Related papers: Subdifferential Test for Optimality
Weak sharp minimality is a notion emerged in optimization, whose utility is largeley recognized in the convergence analysis of algorithms for solving extremum problems as well as in the study of the perturbation behaviour of such problems.…
The first part of the paper provides new characterizations of the normal cone to the effective domain of the supremum of an arbitrary family of convex functions. These results are applied in the second part to give new formulas for the…
The subdifferential of a function is a generalization for nonsmooth functions of the concept of gradient. It is frequently used in variational analysis, particularly in the context of nonsmooth optimization. The present work proposes…
The task of maximizing a monotone submodular function under a cardinality constraint is at the core of many machine learning and data mining applications, including data summarization, sparse regression and coverage problems. We study this…
We investigate uniform ergodic type theorems for additive and subadditive functions on a subshift over a finite alphabet. We show that every strictly ergodic subshift admits a uniform ergodic theorem for Banach-space-valued additive…
Representation formulas for faces and support functions of the values of maximal monotone operators are established in two cases: either the operators are defined on uniformly Banach spaces with uniformly convex duals, or their domains have…
We establish the weak Banach-Saks property for function spaces arising as the optimal domain of an operator.
Let $X$ be a real reflexive Banach space and $X^*$ be its dual space. Let $G_1$ and $G_2$ be open subsets of $X$ such that $\bar G_2\subset G_1$, $0\in G_2$, and $G_1$ is bounded. Let $L: X\supset D(L)\to X^*$ be a densely defined linear…
In this note we provide a full conjugacy and subdifferential calculus for convex convex-composite functions in finite-dimensional space. Our approach, based on infimal convolution and cone-convexity, is straightforward and yields the…
The problem of minimizing the difference of two lower semicontinuous, proper, convex functions (a DC function) on a nonempty closed convex set in a locally convex Hausdorff topological vector space is studied in this paper. The focus is…
Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables…
A subequation on an open subset $X\subset \mathbb R^n$ is a subset $F$ of the space of $2$-jets on $X$ with certain properties. A smooth function is said to be $F$-subharmonic if all of its $2$-jets lie in $F$, and using the viscosity…
In this paper we consider finite sum composite convex optimization problems with many functional constraints. The objective function is expressed as a finite sum of two terms, one of which admits easy computation of (sub)gradients while the…
Submodularity is a discrete domain functional property that can be interpreted as mimicking the role of the well-known convexity/concavity properties in the continuous domain. Submodular functions exhibit strong structure that lead to…
Operator convex functions defined on the positive half-line play a prominent role in the theory of quantum information, where they are used to define quantum $f$-divergences. Such functions admit integral representations in terms of…
This note deals with certain properties of convex functions. We provide results on the convexity of the set of minima of these functions, the behaviour of their subgradient set under restriction, and optimization of these functions over an…
We provide sufficient conditions for a Banach space Y to be weakly sequentially complete. These conditions are expressed in terms of the existence of directional derivatives for cone convex mappings with values in Y .
We prove that every lattice homomorphism acting on a Banach space $\mathcal{X}$ with the lattice structure given by an unconditional basis has a non-trivial closed invariant subspace. In fact, it has a non-trivial closed invariant ideal,…
In this paper, we consider the structure of maximally monotone operators in Banach space whose domains have nonempty interior and we present new and explicit structure formulas for such operators. Along the way, we provide new proofs of the…
A general maximum principle (necessary and sufficient conditions) for an optimal control problem governed by a stochastic differential equation driven by an infinite dimensional martingale is established. The solution of this equation takes…