Duality in infinite-dimensional mathematical programming: Convex integral functionals [PDF]
AbstractA completely symmetric duality theory is derived for convex integral functionals. As an example we derive an infinite-dimensional version of prototype geometric programming. In this case the dual problem may turn out to be finite-dimensional. Examples from statistics are included.
Scott, C.H, Jefferson, T.R
exaly +6 more sources
Finite dimensional approximation in infinite dimensional mathematical programming [PDF]
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Schochetman, Irwin E., Smith, Robert L.
semanticscholar +7 more sources
Dynamic programming of the stochastic 2D-Navier-Stokes equations forced by Lévy noise [PDF]
In this article, we study optimal feedback control synthesis of stochastic 2D Navier-Stokes equations perturbed Levy type noise with distributed stochastic control process acting on the state equation.
Manil T. Mohan +2 more
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A two-stage continuous-discrete optimal partitioning-allocation problem is studied, and a method and an algorithm for its solving are proposed. This problem is a generalization of a classical transportation problem to the case when coordinates of the ...
Kiseleva Elena +2 more
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New extremal principles with applications to stochastic and semi-infinite programming [PDF]
This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programming without smoothness and/or convexity assumptions.
B. Mordukhovich, Pedro Pérez-Aros
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Optimal control of infinite dimensional bilinear systems: application to the heat and wave equations [PDF]
In this paper we consider second order optimality conditions for a bilinear optimal control problem governed by a strongly continuous semigroup operator, the control entering linearly in the cost function.
M. Aronna, J. Bonnans, A. Kröner
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MDM method for solving the general quadratic problem of mathematical diagnostics
The term mathematical diagnostics was introduced by V. F. Demyanov in the early 2000s. The simplest problem of mathematical diagnostics is to determine the relative position of a certain point p and the convex hull C of a finite number of given points in
V. N. Malozemov, N. A. Solovyeva
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Equivariant perturbation in Gomory and Johnson’s infinite group problem—III: foundations for the k-dimensional case with applications to k=2\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \us [PDF]
We develop foundational tools for classifying the extreme valid functions for the k-dimensional infinite group problem. In particular, we present the general regular solution to Cauchy’s additive functional equation on restricted lower-dimensional convex
A. Basu, Robert Hildebrand, M. Köppe
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In this paper, two iteration processes are used to find the solutions of the mathematical programming for the sum of two convex functions. In infinite Hilbert space, we establish two strong convergence theorems as regards this problem. As applications of
Chih-Sheng Chuang +2 more
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A large number of real-world problems from various fields of human activity can be reduced to optimal partitioning-allocation problems with the purpose of minimizing the partitioning quality criterion.
Anatoly Bulat +4 more
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