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Employing two distinct types of regularization terms, we propose two regularized extragradient methods for solving equilibrium problems on Hadamard manifolds. The sequences generated by these extragradient algorithms converge to a solution…

Optimization and Control · Mathematics 2026-01-06 Shikher Sharmaa , Pankaj Gautam , Simeon Reich

We establish dual attainment for the multimarginal, multi-asset martingale optimal transport (MOT) problem, a fundamental question in the mathematical theory of model-independent pricing and hedging in quantitative finance. Our main result…

Mathematical Finance · Quantitative Finance 2026-02-04 Charlie Che , Tongseok Lim , Yue Sun

After recalling the Dirichlet problem at infinity on a Cartan-Hadamard manifold, we discuss what is known and the difference between the two-dimensional and higher-dimensional cases. Turning our attention to the two-dimensional case, we…

Differential Geometry · Mathematics 2015-06-04 Robert W. Neel

In this paper we study nonconvex and nonsmooth multi-block optimization over Riemannian manifolds with coupled linear constraints. Such optimization problems naturally arise from machine learning, statistical learning, compressive sensing,…

Optimization and Control · Mathematics 2017-10-09 Junyu Zhang , Shiqian Ma , Shuzhong Zhang

We examine a multidimensional optimisation problem in the tropical mathematics setting. The problem involves the minimisation of a nonlinear function defined on a finite-dimensional semimodule over an idempotent semifield subject to linear…

Optimization and Control · Mathematics 2015-03-16 Nikolai Krivulin

This paper presents a canonical duality theory for solving a general nonconvex constrained optimization problem within a unified framework to cover Lagrange multiplier method and KKT theory. It is proved that if both target function and…

Optimization and Control · Mathematics 2013-10-09 Vittorio Latorre , David Y. Gao

An important concept of convexificators has been extended to Hadamard manifolds in this paper. The mean value theorem for convexificators on the Hadamard manifold has also been derived. Monotonicity of the bounded convexificators has been…

Optimization and Control · Mathematics 2024-05-27 Nagendra Singh , Akhlad Iqbal , Shahid Ali

Strong (Lagrangian) duality of general conic optimization problems (COPs) has long been studied and its profound and complicated results appear in different forms in a wide range of literatures. As a result, characterizing the known and…

Optimization and Control · Mathematics 2022-07-06 Sunyoung Kim , Masakazu Kojima

We investigate optimality conditions for optimization problems constrained by a class of variational inequalities of the second kind. Based on a nonsmooth primal-dual reformulation of the governing inequality, the differentiability of the…

Optimization and Control · Mathematics 2014-07-08 Juan-Carlos De Los Reyes , Christian Meyer

We associate with each convex optimization problem, posed on some locally convex space, with infinitely many constraints indexed by the set T, and a given non-empty family H of finite subsets of T, a suitable Lagrangian-Haar dual problem.…

Optimization and Control · Mathematics 2021-06-04 Nguyen Dih , Miguel A. Goberna , Marco A. López , Michel Volle

This paper aims to solve a class of CEC benchmark constrained optimization problems that have been widely studied by nature-inspired optimization algorithms. Global optimality condition based on canonical duality theory is derived.…

Optimization and Control · Mathematics 2016-04-05 Xiaojun Zhou

In this paper, we provide conditions under which one can take derivatives of the solution to convex optimization problems with respect to problem data. These conditions are (roughly) that Slater's condition holds, the functions involved are…

Optimization and Control · Mathematics 2019-11-13 Shane Barratt

This paper presents a canonical duality approach for solving a general topology optimization problem of nonlinear elastic structures. By using finite element method, this most challenging problem can be formulated as a mixed integer…

Discrete Mathematics · Computer Science 2017-06-29 David Yang Gao

Our interest lies in developing some efficient methods for minimizing the sum of two geodesically convex functions on Hadamard manifolds, with the aim to enhance the convergence of the Douglas-Rachford algorithm in Hadamard manifolds.…

Optimization and Control · Mathematics 2026-02-17 D. R. Sahu , Shikher Sharma , Pankaj Gautam

The realizability problem is a well-known problem in the analysis of complex systems, which can be modeled as an infinite-dimensional moment problem. More precisely, as a truncated $K-$moment problem where $K$ is the space of all possible…

Probability · Mathematics 2023-05-18 Raúl E. Curto , Maria Infusino

We extend in two ways the standard Karush-Kuhn-Tucker optimality conditions to problems with a convex objective, convex functional constraints, and the extra requirement that some of the variables must be integral. While the standard…

Optimization and Control · Mathematics 2014-12-09 Michel Baes , Timm Oertel , Robert Weismantel

The paper is dedicated to the study of strong duality for a problem of linear copositive programming. Based on the recently introduced concept of the set of normalized immobile indices, an extended dual problem is deduced. The dual problem…

Optimization and Control · Mathematics 2020-04-24 Olga Kostyukova , Tatiana Tchemisova

In this work we study a special minimax problem where there are linear constraints that couple both the minimization and maximization decision variables. The problem is a generalization of the traditional saddle point problem (which does…

Optimization and Control · Mathematics 2022-11-29 Ioannis Tsaknakis , Mingyi Hong , Shuzhong Zhang

We investigate the recoverable robust single machine scheduling problem under interval uncertainty. In this setting, jobs have first-stage processing times p and second-stage processing times q and we aim to find a first-stage and…

Data Structures and Algorithms · Computer Science 2022-03-08 Matthew Bold , Marc Goerigk

We study equilibrium problems in Hadamard spaces, which extend variational inequalities and many other problems in nonlinear analysis. In this paper, first we study the existence of solutions of equilibrium problems associated with…

Functional Analysis · Mathematics 2016-11-08 Hadi Khatibzadeh , Vahid Mohebbi