Related papers: Directional subdifferential of the value function
This paper presents a tractable algorithm for estimating an unknown Lipschitz function from noisy observations and establishes an upper bound on its convergence rate. The approach extends max-affine methods from convex shape-restricted…
This paper sheds new light on regularity of multifunctions through various characterizations of directional H\"older /Lipschitz metric regularity, which are based on the concepts of slope and coderivative. By using these characterizations,…
In this paper, we study relative metric regularity of set-valued mappings with emphasis on directional metric regularity. We establish characterizations of relative metric regularity without assuming the completeness of the image spaces, by…
We adopt the integral definition of the fractional Laplace operator and study an optimal control problem on Lipschitz domains that involves a fractional elliptic partial differential equation (PDE) as state equation and a control variable…
A set label disagreement function is defined over the number of variables that deviates from the dominant label. The dominant label is the value assumed by the largest number of variables within a set of binary variables. The submodularity…
Let $V = \{ v_1,\dots,v_N\}$ be a collection of $N$ vectors that live near a discrete sphere. We consider discrete directional maximal functions on $\mathbb{Z}^2$ where the set of directions lies in $V$, given by \[ \sup_{v \in V, k \geq C…
We show that the directed subdifferential introduced for differences of convex (delta-convex, DC) functions by Baier and Farkhi can be constructed from the directional derivative without using any information on the DC structure of the…
We initiate the study of nonsmooth optimization problems under bounded local subgradient variation, which postulates bounded difference between (sub)gradients in small local regions around points, in either average or maximum sense. The…
In this paper, we show that higher-order optimality conditions can be obtain for arbitrary nonsmooth function. We introduce a new higher-order directional derivative and higher-order subdifferential of Hadamard type of a given proper…
We construct a continuous Lagrangian, strictly convex and superlinear in the third variable, such that the associated variational problem has a Lipschitz minimizer which is non-differentiable on a dense set. More precisely, the upper and…
This paper concerns state constrained optimal control problems, in which the dynamic constraint takes the form of a differential inclusion. If the differential inclusion does not depend on time, then the Hamiltonian, evaluated along the…
We explicitly solve the optimal switching problem for one-dimensional diffusions by directly employing the dynamic programming principle and the excessive characterization of the value function. The shape of the value function and the…
The paper is concerned with functional type a posteriori estimates for the initial boundary value problem for a parabolic partial differential equation with an obstacle. We deduce a guaranteed and computable bound of the distance between…
In optimal control problems defined on stratified domains, the dynamics and the running cost may have discontinuities on a finite union of submanifolds of RN. In [8, 5], the corresponding value function is characterized as the unique…
This paper deals with the problem of accurately determining guaranteed suboptimal values of an unknown cost function on the basis of noisy measurements. We consider a set-valued variant to regression where, instead of finding a best…
This paper is devoted to a systematic study and characterizations of the fundamental notions of variational and strong variational convexity for lower semicontinuous functions. While these notions have been quite recently introduced by…
We consider a class of non-homogeneous Markov chains, that contains many natural examples. Next, using martingale methods, we establish some deviation and moment inequalities for separately Lipschitz functions of such a chain, under moment…
In this paper, we develop a functional differentiability approach for solving statistical optimal allocation problems. We derive Hadamard differentiability of the value functions through analyzing the properties of the sorting operator…
We study necessary and sufficient conditions to attain solutions of set-optimization problems in therms of variational inequalities of Stampacchia and Minty type. The notion of a solution we deal with has been introduced Heyde and Loehne,…
We provide a formula linking the radial subderivative to other subderivatives and subdifferentials for arbitrary extended real-valued lower semicontinuous functions.