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Related papers: On Optimality Conditions for Multi-objective Probl…

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This paper considers mathematical programs, whose constraints are expressed by a parameterized vector equilibrium problem. The latter is a well recognized framework, which is able to cover multicriteria optimization, vector variational…

Optimization and Control · Mathematics 2022-10-18 Amos Uderzo

In this paper, we study the problem of finding the Euclidean distance to a convex cone generated by a set of discrete points in $\mathbb{R}^n_+$. In particular, we are interested in problems where the discrete points are the set of feasible…

Optimization and Control · Mathematics 2017-04-24 Ali Fattahi , Sriram Dasu , Reza Ahmadi

The aim of this paper is to highlight recent progress in using conic optimization methods to study geometric packing problems. We will look at four geometric packing problems of different kinds: two on the unit sphere -- the kissing number…

Optimization and Control · Mathematics 2025-10-09 Frank Vallentin

We consider the maximal operator with respect to uncentered cubes on Euclidean space with arbitrary dimension. We prove that for any function with bounded variation, the variation of its maximal function is bounded by the variation of the…

Classical Analysis and ODEs · Mathematics 2024-12-19 Julian Weigt

We provide a generalization of first-order necessary conditions of optimality for infinite-dimensional optimization problems with a finite number of inequality constraints and with a finite number of inequality and equality constraints. Our…

Optimization and Control · Mathematics 2020-01-22 Hasan Yilmaz

In multiobjective optimization, most branch and bound algorithms provide the decision maker with the whole Pareto front, and then decision maker could select a single solution finally. However, if the number of objectives is large, the…

Optimization and Control · Mathematics 2024-02-29 Weitian Wu , Xinmin Yang

We explore the possibility to derive basic calculus rules for some subdifferential constructions associated to set-valued maps between normed vector spaces. Then, we use these results in order to write optimality conditions for a special…

Optimization and Control · Mathematics 2023-11-28 Marius Durea , Elena-Andreea Florea

In this paper, a branch and bound algorithm that incorporates the decision maker's preference information is proposed for multiobjective optimization. In the proposed algorithm, a new discarding test is designed to check whether a box…

Optimization and Control · Mathematics 2023-02-28 Weitian Wu , Xinmin Yang

We examine the problem of optimal design in the context of filtering multiple random walks. Specifically, we define the steady state E-optimal design criterion and show that the underlying optimization problem leads to a second order cone…

Applications · Statistics 2010-10-07 Harsh Singhal , George Michailidis

Various notions of condition numbers are used to study some sensitivity aspects of scalar optimization problems. The aim of this paper is to introduce a notion of condition number to study the case of a multiobjective optimization problem…

Optimization and Control · Mathematics 2012-01-30 Monica Bianchi , Enrico Miglierina , Elena Molho , Rita Pini

For multidimensional Euclidean type spaces, we study convex choice: from any choice set, the set of types that make the same choice is convex. We establish that, in a suitable sense, this property characterizes the sufficiency of local…

Theoretical Economics · Economics 2024-06-28 Navin Kartik , Andreas Kleiner

In this paper, we study the mathematical program with equilibrium constraints (MPEC) formulated as a mathematical program with a parametric generalized equation involving the regular normal cone. We derive a new necessary optimality…

Optimization and Control · Mathematics 2019-06-25 Helmut Gfrerer , Jane J. Ye

Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…

Optimization and Control · Mathematics 2021-05-31 C. Cartis , N. I. M. Gould , Ph. L. Toint

We consider a shape optimization problem written in the optimal control form: the governing operator is the $p$-Laplacian in the Euclidean space $\R^d$, the cost is of an integral type, and the control variable is the domain of the state…

Optimization and Control · Mathematics 2021-06-28 Giuseppe Buttazzo , Francesco Paolo Maiale , Bozhidar Velichkov

Control systems involving unknown parameters appear a natural framework for applications in which the model design has to take into account various uncertainties. In these circumstances the performance criterion can be given in terms of an…

Optimization and Control · Mathematics 2019-01-15 Piernicola Bettiol , Nathalie Khalil

In this article, we derive first-order necessary optimality conditions for a constrained optimal control problem formulated in the Wasserstein space of probability measures. To this end, we introduce a new notion of localised metric…

Optimization and Control · Mathematics 2021-04-28 Benoît Bonnet , Hélène Frankowska

We consider the optimization of an uncertain objective over continuous and multi-dimensional decision spaces in problems in which we are only provided with observational data. We propose a novel algorithmic framework that is tractable,…

Machine Learning · Statistics 2018-10-30 Dimitris Bertsimas , Christopher McCord

In this paper, we introduce a new second-order directional derivative and a second-order subdifferential of Hadamard type for an arbitrary nondifferentiable function. We derive several second-order optimality conditions for a local and a…

Optimization and Control · Mathematics 2018-05-24 Vsevolod I. Ivanov

The notions of upper and lower exhausters are effective tools for the study of non smooth functions. There are many studies presenting optimality conditions for unconstrained and constrained cases. One can observe that optimality conditions…

Optimization and Control · Mathematics 2021-01-28 Mustafa Soyertem , İlknur Atasever Güvenç , Didem Tozkan

An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

Optimization and Control · Mathematics 2024-10-02 Richard Pates , Anders Rantzer