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We show how to construct the nonstandard hull of certain infinite-dimensional Lie algebras in order to generalize a theorem of Pestov on the enlargeability of Banach-Lie algebras. In the process, we consider a nonstandard smoothness…
We study the existence of global implicit functions for equations defined on open subsets of Banach spaces. The partial derivative with respect to the second variable is only required to have a left inverse instead of being invertible.…
We consider the question of estimating a solution to a system of equations that involve convex nonlinearities, a problem that is common in machine learning and signal processing. Because of these nonlinearities, conventional estimators…
A particularly important substructure in modeling joint linear chance-constrained programs with random right-hand sides and finite sample space is the intersection of mixing sets with common binary variables (and possibly a knapsack…
Chance-constrained programs (CCPs) constitute a difficult class of stochastic programs due to its possible nondifferentiability and nonconvexity even with simple linear random functionals. Existing approaches for solving the CCPs mainly…
We investigate certain envelopes of open sets in dual Banach spaces which are related to extending holomorphic functions. We give a variety of examples of absolutely convex sets showing that the extension is in many cases not possible. We…
Three distinct phenomena complicate statistical causal analysis: latent common causes, causal cycles, and latent selection. Foundational works on Structural Causal Models (SCMs), e.g., Bongers et al. (2021, Ann. Stat., 49(5): 2885-2915),…
To provide a solid analytic foundation for the module approach to conditional risk measures, this paper establishes a complete random convex analysis over random locally convex modules by simultaneously considering the two kinds of…
We introduce and study a new class of nonlinear monotone operators acting in normal cones of real Banach spaces and possessing the property of strong concavity. We establish new constructive principles for the existence of nonzero fixed…
As appropriate generalizations of convex combinations with uncountably many terms, we introduce the so-called Choquet combinations, Choquet decompositions and Choquet convex decompositions, as well as their corresponding hull operators…
Optimization of conditional convex risk measure is a central theme in dynamic portfolio selection theory, which has not yet systematically studied in the previous literature perhaps since conditional convex risk measures are neither random…
Chance constraints are a valuable tool for the design of safe decisions in uncertain environments; they are used to model satisfaction of a constraint with a target probability. However, because of possible non-convexity and non-smoothness,…
In the present paper, conditions under which the images of uniformly convex sets through $C^{1,1}$ regular mappings between Banach spaces remain convex are established. These conditions are expressed by a certain quantitative relation…
For a bounded function $f$ from the unit sphere of a closed subspace $X$ of a Banach space $Y$, we study when the closed convex hull of its spatial numerical range $W(f)$ is equal to its intrinsic numerical range $V(f)$. We show that for…
We provide dual sufficient conditions for subtransversality of collections of sets in an Asplund space setting. For the convex case, we formulate a necessary and sufficient dual criterion of subtransversality in general Banach spaces. Our…
The motivation behind this paper is threefold. Firstly, to study, characterize and realize operator concavity along with its applications to operator monotonicity of free functions on operator domains that are not assumed to be matrix…
We generalize the heuristic parameter choice rule of Hanke-Raus for quadratic regularization to general variational regularization for solving linear as well as nonlinear ill-posed inverse problems in Banach spaces. Under source conditions…
Several results concerning pairs of polynomially convex sets whose union is not even rationally convex are given. It is shown that there is no restriction on how two spaces can be embedded in some $\C^N$ so as to be polynomially convex but…
In the present work, we discuss variational regularization for ill-posed nonlinear problems with focus on an oversmoothing penalty term. This means in our model that the searched-for solution of the considered nonlinear operator equation…
Kuhn-Tucker conditions for mathematical programming problems in Banach spaces partially ordered by cone with empty interior are obtained under strong simultaneity condition. If partial ordered cone has interior point, it is proved that…