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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

The purpose of this paper is to present some multidimensional fixed-point theorems and their applications. For this, we provide a multidimensional fixed point theorem and then using this theorem we prove the existence and uniqueness of a…

Functional Analysis · Mathematics 2021-07-28 H. Akhadkulov , S. Akhatkulov , T. Y. Ying , R. Tilavov

This study develops a fixed-time convergent saddle point dynamical system for solving min-max problems under a relaxation of standard convexity-concavity assumption. In particular, it is shown that by leveraging the dynamical systems…

Optimization and Control · Mathematics 2022-07-28 Kunal Garg , Mayank Baranwal

For a primal-dual pair of conic linear problems that are described by convex cones $S\subset X$, $T\subset Y$, bilinear symmetric objective functions $\langle\cdot,\cdot\rangle_X$, $\langle\cdot,\cdot\rangle_Y$ and a linear operator…

Optimization and Control · Mathematics 2023-01-23 Nick Dimou

We establish common fixed point theorems for two pairs of weakly compatible self-mappings using an auxiliary function of two variables. Unlike classical results, our theorems do not assume continuity of the mappings and require completeness…

Functional Analysis · Mathematics 2025-09-10 Babu G. V. R. , Alemayehu Negash , Sandhya M. L. , Meaza Bogale

We introduce an alternative approach for constrained mathematical programming problems. It rests on two main aspects: an efficient way to compute optimal solutions for unconstrained problems, and multipliers regarded as variables for a…

Optimization and Control · Mathematics 2015-10-27 Pablo Pedregal

A novel canonical duality theory (CDT) is presented for solving general bilevel mixed integer nonlinear optimization governed by linear and quadratic knapsack problems. It shows that the challenging knapsack problems can be solved…

Optimization and Control · Mathematics 2018-11-27 David Yang Gao

The study of convex functions - in particular, of their optimization (really minimization) is one of the most important fields of applied mathematics. Convexity seems to be one of those incredibly well-chosen hypotheses which is just…

Optimization and Control · Mathematics 2026-03-11 Eigil Fjeldgren Rischel

This article develops dual variational formulations for a large class of models in variational optimization. The results are established through basic tools of functional analysis, convex analysis and duality theory. The main duality…

Optimization and Control · Mathematics 2022-10-04 Fabio Silva Botelho

In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…

Systems and Control · Computer Science 2018-04-25 Ivano Notarnicola , Giuseppe Notarstefano

This article discusses nonconforming finite element methods for convex minimization problems and systematically derives dual mixed formulations. Duality relations lead to simple error estimates that avoid an explicit treatment of…

Numerical Analysis · Mathematics 2020-02-07 Sören Bartels

We establish common fixed point theorems for two pairs of weakly compatible self-mappings using an auxiliary function of two variables. Unlike classical results, our theorems do not assume continuity of the mappings and require completeness…

Functional Analysis · Mathematics 2025-08-13 Babu G. V. R. , Alemayehu Negash , Meaza Bogale

We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…

Optimization and Control · Mathematics 2025-07-10 Ronak Mehta , Jelena Diakonikolas , Zaid Harchaoui

In this paper we explore the role of duality principles within the problem of rotation averaging, a fundamental task in a wide range of computer vision applications. In its conventional form, rotation averaging is stated as a minimization…

Computer Vision and Pattern Recognition · Computer Science 2017-11-30 Anders Eriksson , Carl Olsson , Fredrik Kahl , Tat-Jun Chin

We consider scalar equilibrium problems governed by a bifunction in a finite-dimensional framework. By using classical arguments in Convex Analysis, we show that under suitable generalized convexity assumptions imposed on the bifunction,…

Optimization and Control · Mathematics 2024-01-02 Valerian-Alin Fodor , Nicolae Popovici

We provide three new proofs of the strong concavity of the dual function of some convex optimization problems. For problems with nonlinear constraints, we show that the the assumption of strong convexity of the objective cannot be weakened…

Optimization and Control · Mathematics 2021-05-04 Vincent Guigues

Fixed points represent equilibrium states, stability, and solutions to a range of problems. It has been an active field of research. In this paper, we provide an overview of the main branches of fixed point theory. We discuss the key…

History and Overview · Mathematics 2023-09-08 Firuz Kamalov , Ho Hon Leung

This article studies convex duality in stochastic optimization over finite discrete-time. The first part of the paper gives general conditions that yield explicit expressions for the dual objective in many applications in operations…

Optimization and Control · Mathematics 2015-04-28 Sara Biagini , Teemu Pennanen , Ari-Pekka Perkkiö

Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

Optimization and Control · Mathematics 2019-07-19 Timothy C. Y. Chan , Neal Kaw