Universit degli Studi di Pisa

Dipartimento di Statistica e Matematica Applicata allEconomia

Report n. 208

On the pseudoaffinity of a class of quadratic fractional functions Riccardo Cambini Laura Carosi

Pisa, Giugno 2001

- Stampato in Proprio -

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On the pseudoanity of a class of quadratic fractional functions

Riccardo Cambini, Laura Carosi Department of Statistics and Applied Mathematics University of Pisa

Abstract Some characterizations of pseudoane quadratic fractional functions are studied and it is proved that these functions share a particular structure. The wider class of functions given by the sum of a quadratic fractional function and a linear one is also studied, characterizing their pseudoanity by means of simple conditions. The use of pseudoane quadratic fractional functions in optimization problems is also deepened on and a simple procedure which checks the pseudoanity of these functions is provided. Keywords Generalized Convexity, Fractional Programming, Quadratic Programming AMS - 2000 Math. Subj. Class. 90C26, 90C32, 90C20 JEL - 1999 Class. Syst. C61

Introduction

Quadratic fractional programming deals with constrained optimization problems where the objective function is the ratio of a quadratic and an ane one. Due to its importance in application models, this particular class of nonlinear programs has been widely studied both from a theoretical and an algorithmic point of view (see for example [3], [2]). Many solving algorithms have been given for quadratic fractional problems whose feasible region is a polyhedron. In these cases the generalized
The paper has been discussed jointly by the authors. In particular, sections 1 and 5 have been developed by Laura Carosi, section 2 and the appendix by Riccardo Cambini, while sections 3 and 4 have been developed jointly by the authors.

convexity of the objective function plays a fundamental role, since it guarantees the global optimality of local optima. Among generalized convex functions, the pseudoane ones are extremely useful since the above nice properties hold for both maximum and minimum problems. We recall that: a function f : A , where A n is a convex set, is said to be pseudoane if it is both pseudoconcave and pseudoconvex. It is known (see for all [1]) that when f is a dierentiable pseudoane function it results that f is nonconstant if and only if f (x) = 0 for every x A while if f is also nonconstant then, given a closed set X A, the following properties hold: there are neither local maxima nor local minima in the interior of X , if X is a polyhedral set then the maximum and minimum values are reached on a vertex. Thanks to their properties, pseudoane functions play a key role both in nding optimality conditions and in implementing algorithms for applicative problems. In this paper we aim to characterize the pseudoanity of quadratic fractional functions, looking for necessary and sucient conditions which can be easily checked. By means of the proposed characterizations we prove that a quadratic fractional function is pseudoane if and only if it can be rewritten as the sum of a linear function and a linear fractional one with constant numerator. This result allow us to give conditions characterizing the pseudoanity of the wider class of functions given by the sum of a quadratic fractional function and a linear one. Furthermore we prove that optimization problems, involving a pseudoane quadratic fractional function, can be solved through equivalent linear ones. Finally, we provide an easy procedure which checks the pseudoanity of a quadratic fractional function.

Preliminary results

A very well known characterization of pseudoane functions is the following (see for example [1],[15]). 2

Theorem 1 A dierentiable function f : A , A n open convex set, is pseudoane if and only if the following implication holds x A, v n , v = 0, t such that x + tv A: f (x)T v = 0 v (t) = f (x + tv ) is constant

In the next section some new characterizations of pseudoane quadratic fractional functions will be given using the inertia of symmetric matrices. With this regards, the number of the negative eingenvalues of a symmetric matrix Q is denoted by (Q), similarly + (Q) represents the number of the positive eingenvalues while 0 (Q) is the algebraic multiplicity of the 0 eigenvalue. A key tool in our study is the following result given by Crouzeix (see [12]). Theorem 2 Let h n , h = 0, and let Q Then the following implication hT v = 0 is veried for every v holds: i) (Q) = 0, ii) (Q) = 1, h Q(
n n nn

be a symmetric matrix.

v T Qv 0

if and only if one of the following conditions

) and uT Qu 0 u

such that Qu = h.

Starting form the above theorem, we can state the following property which is a key tool in characterizing the pseudoanity of quadratic fractional functions. Corollary 3 Let h n , h = 0, and let Q matrix. Then the following implication hT v = 0 is veried for every v holds:
n nn

, Q = 0, be a symmetric

v T Qv = 0

(1)

if and only if one of the following conditions

i) 0 (Q) = n 1 (hence Q is positive semidenite or negative semidenite) and h Q( n ), ii) (Q) = + (Q) = 1 (hence Q is indenite), h Q( u n such that Qu = h. 3
n

) and uT Qu = 0

Proof. First note that, from Theorem 2, hT v = 0 is veried for every v a) + (Q) = 0, b) + (Q) = 1, h Q(
n n

v T Qv 0

if and only if one of the following conditions holds:

) and uT Qu 0 u

such that Qu = h.

) If i) holds and Q is positive semidenite then + (Q) = 1, (Q) = 0, h Q( n ) and uT Qu 0 u n . Thus i) of Theorem 2 and condition b) hold, hence hT v = 0 implies v T Qv 0 and v T Qv 0, so that Condition (1) holds. The case Q negative semidenite can be proved with the same arguments. If ii) holds then both conditions b) and ii) of Theorem 2 are veried; again hT v = 0 implies v T Qv 0 and v T Qv 0. ) First note that Condition (1) holds if and only if {hT v = 0 v T Qv 0} and {hT v = 0 v T Qv 0}

and this happens if and only if one of conditions i) and ii) of Theorem 2 holds together with one of conditions a) and b). Observe that conditions a) and i) of Theorem 2 imply Q = 0 which is a contradiction. Conditions a) and ii) of Theorem 2 imply condition i) and the same happens if b) and i) of Theorem 2 hold. If otherwise conditions b) and ii) of Theorem 2 are veried then condition ii) follows immediately. The result is then proved since all the possible exaustive cases have been considered.

Pseudoanity of quadratic fractional functions

In this section we are going to characterize the pseudoanity of quadratic fractional functions of the following kind (1 ): f (x) =
1 T x Qx + q T x 2 bT x + b0

+ q0

(2)

dened on the set X = {x n : bT x + b0 > 0}, where Q = 0 is a n n symmetric matrix, q, x, b n , b = 0, and q0 , b0 . Note that being Q symmetric, it is Q = 0 if and only if 0 (Q) n 1.
Note that the pseudoconvexity of this class of function has been recently studied in [6] and [9].
1

Remark 4 It is important to point out that function f in (2) is not constant. Suppose by contradiction that f is constant, that is f (x) = k and f (x) = Qx + q f (x)b = 0 x X . Consider an arbitrary x1 X and let b T x + b0 be such that = 0 and x1 X ; it results Qx1 + q kb = Qx1 + q kb and hence Qx1 = Qx1 which implies Qx1 = 0, i.e. Qx = 0 x X . Since X is an n-dimensional halfspace it must be Q = 0 which contradicts the denition of (2). The next theorem gives a new characterization of the pseudoanity of f based on the behavior of Q along the directions orthogonal to f (x). Theorem 5 Function f dened in (2) is pseudoane if and only if the following implication holds x X , v n , v = 0, t such that x + tv X : f (x)T v = 0 v T Qv = 0

Proof. From Theorem 1 f is pseudoane if and only if the following implication holds x X , v n , v = 0: f (x)T v = 0 v (t) = f (x + tv ) is constant

By means of simple calculations we have that: f (x) = Qx + q f (x)b b T x + b0

1 2 T t v Qv 2

v (t) = f (x + tv ) = f (x) +

+ t(bT x + b0 )f (x)T v bT x + b0 + tbT v

1 2 T t v Qv

2 and this restriction When f (x)T v = 0 then v (t) = f (x) + bT x +b0 +tbT v T comes out to be constant if and only if v Qv = 0. The following further characterization, based on the inertia of Q, can now be proved.

