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The subject of this paper is regularity-preserving aggregation of regular norms on finite-dimensional linear spaces. Regular norms were introduced in [5] and are closely related to ``type 2'' spaces [9, Chapter 9] playing important role in…

Optimization and Control · Mathematics 2024-02-13 Anatoli Juditsky , Arkadi Nemirovski

A function of a matrix is polyconvex when it can be expressed as a convex function of the matrix minors. Polyconvexity is a regularity condition ensuring existence of minimizers in nonlinear elasticity and, more broadly, in vectorial…

Optimization and Control · Mathematics 2026-04-14 Giovanni Fantuzzi , Didier Henrion , Martin Kru{ž}ík , Ajay Murali , Stephan Weis

We say that a subset of C^n is hypoconvex if its complement is the union of complex hyperplanes. Let D be the closed unit disk in C, T the unit circle. We prove two conjectures of Helton and Marshall. (See ``Frequency domain design and…

Complex Variables · Mathematics 2007-05-23 Marshall A. Whittlesey

Motivated by the Maximum Theorem for convex functions (in the setting of linear spaces) and for subadditive functions (in the setting of Abelian semigroups), we establish a Maximum Theorem for the class of generalized convex functions,…

Classical Analysis and ODEs · Mathematics 2021-12-21 Zsolt Páles

We study the convex duality method for robust utility maximization in the presence of a random endowment. When the underlying price process is a locally bounded semimartingale, we show that the fundamental duality relation holds true for a…

Computational Finance · Quantitative Finance 2015-03-17 Keita Owari

We propose composite approache to the special sum-type convex optimization problem with affine restriction and special entropy type regularization. Since the fuctional has a penalty type form, we reformulate initial conditional optimization…

Optimization and Control · Mathematics 2016-05-03 Alexander Gasnikov , Evgenia Gasnikova , Pavel Dvurechensky , Egor Ershov , Anastasia Lagunovskaya

We explore the relationship between convex and subharmonic functions on discrete sets. Our principal concern is to determine the setting in which a convex function is necessarily subharmonic. We initially consider the primary notions of…

Combinatorics · Mathematics 2014-06-25 Matthew Burke , Tony Perkins

This paper considers the problem of smoothing convex functions and sets, seeking the nearest smooth convex function or set to a given one. For convex cones and sublinear functions, a full characterization of the set of all optimal…

Optimization and Control · Mathematics 2025-08-22 Thabo Samakhoana , Benjamin Grimmer

Functions that are piecewise defined are a common sight in mathematics while convexity is a property especially desired in optimization. Suppose now a piecewise-defined function is convex on each of its defining components - when can we…

Classical Analysis and ODEs · Mathematics 2014-08-19 Heinz H. Bauschke , Yves Lucet , Hung M. Phan

A normalized univalent function is uniformly convex if it maps every circular arc contained in the open unit disk with center in it into a convex curve. This article surveys recent results on the class of uniformly convex functions and on…

Complex Variables · Mathematics 2011-08-23 R. M. Ali , V. Ravichandran

Euler's gamma function is logarithmically convex on positive semi-axis. Additivity of logarithmic convexity implies that the function sum of gammas with non-negative coefficients is also log-convex. In this paper we investigate the series…

Classical Analysis and ODEs · Mathematics 2012-06-22 S. I. Kalmykov , D. B. Karp

Differentiable structure ensures that many of the basics of classical convex analysis extend naturally from Euclidean space to Riemannian manifolds. Without such structure, however, extensions are more challenging. Nonetheless, in…

Optimization and Control · Mathematics 2023-11-28 Adrian S. Lewis , Genaro López-Acedo , Adriana Nicolae

In this paper, we determine necessary and sufficient conditions for the generalized Bessel function to be in certain subclasses of starlike and convex functions. Also, we obtain several corollaries as special cases of the main results,…

Complex Variables · Mathematics 2017-12-06 Rabha M. El-Ashwah , Alaa H. El-Qadeem

Let T be the unit circle in the complex plane C. This paper proves the existence of analytic structure in a compact subset K of T X C^n, where K has so-called "lineally convex" or "hypoconvex" fibers over T. It also addresses a related…

Complex Variables · Mathematics 2007-05-23 Marshall A. Whittlesey

We study some properties convex functions fulfill. Among the conclusions we obtain from such result, we are able to prove some nontrivial inequalities among real numbers, and we give an improvement of the reverse triangle inequality in the…

For convex univalent functions we give instances where the sharp bound for various coefficient functionals are identical to those for the corresponding bound for the inverse function. We give instances where the sharp bounds differ and also…

Complex Variables · Mathematics 2022-12-12 Derek K. Thomas

We investigate the properties of convex functions in the plane that satisfy a local inequality which generalizes the notion of sub-solution of Monge-Ampere equation for a Monge-Kantorovich problem with quadratic cost between non-absolutely…

Analysis of PDEs · Mathematics 2021-04-08 P. -E. Jabin , A. Mellet , M. Molina

In the paper, the martingales and super-martingales relative to a convex set of equivalent measures are systematically studied. The notion of local regular super-martingale relative to a convex set of equivalent measures is introduced and…

Statistical Finance · Quantitative Finance 2018-06-15 Nicholas S. Gonchar

A formula for the sub\-differential of the sum of a series of convex functions defined on a Banach space was provided by X. Y. Zheng in 1998. In this paper, besides a slight extension to locally convex spaces of Zheng's results, we provide…

Optimization and Control · Mathematics 2015-06-04 C. Vallee , C. Zalinescu

We show that if $X$ is a Banach space whose dual $X^{*}$ has an equivalent locally uniformly rotund (LUR) norm, then for every open convex $U\subseteq X$, for every $\varepsilon >0$, and for every continuous and convex function $f:U…

Functional Analysis · Mathematics 2014-11-04 Daniel Azagra , Carlos Mudarra