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In this paper we prove results on the difference between a normalized Jensen functional and the sum of other normalized Jensen functionals for convex function.

Functional Analysis · Mathematics 2024-05-27 Shoshana Abramovich

Integrally convex functions constitute a fundamental function class in discrete convex analysis, including M-convex functions, L-convex functions, and many others. This paper aims at a rather comprehensive survey of recent results on…

Combinatorics · Mathematics 2023-02-23 Kazuo Murota , Akihisa Tamura

We present new results on optimization problems where the involved functions are evenly convex. By means of a generalized conjugation scheme and the perturbation theory introduced by Rockafellar, we propose an alternative dual problem for a…

Optimization and Control · Mathematics 2020-08-31 Maria Dolores Fajardo , Sorin-Mihai Grad , Jose Vidal

A considerable amount of literature in the theory of inequality is devoted to the study of Jensen's and Young's inequality. This article presents a number of new inequalities involving the log-convex functions and the geometrically convex…

Classical Analysis and ODEs · Mathematics 2022-02-10 Shigeru Furuichi , Hamid Reza Moradi , Supriyo Dutta

Jensen's operator inequality for convexifiable functions is obtained. This result contains classical Jensen's operator inequality as a particular case. As a consequence, a new refinement and a reverse of Young's inequality is given.

Functional Analysis · Mathematics 2018-01-11 Hamid Reza Moradi , Shigeru Furuichi , Flavia-Corina Mitroi-Symeonidis , Razieh Naseri

The Jensen theorem is used to derive inequalities for semi-classical tunneling probabilities for systems involving several degrees of freedom. These Jensen inequalities are used to discuss several aspects of sub-barrier heavy-ion fusion…

Nuclear Theory · Physics 2009-11-06 D. M. Andrade , M. S. Hussein

In this paper, using some aspects of convex functions, we refine discrete Jensen's inequality via weight functions. Then, using these results, we give some applications in different abstract spaces and obtain some new interesting…

Numerical Analysis · Mathematics 2007-05-23 Jamal Rooin

We study the optimal transport between two probability measures on the real line, where the transport plans are laws of one-step martingales. A quasi-sure formulation of the dual problem is introduced and shown to yield a complete duality…

Probability · Mathematics 2016-06-14 Mathias Beiglböck , Marcel Nutz , Nizar Touzi

The aim of this article is to establish new two-functions minimax inequalities extending classical results such as Simons' minimax theorem. Our results will be proved in a non-compact setting. We also prove, under general conditions, that…

Functional Analysis · Mathematics 2024-11-18 Mohammed Bachir

Given an nxn doubly stochastic matrix P satisfying an appropriate condition of linear algebraic-type, and a function f defined on a nonempty interval, we show that the validity of a convexity-type functional inequality for f in terms P…

Classical Analysis and ODEs · Mathematics 2025-10-07 Matyas Barczy , Zsolt Páles

The inverse optimal transport problem is to find the underlying cost function from the knowledge of optimal transport plans. While this amounts to solving a linear inverse problem, in this work we will be concerned with the nonlinear…

Optimization and Control · Mathematics 2025-09-03 Alberto González-Sanz , Michel Groppe , Axel Munk

We develop a synthetic, variational framework for deriving comparison principles in infinite-dimensional Banach spaces. Unlike traditional approaches that rely on the regularity of minimizers and Euler--Lagrange equations, our method…

Optimization and Control · Mathematics 2025-12-01 Flavien Léger , Maxime Sylvestre

Given a function $f$ defined on a nonempty and convex subset of the $d$-dimensional Euclidean space, we prove that if $f$ is bounded from below and it satisfies a convexity-type functional inequality with infinite convex combinations, then…

Classical Analysis and ODEs · Mathematics 2025-09-16 Matyas Barczy , Zsolt Páles

Geometrically convex functions constitute an interesting class of functions obtained by replacing the arithmetic mean with the geometric mean in the definition of convexity. As recently suggested, geometric convexity may be a sensible…

Risk Management · Quantitative Finance 2024-03-12 Mücahit Aygün , Fabio Bellini , Roger J. A. Laeven

In this paper we present two Fenchel-type dual problems for a DC (difference of convex functions) optimization primal one. They have been built by means of the c-conjugation scheme, a pattern of conjugation which has been shown to be…

Optimization and Control · Mathematics 2025-01-15 M. D. Fajardo , J. Vidal-Nunez

This article studies convex duality in stochastic optimization over finite discrete-time. The first part of the paper gives general conditions that yield explicit expressions for the dual objective in many applications in operations…

Optimization and Control · Mathematics 2015-04-28 Sara Biagini , Teemu Pennanen , Ari-Pekka Perkkiö

We consider the differentiation of the value function for parametric optimization problems. Such problems are ubiquitous in Machine Learning applications such as structured support vector machines, matrix factorization and min-min or…

Optimization and Control · Mathematics 2020-12-29 Sheheryar Mehmood , Peter Ochs

It is well-known that the optimal transport problem on the real line for the classical distance cost may not have a unique solution. In this paper we recover uniqueness by considering the transport problems where the costs are a power…

Probability · Mathematics 2019-07-02 Nicolas Juillet

To a function with values in the power set of a pre--ordered, separated locally convex space a family of scalarizations is given which completely characterizes the original function. A concept of a Legendre--Fenchel conjugate for set-valued…

Optimization and Control · Mathematics 2014-05-30 Carola Schrage

It is well-known that if a real valued function acting on a convex set satisfies the $n$-variable Jensen inequality, for some natural number $n\geq 2$, then, for all $k\in\{1,\dots, n\}$, it fulfills the $k$-variable Jensen inequality as…

Classical Analysis and ODEs · Mathematics 2017-06-29 Tibor Kiss , Zsolt Páles