Related papers: On the lower semicontinuity and subdifferentiabili…
We consider the conic linear program given by a closed convex cone in an Euclidean space and a matrix, where vector on the right-hand-side of the constraint system and the vector defining the objective function are subject to change. Using…
Finite-dimensional linear programs satisfy strong duality (SD) and have the "dual pricing" (DP) property. The (DP) property ensures that, given a sufficiently small perturbation of the right-hand-side vector, there exists a dual solution…
We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…
We consider dynamic programming problems with finite, discrete-time horizons and prohibitively high-dimensional, discrete state-spaces for direct computation of the value function from the Bellman equation. For the case that the value…
This paper addresses the study of algebraic versions of Farkas lemma and strong duality results in the very broad setting of infinite-dimensional conic linear programming in dual pairs of vector spaces. To this end, purely algebraic…
In this paper we assemble some results about the upper-semicontinuity and lower-semicontinuity of the feasible correspondence and the solution correspondence of linear programming problems allowing variability of all parameters of such…
We give a necessary and sufficient condition for non-local functionals on vector-valued Lebesgue spaces to be weakly sequentially lower semi-continuous. Here a non-local functional shall have the form of a double integral of a density which…
We give an example of a convex, finite and lower semicontinuous function whose subdifferential is everywhere empty. This is possible since the function is defined on an incomplete normed space. The function serves as a universal…
We prove that, any problem of minimization of proper lower semicontinuous function defined on a normal Hausdorff space, is canonically equivalent to a problem of minimization of a proper weak * lower semicontinuous convex function defined…
The problem of minimizing an entropy functional subject to linear constraints is a useful example of partially finite convex programming. In the 1990s, Borwein and Lewis provided broad and easy-to-verify conditions that guarantee strong…
In this paper we extend our findings in [3] and answer further questions regarding continuity and discontinuity of seminorms on infinite-dimensional vector spaces.
We say that a random vector $X=(X_1,...,X_n)$ in $R^n$ is an $n$-dimensional version of a random variable $Y$ if for any $a\in R^n$ the random variables $\sum a_iX_i$ and $\gamma(a) Y$ are identically distributed, where $\gamma:R^n\to…
We study complexity measures on subsets of the boolean hypercube and exhibit connections between algebra (the Hilbert function) and combinatorics (VC theory). These connections yield results in both directions. Our main complexity-theoretic…
We consider semi-infinite linear programs with countably many constraints indexed by the natural numbers. When the constraint space is the vector space of all real valued sequences, we show the finite support (Haar) dual is equivalent to…
Results on the upper and lower semicontinuity of functionals defined on spaces of convex and more general functions are established. In particular, the following result is obtained. Let $\phi(v; \cdot)$ be the density of the absolutely…
A great deal of recent activity has centered on the question of whether, for a given Hilbert function, there can fail to be a unique minimum set of graded Betti numbers, and this is closely related to the question of whether the associated…
This habilitation thesis centres on linearisation of vector-valued functions which means that vector-valued functions are represented by continuous linear operators. The first question we face is which vector-valued functions may be…
We consider the convexity properties of distortion functionals, particularly the linear distortion, defined for homeomorphisms of domains in Euclidean $n$-spaces, $n\geq 3$. The inner and outer distortion functionals are lower…
We consider stochastic dynamic programming problems with high-dimensional, discrete state-spaces and finite, discrete-time horizons that prohibit direct computation of the value function from a given Bellman equation for all states and time…
The main contribution of this paper is that every convex function with non-empty relative algebraic interior of its domain is Lipschitz and subdifferentiable in some algebraic sense without any additional topological constraints. The…