Fundamentals of convex analysis
Convexity of real functions of several variables, generalizations (26B25) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Nonsmooth analysis (49J52) Convex functions and convex programs in convex geometry (52A41) Numerical optimization and variational techniques (65K10) Convex programming (90C25)
This book is an abridged version of the book ``Convex analysis and minimization algorithms (shortly CAMA) written in two volumes by the same authors (1993; Zbl 0795.49001 and Zbl 0795.49002). The authors have extracted from CAMA Chapters III--VI and X, containing the fundamentals of convex analysis, deleting material seemed too advanced for an introduction, or too closely attached to numerical algorithms. Each Chapter is presented as a ``lesson treating a given subject in its entirety, completed by numerous examples and figures. So, this new version becomes a good book for learning and teaching of convex analysis in finite dimensions. The book contains an introduction, five chapters, a bibliographical comment, references and an index. In the following we present the five chapters with their themes. A. Convex analysis (Chap. III in CAMA), gives the theoretical concepts of convex sets: cone, hull, interiors, separation theorems, extreme point, Farkas-Minkowski lemma, tangent and normal cone. B. Convex functions (Chap. IV\dots) presents definitions for convex functions, affine and closed convex functions, punctual operations preserving convexity, first- and second-order differentiation of convex functions. C. Sublinearity and support functions (Chap. V\dots) are given by definitions, properties, interpretations in respect to closed convex sets, having numerous examples about norm, polarity, closed convex polyhedra. D. Subdifferentials of finite convex functions (Chap. VI\dots) presents the notions of directional derivatives, subdifferential, geometrical aspects, mean-value theorems, chain rules with subdifferentials, monotonicity properties, implications in optimization. E. Conjugacy in convex analysis (Chap. X\dots) presents the convex conjugate and biconjugate of a function, with definitions, interpretations and properties, some of them using the subdifferential. Calculus rules on the conjugacy operation are given, too.
- Interim efficient allocations under uncertainty
- Geometric conditions for Kuhn-Tucker sufficiency of global optimality in mathematical programming
- New sufficiency for global optimality and duality of mathematical programming problems via underestimators
- On surrogate loss functions and \(f\)-divergences
- Asymmetric distances, semidirected networks and majority in Fermat-Weber problems
- Convexity of the set of fixed points generated by some control systems
- Improved steplength by more practical information in the extragradient method for monotone variational inequalities
- On controlled linear diffusions with delay in a model of optimal advertising under uncertainty with memory effects
- On starshaped fuzzy sets
- Existence and uniqueness of weak solutions for a non-uniformly parabolic equation
- Fundamentals of convex analysis. Duality, separation, representation, and resolution
- Convexity of the joint numerical range: Topological and differential geometric viewpoints.
- Characterization of a class of weak transport-entropy inequalities on the line
- Riemannian game dynamics
- Currents carried by the subgradient graphs of semi-convex functions and applications to Hessian measures
- A variational approach to dissipative SPDEs with singular drift
- Integrated aircraft-path assignment and robust schedule design with cruise speed control
- Quadratic programs with hollows
- Critical multi-type Galton-Watson trees conditioned to be large
- On a generalization of sandwich type theorems
- Fixed points of polarity type operators
- Convergence rate analysis of distributed optimization with projected subgradient algorithm
- Stability of metric regularity with set-valued perturbations and application to Newton's method for solving generalized equations
- Approximately solving multi-valued variational inequalities by using a projection and contraction algorithm
- On some geometric conditions for minimality of DCH-functions via DC-duality approach
- Algorithm for overcoming the curse of dimensionality for time-dependent non-convex Hamilton-Jacobi equations arising from optimal control and differential games problems
- Around Jensen's inequality for strongly convex functions
- On the Jensen functional and strong convexity
- Distributed constrained optimization via continuous-time mirror design
- Stepwise approximations and limiting generalized solution to the hyperbolic conservation law
- Identifying effective scenarios in distributionally robust stochastic programs with total variation distance
- Projection and convolution operations for integrally convex functions
- Pasting gauges. I: Shortest paths across a hyperplane
- Pasting gauges. II: Balls in pasted halfplanes
- Characterization of weakly sharp solutions of a variational-type inequality with convex functional
- Variational analysis on the signed distance functions
- Functions generating \((m,M,\Psi)\)-Schur-convex sums
- Jensen's and Hermite-Hadamard's type inequalities for lower and strongly convex functions on normed spaces
- A robust unscented transformation for uncertain moments
- A partial answer to the Demyanov-Ryabova conjecture
- Intersection cuts for convex mixed integer programs from translated cones
- Guaranteeing highly robust weakly efficient solutions for uncertain multi-objective convex programs
- The Krakovskii-LaSalle invariance principle for a class of unilateral dynamical systems
- Closures of exponential families
- An optimal randomized incremental gradient method
- Controlled approximation of the value function in stochastic dynamic programming for multi-reservoir systems
- Optimal investment with random endowments in incomplete markets.
