Related papers: On the lower semicontinuity and subdifferentiabili…
We study the properties of the value function associated with an optimal control problem with uncertainties, known as average or Riemann-Stieltjes problem. Uncertainties are assumed to belong to a compact metric probability space, and…
Conic linear programs, among them semidefinite programs, often behave pathologically: the optimal values of the primal and dual programs may differ, and may not be attained. We present a novel analysis of these pathological behaviors. We…
Stability of nonconvex quadratic programming problems under finitely many convex quadratic constraints in Hilbert spaces is investigated. We present several stability properties of the global solution map, and the continuity of the optimal…
One of the main applications of semidefinite programming lies in linear systems and control theory. Many problems in this subject, certainly the textbook classics, have matrices as variables, and the formulas naturally contain…
In classical analysis, the relationship between continuity and Riemann integrability is an intimate one: a continuous function on a closed and bounded interval is always Riemann integrable whereas a Riemann integrable function is continuous…
In Euclidean space of dimension 2 or 3, we study a minimum time problem associated with a system of real-analytic vector fields satisfying H\"ormander's bracket generating condition, where the target is a nonempty closed set. We show that,…
We describe a nonlinear generalization of dual dynamic programming theory and its application to value function estimation for deterministic control problems over continuous state and action spaces, in a discrete-time infinite horizon…
We study one-dimensional integral inequalities, with quadratic integrands, on bounded domains. Conditions for these inequalities to hold are formulated in terms of function matrix inequalities which must hold in the domain of integration.…
This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T…
We present a novel analysis of semidefinite programs (SDPs) with positive duality gaps, i.e. different optimal values in the primal and dual problems. These SDPs are extremely pathological, often unsolvable, and also serve as models of more…
The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…
In this work a linearly constrained minimization of a positive semidefinite quadratic functional is examined. Our results are concerning infinite dimensional real Hilbert spaces, with a singular positive operator related to the functional,…
Using techniques developed in [Lasserre02], we show that some minimum cardinality problems subject to linear inequalities can be represented as finite sequences of semidefinite programs. In particular, we provide a semidefinite…
This paper presents rigorous forward error bounds for linear conic optimization problems. The error bounds are formulated in a quite general framework; the underlying vector spaces are not required to be finite-dimensional, and the convex…
The directional subdifferential of the value function gives an estimate on how much the optimal value changes under a perturbation in a certain direction. In this paper we derive upper estimates for the directional limiting and singular…
Motivated by an influential result of Bourgain and Tzafriri, we consider continuous matrix functions $A:\mathbb{R}\to M_{n\times n}$ and lower $\ell_2$-norm bounds associated with their restriction to certain subspaces. We prove that for…
We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…
Let X be a zero-dimensional scheme contained in a multiprojective space. Let $s_i$ be the length of the projection of X onto the i-th component of the multiprojective space. A result of Van Tuyl states that the Hilbert function of X, in the…
We provide new conditions under which the alternating projection sequence converges in norm for the convex feasibility problem where a linear subspace with finite codimension $N\geq 2$ and a lattice cone in a Hilbert space are considered.…
In this paper we consider nonautonomous optimal control problems of infinite horizon type, whose control actions are given by $L^1$-functions. We verify that the value function is locally Lipschitz. The equivalence between dynamic…