Corollary 6 Function f dened in (2) is pseudoane if and only if one of the following conditions holds: i) 0 (Q) = n 1 (hence Q is positive semidenite or negative semidenite) and f (x) Q( n ), f (x) = 0, x X , ii) (Q) = + (Q) = 1 (hence Q is indenite), f (x) Q( n ), f (x) = 0, x X and uT Qu = 0 u n such that Qu = f (x). 5

Proof. Follows directly from Theorem 5 and Corollary 3. Suppose by contradiction that there exists x X such that f (x) = 0. Since f is pseudoane f (x) = 0 implies that f is constant and this contradicts (2) as it has been already pointed out in Remark 4. Since f (x) = 0 x X, the result follows directly from Theorem 5 and Corollary 3. Now we aim to prove that all the pseudoane quadratic fractional functions can be rewritten in the same way. For this reason we rst prove the following lemma. Lemma 7 Let us consider function f dened in (2). Then: f (x) Q(
n

) x X

x, y

such that Qx = q and Qy = b

and, in particular, for any given x X : Qu = f (x) and uT Qu =

p(x) (bT x+b0 )2

with:

u=

x + x f (x)y + k with k ker(Q) bT x + b 0

p(x) = (f (x))2 bT y + 2f (x) b0 bT x + q T x 2q0 Proof. Suppose that f (x) = and let us prove that x, y
n

Qx + q f (x)b Q( bT x + b0

) x X

such that Qx = q and Qy = b.

Since f is not constant, x1 , x2 X such that f (x1 ) = f (x2 ) and hence u1 , u2 n such that Qu1 = Qx1 + q f (x1 )b and Qu2 = Qx2 + q f (x2 )b. This implies that Q u1 u2 x1 + x 2 f (x2 ) f (x1 ) =b

and hence y n such that Qy = b. It follows also that Qu1 = Qx1 + q f (x1 )Qy which implies q = Q(u1 x1 + f (x1 )y ) and hence x n such that Qx = q . 6

Suppose now that x, y

such that Qx = q and Qy = b; then x + x f (x)y bT x + b0 ,

f (x) = Q

so that f (x) Q( n ) x X . From the above proved equivalence it follows that Qu = f (x) if and only if Q u and this happens if and only if u x + x f (x)y bT x + b0 = k ker(Q). x + x f (x)y bT x + b0 =0

The whole result is nally proved noticing that: uT Qu = 1 (x + x f (x)y )T Q(x + x f (x)y ) (bT x + b0 )2 1 (x + x f (x)y )T (Qx + q f (x)b) = T (b x + b0 )2 (f (x))2 bT y + 2f (x)(b0 bT x) + (q T x 2q0 ) . = (bT x + b0 )2

Using Lemma 7 we are able to state the following result, related to Condition i) in Corollary 6, which will be a key tool in characterizing the pseudoanity of f . Lemma 8 Function f dened in (2) can be rewritten in the following form: f (x) = bT x + + where , , , = 0, if and only if 0 (Q) = n 1, f (x) Q(
n

bT x

+ b0 ) x X.

Moreover it results f (x) = 0 x X if and only if 0. Proof. ) By means of simple calculations Q = [2bbT ], hence v0 (Q) = n n 1. Since f (x) = 1 ), x X. 2 b it is f (x) Q( T (b x + b0 ) ) From Lemma 7 our assumption becomes 0 (Q) = n 1 and x, y
n

such that Qx = q and Qy = b.

Since b = 0 and dim(Q( n )) = 1 then Qx = q if and only if such that q = b. Since b Q( n ) and dim(Q( n )) = 1 then b is eigenvector of Q and hence, being Q symmetric, there exists , = 0 such that Q = [2bbT ] and 1 y = 2 1b 2 b, 2bT y = . Consequently f (x) = (bT x)2 + bT x + q0 = bT x + b0 2 (bT x + b0 ) b0 + bT x + b0 b0 + q0 = bT x + b0 b2 b0 + q0 = bT x + ( b0 ) + 0 T . b x + b0

1 (q0 b0 ) . The result then follows dening = ( b0 ) and = b2 0+ To prove the second part of the lemma, note that f (x) = 1 b + b0 )2

(bT x

with = 0, b = 0. Hence it results f (x) = 0 x X if and only if b T x + b0

2

= x X.

(3)

By denition {y : y = bT x + b0 , x X } = ++ so that (3) holds if and only if 0. We are now ready to provide the following characterization of quadratic fractional pseudoane functions. Theorem 9 Function f dened in (2) is pseudoane on X if and only if f is ane or there exist , , , = 0, such that f can be rewritten in the following form: f (x) = bT x + + bT x with < 0. + b0

Proof. ) Since f is pseudoane, either condition i) or condition ii) of Corollary 6 holds. If i) is veried the results follows from Lemma 8 noticing that f is ane when = 0. Suppose now that condition ii) holds; from Lemma 7 it results (Q) = + (Q) = 1, x, y
n

s.t. Qx = q and Qy = b, p(x) = 0 x X

with f (x) = 0 x X. Being f nonconstant then p(x) = 0 x X if and only if bT y = 0, bT x = b0 and q T x = 2q0 . Since (Q) = + (Q) = 1, from the canonical form of Q we get Q = T [uu vv T ] where u and v are eigenvectors of Q with uT v = 0. From Qy = b, bT y = y T Qy = 0 we have y T Qy = uT y so that v T y = uT y . Then b = Qy = u uT y v T y v = uT y (u + v ), where = 1. By dening a = lations we get
1 (u 2u T y 2

(v T y )2 = 0

v ) and performing simple calcu-

abT + baT = [uuT vv T ] = Q Note that a and b are linearly independent. Let x and dene a0 = aT x. It results
n

such that Qx = q

q = abT x + baT x = ab0 + ba0 1 T 1 q x = b0 aT x + a0 bT x = a0 b0 q0 = 2 2 1 T x Qx + q T x + q0 = (bT x + b0 )(aT x + a0 ) 2 hence f (x) = aT x + a0 . ) If f is ane it is trivially pseudoane. The whole results then follows directly from Lemma 8 and Corollary 6. Remark 10 The proof of Theorem 9 points out that: i) when (Q) = + (Q) = 1 f is pseudoane if and only if it is ane, ii) f may be ane when 0 (Q) = n 1 (case = 0), iii) f is pseudoane but not ane only if 0 (Q) = n 1 (case < 0). It is worth noticing that in Theorem 9 it cannot be > 0, as it will be shown in Example 12. However, in this case it is possible to prove that function f is pseudoane at least on two disjoint convex sets.

