Related papers: On Some Quasi-Variational Inequalities and Other P…
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…
We consider stochastic variational inequalities with monotone operators defined as the expected value of a random operator. We assume the feasible set is the intersection of a large family of convex sets. We propose a method that combines…
This article concerns a systemic manifestation of small scale interfacial heterogeneities in large scale quantities of interest to a variety of diverse applications spanning the earth, biological and ecological sciences. Beginning with…
The implicit convex feasibility problem attempts to find a point in the intersection of a finite family of convex sets, some of which are not explicitly determined but may vary. We develop simultaneous and sequential projection methods…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
This paper deals with quasi-variational inequality problems (QVIs) in a generic Banach space setting. We provide a theoretical framework for the analysis of such problems which is based on two key properties: the pseudomonotonicity (in the…
This paper focuses on investigating generalized relative interior notions for sets in locally convex topological vector spaces with particular attentions to graphs of set-valued mappings and epigraphs of extended-real-valued functions. We…
This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…
In this paper we discuss various connections between geometric discrepancy measures, such as discrepancy with respect to convex sets (and convex sets with smooth boundary in particular), and applications to numerical analysis and…
We are interested in existence results for second order differential inclusions, involving finite number of unilateral constraints in an abstract framework. These constraints are described by a set-valued operator, more precisely a proximal…
This work develops new results for stochastic approximation algorithms. The emphases are on treating algorithms and limits with discontinuities. The main ingredients include the use of differential inclusions, set-valued analysis, and…
We give sufficient conditions for Mosco convergences for the following three cases: symmetric locally uniformly elliptic diffusions, symmetric L\'evy processes, and symmetric jump processes in terms of the $L^1(\mathbb R;dx)$-local…
In this paper, we propose new proximal Newton-type methods for convex optimization problems in composite form. The applications include model predictive control (MPC) and embedded MPC. Our new methods are computationally attractive since…
In this paper, we introduce the concept of nearly convex set-valued mappings and investigate fundamental properties of these mappings. Additionally, we establish a geometric approach for generalized differentiation of nearly convex…
This paper studies stochastic optimization for a sum of compositional functions, where the inner-level function of each summand is coupled with the corresponding summation index. We refer to this family of problems as finite-sum coupled…
In this paper we have studied the notion of rough convergence of sequences in a partial metric space. We have also investigated how far several relevant results on boundedness, rough limit sets etc. which are valid in a metric space are…
The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…
This paper proves a theorem about bounding orbits of a time dependent dynamical system. The maps that are involved are examples in convex dynamics, by which we mean the dynamics of piecewise isometries where the pieces are convex. The…
We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex feasible set. This includes the problem of approximating convex…
A new notion of displacement convexity on a matrix level is developed for density flows arising from mean-field games, compressible Euler equations, entropic interpolation, and semi-classical limits of non-linear Schr\"odinger equations.…