Related papers: Continuous-Time Linear Optimization
This paper studies duality and optimality conditions in general convex stochastic optimization problems introduced by Rockafellar and Wets in 1976. We derive an explicit dual problem in terms of two dual variables, one of which is the…
We consider classical and quantum algorithms which have a duality property: roughly, either the algorithm provides some nontrivial improvement over random or there exist many solutions which are significantly worse than random. This enables…
Canonical duality-triality is a breakthrough methodological theory, which can be used not only for modeling complex systems within a unified framework, but also for solving a wide class of challenging problems from real-world applications.…
Capacity constrained optimal transport is a variant of optimal transport, which adds extra constraints on the set of feasible couplings in the original optimal transport problem to limit the mass transported between each pair of source and…
The theory of monotonicity and duality is developed for general one-dimensional Feller processes. Moreover it is shown that local monotonicity conditions (conditions on the L\'evy kernel) are sufficient to prove the well-posedness of the…
We propose a duality theory for multi-marginal repulsive cost that appear in optimal transport problems arising in Density Functional Theory. The related optimization problems involve probabilities on the entire space and, as minimizing…
Based on the complete-lattice approach, a new Lagrangian duality theory for set-valued optimization problems is presented. In contrast to previous approaches, set-valued versions for the known scalar formulas involving infimum and supremum…
We introduce a robust optimization model consisting in a family of perturbation functions giving rise to certain pairs of dual optimization problems in which the dual variable depends on the uncertainty parameter. The interest of our…
In this article we develop a duality principle suitable for a large class of problems in optimization. The main result is obtained through basic tools of convex analysis and duality theory. We establish a correct relation between the…
The first part of this work established the foundations of a radial duality between nonnegative optimization problems, inspired by the work of (Renegar, 2016). Here we utilize our radial duality theory to design and analyze projection-free…
This paper focuses on optimality conditions for $C^{1,1}$-smooth optimization problems subject to inequality and equality constraints. By employing the concept of limiting (Mordukhovich) second-order subdifferentials to the Lagrangian…
In this paper, we introduce novel equations that are dual to the ones of the well-known invariant ellipsoids method. These equations yield ellipsoids with newly established geometrical interpretations and connections to linear system norms.…
In this note, we provide an overarching analysis of primal-dual dynamics associated to linear equality-constrained optimization problems using contraction analysis. For the well-known standard version of the problem: we establish…
Bilevel optimization problems embed the optimality of a subproblem as a constraint of another optimization problem. We introduce the concept of near-optimality robustness for bilevel optimization, protecting the upper-level solution…
This paper is devoted to the study of acceleration methods for an inequality constrained convex optimization problem by using Lyapunov functions. We first approximate such a problem as an unconstrained optimization problem by employing the…
This paper investigates general and generalized differentiation properties of the optimal value function associated with perturbed optimization problems. Fundamental results on nearly convex sets and functions in infinite-dimensional spaces…
We consider optimization problems with a disjunctive structure of the constraints. Prominent examples of such problems are mathematical programs with equilibrium constraints or vanishing constraints. Based on the concepts of directional…
A general method for solving nonlinear ill-posed problems is developed. The method consists of solving a Cauchy problem with a regularized operator and proving that the solution of this problem tends, as time grows, to a solution of the…
This note establishes a limiting formula for the conic Lagrangian dual of a convex infinite optimization problem, correcting the classical version of Karney [Math. Programming 27 (1983) 75-82] for convex semi-infinite programs. A…
We introduce and study a notion of duality for two classes of optimization problems commonly occurring in probability theory. That is, on an abstract measurable space $(\Omega,\mathcal{F})$, we consider pairs $(E,\mathcal{G})$ where $E$ is…