Corollary 11 Consider function f dened in (2) and suppose that there exist , , , = 0, such that f can be rewritten in the following form: f (x) = bT x + + bT x + b0
n

i) if 0 then f is pseudoane on X. ii) if > 0 then f is pseudoane on X1 = {x X2 = {x n : 0 < bT x + b0 < }.

: bT x + b0 >

} and

Proof. i) It has already been proved in Theorem 9. 2 [ bT x + b0 ]b, and consequently ii) Observe that f (x) = 2 (bT x + b0 ) f (x) = 0 on X1 and X2 . The result trivially follows from Corollary 6, being Q = [2bbT ]. The following examples use conditions in Theorems 6 and 9 in order to check the pseudoanity of three quadratic fractional functions. Example 12 Consider problem (2) where f (x) =
2 9x2 1 + 24x1 x2 + 16x2 + 6x1 8x2 + 1 . 3x1 + 4x2

Observe that f is not pseudoane since it is nonconstant and f (x) vanishes at 3x1 + 4x2 = 1. In this case we get: Q= 18 24 24 32 ,q = 6 8 ,b = 3 4 , b0 = 0, q0 = 1;

by simple calculations we obtain 0 (Q) = 1 = + (Q), f (x) = 3x1 + 4x2 + 1 hence = 1 > 0. 2+ 3x1 + 4x2 Example 13 Consider problem (2) where f (x) =
2 2 8x2 1 + 2x2 + 18x3 8x1 x2 24x1 x3 + 12x2 x3 + 10x1 5x2 15x3 4 . 2x1 + x2 + 3x3 3

In this case we get: 2 10 16 8 24 12 , q = 5 , b = 1 , b0 = 3, q0 = 4 Q = 8 4 3 15 24 12 36

10

Since Q is semidenite positive with 0 (Q) = n1, we have to verify condition 1 b=0 i) of Corollary 6. Note that f (x) = 2 + (2x1 + x2 + 3x3 3)2 x X , f (x) Q( 2 ), hence f is pseudoane. The same result can be obtained by means Theorem 9. In fact simple calculations give f (x) = 4x1 + 2x2 + 6x3 + 1 1 , 2x1 + x2 + 3x3 3

1 so that = 2, = < 0 and hence f is pseudoane. 2 Example 14 Consider problem (2) where f (x) =
2 2 8x2 1 24x2 + 32x3 + 16x1 x2 + 64x2 x3 + 16x2 + 16x3 + 2 . 8x1 8x2 16x3 4

In this case we 16 16 Q= 0

get: 8 0 16 0 48 64 , q = 16 , b = 8 , b0 = 4, q0 = 2 16 16 64 64

Q is indenite with + (Q) = (Q) = 1, hence f is pseudoane if and only if it is ane (see also Remark 10). In fact, by means of simple calculations we obtain 1 f (x) = x1 3x2 2x3 , 2

A wider class of quadratic functions

The aim of this section is to study a class of functions wider than the one considered so far. Specically speaking, we aim to characterize the pseudoanity of the following type of functions: g (x) =
1 T x Qx + q T x 2 b T x + b0

+ q0

+ cT x = f (x) + cT x

(4)

where as usual X = {x n : bT x + b0 > 0}, Q is a n n symmetric matrix, q, x, b, c n , b = 0, and q0 , b0 ; note that g is of the kind (2) when c = 0 and Q = 0. First of all observe that if f is pseudoane then g is trivially pseudoane; on the other hand it may happen that g is pseudoane even if f is not. This is pointed out in the following example. 11

Example 15 Consider problem (4) where g (x) = Observe that f (x) = pseudoane while x2 1 + x1 x2 x1 + 2x2 + 1 x1 . x1 + x2

x2 3x2 + 1 1 + x1 x2 x1 + 2x2 + 1 = x1 1 + is not x1 + x2 x1 + x2 x1 + 2x2 + 1 x1 + x2

g (x) =

is pseudoane being a linear fractional function. The characterization of the pseudoanity of g follows from Theorem 9. Theorem 16 Let g be of the kind (4); the following statements hold: i) g is ane if and only if f is ane; ii) g is pseudoane but not ane if and only if either Q + bcT + cbT = 0 or there exist , , = 0, such that: Q + bcT + cbT = 2bbT , q + b0 c = b, b2 0 < b0 q0

Proof. i) The result is trivial provided that g is the sum of f and an ane function. ii) By means of simple calculations g can be rewritten as follows g (x) =
1 T x [Q 2

+ bcT + cbT ]x + [q + b0 c]T x + q0 . bT x + b0

If Q + bcT + cbT = [0] then g is a linear fractional function which is known to be pseudoane. In the other case, from Theorem 9, g is pseudoane but not ane if and only if there exist , , , = 0, such that it can be rewritten in the following form: g (x) = bT x + + and so g (x) =
1 T x [2bbT ]x 2

bT x

with < 0 + b0

+ ( + b0 )bT x + (b0 + ) . bT x + b0 12

This means that: Q + bcT + cbT = 2bbT , q + b0 c = ( + b0 )b, q0 = b0 + .

q0 b0 b0 q0 Dening = + b0 , so that = b0 and = = b2 , 0 the result then follows from < 0. Note that Theorem 16 can be applied also to functions of the kind (2) just assuming c = 0. The next examples clarify the use of the conditions given in Theorem 16. Example 17 Consider again function g in Example 15. Observe that Q= 2 1 1 0 , q= 1 2 , q0 = 1, b = 1 1 , b0 = 1, c = 1 0 .

Q + bcT + cbT = 0 and hence g is pseudoane. Example 18 Consider problem (4) where g (x) = x2 2 2x1 x2 + 3x2 x3 2x1 2x2 + 3x3 4 4x1 + x2 + 6x3 . 2x1 + x2 + 3x3 3

Observe that since 4 2 2 0 2 0 Q = 2 0 3 , q = 2 , b = 1 , c = 1 , 6 3 3 0 3 0 q0 = 4, b0 = 3, it results 16 8 24 12 = 2bbT with = 2, Q + bcT + cbT = 8 2 24 12 36 10 q + b0 c = 5 = b with = 5, 15 19 b0 q0 b2 = , 0 = 9 < 2

hence g is pseudoane.

13

Final remarks

Theorem 9 shows that every pseudoane quadratic fractional function f, is the sum of a linear and a linear fractional one. This properties can be eciently used in order to study problems of the kind min / max f (x) =
x S 1 T x Qx + q T x 2 bT x + b0

+ q0

(5)

where S X . It has been already stated that function f , when it is pseudoane and the corresponding Q is indenite, can be written as a T x + a0 b T x + b 0 = a T x + a0 f (x) = T b x + b0 so that arg min{f (x)} = arg min{aT x} and arg max{f (x)} = arg max{aT x}.
x S x S x S x S

xX

Dene now (t) =

; t + + t+ b0

we have proved that when f veries condition

n

0 (Q) = n 1, f (x) Q( it can be rewritten as f (x) = bT x + + Since (t) = 1 bT x

) x X,

= (bT x). + b0

when 0 (i.e. f is pseudoane) we have (t + b0 )2 that (t) > 0 [< 0] if and only if > 0 [< 0] and hence:
x S x S x S x S x S

> 0 arg min{f (x)} = arg min{bT x}, arg max{f (x)} = arg max{bT x}, < 0 arg min{f (x)} = arg max{b x}, arg max{f (x)} = arg min{bT x}.
T x S xS xS

