Results 21 to 30 of about 291 (69)

Kantorovich problems under Young type constraints

, 2016
We explain how the Hermite-Hadamard inequality agrees with the primal MongeKantorovich problems. We also focus onto a particular case of the dual Kantorovich problem, by considering a version significantly affected by some Young type constraints ...
Flavia-Corina Mitroi, Daniel Alexandru Ion   +1 more
semanticscholar   +1 more source

Bad semidefinite programs: they all look the same [PDF]

, 2017
Conic linear programs, among them semidefinite programs, often behave pathologically: the optimal values of the primal and dual programs may differ, and may not be attained. We present a novel analysis of these pathological behaviors.
Bauschke H., Borwein J. M., Borwein J. M., Duffin R. J., Gábor Pataki, Lourenco B., Pataki G.   +6 more
core   +3 more sources

A unified framework for utility maximization problems: An Orlicz space approach [PDF]

, 2008
We consider a stochastic financial incomplete market where the price processes are described by a vector-valued semimartingale that is possibly nonlocally bounded.
Biagini, Sara, Frittelli, Marco
core   +5 more sources

Second-order duality for nondifferentiable minimax fractional programming problems with generalized convexity

Journal of Inequalities and Applications, 2013
In the present paper, we are concerned with second-order duality for nondifferentiable minimax fractional programming under the second-order generalized convexity type assumptions. The weak, strong and converse duality theorems are proved.
M. Khan
semanticscholar   +1 more source

On nonsmooth multiobjective fractional programming problems involving (p, r)− ρ −(η ,θ)- invex functions [PDF]

, 2013
A class of multiobjective fractional programming problems (MFP) is considered where the involved functions are locally Lipschitz. In order to deduce our main results, we introduce the definition of (p,r)−ρ −(η,θ)-invex class about the Clarke ...
Jayswal Anurag, Prasad Ashish Kumar, Stancu-Minasian I.M.   +2 more
core   +1 more source

Monotone Linear Relations: Maximality and Fitzpatrick Functions [PDF]

, 2008
We analyze and characterize maximal monotonicity of linear relations (set-valued operators with linear graphs). An important tool in our study are Fitzpatrick functions.
Bauschke, Heinz H., Wang, Xianfu, Yao, Liangjin   +2 more
core   +1 more source

Quasiconvex bulk and surface energies: C1,α regularity

Advances in Nonlinear Analysis
We establish regularity results for equilibrium configurations of vectorial multidimensional variational problems, involving bulk and surface energies.
Carozza Menita, Esposito Luca, Lamberti Lorenzo   +2 more
doaj   +1 more source

Scalar Representation and Conjugation of Set-Valued Functions

, 2012
To a function with values in the power set of a pre-ordered, separated locally convex space a family of scalarizations is given which completely characterizes the original function.
Aubin J-P, Birkhoff G, Carola Schrage, Dedekind R, Ekeland I, Fuchs L, Galatos N, Göpfert A, Hamel AH, Hamel AH, Ioffe AD, Jahn J, Löhne A, Schrage C, Singer I, Zălinescu C   +15 more
core   +1 more source

Variational formulations for the Euler and Navier–Stokes systems in fluid mechanics and related models

Nonlinear Engineering
In its first part, this article develops a variational formulation for the incompressible Euler system in fluid mechanics. The results are based on standard tools of calculus of variations and constrained optimization.
Botelho Fabio Silva
doaj   +1 more source

Sufficiency of $\boldsymbol{c}$ -cyclical monotonicity in a class of multi-marginal optimal transport problems

European Journal of Applied Mathematics
$c$ -cyclical monotonicity is the most important optimality condition for an optimal transport plan. While the proof of necessity is relatively easy, the proof of sufficiency is often more difficult or even elusive.
Luigi De Pascale, Anna Kausamo
doaj   +1 more source