Related papers: Complete Duality for Quasiconvex and Convex Set-Va…
We prove a certain duality relation for orthogonal polynomials defined on a finite set. The result is used in a direct proof of the equivalence of two different ways of computing the correlation functions of a discrete orthogonal polynomial…
We study the convex duality method for robust utility maximization in the presence of a random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true for a…
The special values of multiple polylogarithms, which including multiple zeta values, appear some fields of mathematics and physics. Many kinds of their linear relations are investigated as well as their algebraic relations. From the…
We present a method for solving the general mixed constrained convex quadratic programming problem using an active set method on the dual problem. The approach is similar to existing active set methods, but we present a new way of solving…
In this paper, we continue studying the properties of $\gamma$-semi-continuous and $\gamma$-semi-open functions introduced in [5].
A cornerstone in convex analysis is the crucial relationship between functions and their convex conjugate via the Fenchel-Young inequality. In this dual variable setting, the maximal monotonicity of the contact set $ \big\{(x,y) \ \big| \…
(Renegar, 2016) introduced a novel approach to transforming generic conic optimization problems into unconstrained, uniformly Lipschitz continuous minimization. We introduce {\it radial transformations} generalizing these ideas, equipped…
The representations of dimension vector $\alpha$ of the quiver Q can be parametrised by a vector space $R(Q,\alpha)$ on which an algebraic group $\Gl(\alpha)$ acts so that the set of orbits is bijective with the set of isomorphism classes…
In the recent paper \cite{SER}, the second author proved a divergence-quasiconcavity inequality for the following functional $ \mathbb{D}(A)=\int_{\mathbb{T}^n} det(A(x))^{\frac{1}{n-1}}\,dx$ defined on the space of $p$-summable positive…
In the paper new representations are obtained for duals and dual hulls of the classes of analytic functions. The Ruscheweyh duality principle is shown to hold under somewhat weaker assumptions. For a compact class of functions its subclass…
We introduce several classes of set-valued maps with generalized convexity. We obtain minimax theorems for set-valued maps which satisfy the introduced properties and are not continuous, by using a fixed point theorem for weakly naturally…
In this paper, an integral identity for twice differentiable functions is generalized. Then, by using convexity of |f''| or q-th power of |f''| and with the aid of power mean and Holder's inequalities we achieved some new results. We also…
This paper aims at providing further studies of the notion of quasi-relative interior for convex sets introduced by Borwein and Lewis. We obtain new formulas for representing quasi-relative interiors of convex graphs of set-valued mappings…
In this paper, we present difference of convex algorithms for solving bilevel programs in which the upper level objective functions are difference of convex functions, and the lower level programs are fully convex. This nontrivial class of…
The paper deals with the optimal control problem described by second order evolution differential inclusions; to this end first we use an auxiliary problem with second order discrete and discrete-approximate inclusions. Then applying…
We first prove that the Legendre transform is the only continuous and $\mathrm{SL}(n)$ contravariant valuation that behaves as a conjugation of two important translations on super-coercive, lower semi-continuous, and convex functions. Then…
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…
Generalized trigonometric functions and generalized hyperbolic functions can be converted to each other by the duality formulas previously discovered by the authors. In this paper, we apply the duality formulas to prove dual pairs of…
Computing the closed convex envelope or biconjugate is the core operation that bridges the domain of nonconvex with convex analysis. We focus here on computing the conjugate of a bivariate piecewise quadratic function defined over a…
In this note we explore duality in reverse convex optimization with reverse convex inequality constraints. While we are examining the special case of a finite index set of the inequality constraints, we are primarily interested in the…