Related papers: Bauer's Maximum Principle for Quasiconvex Function…
We establish a boundary maximum principle for free boundary minimal submanifolds in a Riemannian manifold with boundary, in any dimension and codimension. Our result holds more generally in the context of varifolds.
In this paper, we introduce new properties of the relative interior calculus for nearly convex sets, functions, and set-valued mappings. These properties are important for the development of duality theory in optimization. Then we…
In this paper, we derive new estimates for the remainder term of the midpoint, trapezoid, and Simpson formulae for functions whose derivatives in absolute value at certain power are quasi-convex. Some applications to special means of real…
Stochastic maximum principle of nonlinear controlled forward-backward systems, where the set of strict (classical) controls need not be convex and the diffusion coefficient depends explicitly on the variable control, is an open problem…
In this paper, we solve a maximization problem where the objective function is quadratic and convex or concave and the constraints set is the reachable value set of a convergent discrete-time affine system. Moreover, we assume that the…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
We study maximal regularity with respect to continuous functions for strongly continuous semigroups on locally convex spaces as well as its relation to the notion of admissible operators. This extends several results for classical strongly…
The popular BFGS quasi-Newton minimization algorithm under reasonable conditions converges globally on smooth convex functions. This result was proved by Powell in 1976: we consider its implications for functions that are not smooth. In…
This tutorial summarizes recent advances in the convex relaxation of the optimal power flow (OPF) problem, focusing on structural properties rather than algorithms. Part I presents two power flow models, formulates OPF and their relaxations…
Non-convex optimal control problems occurring in, e.g., water or power systems, typically involve a large number of variables related through nonlinear equality constraints. The ideal goal is to find a globally optimal solution, and…
This article studies a discrete geometric structure on triangulated manifolds and an associated curvature flow (combinatorial Yamabe flow). The associated evolution of curvature appears to be like a heat equation on graphs, but it can be…
The standard assumption for proving linear convergence of first order methods for smooth convex optimization is the strong convexity of the objective function, an assumption which does not hold for many practical applications. In this…
Based on differences of points and differences of gradients over the most recent three iterations, together with the Taylor's theorem, two forms of the quasi-Newton equations at the recent iteration are constructed. By using the two forms…
The more then hundred years old Bernstein inequality states that the supremum norm of the derivative of a trigonometric polynomial of fixed degree can be bounded from above by supremum norm of the polynomial itself. The reversed Bernstein…
A version of Gabor expansion over a lattice of critical density is shown to converge to an arbitrary function that belongs to domain of the oscillator operator. This expansion is used for approximation of an arbitrary function concentrated…
Exhausters and coexhausters are notions of constructive nonsmooth analysis which are used to study extremal properties of functions. An upper exhauster (coexhauster) is used to get an approximation of a considered function in the…
Functions are a fundamental object in mathematics, with countless applications to different fields, and are usually classified based on certain properties, given their domains and images. An important property of a real-valued function is…
We prove a version of the maximum principle, in the sense of Pontryagin, for the optimal control of a stochastic partial differential equation driven by a finite dimensional Wiener process. The equation is formulated in a semi-abstract form…
In this paper, we obtain some new estimations of Iyengar-type inequality in which quasi-convex(quasi-concave) functions are involved. These estimations are improvements of some recently obtained estimations. Some error estimations for the…
In this paper, we propose a predictor-corrector type Consensus Based Optimization (CBO) algorithm on a convex feasible set. Our proposed algorithm generalizes the CBO algorithm in [11] to tackle a constrained optimization problem for the…