Results 21 to 30 of about 149 (133)
Efficient Automatic Subdifferentiation for Programs with Linear Branches
Computing an element of the Clarke subdifferential of a function represented by a program is an important problem in modern non-smooth optimization.
Sejun Park
doaj +1 more source
Null Controllability of Hilfer Fractional Stochastic Differential Inclusions
This paper gives the null controllability for nonlocal stochastic differential inclusion with the Hilfer fractional derivative and Clarke subdifferential.
Hamdy M. Ahmed +3 more
doaj +1 more source
Characterization of Filippov representable maps and Clarke subdifferentials [PDF]
The ordinary differential equation $\dot{x}(t)=f(x(t)), \; t \geq 0 $, for $f$ measurable, is not sufficiently regular to guarantee existence of solutions. To remedy this we may relax the problem by replacing the function $f$ with its Filippov regularization $F_{f}$ and consider the differential inclusion $\dot{x}(t)\in F_{f}(x(t))$ which always has a ...
Mira Bivas +2 more
openaire +3 more sources
This manuscript is devoted to analyse the solvability and trajectory controllability of Hilfer fractional non-instantaneous impulsive stochastic differential inclusion with Clarke subdifferential and deviated argument.
N. Durga, Muslim Malik
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Brittle membranes in finite elasticity
This work is devoted to the variational derivation of a reduced model for brittle membranes in finite elasticity. The main mathematical tools we develop for our analysis are: (i) a new density result in GSBVp$GSBV^{p}$ of functions satisfying a maximal‐rank constraint on the subgradients, which can be approximated by C1‐local immersions on regular ...
Stefano Almi +2 more
wiley +1 more source
Optimal allocations with α‐MaxMin utilities, Choquet expected utilities, and prospect theory
The analysis of optimal risk sharing has been thus far largely restricted to nonexpected utility models with concave utility functions, where concavity is an expression of ambiguity aversion and/or risk aversion. This paper extends the analysis to α‐maxmin expected utility, Choquet expected utility, and cumulative prospect theory, which accommodate ...
Patrick Beißner, Jan Werner
wiley +1 more source
Recently, a special case of precision matrix estimation based on a distributionally robust optimization (DRO) framework has been shown to be equivalent to the graphical lasso. From this formulation, a method for choosing the regularization term, that is, for graphical model selection, was proposed.
Chau Tran +3 more
wiley +1 more source
In this paper, we establish a generalization of the Galewski‐Rădulescu nonsmooth global implicit function theorem to locally Lipschitz functions defined from infinite dimensional Banach spaces into Euclidean spaces. Moreover, we derive, under suitable conditions, a series of results on the existence, uniqueness, and possible continuity of global ...
Guy Degla +3 more
wiley +1 more source
Let X and Y be Banach spaces and Ω⊆X. Let f:Ω⟶Y be a single valued function which is nonsmooth. Suppose that F:X⇉2Y is a set‐valued mapping which has closed graph. In the present paper, we study the extended Newton‐type method for solving the nonsmooth generalized equation 0 ∈ f(x) + F(x) and analyze its semilocal and local convergence under the ...
M. Z. Khaton +2 more
wiley +1 more source
This paper aims at studying optimality conditions and duality theorems of an approximate quasi weakly efficient solution for a class of nonsmooth vector optimization problems (VOP). First, a necessary optimality condition to the problem (VOP) is established by using the Clarke subdifferential.
Wenjing Li, Guolin Yu, S. K. Mishra
wiley +1 more source

