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A suboptimal active disturbance rejection controller (S-ADRC) is proposed for second-order systems with unknown time-varying nonlinear dynamics. The output-feedback controller guarantees a global convergence to the vicinity of an optimal…
Sobolev-type regularity results are proved for solutions to a class of second order elliptic equations with a singular or degenerate weight, under non-homogeneous Neumann conditions. As an application a Pohozaev-type identity for weak…
It has been well known that if $\Omega$ is a bounded $C^1$-domain in $\R^n,\ n \ge 2$, then for every Radon measure $f$ on $\Omega$ with finite total variation, there exists a unique weak solution $u\in W_0^{1,1}(\Omega )$ of the Poisson…
The proximal, regular and limiting normal cones to the second-order cone complementarity set play important roles in studying mathematical programs with second-order cone complementarity constraints, second-order cone programs, and the…
It has been observed that linearizability, the prevalent consistency condition for implementing concurrent objects, does not preserve some probability distributions. A stronger condition, called strong linearizability has been proposed, but…
This paper is concerned with second-order optimality conditions for the mathematical program with semidefinite cone complementarity constraints (SDCMPCC).To achieve this goal, we first provide an exact characterization on the second-order…
We generalize the successive continuation paradigm introduced by Kern\'evez and Doedel [16] for locating locally optimal solutions of constrained optimization problems to the case of simultaneous equality and inequality constraints. The…
We revisit the complexity of verifying basic identities, such as associativity and distributivity, on a given finite algebraic structure. In particular, while Rajagopalan and Schulman (FOCS'96, SICOMP'00) gave a surprising randomized…
The Merton problem is the well-known stochastic control problem of choosing consumption over time, as well as an investment mix, to maximize expected constant relative risk aversion (CRRA) utility of consumption. Merton formulated the…
In this article, we follow the arguments in a paper of Y-T. Siu to study the effective termination of Kohn's algorithm for special domains in $\mathbb{C}^{3}$. We make explicit the effective constants and generic conditions that appear…
We consider the solution of nonlinear programs with nonlinear semidefiniteness constraints. The need for an efficient exploitation of the cone of positive semidefinite matrices makes the solution of such nonlinear semidefinite programs more…
In this paper, we provide an elementary, geometric, and unified framework to analyze conic programs that we call the strict complementarity approach. This framework allows us to establish error bounds and quantify the sensitivity of the…
This article considers the stochastic optimal control of discrete-time linear systems subject to (possibly) unbounded stochastic disturbances, hard constraints on the manipulated variables, and joint chance constraints on the states. A…
This paper investigates a recently introduced notion of strong variational sufficiency in optimization problems whose importance has been highly recognized in optimization theory, numerical methods, and applications. We address a general…
We address combinatorial optimization problems with uncertain coefficients varying over ellipsoidal uncertainty sets. The robust counterpart of such a problem can be rewritten as a second-oder cone program (SOCP) with integrality…
In semidefinite programming (SDP), unlike in linear programming, Farkas' lemma may fail to prove infeasibility. Here we obtain an exact, short certificate of infeasibility in SDP by an elementary approach: we reformulate any semidefinite…
This paper studies a fundamental problem in convex optimization, which is to solve semidefinite programming (SDP) with high accuracy. This paper follows from the existing robust SDP-based interior point method analysis due to [Huang, Jiang,…
The second-order cone linear complementarity problem (SOCLCP) is a generalization of the classical linear complementarity problem. It has been known that SOCLCP, with the globally uniquely solvable property, is essentially equivalent to a…
The paper is dedicated to the study of strong duality for a problem of linear copositive programming. Based on the recently introduced concept of the set of normalized immobile indices, an extended dual problem is deduced. The dual problem…
This paper establishes endpoint $L^p-L^q$ and Sobolev mapping properties of Radon-like operators which satisfy a homogeneity condition (similar to semiquasihomogeneity) and a condition on the rank of a matrix related to rotational…