Note that, being Q = [2bbT ], it is > 0 [< 0] if and only if Q is positive [negative] semidenite. We can then conclude that, whenever f is pseudoane, its optimal points can be studied by means of a linear problem. On the other hand, in the case > 0, even if f is not pseudoane on X, Problem (5) can be still studied by means of linear problems, splitting the set X as X = X1 X2 X3 , where X1 = {x n : bT x + b0 > }, X2 = {x n : 0 < bT x + b0 < }, X3 = {x n : bT x + b0 = }, 14

and dening the sets

m = arg min{bT x}, S1 m = arg min{bT x}, S2 x S X 2 x S X 3 x S X 1 M S1 = arg max{bT x}, M S2 = arg max{bT x}, xS X 2 xS X 3 xS X 1

m M = arg min{ 1 xT Qx + q T x}, S3 = arg max{ 1 xT Qx + q T x}. S3 2 2

In fact, if > 0 then (t) > 0 when t + b0 > 0 < t + b0 < , hence we get arg min{f (x)} =
xS
m S M S m xS1 2 3

while it is (t) < 0 when arg max {f (x)};

arg min {f (x)},

arg max{f (x)} =

x S

M S m S M x S 1 2 3

analogously for < 0 it is arg min{f (x)} =

xS
M S m S m xS1 2 3

arg min {f (x)},

arg max{f (x)} =

x S

m S M S M x S 1 2 3

arg max {f (x)}.

Appendix - Pseudoanity Test

Characterization in Theorem 9 suggests the following procedure, written with MapleV, which check the pseudoanity of a quadratic fractional function. This procedure divides the numerator of function f by its denominator and computes the quotient and the reminder. If the reminder is zero, then the function is ane and the procedure stops; otherwise the procedures checks the degree of the quotient and the reminder; if they are 1 and 0, respectively, the procedure recalls a subroutine which establishes the pseudoanity of f . Procedure 19
> > > > > > > > > > > > ## Subroutine ##

case_pseudo := proc(reminder,index) local g,i,alpha,gamma; g:=vector(vectdim(b)); for i from 1 to vectdim(b) do g[i]:=coeff(quotient,x[i]) od; alpha:=g[index]/b[index]; if equal(vector(vectdim(b),0),evalm(g-alpha*b)) then gamma:=reminder/alpha; if gamma<0 then writeline(default,"f is pseudoaffine on ");

15

> > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > > >

print(X={evalm(transpose(b)&*x+b0)>0}) else writeline(default,"f is not pseudoaffine on "); print(X={evalm(transpose(b)&*x+b0)>0}); writeline(default,"but it is pseudoaffine on "); print(X1={evalm(transpose(b)&*x+b0)>sqrt(gamma)}, X2={0<evalm(transpose(b)&*x+b0) and evalm(transpose(b)&*x+b0)<sqrt(gamma)}) fi; writeline(default,"and f(x)="); quotient+(reminder/evalm(transpose(b)&*x+b0)) else writeline(default,"f is not pseudoaffine"); writeline(default,"quotient and denominator not proportional"); print() fi; end; ## Main Procedure ##

isaffine := proc(Q,q,q0,b,b0) local num,den,reminder,i,index,vars; num:=evalm((1/2)*transpose(x)&*Q&*x+transpose(q)&*x+q0); den:=evalm(transpose(b)&*x+b0); index:=0:i:=1: while (index=0 and i<= vectdim(b)) do if b[i]<>0 then index:=i fi: i:=i+1: od: reminder:=rem(num, den, x[index], quotient); if reminder=0 then writeline(default,"f is affine and"); writeline(default,"f(x)="); quotient else vars:=seq(x[i],i=1..vectdim(x)); if degree(reminder,{vars})=0 and degree(quotient,{vars})=1 then case_pseudo(reminder,index); else writeline(default,"f is not pseudoaffine"); writeline(default,"wrong degree of quotient and/or reminder"); print() fi; fi; end;

The following examples show the use of Procedure 19 in order to check 16

the pseudoanity of the functions in Examples 12, Examples 13 and 14. Example 20
> > > > > > > > n:=2: x:=vector(n): Q:=matrix(n,n,[18,24,24,32]): q:=vector(n,[6,8]): q0:=1: b:=vector(n,[3,4]): b0:=0: isaffine(Q,q,q0,b,b0);

f is not pseudoane on X = {0 < 3x1 + 4x2 } but it is pseuodane on X1 = {1 < 3x1 + 4x2 }, X2 = {3x1 4x2 < 0 and 3x1 + 4x2 1 < 0} 1 and f (x) = 3x1 + 4x2 + 2 + 3x1 +4 x2 Example 21
> > > > > > > > n:=3: x:=vector(n): Q:=matrix(n,n,[16,-8,-24,-8,4,12,-24,12,36]): q:=vector(n,[10,-5,-15]): q0:=-4: b:=vector(n,[-2,1,3]): b0:=-3: isaffine(Q,q,q0,b,b0);

f is pseudoane and f (x) = 4x1 + 2x2 + 6x3 + 1 Example 22

> > > > > > > >

1 2x1 +x2 +3x3 3

n:=3: x:=vector(n): Q:=matrix(n,n,[-16,16,0,16,48,64,0,64,64]): q:=vector(n,[0,16,16]): q0:=2: b:=vector(n,[-8,-8,-16]): b0:=-4: isaffine(Q,q,q0,b,b0);

f is ane and f (x) = x1 3x2 2x3 17

1 2

References
[1] Avriel M., Diewert W.E., Schaible S., Zang I., (1988), Generalized Concavity, Mathematical Concepts and Methods in Science and Engineering, vol.36, Plenum Press, New York. [2] Barros A. I., Discrete Fractional Programming Techniques for Location Models [3] Bazaraa M.S., Sheraly H. D., Shetty C.M, (1993), Non linear programming, Second edition John Wiley & Sons, Inc., New York. [4] Cambini A., Martein L., (1986), A modied version of Martos algorithm, Methods of Operation Research, vol. 53, pp. 33-44. [5] Cambini A., Carosi L., Martein L., (1999), On the supremum in fractional programming , Report n. 153, Department of Statistics and Applied Mathematics, University of Pisa. [6] Cambini A., Crouzeix J.P., Martein L., (2000), On the pseudoconvexity of a quadratic fractional function Report n. 189, Department of Statistics and Applied Mathematics, University of Pisa. [7] Cambini R., (1994), A class of non-linear programs: theoretical and algorithmical results, in Generalized Convexity, S. Koml osi, T. Rapcs ak and S. Schaible eds., Lecture Notes in Economics and Mathematical Systems, vol.405, Springer-Verlag, Berlin, pp.294-310. [8] Cambini R.,(1998), Composition Theorems for Generalized Concave Vector Valued Functions, Journal of Information & Optimization Sciences, vol.19, n.1, pp.133-150. [9] Cambini R., Carosi L., (2000), Pseudoconvexity of a particular quadratic fractional problem, Report n. 191, Department of Statistics and Applied Mathematics, University of Pisa. [10] Chew K.L. and E.U. Choo, (1984), Pseudolinearity and eciency, Mathematical Programming, vol.28, pp.226-239. [11] Craven D.B., Fractional Programming, (Heldermann-Berlin 1988) [12] Crouzeix J.P., (1998), Characterizations of Generalized Convexity and Monotonicity, a survey. in Generalized Convexity, Generalized Monotonicity, Crouzeix J.P. et Al. eds., Kluwer Academic Publisher, pp.237256. 18

[13] Ellero A., (1996), The optimal level solutions method, Journal of Information & Optimization Sciences, vol. 17, n. 2, pp. 355-372. [14] Koml osi S., (1993), First and Second Order Characterizations of Pseudolinear Functions, European Journal of of Operation Research, Vol. 67, pp.278-286. [15] Martos B., Non linear programming theory and methods, North Holland, Amsterdam, 1975 [16] Schaible S., (1995), Fractional Programming in Handbook of Global Optimization, Edited by R. Horst, P.M. Pardalos, Kluwer Academic Publishers, Dordrecht, 495-608.

