Related papers: Representation of convex operators and their stati…
In this paper, we study convex analysis and its theoretical applications. We first apply important tools of convex analysis to Optimization and to Analysis. We then show various deep applications of convex analysis and especially infimal…
This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…
We characterize inclusions of compact noncommutative convex sets with the property that every continuous affine function on the smaller set can be extended to a continuous affine function on the larger set with a uniform bound. As an…
Second-order dynamical systems are important tools for solving optimization problems, and most of existing works in this field have focused on unconstrained optimization problems. In this paper, we propose an inertial primal-dual dynamical…
In this paper we provide some extension results for n-cyclically monotone operators in reflexive Banach spaces by making use of the Fenchel duality. In this way we give a positive answer to a question posed by Bauschke and Wang in [4].
A convex-polynomial is a convex combination of the monomials $\{1, x, x^2, \ldots\}$. This paper establishes that the convex-polynomials on $\mathbb R$ are dense in $L^p(\mu)$ and weak$^*$ dense in $L^\infty(\mu)$, precisely when…
We study the approximate dynamic programming approach to revenue management in the context of attended home delivery. We draw on results from dynamic programming theory for Markov decision problems, convex optimisation and discrete convex…
Some concepts, such as non-compactness measure and condensing operators, defined on metric spaces are extended to uniform spaces. Such extensions allow us to locate, in the context of uniform spaces, some classical results existing in…
In the first part of the paper, we consider a discrete-time stochastic control system. We show that, under certain conditions, the set of random occupational measures generated by the state-control trajectories of the system as well as the…
Indicial operators are model operators associated to an elliptic differential operator near a corner singularity on a stratified manifold. These model operators are defined on generalized tangent cone configurations and exhibit a natural…
Let us denote ${\cal V}$, the finite dimensional vector spaces of functions of the form $\psi(x) = p_n(x) + f(x) p_m(x)$ where $p_n(x)$ and $p_m(x)$ are arbitrary polynomials of degree at most $n$ and $m$ in the variable $x$ while $f(x)$…
This paper studies the continuous-time distributed optimization of a sum of convex functions over directed graphs. Contrary to what is known in the consensus literature, where the same dynamics works for both undirected and directed…
Symmetry-preserving (mimetic) discretization aims to preserve certain properties of a continuous differential operator in its discrete counterpart. For these discretizations, stability and (discrete) conservation of mass, momentum and…
In this paper we initiate the study of real operator monotonicity for functions of tuples of operators, which are multivariate structured maps with a functional calculus called free functions that preserve the order between real parts (or…
In this work we are concerned with maximality of monotone operators representable by certain convex functions in non-reflexive Banach spaces. We also prove that these maximal monotone operators satisfy a Bronsted-Rockafellar type property.…
Convex optimization challenges are currently pervasive in many science and engineering domains. In many applications of convex optimization, such as those involving multi-agent systems and resource allocation, the objective function can…
We consider a deterministic continuous time model of monopolistic firm, which chooses production and pricing strategies of a single good. Firm's goal is to maximize the discounted profit over infinite time horizon. The no-backlogging…
In an $L_\infty$-framework, we present a few extension theorems for linear operators. We focus the attention on majorant preserving and sandwich preserving types of extensions. These results are then applied to the study of price systems…
The epsilon-enlargement of a maximal monotone operator is a construct similar to the Br{\o}ndsted and Rocakfellar epsilon-subdifferential enlargement of the subdifferential. Like the epsilon-subdifferential, the epsilon-enlargement of a…
We study conformal conserved currents in arbitrary irreducible representations of the Lorentz group using the embedding space formalism. With the help of the operator product expansion, we first show that conservation conditions can be…