- Generalized positiveness of spatially interconnected systems over quadratically constrained frequency domains
- A double smoothing technique for solving unconstrained nondifferentiable convex optimization problems
- Definability of restricted theta functions and families of abelian varieties
- Explicit convex and concave envelopes through polyhedral subdivisions
- Birkhoff-James orthogonality and applications: a survey
- Distributed algorithm design for optimal resource allocation problems via incremental passivity theory
- Simplicial faces of the set of correlation matrices
- An ^2-^q regularization method for large discrete ill-posed problems
- Admissible controls and controllable sets for a linear time-varying ordinary differential equation
- \(L^1\) penalization of volumetric dose objectives in optimal control of PDEs
- Ohlin and Levin-Stečkin-type results for strongly convex functions
- A second-order sufficient optimality condition for risk-neutral bi-level stochastic linear programs
- Nonconforming discretizations of convex minimization problems and precise relations to mixed methods
- On a class of constrained interval-valued optimization problems governed by mechanical work cost functionals
- A nonisothermal thermodynamical model of liquid-vapor interaction with metastability
- Mixtures of mean-preserving contractions
- An iterative algorithm for solving variational inequality, generalized mixed equilibrium, convex minimization and zeros problems for a class of nonexpansive-type mappings
- Comments on: ``A note on the paper ``Optimality conditions for optimistic bilevel programming problem using convexifactors
- On generalized convex functions and generalized subdifferential. II
- An iterative approximation of common solutions of split generalized vector mixed equilibrium problem and some certain optimization problems
- On weak sharp solutions in \((\rho , \mathbf{b}, \mathbf{d})\)-variational inequalities
- A piecewise conservative method for unconstrained convex optimization
- Existence of solutions for a class of bilevel stochastic linear programs
- A characterization for the validity of the Hermite-Hadamard inequality on a simplex
- Subdifferential set of an operator
- Some estimations for the generalized relative operator entropy
- Generalized Hukuhara-Clarke derivative of interval-valued functions and its properties
- Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs
- Generalized perturbed best response dynamics with a continuum of strategies
- Lyapunov spectrum properties and continuity of the lower joint spectral radius
- A smooth approximation approach for optimization with probabilistic constraints based on sigmoid function
- Discrete Fenchel duality for a pair of integrally convex and separable convex functions
- Martin boundary of random walks in convex cones
- On \(n\)-polynomial \(p\)-convex functions and some related inequalities
- Inertial iterative method with self-adaptive step size for finite family of split monotone variational inclusion and fixed point problems in Banach spaces
- On a global efficiency criterion in multiobjective variational control problems with path-independent curvilinear integral cost functionals
- On Hamilton-Jacobi PDEs and image denoising models with certain nonadditive noise
- Proximal operator for the sorted \(\ell_1\) norm: application to testing procedures based on SLOPE
- R-convexity in R-vector spaces
- A stochastic primal-dual method for a class of nonconvex constrained optimization
- Linear conditioning, weak sharpness and finite convergence for equilibrium problems
- A proof of the Caffarelli contraction theorem via entropic regularization
- Statistical inference of semidefinite programming with multiple parameters
- Social welfare and profit maximization from revealed preferences
- Structural properties of feasible bookings in the European entry-exit gas market system
- Learning rates for the kernel regularized regression with a differentiable strongly convex loss
- On linear transformations of intersections
- Zero temperature limits of equilibrium states for subadditive potentials and approximation of maximal Lyapunov exponent
- First order sensitivity analysis of symplectic eigenvalues
- Curie-Weiss type models for general spin spaces and quadratic pressure in ergodic theory
- On a differential inclusion involving Dirichlet-Laplace operators of fractional orders
- Algorithm for overcoming the curse of dimensionality for state-dependent Hamilton-Jacobi equations
- Coulomb friction with rolling resistance as a cone complementarity problem
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