相关论文: Functions for relative maximization

Some properties of integral averages of functions on intervals and their asymptotic behavior are investigated. The results are aimed at applications to entire and subharmonic functions.

For any quantity of interest in a system governed by ordinary differential equations, it is natural to seek the largest (or smallest) long-time average among solution trajectories, as well as the extremal trajectories themselves. Upper…

In this paper, we obtain results about the positive definiteness, the continuity and the level-boundedness of two optimal value functions of specific parametric optimization problems. Those two optimization problems are generalizations of…

We consider relative or subjective optimization problems where the goal function and feasible set are dependent of the current state of the system under consideration. In general, they are formulated as quasi-equilibrium problems, hence…

In this paper we study the right differentiability of a parametric infimum function over a parametric set defined by equality constraints. We present a new theorem with sufficient conditions for the right differentiability with respect to…

This paper defines the beta function and other linear orbit parameters using the exact equations of motion. The orbit functions are redefined using the exact equations. Expressions are found for the transfer matrix and the emittances.…

In the regime of bounded transportation costs, additive approximations for the optimal transport problem are reduced (rather simply) to relative approximations for positive linear programs, resulting in faster additive approximation…

We consider a continuous-time market with proportional transaction costs. Under appropriate assumptions we prove the existence of optimal strategies for investors who maximize their worst-case utility over a class of possible models. We…

This paper proposes a unique optimization approach for estimating the minimax rational approximation and its application for evaluating matrix functions. Our method enables the extension to generalized rational approximations and has the…

A regularization algorithm using inexact function values and inexact derivatives is proposed and its evaluation complexity analyzed. This algorithm is applicable to unconstrained problems and to problems with inexpensive constraints (that…

We study the problem of maximizing a function that is approximately submodular under a cardinality constraint. Approximate submodularity implicitly appears in a wide range of applications as in many cases errors in evaluation of a…

Although an input distribution may not majorize a target distribution, it may majorize a distribution which is close to the target. Here we introduce a notion of approximate majorization. For any distribution, and given a distance $\delta$,…

In this paper we study the regularity properties of fractional maximal operators acting on $BV$-functions. We establish new bounds for the derivative of the fractional maximal function, both in the continuous and in the discrete settings.

We study regularity properties of the dynamic value functions of primal and dual problems of optimal investing for utility functions defined on the whole real line. Relations between decomposition terms of value processes of primal and dual…

Symmetric submodular functions are an important family of submodular functions capturing many interesting cases including cut functions of graphs and hypergraphs. Maximization of such functions subject to various constraints receives little…

We consider approximation or recovery of functions based on a finite number of function evaluations. This is a well-studied problem in optimal recovery, machine learning, and numerical analysis in general, but many fundamental insights were…

The article is devoted to the problem of applying the maximum principle for finding optimal control parameters in simulation tasks of interest for a variety of engineering and industrial systems and processes. Especially important is the…

A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…

In this paper, we study the tradeoff between the approximation guarantee and adaptivity for the problem of maximizing a monotone submodular function subject to a cardinality constraint. The adaptivity of an algorithm is the number of…

For a continuous function $f$ defined on a closed and bounded domain, there is at least one maximum and one minimum. First, we introduce some preliminaries which are necessary through the paper. We then present an algorithm, which is…