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Lagrangian Relaxation (LR) is a powerful technique for solving large-scale Mixed Integer Linear Programming (MILP), particularly those with decomposable structures, such as vehicle routing or unit commitment problems. By relaxing the…

Machine Learning · Statistics 2026-05-27 Tung Quoc Le , Anh Tuan Nguyen , Viet Anh Nguyen

We present a new kind of Lagrangian duality theory for set-valued convex optimization problems whose objective and constraint maps are defined between preordered normed spaces. The theory is accomplished by introducing a new set-valued…

Optimization and Control · Mathematics 2024-01-17 Fernando García-Castaño , M. A. Melguizo Padial

In this paper we will review recent advances in the application of the augmented Lagrange multiplier method as a general approach for generating multiplier--free stabilised methods. We first show how the method generates Galerkin/Least…

Numerical Analysis · Mathematics 2022-07-04 Erik Burman , Peter Hansbo , Mats G. Larson

This work discuss the construction of braneworld solutions in modified gravity with Lagrange multipliers. We examine the general aspects of the model and present a first order formalism that help us to find analytic solutions of the…

High Energy Physics - Theory · Physics 2020-02-19 D. Bazeia , D. A. Ferreira , D. C. Moreira

This is an overview of a few possibilities that are open by model theory in applied mathematics. Most attention is paid to the present state and frontiers of the Cauchy method of majorants, approximation of operator equations with…

Optimization and Control · Mathematics 2011-05-31 S. S. Kutateladze

Estimating the unconstrained mean and covariance matrix is a popular topic in statistics. However, estimation of the parameters of $N_p(\mu,\Sigma)$ under joint constraints such as $\Sigma\mu = \mu$ has not received much attention. It can…

Methodology · Statistics 2023-01-25 Anupam Kundu , Mohsen Pourahmadi

Robust estimators of large covariance matrices are considered, comprising regularized (linear shrinkage) modifications of Maronna's classical M-estimators. These estimators provide robustness to outliers, while simultaneously being…

Statistics Theory · Mathematics 2018-07-04 Nicolas Auguin , David Morales-Jimenez , Matthew R. McKay , Romain Couillet

In this paper, a kind of non regular constraints and a principle for seeking critical point under the constraint are presented, where no Lagrange multiplier is involved. Let $E, F$ be two Banach spaces, $g: E\rightarrow F$ a $c^1$ map…

Functional Analysis · Mathematics 2011-05-16 Ma Jipu

We establish new results of first-order necessary conditions of optimality for finite-dimensional problems with inequality constraints and for problems with equality and inequality constraints, in the form of John's theorem and in the form…

Optimization and Control · Mathematics 2014-09-09 Joël Blot

Second-order optimality conditions for vector nonlinear programming problems with inequality constraints are studied in this paper. We introduce a new second-order constraint qualification, which includes Mangasarian-Fromovitz constraint…

Optimization and Control · Mathematics 2019-06-11 Vsevolod I. Ivanov

In the first part of this doctoral thesis we develop a regularity theory for a polyconvex functional in compressible elasticity. In the second part, we will concentrate on uniqueness questions in various situations of finite elasticity.…

Analysis of PDEs · Mathematics 2022-10-27 Marcel Dengler

A Lagrange Theorem in dimension 2 is proved, for a particular two-dimensional algorithm, with a very natural geometrical definition. Dirichlet-type properties for the convergence of the algorithm are also proved. These properties procced…

Number Theory · Mathematics 2015-02-17 Christian Drouin

Multifractal systems usually have singularity spectra defined on bounded sets of H\"older exponents. As a consequence, their associated multifractal scaling exponents are expected to depend linearly upon statistical moment orders at high…

Fluid Dynamics · Physics 2021-06-30 L. Moriconi

We prove a maximality theorem for one-parameter dynamical systems including multiplier one-parameter dynamical systems. Our main result is new even for one-parameter actions on commutative multiplier algebras including the algebra of…

Functional Analysis · Mathematics 2019-04-30 Costel Peligrad

High-amplitude free stream turbulence and surface roughness elements can excite a laminar boundary layer flow sufficiently to cause streamwise oriented vortices to develop. These vortices resemble elongated streaks having alternate spanwise…

Fluid Dynamics · Physics 2022-08-25 Omar Es-Sahli , Adrian Sescu , M. Z. A. Koshuriyan , Yuji Hattori , Makoto Hirota

We consider optimal control problems for systems governed by mean-field stochastic differential equations, where the control enters both the drift and the diffusion coefficient. We study the relaxed model, in which admissible controls are…

Optimization and Control · Mathematics 2017-02-02 Khaled Bahlali , Meriem Mezerdi , Brahim Mezerdi

We develop a method to solve, theoretically and numerically, general optimal stopping problems. Our general setting allows for multiple exercise rights, i.e., optimal multiple stopping, for a robust evaluation that accounts for model…

We consider a bilinear optimal control problem associated to the following chemotaxis-consumption model in a bounded domain $\Omega \subset \mathbb{R}^3$ during a time interval $(0,T)$: $$\partial_t u - \Delta u = - \nabla \cdot (u \nabla…

Optimization and Control · Mathematics 2023-10-26 Francisco Guillén-González , André Luiz Corrêa Vianna Filho

The paper is devoted to the study and applications of criticality of Lagrange multipliers in variational systems, which are associated with the class of problems in composite optimization known as extended nonlinear programming (ENLP). The…

Optimization and Control · Mathematics 2019-01-08 Hong Do , Boris Mordukhovich , M. Ebrahim Sarabi

The problem of robust hedging requires to solve the problem of superhedging under a nondominated family of singular measures. Recent progress was achieved by [9,11]. We show that the dual formulation of this problem is valid in a context…

Pricing of Securities · Quantitative Finance 2013-02-18 Dylan Possamaï , Guillaume Royer , Nizar Touzi
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