Results 11 to 20 of about 49 (49)

Multivariate utility maximization with proportional transaction costs [PDF]

, 2011
Transaction costs, Foreign exchange market, Multivariate utility function, Asymptotic satiability, Optimal portfolio, Duality theory, Lagrange duality, 91B28, 49N15, 49J40, 49J55, G11,
Owen M. P., Luciano Campi, Mark Owen, Owen, Mark, Campi, Luciano, Owen, Mark P., Campi L.   +6 more
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Duality in Constrained DC-Optimization via Toland’s Duality Approach [PDF]

, 2003
2000 Mathematics Subject Classification: 90C48, 49N15, 90C25In this paper we reconsider a nonconvex duality theory established by B. Lemaire and M. Volle (see [4]), related to a primal problem of minimizing the difference of two convex functions subject ...
Benkenza, N., Laghdir, M.
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Optimization of Lagrange problem with higher-order differential inclusion and special boundary-value conditions

Demonstratio Mathematica
This article concerns about optimality conditions for boundary-value problems related to differential inclusions (DFIs) of higher orders. We intend to attain optimality conditions when a general Lagrange functional takes place in the cost function ...
Yıldırım Uğur, Mastaliyeva Dilara I., Mahmudov Elimhan N.   +2 more
doaj   +1 more source

Karush-Kuhn-Tucker Necessary Optimality Conditions for (h, φ)ɛ-Multiobjective Optimization Problems Based on Pseudo-Avriel-Ben-Tal Algebraic Operations

Analele Stiintifice ale Universitatii Ovidius Constanta: Seria Matematica
In this paper it is introduced a new generalized pseudo-operation with one parameter of the following form: x ⊕ɛ y = h−1(h(x) + ɛh(y)), where h is an n vector-valued continuous function, defined on a subset H of ℝn and possessing an inverse function h−1,
Bobe Alexandru, Răcuciu Ciprian, Cornaciu Veronica   +2 more
doaj   +1 more source

Duality and optimality conditions for generalized equilibrium problems involving DC functions

Equilibrium problems, Duality, Fenchel conjugation, DC functions, Variational inequalities, 49N15, 58E35, 90C26, 90C46,
N. Dinh, J. Strodiot, V. Nguyen
core   +1 more source

Adaptive Image Reconstruction Using Information Measures

, 2000
. We present a class of nonlinear adaptive image restoration filters which may be steered to preserve sharp edges and contrasts in the restorations. From a theoretical point of view we discuss the associated variational problems and prove existence of ...
Dominikus Noll, Ulrike Hermann
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Convex analysis on the Hermitian matrices

, 1996
There is growing interest in optimization problems with real symmetric matrices as variables. Generally the matrix functions involved are spectral: they depend only on the eigenvalues of the matrix.
A. S. Lewis
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Duality And Optimality Conditions for Infinite Dimensional Optimization Problems

, 1993
Using a nonsymmetric duality for abstract continuous convex control problems optimality conditions are derived for calculating the primal and dual solutions in the case of linear on state depending dual operators.
Armin Hoffmann
core  

New duality results for evenly convex optimization problems. [PDF]

Optimization, 2021
Fajardo MD, Grad SM, Vidal J.
europepmc   +1 more source

A nonlinear duality result equivalent to the Clarke-Ledyaev mean value inequality

, 1994
A recent result of Clarke and Ledyaev extends the classical mean value theorem: its smooth, finite-dimensional case states that if X and Y are compact, convex, nonempty sets in IR m , and f is a continuously differentiable function on a neighborhood ...
D. Ralph, A. S. Lewis
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