Regularity Conditions for Non-Differentiable Infinite Programming Problems using Michel-Penot Subdifferential [PDF]
Control and Optimization in Applied Mathematics, 2016 In this paper we study optimization problems with infinite many inequality constraints on a Banach space where the objective function and the binding constraints are locally Lipschitz.
Nader Kanzi
doaj
Abadie Type Constraint Qualifications and Optimality Conditions for Nonsmooth Multi-Objective Semi-Infinite Problems [PDF]
Control and Optimization in Applied MathematicsThis paper introduces several Abadie-type constraint qualifications and derives necessary optimality conditions in the Karush-Kuhn-Tucker for both weakly efficient solutions and efficient solutions of a nonsmooth multi-objective semi-infinite programming
Ahmad Rezaee
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Testing Distributional Granger Causality With Entropic Optimal Transport
Journal of Time Series Analysis, EarlyView.ABSTRACT We develop a novel nonparametric test for Granger causality in distribution based on entropic optimal transport. Unlike classical mean‐based approaches, the proposed method directly compares the full conditional distributions of a response variable with and without the history of a candidate predictor.
Tao Wang
wiley +1 more source
Fixed Point Theory and Applications, 2011 Approximate optimality conditions for a class of nonconvex semi-infinite programs involving support functions are given. The objective function and the constraint functions are locally Lipschitz functions on .
Son TaQuang, Kim DoSang
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Discretization methods for nonconvex differential inclusions
Electronic Journal of Qualitative Theory of Differential Equations, 2009 We prove the existence of solutions for the differential inclusion $\dot x(t)\in F(t,x(t)) + f(t,x(t))$ for a multifunction $F$ upper semicontinuous with compact values contained in the generalized Clarke gradient of a regular locally Lipschitz function ...
M. Yarou
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On Testing for Independence Between Generalized Error Models of Several Time Series
Journal of Time Series Analysis, EarlyView.ABSTRACT We define generalized innovations associated with generalized error models having arbitrary distributions, that is, distributions that can be mixtures of continuous and discrete distributions. These models include stochastic volatility models and regime‐switching models with possibly zero‐inflated regimes.
Kilani Ghoudi +2 more
wiley +1 more source
Parametric Time‐Variation in the Unconditional Volatility: Estimation and Inference
Journal of Time Series Analysis, EarlyView.ABSTRACT We propose modeling time‐variation in the unconditional volatility by augmenting the standard GARCH model by a deterministic time‐varying intercept. The model, called the additive time‐varying (ATV‐)GARCH model, can be interpreted as a reduced form of a model including covariates and can be derived from a multiplicative decomposition of ...
Niklas Ahlgren +2 more
wiley +1 more source
Convergence Conditions for the Secant Method
Cubo, 2010 We provide new sufficient convergence conditions for the convergence of the Secant method to a locally unique solution of a nonlinear equation in a Banach space.
Ioannis K Argyros +1 more
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Existence of fixed points on compact epilipschitz sets without invariance conditions
Fixed Point Theory and Applications, 2005 We provide a new result of existence of equilibria of a single-valued Lipschitz function f on a compact set K of â„Ân which is locally the epigraph of a Lipschitz functions (such a set is called epilipschitz set).
Marc Quincampoix, Mikhail Kamenskii
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Local convergence of exact and inexact newton’s methods for subanalytic variational inclusions
Revista de Matemática: Teoría y Aplicaciones, 2015 This paper deals with the study of an iterative method for solving a variational inclusion of the form 0 ∈ f (x)+F (x) where f is a locally Lipschitz subanalytic function and F is a set-valued map from Rn to the closed subsets of Rn.
Catherine Cabuzel +2 more
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