A bornological approach to rotundity and smoothness applied to approximation.
A class of generalized best approximation problems in locally convex linear topological spaces.
A generalization of Dubovitskij-Miliutin theorem
A generalized dual maximizer for the Monge–Kantorovich transport problem
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∗
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 "hidden" characterization of approximatively polyhedral convex sets in Banach spaces
A closed convex subset C of a Banach space X is called approximatively polyhedral if for each ε > 0 there is a polyhedral (= intersection of finitely many closed half-spaces) convex set P ⊂ X at Hausdorff distance < ε from C. We characterize approximatively polyhedral convex sets in Banach spaces and apply the characterization to show that a connected component of the space of closed convex subsets of X endowed with the Hausdorff metric is separable if and only if contains a polyhedral convex...
A new algorithm for approximating the least concave majorant
The least concave majorant, , of a continuous function on a closed interval, , is defined by We present an algorithm, in the spirit of the Jarvis March, to approximate the least concave majorant of a differentiable piecewise polynomial function of degree at most three on . Given any function , it can be well-approximated on by a clamped cubic spline . We show that is then a good approximation to . We give two examples, one to illustrate, the other to apply our algorithm.
A note on Banach spaces and sub differentials of convex functions
A note on extremality and completeness in financial markets with infinitely many risky assets
A note on singular points of convex functions in Banach spaces
A proximal point method for nonsmooth convex optimization problems in Banach spaces.
A saddle-point approach to the Monge-Kantorovich optimal transport problem
The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to c-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes infinite values. It leads us to new explicit sufficient and necessary optimality conditions. As by-products, we obtain a new proof of the well-known Kantorovich dual equality and an improvement of the convergence of the minimizing sequences.
A saddle-point approach to the Monge-Kantorovich optimal transport problem
The Monge-Kantorovich problem is revisited by means of a variant of the saddle-point method without appealing to c-conjugates. A new abstract characterization of the optimal plans is obtained in the case where the cost function takes infinite values. It leads us to new explicit sufficient and necessary optimality conditions. As by-products, we obtain a new proof of the well-known Kantorovich dual equality and an improvement of the convergence of the minimizing sequences.
A systematization of convexity concepts for sets and functions.
A two-stage stochastic optimization model for a gas sale retailer
The paper deals with a new stochastic optimization model, named OMoGaS–SV (Optimization Modelling for Gas Seller–Stochastic Version), to assist companies dealing with gas retail commercialization. Stochasticity is due to the dependence of consumptions on temperature uncertainty. Due to nonlinearities present in the objective function, the model can be classified as an NLP mixed integer model, with the profit function depending on the number of contracts with the final consumers, the typology of...
A viscosity-proximal gradient method with inertial extrapolation for solving certain minimization problems in Hilbert space
In this paper, we study the strong convergence of the proximal gradient algorithm with inertial extrapolation term for solving classical minimization problem and finding the fixed points of -demimetric mapping in a real Hilbert space. Our algorithm is inspired by the inertial proximal point algorithm and the viscosity approximation method of Moudafi. A strong convergence result is achieved in our result without necessarily imposing the summation condition on the inertial term. Finally, we provide...
An attempt of characterization of functions with sharp weakly complete epigraphs.
Applications of the Fréchet subdifferential
2000 Mathematics Subject Classification: 46A30, 54C60, 90C26.In this paper we prove two results of nonsmooth analysis involving the Fréchet subdifferential. One of these results provides a necessary optimality condition for an optimization problem which arise naturally from a class of wide studied problems. In the second result we establish a sufficient condition for the metric regularity of a set-valued map without continuity assumptions.
Attainable claims with p'th moments