19

PUBBLICAZIONI del Dipartimento di Statistica e Matematica Applicata all Economia Report n. 1 - Some Optimality Conditions in Vector Optimization.(A.Cambini- L.Martein), 1987 Report n. 2 - On Maximizing a Sum of Ratios. (A.Cambini-L.Martein-S.Schaible), 1987 Report n.3 - On the Charnes-Cooper Transformation in Linear Fractional Programming. (G.Gasparotto), 1987 Report n. 4 - Non-linear Separation Theorems, Duality and Optimality. (A.Cambini), 1987 Report n. 5 - Indicizzazione parziale: aspetti metodologici e riflessi economici. (G.Boletto), 1987 Report n. 6 - On Parametric Linear Fractional Programming. (A.Cambini-C.Sodini), 1987 Report n. 7 - Alcuni aspetti meno noti delle migrazioni in Italia. (A.Bonaguidi), 1987 Report n. 8 - On Solving a Linear Program with one Quadratic Constraint. (L.Martein-S.Schaible), 1987 Report n. 9 - Alcune osservazioni sull'equazione funzionale (x,y,z) = ((x,y,t),t,z). (E.Lari), 1988 Report n.10 - Une tude par mnage des migrations des personnes ges: comparaison des rsultats pour l'Italie et les Etats-Unis. (F.Bartiaux), 1988 Report n.11 - Metodi di scomposizione del tasso di inflazione (G.Boletto), 1988 Report n.12 - A New Algorithm for the Strictly Convex Quadratic Programming Problem. (C.Sodini), 1988 Report n.13 - On Generating the Set of all Efficient Points of a Bicriteria Fractional Problem. (L.Martein), 1988 Report n.14 - Applicazioni della programmazione frazionaria nel campo economico-finanziario. (L.Martein), 1988 Report n.15 - On the Bicriteria Maximization Problem. (L.Martein), 1988 Report n.16 - Un prototipo di sistema esperto per la consulenza finanziaria rivolta ai piccolirisparmiatori.(P.Manca), 1988 Report n.17 - Operazioni finanziarie di Soper e operazioni di puro investimento secondo Teichroew Robichek-Montalbano. (P.Manca), 1988 Report n.18 - A k-Shortest Path Approach to the Minimum Cost Matching Problem. (P.Carraresi-C.Sodini), 1988 Report n.19 - Sistemi gravitazionali e fasi di transizione della crescita demografica. (O.Barsotti-M.Bottai), 1988 Report n.20 - Metodi di scomposizione dell'inflazione aggregata: recenti sviluppi. (G.Boletto), 1988 Report n.21 - Multiregional Stable Population as a Tool for Short-term Demographic Analysis. (M.Termote-A.Bonaguidi), 1988

Report n.22 - Storie familiari e storie migratorie: un'indagine in Italia.(M.Bottai), 1988 Report n.23 - Problemi connessi con la disomogeneit dei gruppi sottoposti a sorveglianza statistico epidemiologica. (M.F.Romano-M.Marchi), 1988 Report n.24 - Un approccio logico ai problemi di scelta finanziaria. (F.Orsi), 1988 Report n.25 - Attrazione ed entropia.(V.Bruno), 1989 Report n.26 - Invexity in Nonsmooth Programming. (G.Giorgi - S.Mititelu), 1989 Report n.27 -Lineamenti econometrici dell'evoluzione del reddito nazionale in relazione ad altri fenomeni economici. (V.Bruno), 1989 Report n.28 - Equivalence in Linear Fractional Programming. (A.Cambini - L.Martein), 1989 Report n.29 - Centralit e potenziale demografico per l'analisi dei comportamenti demografici: il caso della Toscana. (O.Barsotti - M.Bottai - M.Costa), 1990 Report n.30 - A sequential method for a bicriteria problem arising in portfolio selection theory. (A.E.Marchi), 1990 Report n.31 - Mobilit locale e pianificazione territoriale. (M.Bottai), 1990 Report n.32 - Solving a Quadratic Fractional Program by means of a Complementarity Approach. (A.Marchi), 1990 Report n.33 - Sulla relazione tra un problema bicriteria e un problema frazionario. (A.Marchi), 1990 Report n.34 - Variabili latenti e "self-selection" nella valutazione dei processi formativi.(E.Gori), 1991 Report n.35 - About an Interactive Model for Sexual Populations. (P.Manfredi - E.Salinelli), 1991 Report n.36 - Alcuni aspetti matematici del modello di Sraffa a produzione semplice.(G.Giorgi), 1991 Report n.37 - Parametric Linear Fractional Programming for an Unbounded Feasible Region. (A.Cambini-S.Schaible-C.Sodini), 1991 Report n.38 - International migration to Northern Mediterranean countries. The cases of Greece, Spain and Italy. (I.Emke-Poulopoulos, V.Gozlves Prez, L.Lecchini, O.Barsotti),1991 Report n.39 - A LP Code Implementation.(G.Gasparotto), 1991 Report n.40 - Un problema di programmazione quadratica nella costituzione di capitale. (R.Cambini), 1991 Report n.41 - Stime ed errori campionari nell'indagine ISTAT sulle forze di lavoro.(G.Ghilardi), 1991 Report n.42 - Alcuni valori medi, variabilit paretiana ed entropia.(V.Bruno), 1991 Report n.43 - Gli effetti del trascinamento dei prezzi sulle misure dell'inflazione: aspetti metodologici. (G.Boletto), 1991 Report n.44 - Gli abbandoni nell'universit: modelli interpretativi.(P.Paolicchi), 1991 Report n.45 - Da un archivio amministrativo a un archivio statistico: una proposta metodologica per i dati

