scientific article; zbMATH DE number 1266748

Publication date: 21 March 1999

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

duality theory subgradient convex analysis directional derivatives minimax theory

Convex programming (90C25) Research exposition (monographs, survey articles) pertaining to operations research and mathematical programming (90-02) Research exposition (monographs, survey articles) pertaining to calculus of variations and optimal control (49-02)

Related Items (only showing first 100 items - show all)

Partial hedging of American options in discrete time and complete markets: convex duality and optimal Markov policies ⋮ Characterizations of solutions for games with precedence constraints ⋮ Values of vector measure market games and their representations ⋮ Convergence of Hausdorff approximation methods for the Edgeworth-Pareto hull of a compact set ⋮ Linesearch algorithms for split equilibrium problems and nonexpansive mappings ⋮ Decomposition algorithm for large-scale two-stage unit-commitment ⋮ Maxmin weighted expected utility: a simpler characterization ⋮ Detecting occlusions as an inverse problem ⋮ A test for risk-averse expected utility ⋮ Extended Lorentz cones and variational inequalities on cylinders ⋮ Extension of completely positive cone relaxation to moment cone relaxation for polynomial optimization ⋮ Weak differentiability with applications to variational analysis ⋮ On rank one convex functions that are homogeneous of degree one ⋮ Reducing multivalued discrete variables in solving separable task assignment problems ⋮ Approximation and estimation of \(s\)-concave densities via Rényi divergences ⋮ The geometry of relative arbitrage ⋮ Mean field type control with congestion ⋮ Self-scaled bounds for atomic cone ranks: applications to nonnegative rank and cp-rank ⋮ Hyperbolization of cusps with convex boundary ⋮ Algorithms for overcoming the curse of dimensionality for certain Hamilton-Jacobi equations arising in control theory and elsewhere ⋮ A remark on multiobjective stochastic optimization via strongly convex functions ⋮ Natural risk measures ⋮ Modelling contact with isotropic and anisotropic friction by the bipotential approach ⋮ Reduced form implementation for environments with value interdependencies ⋮ Bregman superquantiles. Estimation methods and applications ⋮ Best Lipschitz constants of solutions of quadratic programs ⋮ Sharp MSE bounds for proximal denoising ⋮ Minimization of semicoercive functions: a generalization of Fichera's existence theorem for the Signorini problem ⋮ Generic uniqueness of shortest closed geodesics ⋮ Maximum entropy methods as the bridge between microscopic and macroscopic theory ⋮ Fuchsian convex bodies: basics of Brunn-Minkowski theory ⋮ Optimality and duality theorems in nonsmooth multiobjective optimization ⋮ Real Monge-Ampère equations and Kähler-Ricci solitons on toric log Fano varieties ⋮ Large deviations for affine diffusion processes on \(\mathbb R_+^m \times\mathbb R^n\) ⋮ Sharp recovery bounds for convex demixing, with applications ⋮ Fiat money and the value of binding portfolio constraints ⋮ Well-posedness for a class of strongly mixed variational-hemivariational inequalities with perturbations ⋮ Ilmanen's Lemma on insertion of \(C^{1,1}\) functions ⋮ Characterizations and continuity properties for maximal monotone operators with non-empty domain interior ⋮ Collective coordination of high-order dynamic multiagent systems guided by multiple leaders ⋮ From concentration to logarithmic Sobolev and Poincaré inequalities ⋮ Quadratic reflected BSDEs with unbounded obstacles ⋮ Optimal control of discrete and differential inclusions with distributed parameters in the gradient form ⋮ Equality of averaged and quenched large deviations for random walks in random environments in dimensions four and higher ⋮ On the variational equilibrium as a refinement of the generalized Nash equilibrium ⋮ Law of the minimum paradoxes ⋮ A general asymptotic scheme for inference under order restrictions ⋮ Outperforming the market portfolio with a given probability ⋮ Container of (min,+)-linear systems ⋮ The generalized trust region subproblem ⋮ Fully corrective boosting with arbitrary loss and regularization ⋮ Guaranteed clustering and biclustering via semidefinite programming ⋮ Duality and network theory in passivity-based cooperative control ⋮ Reachability, persistence, and constructive chemical reaction networks. I: Reachability approach to the persistence of chemical reaction networks ⋮ Combined algorithm to compute D-optimal designs ⋮ Least-squares independence regression for non-linear causal inference under non-Gaussian noise ⋮ Stochastic linear programming with a distortion risk constraint ⋮ A derivative for complex Lipschitz maps with generalised Cauchy-Riemann equations ⋮ Necessary first- and second-order optimality conditions in discrete systems with a delay in control ⋮ An alternating direction method with increasing penalty for stable principal component pursuit ⋮ Strictly physical global weak solutions of a Navier-Stokes \(Q\)-tensor system with singular potential ⋮ Risk minimization in financial markets modeled by Itô-Lévy processes ⋮ On uniqueness guarantees of solution in convex regularized linear inverse problems ⋮ Robust optimization of schedules affected by uncertain events ⋮ Non-linear Tikhonov regularization in Banach spaces for inverse scattering from anisotropic penetrable media ⋮ Trading performance for state constraint feasibility in stochastic constrained control: a randomized approach ⋮ A class of nonsmooth fractional multiobjective optimization problems ⋮ Up- and downgrading the Euclidean 1-median problem and knapsack Voronoi diagrams ⋮ Certainty equivalent measures of risk ⋮ Support vector machines based on convex risk functions and general norms ⋮ Eliminating useless portfolios in constrained financial economies ⋮ General economic equilibrium with financial markets and retainability ⋮ An axiomatic duality framework for the theta body and related convex corners ⋮ Mean field type control with congestion. II: An augmented Lagrangian method ⋮ Convex geometry and waist inequalities ⋮ Upscaling a model for the thermally-driven motion of screw dislocations ⋮ Distributed convergence to Nash equilibria in two-network zero-sum games ⋮ \{Euclidean, metric, and Wasserstein\} gradient flows: an overview ⋮ On comparison of different sets of units used for improving the frontier in DEA models ⋮ Rigorous derivation of a plate theory in linear elastoplasticity via \(\Gamma\)-convergence ⋮ Existence of shadow prices in finite probability spaces ⋮ Affine processes on positive semidefinite matrices ⋮ Towards variational constitutive updates for non-associative plasticity models at finite strain: models based on a volumetric-deviatoric split ⋮ Efficient allocations under ambiguity ⋮ The fundamental theorem of asset pricing in the presence of bid-ask and interest rate spreads ⋮ Single-valuedness of the demand correspondence and strict convexity of preferences: An equivalence result ⋮ Maximum entropy estimation for survey sampling ⋮ A variational approach via bipotentials for unilateral contact problems ⋮ Large deformations of 1D microstructured systems modeled as generalized Timoshenko beams ⋮ Hessian measures in the aerodynamic Newton problem ⋮ Alternating direction method of multipliers with difference of convex functions ⋮ Well posedness and inf-convolution ⋮ Affine isoperimetric inequalities in the functional Orlicz-Brunn-Minkowski theory ⋮ Regularization of case-specific parameters for robustness and efficiency ⋮ Optimal affine leader functions in reverse Stackelberg games. Existence conditions and characterization ⋮ Characterizing useless-free financial structures ⋮ Multiple solutions to elliptic inclusions via critical point theory on closed convex sets ⋮ An algorithm for two-stage stochastic mixed-integer nonlinear convex problems ⋮ A decomposition method for large scale MILPs, with performance guarantees and a power system application ⋮ An axiomatic integral and a multivariate mean value theorem

This page was built for publication: