Results 31 to 40 of about 386 (65)

Minimizing within convex bodies using a convex hull method [PDF]

open access: yes, 2005
International audienceWe present numerical methods to solve optimization problems on the space of convex functions or among convex bodies. Hence convexity is a constraint on the admissible objects, whereas the functionals are not required to be convex.To
Lachand-Robert, Thomas, Oudet, Edouard
core   +1 more source

A D-induced duality and its applications [PDF]

open access: yes
This paper attempts to extend the notion of duality for convex cones, by basing it on a predescribed conic ordering and a fixed bilinear mapping. This is an extension of the standard definition of dual cones, in the sense that the nonnegativity of the ...
Brinkhuis, J., Zhang, S.
core   +1 more source

A convex extension of lower semicontinuous functions defined on normal Hausdorff space

open access: yes, 2017
We prove that, any problem of minimization of proper lower semicontinuous function defined on a normal Hausdorff space, is canonically equivalent to a problem of minimization of a proper weak * lower semicontinuous convex function defined on a weak ...
Bachir, Mohammed
core  

A Note on Utility Maximization with Unbounded Random Endowment [PDF]

open access: yes
This paper addresses the applicability of the convex duality method for utility maximization, in the presence of random endowment. When the price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true, for a
Keita Owari
core  

Complete positivity and distance-avoiding sets. [PDF]

open access: yesMath Program, 2022
DeCorte E, Filho FMO, Vallentin F.
europepmc   +1 more source

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