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This paper provides an unique dual representation of set-valued lower semi-continuous quasiconvex and convex functions. The results are based on a duality result for increasing set valued functions.

Optimization and Control · Mathematics 2015-06-12 Samuel Drapeau , Andreas H. Hamel , Michael Kupper

Evenly convex sets in a topological vector space are defined as the intersection of a family of open half spaces. We introduce a generalization of this concept in the conditional framework and provide a generalized version of the bipolar…

Probability · Mathematics 2012-09-06 Marco Frittelli , Marco Maggis

In the conditional setting we provide a complete duality between quasiconvex risk measures defined on $L^{0}$ modules of the $L^{p}$ type and the appropriate class of dual functions. This is based on a general result which extends the usual…

Risk Management · Quantitative Finance 2012-09-06 Marco Frittelli , Marco Maggis

We present two characterizations of quasiconvexity for radially semicontinuous mappings defined on a convex subset of a real linear space. As an application we obtain an extension of the Sion's minimax theorem, as well as a new…

Optimization and Control · Mathematics 2025-03-20 Włodzimierz Fechner

For a rational function of several variables with nonnegative imaginary part on the upper poly-half-plane, the matrix representations are obtained.

Complex Variables · Mathematics 2021-11-30 M. F. Bessmertnyi

In the article the necessary and sufficient conditions for a representation of Lipschitz function of two variables as a difference of two convex functions are formulated. An algorithm of this representation is given. The outcome of this…

Optimization and Control · Mathematics 2025-02-07 Igor Proudnikov

On the base of symplectic quantum tomogram we define a probability distribution on the plane. The dual map transfers all observables which are polynomials of the position and momentum operators to the set of polynomials of two variables. In…

Quantum Physics · Physics 2015-03-17 Grigori G. Amosov , Andrey I. Dnestryan

We propose dual regression as an alternative to the quantile regression process for the global estimation of conditional distribution functions under minimal assumptions. Dual regression provides all the interpretational power of the…

Methodology · Statistics 2018-09-26 Richard Spady , Sami Stouli

Sublinear functionals of random variables are known as sublinear expectations; they are convex homogeneous functionals on infinite-dimensional linear spaces. We extend this concept for set-valued functionals defined on measurable set-valued…

Probability · Mathematics 2021-01-15 Ilya Molchanov , Anja Mühlemann

In this paper, we introduce the concept of nearly convex set-valued mappings and investigate fundamental properties of these mappings. Additionally, we establish a geometric approach for generalized differentiation of nearly convex…

Optimization and Control · Mathematics 2023-02-20 Nguyen Mau Nam , Nguyen Nang Thieu , Nguyen Dong Yen

We introduce the notion of one-sided mapping cones of positive linear maps between matrix algebras. These are convex cones of maps that are invariant under compositions by completely positive maps from either the left or right side. The…

Operator Algebras · Mathematics 2022-11-17 Mark Girard , Seung-Hyeok Kye , Erling Størmer

In this paper the main results in arXiv:0901.3179v3, related to the matrix representation of polynomial maps, are restated in traditional way of linear algebra assuming that variable vectors are presented as column vectors. Some new results…

Rings and Algebras · Mathematics 2010-10-14 Ural Bekbaev

We derive two types of representation results for increasing convex functionals in terms of countably additive measures. The first is a max-representation of functionals defined on spaces of real-valued continuous functions and the second a…

Functional Analysis · Mathematics 2021-03-30 Patrick Cheridito , Michael Kupper , Ludovic Tangpi

Over the past years a theory of conjugate duality for set-valued functions that map into the set of upper closed subsets of a preordered topological vector space was developed. For scalar duality theory, continuity of convex functions plays…

Optimization and Control · Mathematics 2014-03-13 Frank Heyde , Carola Schrage

In the article the necessary and sufficient conditions for a representation of Lipschitz function of more than two variables as a difference of two convex functions are formulated. An algorithm of this representation is given. The outcome…

Functional Analysis · Mathematics 2017-09-12 Igor Proudnikov

Quasiprobability representations are well-established tools in quantum information science, with applications ranging from the classical simulability of quantum computation to quantum process tomography, quantum error correction, and…

Using elementary duality properties of positive semidefinite moment matrices and polynomial sum-of-squares decompositions, we prove that the convex hull of rationally parameterized algebraic varieties is semidefinite representable (that is,…

Optimization and Control · Mathematics 2011-01-31 Didier Henrion

In this paper, we studied the equilibrium problem where the bi-function may be quasiconvex with respect to the second variable and the feasible set is the intersection of a finite number of convex sets. We propose a projection-algorithm,…

Optimization and Control · Mathematics 2020-10-02 Le Hai Yen , Le Dung Muu

We define quasiconvex programming, a form of generalized linear programming in which one seeks the point minimizing the pointwise maximum of a collection of quasiconvex functions. We survey algorithms for solving quasiconvex programs either…

Computational Geometry · Computer Science 2007-05-23 David Eppstein

Convex algebraic geometry concerns the interplay between optimization theory and real algebraic geometry. Its objects of study include convex semialgebraic sets that arise in semidefinite programming and from sums of squares. This article…

Optimization and Control · Mathematics 2010-06-28 Philipp Rostalski , Bernd Sturmfels
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