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相关论文: Set-optimization meets variational inequalities

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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…

概率论 · 数学 2021-06-15 Çağın Ararat , Jin Ma , Wenqian Wu

We consider the stochastic variational inequality problem in which the map is expectation-valued in a component-wise sense. Much of the available convergence theory and rate statements for stochastic approximation schemes are limited to…

最优化与控制 · 数学 2019-11-25 Aswin Kannan , Uday V. Shanbhag

We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…

统计理论 · 数学 2026-02-10 Shaokang Zu , Junxiong Jia , Deyu Meng

We obtain Euler-Lagrange and transversality optimality conditions for higher-order infinite horizon variational problems on a time scale. The new necessary optimality conditions improve the classical results both in the continuous and…

最优化与控制 · 数学 2012-11-13 Natalia Martins , Delfim F. M. Torres

This paper studies the weighted Hardy inequalities on the discrete intervals with four different kinds of boundary conditions. The main result is the uniform expression of the basic estimate of the optimal constant with the corresponding…

泛函分析 · 数学 2015-08-20 Zhong-Wei Liao

We study a cardinality-constrained optimization problem with nonnegative variables in this paper. This problem is often encountered in practice. Firstly we study some properties on the optimal solutions of this optimization problem under…

最优化与控制 · 数学 2019-06-04 Zhongyi Jiang , Baiyi Wu , Qiying Hu

In this paper, we introduce and study a class of resolvent dynamical systems to investigate some inertial proximal methods for solving mixed variational inequalities. These proposed methods along with their discretizations and derived rates…

动力系统 · 数学 2024-06-28 Oday Hazaimah

Recently, reduced order modeling methods have been applied to solving inverse boundary value problems arising in frequency domain scattering theory. A key step in projection-based reduced order model methods is the use of a sesquilinear…

偏微分方程分析 · 数学 2025-11-07 Andreas Tataris , Alexander V. Mamonov

This paper addresses a new class of generalized Bolza problems governed by nonconvex integro-differential inclusions with endpoint constraints on trajectories, where the integral terms are given in the general (with time-dependent…

最优化与控制 · 数学 2024-10-07 Abderrahim Bouach , Tahar Haddad , Boris S. Mordukhovich

We consider a nonlinear control system with vector-valued measures as controls and with dynamics depending on time delayed states. First, we introduce a notion of discontinuous, bounded variation solution associated with this system and…

最优化与控制 · 数学 2024-09-02 Giovanni Fusco , Monica Motta , Richard Vinter

We study problems of the calculus of variations and optimal control within the framework of time scales. Specifically, we obtain Euler-Lagrange type equations for both Lagrangians depending on higher order delta derivatives and…

最优化与控制 · 数学 2010-07-30 Rui A. C. Ferreira

In this paper, we consider a new scalarization function for set-valued maps. As the main goal, by using this scalarization function, we obtain some Weierstrass-type theorems for the noncontinuous set optimization problems via the coercivity…

最优化与控制 · 数学 2023-11-15 Fatemeh Fakhar , Hamid Reza Hajisharifi , Zeinab Soltani

In general, standard necessary optimality conditions cannot be formulated in a straightforward manner for semi-smooth shape optimization problems. In this paper, we consider shape optimization problems constrained by variational…

最优化与控制 · 数学 2020-12-17 Daniel Luft , Volker H. Schulz , Kathrin Welker

Minimax optimization problems have attracted a lot of attention over the past few years, with applications ranging from economics to machine learning. While advanced optimization methods exist for such problems, characterizing their…

机器学习 · 计算机科学 2024-02-21 Enea Monzio Compagnoni , Antonio Orvieto , Hans Kersting , Frank Norbert Proske , Aurelien Lucchi

We study fractional variational problems of Herglotz type of variable order. Necessary optimality conditions, described by fractional differential equations depending on a combined Caputo fractional derivative of variable order, are proved.…

最优化与控制 · 数学 2017-10-12 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

This paper focuses on optimization problems constrained by Parametric Variational Inequalities (PVI) defined on a moving set. Unlike most existing works on mathematical programs with equilibrium constraints, the equilibrium constraints have…

最优化与控制 · 数学 2026-03-06 Xiaojun Chen , Jin Zhang , Yixuan Zhang

The paper is devoted to the study of a new class of optimal control problems for nonsmooth dynamical systems governed by nonconvex discontinuous differential inclusions of the sweeping type with involving variable time into optimization. We…

最优化与控制 · 数学 2025-03-05 Tan H. Cao , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen , Nguyen N. Thieu

The concept of nonlinear split ordered variational inequality problems on partially ordered vector spaces is a natural extension of linear split vector variational inequality problems on Banach spaces. The results about nonlinear split…

泛函分析 · 数学 2017-10-16 Jinlu Li

We analyze algorithms for solving stochastic variational inequalities (VI) without the bounded variance or bounded domain assumptions, where our main focus is min-max optimization with possibly unbounded constraint sets. We focus on two…

最优化与控制 · 数学 2026-02-06 Ahmet Alacaoglu , Jun-Hyun Kim

This paper establishes several upper and lower estimates for the maximal number of the connected components of the solution sets of monotone affine vector variational inequalities. Our results give a partial solution to Question~2 in [N.D.…

最优化与控制 · 数学 2018-07-03 Vu Trung Hieu