相关论文: A duality approach for variational problems in dom…
We consider a continuous time stochastic optimal control problem under both equality and inequality constraints on the expectation of some functionals of the controlled process. Under a qualification condition, we show that the problem is…
Based on the domain variational point of view, we carry on stability analysis on two shape optimization problems from thermal insulation background. The novelty is that, we do not require that the second variation is normal to the boundary.…
We consider the detection problem of a two-dimensional function from noisy observations of its integrals over lines. We study both rate and sharp asymptotics for the error probabilities in the minimax setup. By construction, the derived…
Given a functional for a one-dimensional physical system, a classical problem is to minimize it by finding stationary solutions and then checking the positive definiteness of the second variation. Establishing the positive definiteness is,…
This article develops a duality principle applicable to a large class of variational problems. Firstly, we apply the results to a Ginzburg-Landau type model. In a second step, we develop another duality principle and related primal dual…
A key issue in dimension reduction of dissipative dynamical systems with spectral gaps is the identification of slow invariant manifolds. We present theoretical and numerical results for a variational approach to the problem of computing…
The aim of this paper is to exhibit a necessary and sufficient condition of optimality for functionals depending on fractional integrals and derivatives, on indefinite integrals and on presence of time delay. We exemplify with one example,…
Focus of this work is solving a non-smooth constraint minimization problem by a primal-dual splitting algorithm involving proximity operators. The problem is penalized by the Bregman divergence associated with the non-smooth total variation…
The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems.…
This paper studies dynamic stochastic optimization problems parametrized by a random variable. Such problems arise in many applications in operations research and mathematical finance. We give sufficient conditions for the existence of…
We consider the problem of learning low-rank tensors from partial observations with structural constraints, and propose a novel factorization of such tensors, which leads to a simpler optimization problem. The resulting problem is an…
In this work, we obtain an existence of nontrivial solutions to a minimization problem involving a fractional Hardy-Sobolev type inequality in the case of inner singularity. Precisely, for $\lambda>0$ we analyze the attainability of the…
This paper is devoted to the variational inequality problems. We consider two classes of problems, the first is classical constrained variational inequality and the second is the same problem with functional (inequality type) constraints.…
We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…
This article is devoted to investigate a nonsmooth/nonconvex uncertain multiobjective optimization problem with composition fields (CUP) for brevity) over arbitrary Asplund spaces. Employing some advanced techniques of variational analysis…
This paper revisits the well-studied fixed point problem from a unified viewpoint of mathematical modeling and canonical duality theory, i.e. the original problem is first reformulated as a nonconvex optimization problem, its well-posedness…
Bilevel programs are optimization problems where some variables are solutions to optimization problems themselves, and they arise in a variety of control applications, including: control of vehicle traffic networks, inverse reinforcement…
We study pattern formation for a variational model displaying competition between a local term penalizing interfaces and a non-local term favoring oscillations. By means of a $\Gamma$--convergence analysis, we show that as the parameter J…
Primal-Dual Interior-Point methods are capable of solving constrained convex optimization problems to tight tolerances in a fast and robust manner. The derivatives of the primal-dual solution with respect to the problem matrices can be…
Our interest lies in developing some efficient methods for minimizing the sum of two geodesically convex functions on Hadamard manifolds, with the aim to enhance the convergence of the Douglas-Rachford algorithm in Hadamard manifolds.…