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This paper presents a study of generalized polyhedral convexity under basic operations on multifunctions. We address the preservation of generalized polyhedral convexity under sums and compositions of multifunctions, the domains and ranges…

Optimization and Control · Mathematics 2023-10-19 Nguyen Ngoc Luan , Nguyen Mau Nam , Nguyen Dong Yen

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…

Optimization and Control · Mathematics 2019-08-22 James V. Burke , Tim Hoheisel , Quang V. Nguyen

In this paper we study a class of convex sets which are called closed pseudo-cones and study a new duality of this class. It turns out that the duality characterizes closed pseudo-cones and is essentially the only possible abstract duality…

Metric Geometry · Mathematics 2023-08-15 Yun Xu , Jin Li , Gangsong Leng

We consider convex sets and functions over idempotent semifields, like the max-plus semifield. We show that if $K$ is a conditionally complete idempotent semifield, with completion $\bar{K}$, a convex function $K^n\to\bar{K}$ which is lower…

Functional Analysis · Mathematics 2007-05-23 Guy Cohen , Stephane Gaubert , Jean-Pierre Quadrat , Ivan Singer

Let $D$ be a convex subset of a real vector space. It is shown that a radially lower semicontinuous function $f: D\to \mathbf{R}\cup \{+\infty\}$ is convex if and only if for all $x,y \in D$ there exists $\alpha=\alpha(x,y) \in (0,1)$ such…

Classical Analysis and ODEs · Mathematics 2017-09-26 Paolo Leonetti

Let $\Delta_m$ be the standard $m$-dimensional simplex of non-negative $m+1$ tuples that sum to unity and let $S$ be a nonempty subset of $\Delta_m$. A real valued function $h$ defined on a convex subset of a real vector space is $S$-almost…

Functional Analysis · Mathematics 2007-05-23 S. J. Dilworth , Ralph Howard , James W. Roberts

This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from…

Computational Finance · Quantitative Finance 2010-06-28 Teemu Pennanen

Two criteria for the robust quasiconvexity of lower semicontinuous functions are established in terms of Fr\'echet subdifferentials in Asplund spaces.

Functional Analysis · Mathematics 2018-04-20 Hoa T. Bui , Pham Duy Khanh , Tran Thi Tu Trinh

The goal of this article is to present a survey of the recent theory of plurisubharmonic functions of quaternionic variables, and its applications to theory of valuations on convex sets and HKT-geometry (HyperK\"ahler with Torsion). The…

Metric Geometry · Mathematics 2016-07-08 Semyon Alesker

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Optimization and Control · Mathematics 2017-09-27 Aurélien Ouattara , Anil Aswani

In this paper we establish some estimates of the right hand side of a Hermite-Hadamard type inequality in which some quasi-convex functions are involved.

Classical Analysis and ODEs · Mathematics 2011-03-11 Cetin Yildiz , Ahmet Ocak Akdemir , Merve Avci

In this paper, we explore the concept of $\sigma$-quasiconvexity for functions defined on normed vector spaces. This notion encompasses two important and well-established concepts: quasiconvexity and strong quasiconvexity. We start by…

Optimization and Control · Mathematics 2024-11-12 Nguyen Mau Nam , Jacob Sharkansky

Discrete Fenchel duality is one of the central issues in discrete convex analysis. The Fenchel-type min-max theorem for a pair of integer-valued M-natural-convex functions generalizes the min-max formulas for polymatroid intersection and…

Combinatorics · Mathematics 2021-12-07 Kazuo Murota , Akihisa Tamura

We introduce the concept of a conical zeta value as a geometric generalization of a multiple zeta value in the context of convex cones. The quasi-shuffle and shuffle relations of multiple zeta values are generalized to open cone subdivision…

Number Theory · Mathematics 2014-06-10 Li Guo , Sylvie Paycha , Bin Zhang

In this paper, an upper semismooth function is defined to be a lower semicontinuous function whose radial subderivative satisfies a mild directional upper semicontinuity property. Examples of upper semismooth functions are the proper lower…

Optimization and Control · Mathematics 2017-03-10 Marc Lassonde

In this paper, a new two-dimensional Hardy type inequality is given in terms of pseudo-analysis dealing with set-valued functions. The first one is given for a pseudo-integral of set-valued function where pseudo-addition and…

Functional Analysis · Mathematics 2022-06-29 Bayaz Daraby , Mortaza Tahmourasi , Asghar Rahimi

Given a strictly positive measure, we characterize inner semicontinuous solid convex-valued mappings for which continuous functions which are selections almost everywhere are selections. This class contains continuous mappings as well as…

Optimization and Control · Mathematics 2013-08-23 Ari-Pekka Perkkiö

In this paper we develop a geometric approach to convex subdifferential calculus in finite dimensions with employing some ideas of modern variational analysis. This approach allows us to obtain natural and rather easy proofs of basic…

Optimization and Control · Mathematics 2015-10-06 Boris Mordukhovich , Nguyen Mau Nam

Extension problems for polynomial valuations on different cones of convex functions are investigated. It is shown that for the classes of functions under consideration, the extension problem reduces to a simple geometric obstruction on the…

Functional Analysis · Mathematics 2024-08-14 Jonas Knoerr , Jacopo Ulivelli

An order theoretic and algebraic framework for the extended real numbers is established which includes extensions of the usual difference to expressions involving $-\infty$ and/or $+\infty$, so-called residuations. Based on this,…

Optimization and Control · Mathematics 2014-03-13 Andreas H. Hamel , Carola Schrage