Related papers: Set-valued convex compositions
A fundamental theorem in discrete convex analysis states that a set function is M$^\natural$-concave if and only if its conjugate function is submodular. This paper gives a new proof to this fact.
We establish some new common fixed point theorems of single-valued and multivalued mappings operating between complete ordered locally convex spaces under weaker assumptions. As an application, we prove a new minimax theorem of existence of…
We study conjugate and Lagrange dualities for composite optimization problems within the framework of abstract convexity. We provide conditions for zero duality gap in conjugate duality. For Lagrange duality, intersection property is…
Methods of construction of the composition function, left- and right-invariant vector fields and differential 1-forms of a Lie group from the structure constants of the associated Lie algebra are proposed. It is shown that in the second…
We consider the space of convex functions defined in the Euclidean $n$-dimensional space, which are lower semi-continuous and tend to infinity at infinity. We study real-valued valuations defined on this space of functions, which are…
In this paper, we present a new set-valued Lagrange multiplier theorem for constrained convex set-valued optimization problems. We introduce the novel concept of Lagrange process. This concept is a natural extension of the classical concept…
We define two versions of compositions of matrix-valued rational functions of appropriate sizes and whenever analytic at infinity, offer a set of formulas for the corresponding state-space realization, in terms of the realizations of the…
This paper treats the variation of sets. We attempt to formulate convergence and continuity of set-valued functions in a different way from the theories on sequences of sets and correspondence. In the final section, we also attempt to…
Regularization plays a key role in a variety of optimization formulations of inverse problems. A recurring theme in regularization approaches is the selection of regularization parameters, and their effect on the solution and on the optimal…
In this paper, we investigate properties of set-valued mappings that establish connection between the values of this map at two arbitrary points of the domain and the value at their midpoint. Such properties are, for instance, Jensen…
The main result states that every convex set-valued function defined on a real interval with compact values in a locally convex space, admits an affine selection. In the case if the target space is a real line and the values are closed real…
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…
A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…
In this research article, we formulate and prove multidimensional Widder--Arendt theorem and integrated form of multidimensional Widder--Arendt theorem for functions with values in sequentially complete locally convex spaces. Established…
Composite functions have been studied for over 40 years and appear in a wide range of optimization problems. Convex analysis of these functions focuses on (i) conditions for convexity of the function based on properties of its components,…
The aim of this work is to provide formulae for the subdifferential and the conjungate function of the supremun function over an arbitrary family of functions. The work is principally motivated by the case when data functions are lower…
The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space,…
This article characterizes conjugates and subdifferentials of convex integral functionals over linear spaces of cadlag stochastic processes. The approach is based on new measurability results on the Skorokhod space and new interchange rules…
We show that the main results of the expected utility and dual utility theories can be derived in a unified way from two fundamental mathematical ideas: the separation principle of convex analysis, and integral representations of continuous…
Given a strictly positive measure, we characterize inner semicontinuous solid convex-valued mappings for which continuous functions which are selections almost everywhere are selections. This class contains continuous mappings as well as…