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In this note we establish some appropriate conditions for stochastic equality of two random variables/vectors which are ordered with respect to convex ordering or with respect to supermodular ordering. Multivariate extensions of this result…

Risk Management · Quantitative Finance 2015-05-19 Chuancun Yin

We prove the optimal regularity for some class of vector-valued variational inequalities with gradient constraints. We also give a new proof for the optimal regularity of some scalar variational inequalities with gradient constraints. In…

Analysis of PDEs · Mathematics 2018-07-04 Mohammad Safdari

In this paper we obtain the Lebesgue and Hausdorff measure results for the set of vectors satisfying infinitely many fully non-linear Diophantine inequalities. The set is associated with a class of linear inhomogeneous partial differential…

Number Theory · Mathematics 2018-04-25 Stephen Harrap , Mumtaz Hussain , Simon Kristensen

It is shown that large classes of nonlinear systems of PDEs, with possibly associated initial and/or boundary value problems, can be solved by the method of order completion. The solutions obtained can be assimilated with Hausdorff…

Analysis of PDEs · Mathematics 2007-05-23 Roumen Anguelov , Elemer E Rosinger

In this paper, we study some optimization problems in uniformly convex and uniformly smooth Bochner spaces. We consider four cases of the underlying subsets: closed and convex subsets, closed and convex cones, closed subspaces and closed…

Optimization and Control · Mathematics 2023-03-30 Shuting Ai , Jinlu Li

A vector sublattice of the order bounded operators on a Dedekind complete vector lattice can be supplied with the convergence structures of order convergence, strong order convergence, unbounded order convergence, strong unbounded order…

Functional Analysis · Mathematics 2023-05-31 Yang Deng , Marcel de Jeu

In this paper we concern the vector problem of the model: \begin{align*} ({\rm VP})\quad\qquad &\rm{WInf} \{F(x): x\in C,\; G(x)\in -S\}. \end{align*} where $X, Y, Z$ are locally convex Hausdorff topological vector spaces, $F\colon…

Optimization and Control · Mathematics 2021-05-28 N. Dinh , D. H. Long

We consider optimization problems with manifold-valued constraints. These generalize classical equality and inequality constraints to a setting in which both the domain and the codomain of the constraint mapping are smooth manifolds. We…

Optimization and Control · Mathematics 2024-02-23 Ronny Bergmann , Roland Herzog , Julián Ortiz López , Anton Schiela

Solving the Plateau problem means to find the surface with minimal area among all surfaces with a given boundary. Part of the problem actually consists of giving a suitable definition to the notions of 'surface', 'area' and 'boundary'. In…

Classical Analysis and ODEs · Mathematics 2018-07-17 Edoardo Cavallotto

In the present paper, we focus on the vector optimization problems with inequality constraints, where objective functions and constrained functions are Fr\'echet differentiable, and whose gradient mapping is locally Lipschitz on an open…

Optimization and Control · Mathematics 2017-05-08 Nguyen Quang Huy , Do Sang Kim , Nguyen Van Tuyen

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…

Optimization and Control · Mathematics 2024-10-01 Debdas Ghosh , Anshika , Qamrul Hasan Ansari , Xiaopeng Zhao

In this work, we provide some novel results that establish both the existence of Henig global proper efficient points and their density in the efficient set for vector optimization problems in arbitrary normed spaces. Our results do not…

Optimization and Control · Mathematics 2024-11-01 Fernando García-Castaño , Miguel Ángel Melguizo-Padial

This paper works with preconvexlike set-valued vector optimization problems in topological linear spaces. A Fakas-Minkowski alternative theorem, a scalarization theorem, some vector saddle-point theorems and some scalar saddle point theorem…

Optimization and Control · Mathematics 2017-09-15 Renying Zeng

In this paper we introduce an enhanced notion of extremal systems for sets in locally convex topological vector spaces and obtain efficient conditions for set extremality in the convex case. Then we apply this machinery to deriving new…

Optimization and Control · Mathematics 2016-10-03 Boris Mordukhovich , Nguyen Mau Nam

In this paper we consider the complex vector spaces of holomorphic cross-sections of homogeneous holomorphic vector bundles over elliptic adjoint orbits, and provide a sufficient condition for the vector spaces to be finite dimensional in…

Differential Geometry · Mathematics 2019-01-24 Nobutaka Boumuki

This paper is a review of results on Optimisation which are perhaps not so standard in the PDE realm. To this end, we consider the problem of deriving the PDEs associated to the optimal control of a system of either ODEs or SDEs with…

Analysis of PDEs · Mathematics 2018-01-16 Nikos Katzourakis , Tristan Pryer

In this paper, we study a solution approach for set optimization problems with respect to the lower set less relation. This approach can serve as a base for numerically solving set optimization problems by using established solvers from…

Optimization and Control · Mathematics 2021-07-27 Gabriele Eichfelder , Ernest Quintana , Stefan Rocktäschel

We introduce a class of "Lipschitz horizontal" vector fields in homogeneous groups, for which we show equivalent descriptions, e.g. in terms of suitable derivations. We then investigate the associated Cauchy problem, providing a uniqueness…

Classical Analysis and ODEs · Mathematics 2017-07-03 Valentino Magnani , Dario Trevisan

One of the most important optimality conditions to aid to solve a vector optimization problem is the first-order necessary optimality condition that generalizes the Karush-Kuhn-Tucker condition. However, to obtain the sufficient optimality…