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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

Maximal monotone operators on a Banach space into its dual can be represented by convex functions bounded below by the duality product. It is natural to ask under which conditions a convex function represents a maximal monotone operator. A…

Functional Analysis · Mathematics 2008-09-24 M. Marques Alves , B. F. Svaiter

In this paper we study derivations in subalgebras of $L_{0}^{wo}(\nu ;% \mathcal{L}(X)) $, the algebra of all weak operator measurable funtions $f:S\to \mathcal{L}(X) $, where $% \mathcal{L}(X) $ is the Banach algebra of all bounded linear…

Operator Algebras · Mathematics 2008-11-07 A. F. Ber , B. de Pagter , F. A. Sukochev

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

Boundary value problem for complete second order elliptic equation is considered in Banach space. The equation and boundary conditions involve a small and spectral parameter. The uniform L_{p}-regularity properties with respect to space…

Analysis of PDEs · Mathematics 2017-06-06 Veli Shakhmurov

In this article we study the action of the the Hilbert matrix operator $\mathcal H$ from the space of bounded analytic functions into conformally invariant Banach spaces. In particular, we describe the norm of $\mathcal{H}$ from $H^\infty$…

Functional Analysis · Mathematics 2025-04-30 Carlo Bellavita , Georgios Stylogiannis

A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…

Optimization and Control · Mathematics 2012-07-24 Andreas H. Hamel , Carola Schrage

We examine the duality theory for a class of non-convex functions obtained by composing a convex function with a continuous one. Using Fenchel duality, we derive a dual problem that satisfies weak duality under general assumptions. To…

Optimization and Control · Mathematics 2025-10-08 Vittorio Latorre

This paper studies topological duals of Banach function spaces (BFS). We assume a finite measure but our arguments extend to general locally convex function spaces whose topology is generated by seminorms that satisfy the usual BFS axioms.…

Probability · Mathematics 2020-12-11 Teemu Pennanen , Ari-Pekka Perkkiö

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.…

Optimization and Control · Mathematics 2021-08-18 Thomas Berger , Frédéric Haller

This article explores fundamental properties of convex interval-valued functions defined on Riemannian manifolds. The study employs generalized Hukuhara directional differentiability to derive KKT-type optimality conditions for an…

Optimization and Control · Mathematics 2025-02-25 Hilal Ahmad Bhat , Akhlad Iqbal , Mahwash Aftab

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

In this paper, we introduce a new general framework, called \emph{perturbed extended $b$-metric spaces}, denoted by $(X,\mathcal{D}_{\zeta},\hbar)$, which extends the classical and extended $b$-metric structures through the inclusion of an…

Optimization and Control · Mathematics 2025-12-29 Abdelhamid Moussaoui

Greedy algorithms which use only function evaluations are applied to convex optimization in a general Banach space $X$. Along with algorithms that use exact evaluations, algorithms with approximate evaluations are treated. A priori upper…

Machine Learning · Statistics 2014-01-03 R. A. DeVore , V. N. Temlyakov

We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…

Optimization and Control · Mathematics 2014-07-08 Juan-Carlos De Los Reyes , Christian Meyer

In this work, optimality conditions and classical results from duality theory are derived for continuous-time linear optimization problems with inequality constraints. The optimality conditions are given in the Karush-Kuhn-Tucker form. Weak…

Optimization and Control · Mathematics 2023-05-10 Valeriano Antunes de Oliveira

Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…

Optimization and Control · Mathematics 2017-09-27 Aurélien Ouattara , Anil Aswani

The present contribution investigates shape optimisation problems for a class of semilinear elliptic variational inequalities with Neumann boundary conditions. Sensitivity estimates and material derivatives are firstly derived in an…

Optimization and Control · Mathematics 2016-09-16 Christian Heinemann , Kevin Sturm

An L2 theory of differential forms is proposed for the Banach manifold of continuous paths on Riemannian manifolds M furnished with its Brownian motion measure. Differentiation must be restricted to certain Hilbert space directions, the…

Probability · Mathematics 2016-05-09 K. D. Elworthy , Xue-Mei Li

This paper deals with the problem of when, given a collection $\mathcal C$ of weakly compact operators between separable Banach spaces, there exists a separable reflexive Banach space $Z$ with a Schauder basis so that every element in…

Functional Analysis · Mathematics 2019-09-18 Leandro Antunes , Kevin Beanland , Bruno de Mendonça Braga
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