On a hybrid experimental design
In this paper we study the well definedness of the central path associated to a given nonlinear (convex) semidefinite programming problem. Under standard assumptions, we establish that the existence of the central path is equivalent to the nonemptiness and boundedness of the optimal set. Other equivalent conditions are given, such as the existence of a strictly dual feasible point or the existence of a single central point.The monotonic behavior of the logarithmic barrier and the objective function...
The main aim of this short note is to show that the subdifferentiability and duality results established by Laghdir (2005), Laghdir and Benabbou (2007), and Alimohammady et al. (2011), stated in Fréchet spaces, are consequences of the corresponding known results using Moreau-Rockafellar type conditions.
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...