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This paper considers continuously differentiable functions of two vector variables that have (possibly a continuum of) min-max saddle points. We study the asymptotic convergence properties of the associated saddle-point dynamics…

Optimization and Control · Mathematics 2016-11-03 Ashish Cherukuri , Bahman Gharesifard , Jorge Cortes

Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…

Machine Learning · Computer Science 2016-02-24 Francis Bach

We explore connections furnished by the Funk metric, a relative of the Hilbert metric, between projective geometry, billiards, convex geometry and affine inequalities. We first show that many metric invariants of the Funk metric are…

Differential Geometry · Mathematics 2021-04-23 Dmitry Faifman

We extend deconvolution in a periodic setting to deal with functional data. The resulting functional deconvolution model can be viewed as a generalization of a multitude of inverse problems in mathematical physics where one needs to recover…

Statistics Theory · Mathematics 2009-03-09 Marianna Pensky , Theofanis Sapatinas

The relationships between port-Hamiltonian systems modeling and the notion of monotonicity are explored. The earlier introduced notion of incrementally port-Hamiltonian systems is extended to maximal cyclically monotone relations, together…

Optimization and Control · Mathematics 2022-06-22 M. Kanat Camlibel , Arjan van der Schaft

We analyze the role played by $n$-convexity for the fulfillment of a series of linear functional inequalities that extend the Hornich-Hlawka functional inequality, $f\left( x\right) +f\left( y\right) +f\left( z\right) +f\left( x+y+z\right)…

Functional Analysis · Mathematics 2023-01-23 Constantin P. Niculescu , Suvrit Sra

Scaling-invariant functions preserve the order of points when the points are scaled by the same positive scalar (with respect to a unique reference point). Composites of strictly monotonic functions with positively homogeneous functions are…

Optimization and Control · Mathematics 2021-09-09 Cheikh Touré , Armand Gissler , Anne Auger , Nikolaus Hansen

We study the relations between some geometric properties of maximal monotone operators and generic geometric and analytical properties of the functions on the associate Fitzpatrick family of convex representations. We also investigate under…

Functional Analysis · Mathematics 2012-07-13 B. F. Svaiter

Given a strictly positive measure, we characterize inner semicontinuous solid convex-valued mappings for which continuous functions which are selections almost everywhere are selections. This class contains continuous mappings as well as…

Optimization and Control · Mathematics 2013-08-23 Ari-Pekka Perkkiö

We establish a maximum principle for a two-point function in order to analyze the convexity of level sets of harmonic functions. We show that this can be used to prove a strict convexity result involving the smallest principal curvature of…

Analysis of PDEs · Mathematics 2018-04-25 Ben Weinkove

We show that there are functions $f$ in the H\"older class $C^{ { \alpha }}[0,1]$, $1< { \alpha }<2$ such that $f|_{A}$ is not convex, nor concave for any $A { \subset } [0,1]$ with $ { \bar { dim }_M } A> { \alpha }-1$. Our earlier result…

Classical Analysis and ODEs · Mathematics 2017-02-06 Zoltan Buczolich

We revisit the classical dual ascent algorithm for minimization of convex functionals in the presence of linear constraints, and give convergence results which apply even for non-convex functionals. We describe limit points in terms of the…

Optimization and Control · Mathematics 2016-09-22 Fredrik Andersson , Marcus Carlsson , Carl Olsson

This article employs techniques from convex analysis to present characterizations of (maximal) $n-$monotonicity, similar to the well-established characterizations of (maximal) monotonicity found in the existing literature. These…

Functional Analysis · Mathematics 2024-11-19 M. D. Voisei

In this work, we introduce a new class of non-convex functions, called implicit concave functions, which are compositions of a concave function with a continuously differentiable mapping. We analyze the properties of their minimization by…

Optimization and Control · Mathematics 2025-10-08 Vittorio Latorre

We characterize real functions $f$ on an interval $(-\alpha,\alpha)$ for which the entrywise matrix function $[a_{ij}] \mapsto [f(a_{ij})]$ is positive, monotone and convex, respectively, in the positive semidefiniteness order. Fractional…

Functional Analysis · Mathematics 2007-10-09 Fumio Hiai

It is known that, in finite dimensions, the support function of a compact convex set with non empty interior is differentiable excepting the origin if and only if the set is strictly convex. In this paper we realize a thorough study of the…

Functional Analysis · Mathematics 2013-01-07 C. Zalinescu

We study the convex duality method for robust utility maximization in the presence of a random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true for a…

Computational Finance · Quantitative Finance 2015-03-17 Keita Owari

We provide a concise analysis about what is known regarding when the closure of the domain of a maximally monotone operator on an arbitrary real Banach space is convex. In doing so, we also provide an affirmative answer to a problem posed…

Functional Analysis · Mathematics 2012-05-22 Jonathan M. Borwein , Liangjin Yao

A function $F$ defined on all subsets of a finite ground set $E$ is quasi-concave if $F(X\cup Y)\geq\min\{F(X),F(Y)\}$ for all $X,Y\subset E$. Quasi-concave functions arise in many fields of mathematics and computer science such as social…

Combinatorics · Mathematics 2011-01-25 Yulia Kempner , Vadim E. Levit

In this work we derive a convex dual representation for increasing convex functionals on a space of real-valued Borel measurable functions defined on a countable product of metric spaces. Our main assumption is that the functionals fulfill…

Functional Analysis · Mathematics 2017-02-22 Daniel Bartl , Patrick Cheridito , Michael Kupper , Ludovic Tangpi