...

2006
Martin K. Jensen

This paper considers ordered vector spaces with arbitrary closed cones and establishes a number of characterization results with applications to monotone comparative statics (Topkis (1978), Topkis (1998), Milgrom and Shannon (1994)). By appealing to the fundamental theorem of calculus for the Henstock-Kurzweil integral, we generalize existing results on increasing differences and supermodularit...

Journal: :J. Multivariate Analysis 2009
Alessandro Arlotto Marco Scarsini

Several well known integral stochastic orders (like the convex order, the supermodular order, etc.) can be defined in terms of the Hessian matrix of a class of functions. Here we consider a generic Hessian order, i.e., an integral stochastic order defined through a convex coneH of Hessian matrices, and we prove that if two random vectors are ordered by the Hessian order, then their means are eq...

Journal: :Insurance: Mathematics and Economics 1999

Journal: :Discrete Applied Mathematics 2016
Milan Studený Tomás Kroupa

We give a necessary and sufficient condition for extremality of a supermodular function based on its min-representation by means of (vertices of) the corresponding core polytope. The condition leads to solving a certain simple linear equation system determined by the combinatorial core structure. This result allows us to characterize indecomposability in the class of generalized permutohedra. W...

2004
David A. Cohen Martin C. Cooper Peter Jeavons Andrei A. Krokhin

In this paper we study the complexity of the maximum constraint satisfaction problem (Max CSP) over an arbitrary finite domain. We describe a novel connection between this problem and the supermodular function maximization problem (which is dual to the submodular function minimization problem). Using this connection, we are able to identify large classes of efficiently solvable subproblems of M...

2000
Remco R. Bouckaert

The class of supermodular functions on the power set of a non-empty nite set N forms a cone. It can be viewed as the direct sum of a linear subspace and of a cone of standardized supermodular functions which has nitely many extreme rays. Every extreme ray can be described by a standardized integer-valued set function. We analyse the situation in the case when N has ve elements (= variables). A ...

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