Related papers: A perturbational duality approach in vector optimi…
A mathematical framework is developed for the analysis of causal fermion systems in the infinite-dimensional setting. It is shown that the regular spacetime point operators form a Banach manifold endowed with a canonical Fr\'echet-smooth…
The present paper studies a kind of robust optimization problems with constraint. The problem is formulated through Backward Stochastic Differential Equations (BSDEs) with quadratic generators. A necessary condition is established for the…
We examine the proposal that the dimensional reduction of the effective action of perturbative string theory on a circle, should be invariant under T-duality transformations. The T-duality transformations are the standard Buscher rules plus…
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…
In this paper we use abstract vector spaces and their duals without any canonical basis. Some of our results can be extended to infinite dimensional vector spaces too, but here we consider only finite dimensional spaces. We focus on a…
We consider composite linear inverse problems where the signal to recover is modeled as a sum of two functions. We study a variational framework formulated as an optimization problem over the pairs of components using two regularization…
Problem for the first order differential equation with an unbounded operator coefficient in Banach space and integral nonlocal condition is considered. An exponentially convergent algorithm is proposed and justified for the numerical…
We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…
We prove a duality theorem the computation of certain Bellman functions is usually based on. As a byproduct, we obtain sharp results about the norms of monotonic rearrangements. The main novelty of our approach is a special class of…
We consider an optimization problem with positively homogeneous functions in its objective and constraint functions. Examples of such positively homogeneous functions include the absolute value function and the $p$-norm function, where $p$…
In this paper we obtain second- and first-order optimality conditions of Kuhn-Tucker type and Fritz John one for weak efficiency in the vector problem with inequality constraints. In the necessary conditions we suppose that the objective…
We adapt the classical theory of local well-posedness of evolution problems to cases in which the nonlinearity can be accurately quantified by two different norms. For ordinary differential equations, we consider $\dot{x} = f(x,x)$ for a…
We develop a very general operator-valued functional calculus for operators with an $H^{\infty}-$calculus. We then apply this to the joint functional calculus of two commuting sectorial operators when one has an $H^{\infty}$calculus. Using…
Given a positive operator-valued measure $\nu$ acting on the Borel sets of a locally compact Hausdorff space $X$, with outcomes in the algebra $\mathcal B(\mathcal H)$ of all bounded operators on a (possibly infinite-dimensional) Hilbert…
We study the convex duality method for robust utility maximization in the presence of a random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true for a…
This paper deals with some classes of Kirchhoff type problems on a double phase setting and with nonlinear boundary conditions. Under general assumptions, we provide multiplicity results for such problems in the case when the perturbations…
In this paper, we consider multi-objective optimization problems with a sparsity constraint on the vector of variables. For this class of problems, inspired by the homonymous necessary optimality condition for sparse single-objective…
We study acceleration and preconditioning strategies for a class of Douglas-Rachford methods aiming at the solution of convex-concave saddle-point problems associated with Fenchel-Rockafellar duality. While the basic iteration converges…
In this article, we present a solution to the problem: "Which type of linear operators can be realized by the Dirichlet-to-Neumann operator associated with the operator $-\Delta-a(z)\frac{\partial^{2}}{\partial z^2}$ on an extension…
We study variational regularisation methods for inverse problems with imperfect forward operators whose errors can be modelled by order intervals in a partial order of a Banach lattice. We carry out analysis with respect to existence and…