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We provide a dual representation of quasiconvex maps between two lattices of random variables in terms of conditional expectations. This generalizes the dual representation of quasiconvex real valued functions and the dual representation of…

Risk Management · Quantitative Finance 2010-01-25 Marco Frittelli , Marco Maggis

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

A fundamental open question asking whether all real-valued strongly quasiconvex functions defined on $\mathbb R^n$ are necessarily continuous, akin to their convex counterparts, is answered in detail in this paper. Among other things, we…

Optimization and Control · Mathematics 2025-12-04 Nguyen Thi Van Hang , Felipe Lara , Nguyen Dong Yen

A Fenchel-Moreau type duality for proper convex and lower semi-continuous functions $f\colon X\to \overline{L^0}$ is established where $(X,Y,\langle \cdot,\cdot \rangle)$ is a dual pair of Banach spaces and $\overline{L^0}$ is the set of…

Functional Analysis · Mathematics 2017-11-21 Samuel Drapeau , Asgar Jamneshan , Michael Kupper

In this paper, we introduce new properties of the relative interior calculus for nearly convex sets, functions, and set-valued mappings. These properties are important for the development of duality theory in optimization. Then we…

Optimization and Control · Mathematics 2023-03-15 Nguyen Quang Huy , Nguyen Mau Nam , Nguyen Dong Yen

We give an extension to a nonconvex setting of the classical radial representation result for lower semicontinuous envelope of a convex function on the boundary of its effective domain. We introduce the concept of radial uniform upper…

Classical Analysis and ODEs · Mathematics 2013-09-18 Omar Anza Hafsa , Jean-Philippe Mandallena

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

In this paper, the spherical quasi-convexity of quadratic functions on spherically subdual convex sets is studied. Sufficient conditions for spherical quasi-convexity on spherically subdual convex sets are presented. A partial…

Optimization and Control · Mathematics 2020-08-20 Orizon P. Ferreira , Sándor Z. Németh , Lianghai Xiao

This paper investigates general and generalized differentiation properties of the optimal value function associated with perturbed optimization problems. Fundamental results on nearly convex sets and functions in infinite-dimensional spaces…

Optimization and Control · Mathematics 2025-10-24 V. S. T. Long , B. S. Mordukhovich , N. M. Nam , L. White

A classification of upper semicontinuous, translation and dually epi-translation invariant valuations is established on the space of convex Lipschitz function on $\mathbb{R}$ with compact domain.

Functional Analysis · Mathematics 2025-10-08 Fernanda M. Baêta

In this work we deal with set-valued functions with values in the power set of a separated locally convex space where a nontrivial pointed convex cone induces a partial order relation. A set-valued function is evenly convex if its epigraph…

Optimization and Control · Mathematics 2025-01-13 M. D. Fajardo

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

A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…

Optimization and Control · Mathematics 2012-07-24 Andreas H. Hamel , Carola Schrage

This paper presents a necessary and sufficient condition for a real-valued function defined on an open and convex subset of a Banach space to be quasi-concave, and a sufficient condition for such a function to be strictly quasi-concave.…

Optimization and Control · Mathematics 2023-02-15 Yuhki Hosoya

We study the composition of two set-valued functions defined on locally convex topological linear spaces. We assume that these functions map into certain complete lattices of sets that have been used to establish a conjugation theory for…

Functional Analysis · Mathematics 2023-06-29 Çağın Ararat

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 give an example of a convex, finite and lower semicontinuous function whose subdifferential is everywhere empty. This is possible since the function is defined on an incomplete normed space. The function serves as a universal…

Optimization and Control · Mathematics 2024-09-30 Gerd Wachsmuth

Set-functions appear in many areas of computer science and applied mathematics, such as machine learning, computer vision, operations research or electrical networks. Among these set-functions, submodular functions play an important role,…

Machine Learning · Computer Science 2010-11-17 Francis Bach

Extended real-valued functions are often used in optimization theory, but in different ways for infimum problems and for supremum problems. We present an approach to extended real-valued functions that works for all types of problems and…

Optimization and Control · Mathematics 2018-06-11 Petra Weidner

This paper introduces the proper notion of variational quasiconvexity associated to a group of diffeomorphisms. We prove a lower semicontinuity theorem connected to this notion. In the second part of the paper we apply this result to a…

Functional Analysis · Mathematics 2018-08-29 Marius Buliga
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