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This paper introduces a new subtraction operation for convex sets, which defines their difference as a collection of inclusion-minimal convex sets with appropriate definitions of linear operations on them. With these operations the set of…

Optimization and Control · Mathematics 2018-06-18 Evgeni Nurminski , Stan Uryasev

The aim of the paper is to develop a unified algebraical approach to representing the Minkowski difference for convex polyhedra. Namely, there is proposed an exact analytical formulas of the Minkowski difference for convex polyhedra with…

Optimization and Control · Mathematics 2019-03-20 Z. R. Gabidullina

In this paper, we establish an analytic framework for studying set-valued backward stochastic differential equations (set-valued BSDE), motivated largely by the current studies of dynamic set-valued risk measures for multi-asset or…

Probability · Mathematics 2021-06-15 Çağın Ararat , Jin Ma , Wenqian Wu

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…

Optimization and Control · Mathematics 2012-07-24 Andreas H. Hamel , Carola Schrage

The class of convex sets that admit approximations as Minkowski sum of a compact convex set and a closed convex cone in the Hausdorff distance is introduced. These sets are called approximately Motzkin-decomposable and generalize the notion…

Optimization and Control · Mathematics 2024-01-25 Daniel Dörfler , Andreas Löhne

The calculus of finite differences is a solid foundation for the development of operations such as the derivative and the integral for infinite sequences. Here we showed a way to extend it for finite sequences. We could then define…

Discrete Mathematics · Computer Science 2018-11-06 Sérgio Martins Filho

The present paper develops two concepts of pointwise differentiability of higher order for arbitrary subsets of Euclidean space defined by comparing their distance functions to those of smooth submanifolds. Results include that…

Differential Geometry · Mathematics 2019-04-11 Ulrich Menne

A recognized trend of research investigates generalizations of the Hadamard's inversion theorem to functions that may fail to be differentiable. In this vein, the present paper explores some consequences of a recent result about the…

Optimization and Control · Mathematics 2023-09-22 Amos Uderzo

In this paper we study variational inequalities in a real Hilbert space, which are governed by a strongly monotone and Lipschitz continuous operator $F$ over a closed and convex set $C$. We assume that the set $C$ can be outerly…

Optimization and Control · Mathematics 2017-02-06 Aviv Gibali , Simeon Reich , Rafal Zalas

We propose to derive deviation measures through the Minkowski gauge of a given set of acceptable positions. We show that, given a suitable acceptance set, any positive homogeneous deviation measure can be accommodated in our framework. In…

Risk Management · Quantitative Finance 2021-07-27 Marlon Moresco , Marcelo Righi , Eduardo Horta

The geometry conjecture, which was posed nearly a quarter of a century ago, states that the fixed point set of the composition of projectors onto nonempty closed convex sets in Hilbert space is actually equal to the intersection of certain…

Optimization and Control · Mathematics 2021-05-31 Salihah Alwadani , Heinz H. Bauschke , Julian P. Revalski , Xianfu Wang

Stability and error analysis remain challenging for problems that lack regularity properties near solutions, are subject to large perturbations, and might be infinite dimensional. We consider nonconvex optimization and generalized equations…

Optimization and Control · Mathematics 2020-02-25 Johannes O. Royset

In the literature, the Minkowski-sum and the metric-sum of compact sets are highlighted. While the first is associative, the latter is not. But the major drawback of the Minkowski combination is that, by increasing the number of summands,…

Dynamical Systems · Mathematics 2025-04-16 Ekta Agrawal , Saurabh Verma

The generalized divided differences are introduced. They are applied to investigate some properties characterizing generalized higher-order convexity. Among others some support-type property is proved.

Functional Analysis · Mathematics 2008-07-28 Szymon Wasowicz

Extended formulations are an important tool in polyhedral combinatorics. Many combinatorial optimization problems require an exponential number of inequalities when modeled as a linear program in the natural space of variables. However, by…

Optimization and Control · Mathematics 2024-06-07 Christoph Buchheim

We use the definition of a fractional integral, recently proposed by Katugampola, to establish a generalization of the reverse Minkowski's inequality. We show two new theorems associated with this inequality, as well as state and show other…

Classical Analysis and ODEs · Mathematics 2017-05-23 J. Vanterler da C. Sousa , E. Capelas de Oliveira

We discuss the notions of circumradius, inradius, diameter, and minimum width in generalized Minkowski spaces (that is, with respect to gauges), i.e., we measure the "size" of a given convex set in a finite-dimensional real vector space…

Metric Geometry · Mathematics 2017-07-18 Thomas Jahn

An investigation is launched into the fundamental characteristics of operations on and between sets, with a focus on compact convex sets and star sets (compact sets star-shaped with respect to the origin) in $n$-dimensional Euclidean space…

Metric Geometry · Mathematics 2013-01-22 Richard J. Gardner , Daniel Hug , Wolfgang Weil

Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…

Optimization and Control · Mathematics 2021-09-02 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

In this article, the concept of $\mu-$ monotonic property of interval-valued function in higher dimension is introduced. Expansion of interval-valued function in higher dimension is developed using this property. Generalized Hukuhara…

Optimization and Control · Mathematics 2019-02-28 Priyanka Roy , Geetanjali Panda
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