Related papers: Lagrange Duality in Set Optimization
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…
The notion of duality -- that a given physical system can have two different mathematical descriptions -- is a key idea in modern theoretical physics. Establishing a duality in lattice statistical mechanics models requires the construction…
We give a semantics for the lambda-calculus based on a topological duality theorem in nominal sets. A novel interpretation of lambda is given in terms of adjoints, and lambda-terms are interpreted absolutely as sets (no valuation is…
Recently, reinforcement learning (RL) is receiving more and more attentions due to its successful demonstrations outperforming human performance in certain challenging tasks. In our recent paper `primal-dual Q-learning framework for LQR…
In this paper we present a new Lagrange dual problem associated to a primal DC optimization problem under the additivity condition (AC). As usual for DC programming, even weak duality is not guaranteed for free and, due to this issue, we…
We examine the duality theory for a class of non-convex functions obtained by composing a convex function with a continuous one. Using Fenchel duality, we derive a dual problem that satisfies weak duality under general assumptions. To…
We study the problem of computing an optimal large language model (LLM) policy for the constrained alignment problem, where the goal is to maximize a primary reward objective while satisfying constraints on secondary utilities. Despite the…
It is shown that any singular Lagrangian theory: 1) can be formulated without the use of constraints by introducing a Clairaut-type version of the Hamiltonian formalism; 2) leads to a special kind of nonabelian gauge theory which is similar…
We investigate finite-dimensional constrained structured optimization problems, featuring composite objective functions and set-membership constraints. Offering an expressive yet simple language, this problem class provides a modeling…
With this note we bring again into attention a vector dual problem neglected by the contributions who have recently announced the successful healing of the trouble encountered by the classical duals to the classical linear vector…
The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to $c$-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes…
The jet bundle description of time-dependent mechanics is revisited. The constraint algorithm for singular Lagrangians is discussed and an exhaustive description of the constraint functions is given. By means of auxiliary connections we…
We show that well-chosen Lagrangians for a class of two-dimensional integrable lattice equations obey a closure relation when embedded in a higher dimensional lattice. On the basis of this property we formulate a Lagrangian description for…
In this article we develop a new primal dual variational formulation suitable for a large class of non-convex problems in the calculus of variations. The results are obtained through basic tools of convex analysis, duality theory, the…
Farkas established that a system of linear inequalities has a solution if and only if we cannot obtain a contradiction by taking a linear combination of the inequalities. We state and formally prove several Farkas-like theorems over…
Mathematical optimization is the workhorse behind several aspects of modern robotics and control. In these applications, the focus is on constrained optimization, and the ability to work on manifolds (such as the classical matrix Lie…
It has been shown recently that optimal control problems with the dynamical constraint given by a second order system admit a regular Lagrangian formulation. This implies that the optimality conditions can be obtained in a new form based on…
In this work, we consider optimal control problems for mechanical systems on vector spaces with fixed initial and free final state and a quadratic Lagrange term. Specifically, the dynamics is described by a second order ODE containing an…
This paper presents the Lagrangian duality theory for mixed-integer semidefinite programming (MISDP). We derive the Lagrangian dual problem and prove that the resulting Lagrangian dual bound dominates the bound obtained from the continuous…
Multidimensional consistency has emerged as a key integrability property for partial difference equations (P$\Delta$Es) defined on the "space-time" lattice. It has led, among other major insights, to a classification of scalar affine-linear…