Page 1

Displaying 1 – 7 of 7

Showing per page

Finding the principal points of a random variable

Emilio Carrizosa, E. Conde, A. Castaño, D. Romero-Morales (2001)

RAIRO - Operations Research - Recherche Opérationnelle

The p -principal points of a random variable X with finite second moment are those p points in minimizing the expected squared distance from X to the closest point. Although the determination of principal points involves in general the resolution of a multiextremal optimization problem, existing procedures in the literature provide just a local optimum. In this paper we show that standard Global Optimization techniques can be applied.

Finding the principal points of a random variable

Emilio Carrizosa, E. Conde, A. Castaño, D. Romero–Morales (2010)

RAIRO - Operations Research

The p-principal points of a random variable X with finite second moment are those p points in minimizing the expected squared distance from X to the closest point. Although the determination of principal points involves in general the resolution of a multiextremal optimization problem, existing procedures in the literature provide just a local optimum. In this paper we show that standard Global Optimization techniques can be applied.

First-Order Conditions for Optimization Problems with Quasiconvex Inequality Constraints

Ginchev, Ivan, Ivanov, Vsevolod I. (2008)

Serdica Mathematical Journal

2000 Mathematics Subject Classification: 90C46, 90C26, 26B25, 49J52.The constrained optimization problem min f(x), gj(x) ≤ 0 (j = 1,…p) is considered, where f : X → R and gj : X → R are nonsmooth functions with domain X ⊂ Rn. First-order necessary and first-order sufficient optimality conditions are obtained when gj are quasiconvex functions. Two are the main features of the paper: to treat nonsmooth problems it makes use of Dini derivatives; to obtain more sensitive conditions, it admits directionally...

Full convergence of the proximal point method for quasiconvex functions on Hadamard manifolds

Erik A. Papa Quiroz, P. Roberto Oliveira (2012)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we propose an extension of the proximal point method to solve minimization problems with quasiconvex objective functions on Hadamard manifolds. To reach this goal, we initially extend the concepts of regular and generalized subgradient from Euclidean spaces to Hadamard manifolds and prove that, in the convex case, these concepts coincide with the classical one. For the minimization problem, assuming that the function is bounded from below, in the quasiconvex and lower semicontinuous...

Full convergence of the proximal point method for quasiconvex functions on Hadamard manifolds

Erik A. Papa Quiroz, P. Roberto Oliveira (2012)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we propose an extension of the proximal point method to solve minimization problems with quasiconvex objective functions on Hadamard manifolds. To reach this goal, we initially extend the concepts of regular and generalized subgradient from Euclidean spaces to Hadamard manifolds and prove that, in the convex case, these concepts coincide with the classical one. For the minimization problem, assuming that the function is bounded from below, in the quasiconvex and lower semicontinuous...

Full convergence of the proximal point method for quasiconvex functions on Hadamard manifolds

Erik A. Papa Quiroz, P. Roberto Oliveira (2012)

ESAIM: Control, Optimisation and Calculus of Variations

In this paper we propose an extension of the proximal point method to solve minimization problems with quasiconvex objective functions on Hadamard manifolds. To reach this goal, we initially extend the concepts of regular and generalized subgradient from Euclidean spaces to Hadamard manifolds and prove that, in the convex case, these concepts coincide with the classical one. For the minimization problem, assuming that the function is bounded from below, in the quasiconvex and lower semicontinuous...

Funzioni semiconcave, singolarità e pile di sabbia

Piermarco Cannarsa (2005)

Bollettino dell'Unione Matematica Italiana

La semiconcavità è una nozione che generalizza quella di concavità conservandone la maggior parte delle proprietà ma permettendo di ampliarne le applicazioni. Questa è una rassegna dei punti più salienti della teoria delle funzioni semiconcave, con particolare riguardo allo studio dei loro insiemi singolari. Come applicazione, si discuterà una formula di rappresentazione per la soluzione di un modello dinamico per la materia granulare.

Currently displaying 1 – 7 of 7

Page 1