Displaying 101 – 120 of 681

Showing per page

A generalized dual maximizer for the Monge–Kantorovich transport problem

Mathias Beiglböck, Christian Léonard, Walter Schachermayer (2012)

ESAIM: Probability and Statistics

The dual attainment of the Monge–Kantorovich transport problem is analyzed in a general setting. The spaces X,Y are assumed to be polish and equipped with Borel probability measures μ and ν. The transport cost function c : X × Y →  [0,∞]  is assumed to be Borel measurable. We show that a dual optimizer always exists, provided we interpret it as a projective limit of certain finitely additive measures. Our methods are functional analytic and rely on Fenchel’s perturbation technique.

A generalized dual maximizer for the Monge–Kantorovich transport problem∗

Mathias Beiglböck, Christian Léonard, Walter Schachermayer (2012)

ESAIM: Probability and Statistics

The dual attainment of the Monge–Kantorovich transport problem is analyzed in a general setting. The spaces X,Y are assumed to be polish and equipped with Borel probability measures μ and ν. The transport cost function c : X × Y →  [0,∞]  is assumed to be Borel measurable. We show that a dual optimizer always exists, provided we interpret it as a projective limit of certain finitely additive measures. Our methods are functional analytic...

A geometric lower bound on Grad’s number

Alessio Figalli (2009)

ESAIM: Control, Optimisation and Calculus of Variations

In this note we provide a new geometric lower bound on the so-called Grad’s number of a domain Ø in terms of how far Ø is from being axisymmetric. Such an estimate is important in the study of the trend to equilibrium for the Boltzmann equation for dilute gases.

A geometric lower bound on Grad's number

Alessio Figalli (2008)

ESAIM: Control, Optimisation and Calculus of Variations

In this note we provide a new geometric lower bound on the so-called Grad's number of a domain Ω in terms of how far Ω is from being axisymmetric. Such an estimate is important in the study of the trend to equilibrium for the Boltzmann equation for dilute gases.

A Global Stochastic Optimization Method for Large Scale Problems

W. El Alem, A. El Hami, R. Ellaia (2010)

Mathematical Modelling of Natural Phenomena

In this paper, a new hybrid simulated annealing algorithm for constrained global optimization is proposed. We have developed a stochastic algorithm called ASAPSPSA that uses Adaptive Simulated Annealing algorithm (ASA). ASA is a series of modifications to the basic simulated annealing algorithm (SA) that gives the region containing the global solution of an objective function. In addition, Simultaneous Perturbation Stochastic Approximation (SPSA)...

A Haar-Rado type theorem for minimizers in Sobolev spaces

Carlo Mariconda, Giulia Treu (2011)

ESAIM: Control, Optimisation and Calculus of Variations

Let be a minimum for where f is convex, is convex for a.e. x. We prove that u shares the same modulus of continuity of ϕ whenever Ω is sufficiently regular, the right derivative of g satisfies a suitable monotonicity assumption and the following inequality holds This result generalizes the classical Haar-Rado theorem for Lipschitz functions.

A Haar-Rado type theorem for minimizers in Sobolev spaces

Carlo Mariconda, Giulia Treu (2011)

ESAIM: Control, Optimisation and Calculus of Variations

Let be a minimum for where f is convex, is convex for a.e. x. We prove that u shares the same modulus of continuity of ϕ whenever Ω is sufficiently regular, the right derivative of g satisfies a suitable monotonicity assumption and the following inequality holds This result generalizes the classical Haar-Rado theorem for Lipschitz functions.

Currently displaying 101 – 120 of 681