On
Fixed Point Theory and Applications, 2011 A multiobjective fractional optimization problem (MFP), which consists of more than two fractional objective functions with convex numerator functions and convex denominator functions, finitely many convex constraint functions, and a geometric constraint
Kim Gwi, Lee Gue, Kim Moon
doaj
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
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
Minimizing measures of risk by saddle point conditions. [PDF]
The minimization of risk functions is becoming a very important topic due to its interesting applications in Mathematical Finance and Actuarial Mathematics. This paper addresses this issue in a general framework.
Balbás, Alejandro +2 more
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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.
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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
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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
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Duality for multiobjective variational control problems with (Φ,ρ)-invexity [PDF]
, 2013 In this paper, Mond-Weir and Wolfe type duals for multiobjective variational control problems are formulated. Several duality theorems are established relating efficient solutions of the primal and dual multiobjective variational control problems under ...
Antczak, Tadeusz
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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
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On constraint qualifications with generalized convexity and optimality conditions [PDF]
This paper deals with a multiobjective programming problem involving both equality constraints in infinite dimensional spaces. It is shown that some constraint qualifications together with a condition of interior points are sufficient conditions for the ...
Do Van Luu, Manh-Hung Nguyen
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