Related papers: On Metric Subregularity for Convex Constraint Syst…
The paper concerns a new method to obtain a direct proof of the openness at linear rate/metric regularity of composite set-valued maps on metric spaces by the unification and refinement of several methods developed somehow separately in…
In this paper, for a convex-concave bilinear saddle point problem, we propose a Tikhonov regularized second-order primal-dual dynamical system with slow damping, extrapolation and general time scaling parameters. Depending on the vanishing…
This paper generalizes results concerning strong convexity of two-stage mean-risk models with linear recourse to distortion risk measures. Introducing the concept of (restricted) partial strong convexity, we conduct an in-depth analysis of…
A fruitful idea, when providing subdifferential formulae and dual representations for convex risk measures, is to make use of the conjugate duality theory in convex optimization. In this paper we underline the outstanding role played by the…
A Tikhonov regularized inertial primal\mbox{-}dual dynamical system with time scaling and vanishing damping is proposed for solving a linearly constrained convex optimization problem in Hilbert spaces. The system under consideration…
We consider the problem of finite-horizon optimal control design under uncertainty for imperfectly observed discrete-time systems with convex costs and constraints. It is known that this problem can be cast as an infinite-dimensional convex…
The push-forward operation enables one to redistribute a probability measure through a deterministic map. It plays a key role in statistics and optimization: many learning problems (notably from optimal transport, generative modeling, and…
By time discretization of a second-order primal-dual dynamical system with damping $\alpha/t$ where an inertial construction in the sense of Nesterov is needed only for the primal variable, we propose a fast primal-dual algorithm for a…
In part I we considered the problem of convergence to a saddle point of a concave-convex function via gradient dynamics and an exact characterization was given to their asymptotic behaviour. In part II we consider a general class of…
We study Tao's finitary viewpoint of convergence in metric spaces, as captured by the notion of metastability. We adopt the perspective of continuous model theory. We show that, in essence, metastable convergence with a given rate is the…
In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…
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…
This paper deals with some geometrical properties of solutions of some semilinear elliptic equations in bounded convex domains or convex rings. Constant boundary conditions are imposed on the single component of the boundary when the domain…
This article deals with the realisation of constraints in underdamped Langevin dynamics via soft-constrained dynamics. Specifically, we study systems with a large (or small) parameter that controls the constraint mechanisms, e.g. the…
In this paper, we consider integral linear constraints and the dissipation inequality with linear supply rates for certain sets of trajectories confined pointwise in time to a convex cone which belongs to a finite-dimensional normed vector…
This paper explores recent progress related to constraint maps. Building on the exposition in [14], our goal is to provide a clear and accessible account of some of the more intricate arguments behind the main results in this work. Along…
In 2007 H. Long-Guang and Z. Xian, [H. Long-Guang and Z. Xian, Cone Metric Spaces and Fixed Point Theorems of Contractive Mapping, J. Math. Anal. Appl., 322(2007), 1468-1476], generalized the concept of a metric space, by introducing cone…
In this note, we study monotone dynamical systems with respect to polyhedral cones. Using the half-space representation and the vertex representation, we propose three equivalent conditions to certify monotonicity of a dynamical system with…
In this paper we introduce and study the concept of set extremality for systems of convex sets in vector spaces without topological structures. Characterizations of the extremal systems of sets are obtained in the form of the convex…
We derive bounds relating Renegar's condition number to quantities that govern the statistical performance of convex regularization in settings that include the $\ell_1$-analysis setting. Using results from conic integral geometry, we show…