相关论文: A Convex Maximization Problem: Continuous Case
In this note we explore duality in reverse convex optimization with reverse convex inequality constraints. While we are examining the special case of a finite index set of the inequality constraints, we are primarily interested in the…
The Convex Envelope of a given function was recently characterized as the solution of a fully nonlinear Partial Differential Equation (PDE). In this article we study a modified problem: the Dirichlet problem for the underlying PDE. The main…
In this paper, "chance optimization" problems are introduced, where one aims at maximizing the probability of a set defined by polynomial inequalities. These problems are, in general, nonconvex and computationally hard. With the objective…
We review some recent advances in the field of element-based algebraic stabilization for continuous finite element discretizations of nonlinear hyperbolic problems. The main focus is on multidimensional convex limiting techniques designed…
This work investigates the finite-horizon optimal covariance steering problem for discrete-time linear systems subject to both additive and multiplicative uncertainties as well as state and input chance constraints. In particular, a…
The purpose of this paper is to characterize the weak efficient solutions, the efficient solutions, and the isolated efficient solutions of a given vector optimization problem with finitely many convex objective functions and infinitely…
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…
This paper is dedicated to the investigation of a new numerical method to approximate the optimal stopping problem for a discrete-time continuous state space Markov chain under partial observations. It is based on a two-step discretization…
Extended real-valued functions are often used in optimization theory, but in different ways for infimum problems and for supremum problems. We present an approach to extended real-valued functions that works for all types of problems and…
This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…
In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full…
In this paper, we study a second order variational problem for locally convex hypersurfaces, which is the affine invariant analogue of the classical Plateau problem for minimal surfaces. We prove existence, regularity and uniqueness results…
In this paper we introduce an enhanced notion of extremal systems for sets in locally convex topological vector spaces and obtain efficient conditions for set extremality in the convex case. Then we apply this machinery to deriving new…
In this article we study convex integer maximization problems with composite objective functions of the form $f(Wx)$, where $f$ is a convex function on $\R^d$ and $W$ is a $d\times n$ matrix with small or binary entries, over finite sets…
Equivalent conditions that make the normal cone maximal monotone are investigated in the general settings of locally convex spaces. Some consequences such as Bishop Phelps and sum representability results are presented in the last part.
The divergence minimization problem plays an important role in various fields. In this note, we focus on differentiable and strictly convex divergences. For some minimization problems, we show the minimizer conditions and the uniqueness of…
In decision-making, maxitive functions are used for worst-case and best-case evaluations. Maxitivity gives rise to a rich structure that is well-studied in the context of the pointwise order. In this article, we investigate maxitivity with…
The maximum-entropy sampling problem is a fundamental and challenging combinatorial-optimization problem, with application in spatial statistics. It asks to find a maximum-determinant order-$s$ principal submatrix of an order-$n$ covariance…
We present a new algebraic algorithmic scheme to solve {\em convex integer maximization} problems of the following form, where $c$ is a convex function on $R^d$ and $w_1x,...,w_dx$ are linear forms on $R^n$, $$\max \{c(w_1 x,...,w_d x):…
To every nearly convex optimization problem, that is a minimization problem with a nearly convex objective function and a nearly convex constraint set, we associate a uniquely defined convex optimization problem with a lower semicontinuous…