Related papers: Lagrange Multipliers in locally convex spaces

We consider the problem of selective inference after solving a (randomized) convex statistical learning program in the form of a penalized or constrained loss function. Our first main result is a change-of-measure formula that describes…

In this paper, we discuss scalar Lagrangian multipliers and vector Lagrangian multipliers for constrained set-valued optimization problems. We obtain some necessary conditions, sufficient conditions, as well as necessary and sufficient…

Generalized nonlinear programming is considered without any convexity assumption, capturing a variety of problems that include nonsmooth objectives, combinatorial structures, and set-membership nonlinear constraints. We extend the augmented…

In this paper we apply our results on the geometry of polygons in Cartan subspaces, symmetric spaces and buildings to four problems in algebraic group theory. Two of these problems are generalizations of the problems of finding the…

This paper discusses a special kind of convex constrained optimization problem, whose constraints consist of box inequalities and linear equalities. For this problem, in addition to general optimization algorithms such as exact penalty…

We prove a few representer theorems for a localised version of the regularised and multiview support vector machine learning problem introduced by H.Q. Minh, L. Bazzani, and V. Murino, Journal of Machine Learning Research, 17(2016) 1-72,…

Generalized polyhedral convex optimization problems in locally convex Hausdorff topological vector spaces are studied systematically in this paper. We establish solution existence theorems, necessary and sufficient optimality conditions,…

In this paper, we study a class of non-convex optimization problems known as multi-affine quadratic equality constrained problems, which appear in various applications--from generating feasible force trajectories in robotic locomotion and…

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 consider linear programming (LP) problems in infinite dimensional spaces that are in general computationally intractable. Under suitable assumptions, we develop an approximation bridge from the infinite-dimensional LP to tractable finite…

Based on a characterization of the optimality of a feasible solution of a convex entropy minimization problem, one shows that the feasible solutions obtained using formally the Lagrange multipliers method are optimal.

We consider a generalization of the hyperplane problem to arbitrary measures in place of volume and to sections of lower dimensions. We prove this generalization for unconditional convex bodies and for duals of bodies with bounded volume…

Motivated by recent work in this area we expand on a generalization of port-Hamiltonian systems that is obtained by replacing the Hamiltonian function representing energy storage by a general Lagrangian subspace. This leads to a new class…

In this paper we prove a general form of the Mass Transference Principle for $\limsup$ sets defined via neighbourhoods of sets satisfying a certain local scaling property. Such sets include self-similar sets satisfying the open set…

We study Lusin-measurable functions with values in locally convex spaces. In particular, the behavior of pointwise limits of sequences of Lusin-measurable functions and exhibit pathological phenomena arising in the nonmetrizable setting.…

In this survey, we report on the state of the art of some of the fundamental problems in the Lie theory of Lie groups modeled on locally convex spaces, such as integrability of Lie algebras, integrability of Lie subalgebras to Lie…

This paper addresses the study and applications of polyhedral duality of locally convex topological vector (LCTV) spaces. We first revisit the classical Rockafellar's proper separation theorem for two convex sets one which is polyhedral and…

A generalization of the Lebesgue number lemma is obtained. It is proved that, if each countably infinite locally finite open cover of a chainable metric space $X$ has a Lebesgue number, then $X$ is totally bounded. A property of metric…

A new Levenberg--Marquardt (LM) method for solving nonlinear least squares problems with convex constraints is described. Various versions of the LM method have been proposed, their main differences being in the choice of a damping…

The systematization of the purely Lagrangean approach to constrained systems in the form of an algorithm involves the iterative construction of a generalized Hessian matrix W taking a rectangular form. This Hessian will exhibit as many left…