Related papers: On Second-Order Cone Functions
Given a quadratic function $h$ that satisfies a Slater condition, Yakubovich's S-Procedure (or S-Lemma) gives a characterization of all other quadratic functions that are copositive with $h$ in a form that is amenable to numerical…
The constant rank constraint qualification, introduced by Janin in 1984 for nonlinear programming, has been extensively used for sensitivity analysis, global convergence of first- and second-order algorithms, and for computing the…
In this paper, we study two kinds of singular optimal controls (SOCs for short) problems where the systems governed by forward-backward stochastic differential equations (FBSDEs for short), in which the control has two components: the…
The matrix convexity and the matrix monotony of a real $C^1$ function $f$ on $(0,\infty)$ are characterized in terms of the conditional negative or positive definiteness of the Loewner matrices associated with $f$, $tf(t)$, and $t^2f(t)$.…
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…
Given a right-infinite word $\bf x$ over a finite alphabet $A$, the rank of $\bf x$ is the size of the smallest set $S$ of words over $A$ such that $\bf x$ can be realized as an infinite concatenation of words in $S$. We show that the…
In the first part of the note we prove that a sufficient condition (due to Simons) for the convexity of the closure of the domain/range of a monotone operator is also necessary when the operator has bounded domain and is maximal. Simons'…
Let $G=(V(G),E(G))$ be a planar digraph embedded in the plane in which all inner faces are equilateral triangles (with three edges in each), and let the union $\Rscr$ of these faces forms a convex polygon. The question is: given a function…
We have discussed the problem of finding the condition on coefficients of $f''+A(z)f'+B(z)f=0, \quad B(z)(\not \equiv 0)$ so that all non-trivial solutions are of infinite order. The hyper-order of these non-trivial solutions of infinite…
We give an algorithm to compute a one-dimensional shape-constrained function that best fits given data in weighted-$L_{\infty}$ norm. We give a single algorithm that works for a variety of commonly studied shape constraints including…
The purpose of this paper is to derive some pointwise second-order necessary conditions for stochastic optimal controls in the general case that the control variable enters into both the drift and the diffusion terms. When the control…
Let $\mathcal{A}$ denote the class of analytic functions such that $f(0)=0$ and $f'(0)=1$ in the unit disk $\mathbb{D}:=\{z \in \mathbb{C}: |z|<1\}.$ In the present paper, we consider $\mathcal{C}(\varphi) := \left\{ f \in \mathcal{A} :…
In the article the author is studying the twice codifferentiable functions, defined by Prof. V.Ph. Demyanov, and some methods for calculating their codifferentials. At the beginning easier case is considered when a function is twice…
We prove that the Robin ground state and the Robin torsion function are respectively log-concave and $\frac{1}{2}$-concave on an uniformly convex domain $\Omega\subset \mathbb{R}^N$ of class $\mathcal{C}^m$, with $[m -\frac{ N}{2}]\geq 4$,…
In this work, we prove global existence of solutions for second order differential problems in a general framework. More precisely, we consider second order differential inclusions involving proximal normal cone to a set-valued map. This…
It has been well established that first order optimization methods can converge to the maximal objective value of concave functions and provide constant factor approximation guarantees for (non-convex/non-concave) continuous submodular…
Let $f$ be an entire transcendental function of finite order and $\Delta$ be a forward invariant bounded Siegel disk for $f$ with rotation number in Herman's class $\mathcal{H}$. We show that if $f$ has two singular values with bounded…
We examine the complexity of the standard High-Order Control Barrier Function (HOCBF) approach and propose a truncated Taylor-based approach that reduces design parameters. First, we derive the explicit inequality condition for the HOCBF…
In this paper, sharp bounds are established for the second Hankel determinant of logarithmic coefficients for normalised analytic functions satisfying certain differential inequality.
Given a smooth, symmetric, homogeneous of degree one function $f=f\left(\lambda_{1},\cdots,\,\lambda_{n}\right)$ satisfying $\partial_{i}f>0$ for all $i=1,\cdots,\, n$, and an oriented, properly embedded smooth cone $\mathcal{C}^n$ in…