Nondifferentiable and quasidifferentiable duality in vector optimization theory
Nonlinear Duality And Multiplier Theorems.
Nonlinear mixed zero-one Programming: Practical and Theoretical Aspects
Notes on free lunch in the limit and pricing by conjugate duality theory
King and Korf [KingKorf01] introduced, in the framework of a discrete- time dynamic market model on a general probability space, a new concept of arbitrage called free lunch in the limit which is slightly weaker than the common free lunch. The definition was motivated by the attempt at proposing the pricing theory based on the theory of conjugate duality in optimization. We show that this concept of arbitrage fails to have a basic property of other common concepts used in pricing theory – it depends...
O jednom důkazu principu duality v lineárním programování
On optimal control of systems with interface side conditions
On primal-dual stability in convex optimization.
On the duality between -modulus and probability measures
Motivated by recent developments on calculus in metric measure spaces , we prove a general duality principle between Fuglede’s notion [15] of -modulus for families of finite Borel measures in and probability measures with barycenter in , with dual exponent of . We apply this general duality principle to study null sets for families of parametric and non-parametric curves in . In the final part of the paper we provide a new proof, independent of optimal transportation, of the equivalence...
On the equality between Monge's infimum and Kantorovich's minimum in optimal mass transportation
Optimal solutions of multivariate coupling problems
Some necessary and some sufficient conditions are established for the explicit construction and characterization of optimal solutions of multivariate transportation (coupling) problems. The proofs are based on ideas from duality theory and nonconvex optimization theory. Applications are given to multivariate optimal coupling problems w.r.t. minimal -type metrics, where fairly explicit and complete characterizations of optimal transportation plans (couplings) are obtained. The results are of interest...
Optimality conditions and duality for DC programming in locally convex spaces.
Optimality conditions for constrained convex parabolic control problems via duality.
Optimality conditions for weak efficiency to vector optimization problems with composed convex functions
We consider a convex optimization problem with a vector valued function as objective function and convex cone inequality constraints. We suppose that each entry of the objective function is the composition of some convex functions. Our aim is to provide necessary and sufficient conditions for the weakly efficient solutions of this vector problem. Moreover, a multiobjective dual treatment is given and weak and strong duality assertions are proved.
Optimality properties of controls with bang-bang components in problems with semilinear state equation
PDI&PDE-constrained optimization problems with curvilinear functional quotients as objective vectors.
Perturbation theory of duality in vector nonconvex optimization via the abstract duality scheme
Perturbation theory of duality in vector optimization via the abstract duality scheme
Problèmes variationnels non convexes en dualité (Équation des coques ; systèmes gyroscopiques)
Regularity results for an optimal design problem with a volume constraint
Regularity results for minimal configurations of variational problems involving both bulk and surface energies and subject to a volume constraint are established. The bulk energies are convex functions with p-power growth, but are otherwise not subjected to any further structure conditions. For a minimal configuration (u,E), Hölder continuity of the function u is proved as well as partial regularity of the boundary of the minimal set E. Moreover, full regularity of the boundary of the minimal set...
Revisiting the construction of gap functions for variational inequalities and equilibrium problems via conjugate duality
Based on conjugate duality we construct several gap functions for general variational inequalities and equilibrium problems, in the formulation of which a so-called perturbation function is used. These functions are written with the help of the Fenchel-Moreau conjugate of the functions involved. In case we are working in the convex setting and a regularity condition is fulfilled, these functions become gap functions. The techniques used are the ones considered in [Altangerel L., Boţ R.I., Wanka...