degli studenti universitari.(M.F.Romano), 1991 Report n.46 - Criteri di scelta delle variabili nei modelli MDS: un'applicazione sulla popolazione studentesca di Pisa. (M.F.Romano), 1991 Report n.47 - Les parcours migratoires en fonction de la nationalit. Le cas de l'Italie. (O.Barsotti - L.Lecchini), 1991 Report n.48 - Indicatori statistici ed evoluzione demografica, economica e sociale delle province toscane.(V.Bruno), 1991 Report n.49 - Tangent cones in Optimization. (A.Cambini, L.Martein), 1991 Report n.50 - Optimality conditions in Vector and Scalar optimization: a unified approach. (A.Cambini, L.Martein), 1991 Report n.51 - Elementi di uno schema di campionamento areale per alcune rilevazioni ufficiali in Italia. (G.Ghilardi), 1992 Report n.52 - Investimenti e finanziamenti generalizzati. (P.Manca), 1992 Report n.53 - Le rle des immigrs extra-communautaires dans le march du travail. (L.Lecchini, O.Barsotti), 1992 Report n.54 - Alcune condizioni di ottimalit relative ad un insieme stellato.(R.Cambini), 1992 Report n.55 - Uno schema di campionamento areale per le rilevazioni sulle famiglie in Italia. (G.Ghilardi), 1992 Report n.56 - Studio di una classe di problemi non lineari: un metodo sequenziale.(R.Cambini), 1992 Report n.57 - Una nota sulle possibili estensioni a funzioni vettoriali di significative classi di funzioni concavo-generalizzate. (R.Cambini), 1992 Report n.58 - Metropolitan Aging Transition and Metropolitan Redistribution of the Elderly in Italy. (A.Bonaguidi, V.Terra Abrami), 1992 Report n.59 - A comparison of Male and Female Migration Strategies:The Cases of African and Filipino Migrants to Italy. (O.Barsotti, L.Lecchini), 1992 Report n.60 - Un modello logit per lo studio del fenomeno delle nuove imprese. (G.Ghilardi), 1992 Report n.61 - Generalized Monotonicity. (S.Schaible), 1992 Report n.62 - Dell'elasticit in economia e dell'incertezza statistica. (V.Bruno), 1992 Report n.63 - Alcune classi di funzioni concave generalizzate nell'ottimizzazione vettoriale. (L.Martein), 1992 Report n.64 - On the Relationships between Bicriteria Problems and Non-linear Programming Problems. (A.Marchi), 1992 Report n.65 - Considerazioni metodologiche sul concetto di elasticit prefissata. (G.Boletto), 1992 Report n.66 - Soluzioni efficienti e condizioni di ottimalit nell'otti-mizzazione vettoriale.

(L.Martein), 1992 Report n.67 - Le rilevazioni ufficiali ISTAT della popolazione universitaria : problemi e definizioni alternative. (M.F. Romano), 1992 Report n.68 - La ricerca " Spazio Utilizzato". Obiettivi e primi risultati. (M. Bottai - O. Barsotti), 1993 Report n.69 - Composizione familiare e mobilit delle persone anziane. Una analisi regionale. (M. Bottai - F. Bartiaux), 1993 Report n.70 - An algorithm for a non-differentiable non-linear fractional programming problem. (A. Marchi - C.Sodini), 1993 Report n.71 - An finite algorithm for generalized linear multiplicative programming. (C.Sodini - S.Schaible), 1993 Report n.72 - An Approach to Optimality Conditions in Vector and Scalar Optimization. (A.Cambini - L. Martein), 1993 Report n.73 - Generalized concavity and optimality conditions in Vector and Scalar Optimization. (A.Cambini - L. Martein), 1993 Report n.74 - Alcune nuove classi di funzioni concavo-generalizzate. (R.Cambini), 1993 Report n.75 - On Nonlinear Scalarization in Vector Optimization (A.Cambini, A.Marchi, L.Martein), 1994 Report n.76 - Analisi delle carriere degli studenti immatricolati dal 1980 al 1982 (M.F. Romano, G. Nencioni), 1994 Report n.77 - Indici statistici della congiuntura. (G.Ghilardi), 1994 Report n.78 - Condizioni di efficienza locale nella ottimizzazione vettoriale. (R.Cambini), 1994 Report n.79 - Funzioni di utilizzazione dello spazio. (O.Barsotti, M.Bottai), 1994 Report n.80 - Alcuni aspetti dinamici della popolazione dei comuni della Toscana, distinti per ampiezza demografica e per classi di urbanit e di ruralit. (V.Bruno), 1994 Report n.81 - I numeri indici del potere dacquisto della moneta. (G.Boletto), 1994 Report n.82 - Some optimality conditions in multiobjective programming. (A.Cambini, L.Martein, R.Cambini), 1994 Report n.83 - Fractional Programming with Sums of Ratios. (S. Schaible), 1994 Report n.84 - The Minimum-Risk Approach For Continuous Time Linear-Fractional Programming. (S.Tigan, M.Stancu-Minasian),1994 Report n.85 - On Duality for Multiobjective Mathematical Programming of n-Set Functions. (V.Preda, I.M.Stancu-Minasian),1994 Report n.86 - Optimality and Duality in Nonlinear Programming Involving Semilocally Preinvex and Related Functions.(V.Preda, I.M.Stancu-Minasian, A.Batatorescu), 1994

Report n.87 - Una nota storica sulla programmazione lineare: un problema di Kantorovich rivisto alla luce del problema degli zeri. (E. Melis),1995 Report n.88 - Mobilit territoriale dell'Italia e di tre Regioni tipiche:Lombardia, Toscana, Sicilia. (V.Bruno),1995 Report n.89 - Bibliografia sulla presenza straniera in Italia. (A.Cortese),1995 Report n.90 - Funzioni Scalari Affini Generalizzate (R.Cambini), 1995 Report n.91 - Modelli epidemiologici: teoria e simulazione. (I) (P.Manfredi - F. Tarini), 1995 Report n.92 - The "OLIVAR" Survey. Methodology and Quality. (M. Bottai - M. Caputo - L. Lecchini), 1995 Report n.93 - Old People and social network. (L. Lecchini - D. Marsiglia - M. Bottai), 1995 Report n.94 - Uno studio empirico sul confronto tra alcuni indici statistici della congiuntura. (G. Ghilardi), 1995 Report n.95 - Il traffico nei porti italiani negli anni recenti. (V. Bruno) , 1995 Report n.96 - An Analysis of the Falk-Palocsay Algorithm. (A.Cambini,A.Marchi,L.Martein,S.Schaible) , 1995 Report n 97 - Sulla esistenza di elementi massimali. (A.Cambini, L.Carosi) , 1995 Report n.98 - Generalized Concavity and Generalized Monotonicity Concepts for Vector Valued (R.Cambini, S.Komlsi), Report n.99 - Second Order Optimality Conditions in the Image Space. (R.Cambini) , 1996 Report n.100 - La Stagionalit delle correnti di navigazione marittima. (V.Bruno) , 1996 Report n.101 - A Comparison of Alternative Discrete Approximations of the Cox- Ingersoll - Ross Model. (E.M.Cleur), 1996 Report n.102 - Sul calcolo del rapporto di concentrazione del Gini. (G. Ghilardi), 1996 Report n.103 - A New Approach to Second Order Optimality Conditions in Vector Optimization. (A.Cambini, L.Martein, R.Cambini), 1996 Report n.104 - Alcune osservcazioni sullimmunizzazione semideterministica. (F. Gozzi), 1996. Report n.105 - Innovation and Capital Accumulation in a Vintage Capital Model: an Infinite Dimensional Control Approach. (E. Barucci, F. Gozzi), 1996. Report n.106 - A survey of bicriteria fractional problems. (A.Cambini, L.Martein, I.M.Stancu-Minasian), 1996 Report n.107 - Viscosit dei salari, offerta di lavoro endogena e ciclo (L. Fanti, P. Manfredi), 1996 Report n.108 - Crescita con ciclo, ritardi nei piani di investimento ed effettivi popolazione. (L.Fanti, P. Manfredi), 1996 Report n.109 Ciclo di vita di nuovi prodotti: modellistica non lineare (P. Manfredi),1996

