On the Duality of Semiantichains and Unichain Coverings [PDF]
, 2014 We study a min-max relation conjectured by Saks and West: For any two posets $P$ and $Q$ the size of a maximum semiantichain and the size of a minimum unichain covering in the product $P\times Q$ are equal. For positive we state conditions on $P$ and $Q$
Bart Lomiej Bosek +4 more
core
Unified Robust Necessary Optimality Conditions for Nonconvex Nonsmooth Uncertain Multiobjective Optimization. [PDF]
J Optim Theory Appl, 2022 Wang J, Li S, Feng M.
europepmc +1 more source
On Lagrangian Duality in Vector Optimization. Applications to the linear case. [PDF]
The paper deals with vector constrained extremum problems. A separation scheme is recalled; starting from it, a vector Lagrangian duality theory is developed. The linear duality due to Isermann can be embedded in this separation approach.
Elisa Pagani
core
Strong duality in conic linear programming: facial reduction and extended duals
, 2013 The facial reduction algorithm of Borwein and Wolkowicz and the extended dual of Ramana provide a strong dual for the conic linear program $$ (P) \sup { | Ax \leq_K b} $$ in the absence of any constraint qualification.
A. Ben-Tal +24 more
core +1 more source
A Stochastic Nash Equilibrium Problem for Medical Supply Competition. [PDF]
J Optim Theory Appl, 2022 Fargetta G, Maugeri A, Scrimali L.
europepmc +1 more source
Introduction to Optimal Transport Theory
, 2009 These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures endowed with the
Santambrogio, Filippo
core +2 more sources
Optimization problems with quasiconvex inequality constraints [PDF]
The constrained optimization problem min f(x), gj(x) 0 (j = 1, . . . , p) is considered, where f : X ! R and gj : X ! R are nonsmooth functions with domain X Rn.
Ginchev Ivan, Ivanov Vsevolod
core
The Merton Problem with a Drawdown Constraint on Consumption [PDF]
, 2012 In this paper, we work in the framework of the Merton problem but we impose a drawdown constraint on the consumption process. This means that consumption can never fall below a fixed proportion of the running maximum of past consumption.
Arun, T.
core
A comprehensive view on optimization: reasonable descent [PDF]
Reasonable descent is a novel, transparent approach to a well-established field: the deep methods and applications of the complete analysis of continuous optimization problems.
Brinkhuis, J.
core +1 more source
Solving monotone inclusions involving parallel sums of linearly composed maximally monotone operators [PDF]
, 2013 The aim of this article is to present two different primal-dual methods for solving structured monotone inclusions involving parallel sums of compositions of maximally monotone operators with linear bounded operators.
Bot, Radu Ioan, Hendrich, Christopher
core