General algorithm and sensitivity analysis for variational inequalities.
Generalized minimizers of convex integral functionals, Bregman distance, Pythagorean identities
Integral functionals based on convex normal integrands are minimized subject to finitely many moment constraints. The integrands are finite on the positive and infinite on the negative numbers, strictly convex but not necessarily differentiable. The minimization is viewed as a primal problem and studied together with a dual one in the framework of convex duality. The effective domain of the value function is described by a conic core, a modification of the earlier concept of convex core. Minimizers...
Generalized Newton methods for the 2D-Signorini contact problem with friction in function space
The 2D-Signorini contact problem with Tresca and Coulomb friction is discussed in infinite-dimensional Hilbert spaces. First, the problem with given friction (Tresca friction) is considered. It leads to a constraint non-differentiable minimization problem. By means of the Fenchel duality theorem this problem can be transformed into a constrained minimization involving a smooth functional. A regularization technique for the dual problem motivated by augmented lagrangians allows to apply an infinite-dimensional...
Generalized Newton methods for the 2D-Signorini contact problem with friction in function space
The 2D-Signorini contact problem with Tresca and Coulomb friction is discussed in infinite-dimensional Hilbert spaces. First, the problem with given friction (Tresca friction) is considered. It leads to a constraint non-differentiable minimization problem. By means of the Fenchel duality theorem this problem can be transformed into a constrained minimization involving a smooth functional. A regularization technique for the dual problem motivated by augmented Lagrangians allows to apply an...
Generalized quasi-variational inequalities and duality.
Geometric convergence of iterative methods for variational inequalities with -matrices and diagonal monotone operators
Graphical model selection for a particular class of continuous-time processes
Graphical models provide an undirected graph representation of relations between the components of a random vector. In the Gaussian case such an undirected graph is used to describe conditional independence relations among such components. In this paper, we consider a continuous-time Gaussian model which is accessible to observations only at time . We introduce the concept of infinitesimal conditional independence for such a model. Then, we address the corresponding graphical model selection problem,...