Report n.110 - Un modello classico di ciclo con crescita ed offerta di lavoro endogena. (L.Fanti, P. Manfredi), 1996 Report n.111 - On the Connectedness of the Efficient Frontier: Sets Without Local Maxima. (A. Marchi), 1996 Report n.112 - Generalized Concavity for Bicriteria Functions (R. Cambini), 1996

Report n.113 - Variazioni dinamiche (1971-1981-1991) dei fenomeni demografici dei comuni (urbani e rurali) della Lombardia,in relazione ad alcune caratteristiche di mobilit territoriale (VBruno), 1996 Report n.114 - Infectious diseases: epidemiology, mathematical models, and immunization policies (P. Manfredi, F. Tarini, J.R. Williams, A. Carducci, B. Casini), 1997 Report n.115 - One dimensional SDE models, low order numerical methods and simulation based estimation: a comparison of alternative estimators (E.M. Cleur, P. Manfredi), 1997 Report n.116 - Point stability versus orbital stability (or instability): remarks on policy implications in classical growth cycle model (L. Fanti, P; Manfredi), 1997 Report n.117 - Transition into adulthood, marriage, and timing of life in a stable framework (P. Manfredi, F. Billari) 1997 population

Report n.118 - Una nota sul concetto di estremo superiore di insiemi ordinati da coni convessi (L. Carosi), 1997 Report n.119 - Reti sociali degli anziani: selezione e qualit delle relazioni (L.Lecchini e D.Marsiglia), 1997 Report n.120 - Gestation lags and efficiency wage mechanisms in a Goodwin type growth model (P. Manfredi e L. Fanti), 1997 Report n.121 - La metodologia statistica multilevel come possibile strumento per lo studio delle interazioni tra il comportamento procreativo individuale e il contesto (G. Rivellini), 1997 Report n.122 - Una nota sugli insiemi C-limitati e L-limitati (L. Carosi ), 1997 Report n.123 - Sullestremo superiore di una funzione lineare fratta ristretta ad un insieme chiuso e illimitato (L. Carosi ), 1997 Report n.124 - A demographic framework for the evaluation of the impact of imported infectious diseases (P. Manfredi), 1997 Report n.125 - Calo della fecondit ed immigrazioni: scenari e considerazioni sul caso italiano (A. Valentini), 1997 Report n.126 - Second order optimality conditions (A.Cambini - L. Martein),1997 Report n.127 - Populations with below replacement fertility: theoretical considerations and scenarioes from the italian laboratory (P. Manfredi and A. Valentini), 1998

Report n.128 - Programmazione frazionaria e problemi bicriteria (A. Cambini - L. Martein - E. Moretti), 1998 Report n.129 - Incentive compatibility constraints and dynamic programming in continuous time (E. Barucci - F. Gozzi A. Swiech), 1998 Report n 130 - Impatto delle immigrazioni sulla popolazione italiana: confronto tra scenari alternativi (A. Valentini), 1 9 9 9

Report n.131 -Recent developement of migrations from Poland to Europe with a special emphasis on Italy (K. Iglicka) Le migrazioni est-ovest : Le unioni miste in Italia - (O.Barsotti L.Lecchini),1999 Report. n.132 - Proiezioni demografiche multiregionali a due sessi, con immigrazioni internazionale e vincoli di consistenza (A. Valentini), 1999. Report. n 133 - Backward- Forward stochastic differential utility: Existence, consumption and equilibrium analysis (F.Antonelli - E. Barucci - M.E. Mancino), 1999 Report. n.134 - Asset pricing with endogenous Aspirations (E. Barucci - M.E. Mancino), 1999 Report n. 135 - Estimating a class of diffusion models: An evaluation of the effects of sampled discrete observations. ( E. M. Cleur), 1999. Report n. 136 - Labour supply, time delays, and demoeconomic oscillations in a Solow-type growth model (L. Fanti - P. Manfredi), 1999. Report n.137 - Some Results on Partial Differential Equations and Asian Options ( E. Barucci - S.PolidoriV.Vespri), 1999 Report n.138 - Hedging European Conitngent Claims in a Markovian Incomplete Market (E. Barucci M. Elvira Mancino), 1999 Report n.139 - Lapplicazione del modello multiregionale-multistato alla popolazione in Italia mediante lutilizzo del Lipro: procedura di adattamento dei dati e particolarit tecniche del programma. (A. Valentini), 1999. Report n.140 - Optimality Conditions and Duality in Fractional Programming- Involving Semilocally Preinvex and Related Functions ( I.M.Stuncu-Minasian), 1999 Report n.141- Proiezioni demografiche con algoritmi di consistenza per la popolazione in Italia nel periodo 1997 2142: presentazione dei risultati e confronto con metodologie di stima alternative (A. Valentini), 1999 Report n. 142 - Competitive equilibria with money and restricted participation (L. Carosi), 1999 Report n. 143 - Monetary policy and Pareto improvability in a financial economy with restricted Participation (L. Carosi ), 1999 Report n. 144 -Misurare il benessere e lo sviluppo dai paradossi del Pil a misure di benessere economico sostenibile, con uno sguardo allo sviluppo umano (B. Cheli), 1999

Report n.145 - The old peoples perception of well-being: the role of material and non material resources (B.Cheli, L. Lecchini, L. Masserini), 1999 Report n. 146 - Maximum likelihood estimation of one-dimensional stochastic differential equation models from discrete data: some computational results ( Eugene M. Cleur), 1999 Report n. 147- Utilizzi empirici di modelli multistato continui con durate multiple (Alessandro Valentini Francesco Billari Piero Manfredi), 1999 Report n.148- Transition into adulthoold: its macro-demographic consequences in a multistatew stable population framework ( F. Billari , P. Manfredi, A. Valentini , A. Bonaguidi), 1999 Report n.149- Becoming Adult and its Macro-Demographic Impact: Multistate Stable Population Theory And an Application to Italy (F. Billari, P. Manfredi, A. Valentini), 1999 Report n.150 - Le previsioni demografiche in presenza di immigrazioni: confronto tra modelli alternativi e loro utilizzo empirico ai fini della valutazione dell'equilibrio nel sistema pensionistico (A.Valentini), 1999 Report n.151 - Diffusion processes for asset prices under bounded rationality (E. Barucci. R. Monte) Report n.152 - Reti neurali e analisi delle serie storiche: un modello per la previsione del BTP future (E.Barucci, P.Cianchi, L.Landi, A.Lombardi), 1999 Report n.153 - On the supremum in fractional programming (A. Cambini, L. Carosi, L. Martein), 1999 Report n.154 - First and second order characterizations of a class of pseudoconcave vector functions. ( R.Cambini and L. Martein), 1999 Report n. 155 - Embedding population dynamics in macro-economic models. The case of the goodwin's growth cycle ( P. Manfredi and L. Fanti), 1999 Report n. 156 - Migrazioni dei preti dalla Polonia in Italia (Laura Lecchini e Odo Barsotti), 1999 Report n. 157 - Analisi dei prezzi, in Italia, dal 1975 in poi (Vincenzo Bruno), 1999 Report n.158 - Analisi del commercio al minuto in Italia (Vincenzo Bruno), 1999 Report. n.159 -.Aspetti ciclici della liquidit bancaria, dal 1971 in poi (Vincenzo Bruno), 1999 Report n. 160 - A separation theorem in alternative theorems and vector optimization (Anna Marchi), 1999 Report n. 161- Labour suppley, population dynamicics, and persistent oscillations in a Goodwin-type growth cycle model (P.Manfredi and L.Fanti), 2000 Report n. 162- Neo-classical labour market dynamics and chaos (and the Phillips curve revisited) (P. Manfredi and L.Fanti) 2000 Report n.163- Detection of Hopf bifurcations in continuous-time macro-economic models, withan application to reducible delay-systems ( P. Manfredi and Luciano Fanti)2000 Report n.164 The dynamics of pareto efficient allocations with stochastic differential utility (F. Antonelli E.Barucci), 2000

