Related papers: Optimality Conditions for Nonconvex Variational Pr…
We study the complementation (in $\ell_\infty$) of the Banach space $c_{0,\mathcal{I}}$, consisting of all bounded sequences $(x_n)$ that $\mathcal{I}$-converge to $0$, endowed with the supremum norm, where $\mathcal{I}$ is an ideal of…
One of the most important optimality conditions to aid to solve a vector optimization problem is the first-order necessary optimality condition that generalizes the Karush-Kuhn-Tucker condition. However, to obtain the sufficient optimality…
In this paper, we prove a Pontryagin Maximum Principle for constrained optimal control problems in the Wasserstein space of probability measures. The dynamics, is described by a transport equation with non-local velocities and is subject to…
This paper provides necessary and sufficient optimality conditions for abstract constrained mathematical programming problems in locally convex spaces under new qualification conditions. Our approach exploits the geometrical properties of…
The current paper presents a novel machinery for studying non-asymptotic minimax estimation of high-dimensional matrices, which yields tight minimax rates for a large collection of loss functions in a variety of problems. Based on the…
We present necessary and sufficient optimality conditions for finite time optimal control problems for a class of hybrid systems described by linear complementarity models. Although these optimal control problems are difficult in general…
We study the optimal value function for control problems on Banach spaces that involve both continuous and discrete control decisions. For problems involving semilinear dynamics subject to mixed control inequality constraints, one can show…
A linear functional of an object from a convex symmetric set can be optimally estimated, in a worst-case sense, by a linear functional of observations made on the object. This well-known fact is extended here to a nonlinear setting: other…
Given a compact subset of a Banach space, the Chebyshev center problem consists of finding a minimal circumscribing ball containing the set. In this article we establish a numerically tractable algorithm for solving the Chebyshev center…
This paper delves into the challenging issues in uncertain multi-objective optimization, where uncertainty permeates nonsmooth nonconvex objective and constraint functions. In this context, we investigate highly robust (weakly efficient)…
We establish strong duality relations for functional two-step compositional risk-constrained learning problems with multiple nonconvex loss functions and/or learning constraints, regardless of nonconvexity and under a minimal set of…
In this article we derive a strong version of the Pontryagin Maximum Principle for general nonlinear optimal control problems on time scales in finite dimension. The final time can be fixed or not, and in the case of general boundary…
Necessary optimality conditions in the form of the maximum principle for control problems with infinite time horizon are considered. Both finite and infinite values of objective functional are allowed since the concept of overtaking or…
We consider the nonstationary iterated Tikhonov regularization in Banach spaces which defines the iterates via minimization problems with uniformly convex penalty term. The penalty term is allowed to be non-smooth to include $L^1$ and total…
We extend in two ways the standard Karush-Kuhn-Tucker optimality conditions to problems with a convex objective, convex functional constraints, and the extra requirement that some of the variables must be integral. While the standard…
The inclusion equations of the type $f \in T ( x)$ where $T: X \to 2^{X^{\ast}}$ is a maximal monotone map, are extensively studied in nonlinear analysis. In this paper, we present a new construction of the degree of maximal monotone maps…
In this paper we extend the stability results of [4]}. Our utility maximization problem is defined as an essential supremum of conditional expectations of the terminal values of wealth processes, conditioned on the filtration at the…
We review various characterizations of uniform convexity and smoothness on norm balls in finite-dimensional spaces and connect results stemming from the geometry of Banach spaces with \textit{scaling inequalities} used in analysing the…
We consider a linear perturbation in the velocity field of the transport equation. We investigate solutions in the space of bounded Radon measures and show that they are differentiable with respect to the perturbation parameter in a proper…
We investigate the `local consistency implies global consistency' principle of strict width among structures within the scope of the Bodirsky-Pinsker dichotomy conjecture for infinite-domain Constraint Satisfaction Problems (CSPs). Our main…