Report n. 165 - Computing maximum likelihood estimates of a class of One-Dimensional stochastic differential equatin models from discrete Data* (Eugene M. Cleur), 2000 Report n. 166 - Estimating the drift parameter in diffusion processes more efficiently at discrete times: a role of indirect estimation (Eugene M. Cleur), 2000 Report n. 167 Forecasting the forecasts of others e la politica di inflation targeting (E.Barucci V.Valori), 2000 Report n. 168 First and second order optimality conditions in vector optimization (A.Cambini L. Martein), 2000 Report.n. 169 Theorems of the Alternative by way of separation Theorems (A. Marchi ) 2000 Report. n. 170 Asset Pricing and Diversification with Partially Exchangeable Random Variables (E.Barucci, M. Elvira Mancino), 2000 Report.n. 171 Lon Term Effects of the Efficiency Wage Hypothesis in Goodwin-Type Economies (P. Manfredi and L. Fanti), 2000 Report. n.172 - Long term effects of the efficiency wage hypothesis in Goodwin-type economies: a reply (P. Manfredi and L. Fanti), 2000 Report. n.173 Innovazione Finanziaria e domanda di moneta in un modello dinamico IS-LM con accumulazione (L. Fanti), 2000 Report n. 174 Social Heterogeneities in Classical New product Diffusion Models. I: External and Internal Models. ( P.Manfredi, A.Bonaccorsi, A. Secchi), 2000 Report n. 175 Modelli per formazione di coppie e modelli di Dinamica familiare. (P. Manfredi, E.Salinelli), 2000 Report n. 176 Long term interference between Demography and Epidemiogy: the case of tuberculosis. (P. Manfredi, E. Salinelli, A. Melegaro, A. Secchi), 2000 Report n. 177 Toward the development of an age structure teory for family dynamics I: general frame (P. Manfredi E. Salinelli), 2000 Report n. 178 Population heterogeneities, nonlinear oscillations and chaos in some goodwin-type demoeconomic models paper to be presented at the: second workshop on nonlinear demography max planck institute for demographic research Rostock, Germany , May 31June 2, 2000 - ( P.Manfredi and Luciano Fanti), 2000 Report n. 179 Volatility estimation via fourier analysis ( E. Barucci, M.E.Mancino, R. Ren), 2000 Report n. 180 Minimum Principle Type Optimality Conditions (Riccardo Cambini ), 2000 Report n. 181 Asset Prices under Bounded Rationality and Noise Trading (Emilio Barucci, Massimiliano Giuli, Roberto Monte), 2000 Report n. 182 Order Preserving Transformations and application (A. Cambini, D.T.Luc and L. Martein), 2000 Report n. 183 Variazioni dinamiche (1971-1981-1991) dei fenomeni demografici dei comuni urbani e rurali della Sicilia, in relazione ad alcune caratteristiche di mobilit territoriale (V.Bruno), 2000

Report n. 184 Asset Pricing with a Backward-Forward Stochastic Differential Utility (F. Antonelli, E.Barucci, M.E.Mancino), 2000 Report n. 185 - Coercivity Concepts and Recession Function in Constrained Problems (R. Cambini, L. Carosi), 2000 Report n. 186 - The pre-vaccination dynamics of measles in Italy: estimating levels of under-reporting of measles cases (John R. Williams Piero Manfredi), 2000.

Report n. 187. - To what extent can inter-regional migration perturb local endemic patterns? Estimating numbers of measles cases in the Italian regions (Piero Manfredi, John R. Williams),2000 Report.n. 188 - On the Connections between semidefinite Optimization and Vector Optimization (L. Carosi, J.Jahn, L. Martein), Report n. 189 - On the Pseudoconvexity of a Quadratic Fractional Function (A. Cambini, J.P. Crouzeix, L. Martein), 2000 Report n. 190 - A finite Algorithm for particular d.c. quadratic programmng problem. (R. Cambini, C. Sodini), 2000 Report n. 191 Pseudoconvexity of a class of quadratic fractional functions (R. Cambini L. Carosi), 2000 Report n. 192 A note on endogenous restricted partecipation opn financial markets: an existence result (L.Carori), 2000 Report n.193 Asset price anomalies under bounded rationality (E.Barucci, R.Monte, Roberto Ren), 2000 Report n.194 A note on volatility estimate-forecast with GARCH models (E.Barucci, R. Ren), 2000 Report n.195 Sulla misura del benessere economico: i paradossi del pil e le possibili correzioni in chiave etica e sostenibile, con uno spunto per lanalisi della povert. (Bruno Cheli),2000 Report n.196 Le proiezioni demografiche con il programma nostradamus (applicazione allarea pisana) (M. Bottai, M Bottai, N.Salvati, M.Toigo), 2000 Report n.197 La misura della povert multidimensionale: aspetti metodologici e analisi della realt italiana alla met degli anni 90 (A.Lemmi, B.Cheli, B.Mazzolli), 2000 Report n.198 Generalized B-invex Vector Valued Functions ( C.R. Bector R. Cambini), 2000 Report n.199 The workersresistance to wage cuts is not necessarily detrimental for the economy: the case of a Goodwins growth model with endogenous population (L.Fanti P.Manfredi),2000 Report n.200 On Measuring volatility of diffusion processes with high frequecy data (E.Barucci R.Ren),2000 Report n. 201 Demographic transition and balanced growth (P. Manfredi L. Fanti), 2000 Report n. 202 Asset pricing, diversification and Risk Ordering with partially exchangeable random variables (Emilio Barucci, Maria E. Mancino, Emanuele Vannucci), 2001 Report n. 203 Executive stock options evaluation (E. Barucci, R.Ren, E. Vannucci), 2001

Report n. 204 Dimensioni delle rimesse e variabili esplicative: unindagine sulla collettivit marocchina immigrata nella Toscana Occidentale (Odo Barsotti, Moreno Toigo), 2001 Report n. 205 I consumi voluttuari, nellultimo trentennio, in Italia (Vincenzo Bruno), 2001 Report n. 206 The monopolist choice of innovation adoption: A regular-singular stochastic control problem (Michele Longo), 2001 Report n. 207 The competitive choice of innovation adoption: A finite-fuel singular stochastic control problem (Michele Longo), 2001 Report n. 208 On the pseudoaffinity of a class of quadratic fractional functions (R. Cambini, L. Carosi), 2001