Convex analysis and nonlinear optimization. Theory and examples
From MaRDI portal
Publication:1580079
zbMath0953.90001MaRDI QIDQ1580079
Jonathan M. Borwein, Adrian S. Lewis
Publication date: 13 September 2000
Published in: CMS Books in Mathematics/Ouvrages de Mathématiques de la SMC (Search for Journal in Brave)
Convex programming (90C25) Set-valued and variational analysis (49J53) Fixed-point theorems (47H10) Convex functions and convex programs in convex geometry (52A41) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01)
Related Items
Note on Convex Functionals in the Dual Spaces of Nonreflexive Banach Spaces ⋮ An iteration method to solve multiple constrained least squares problems ⋮ A class of non-associated materials: \(n\)-monotone materials -- Hooke's law of elasticity revisited ⋮ An alternative theorem for set-valued maps via set relations and its application to robustness of feasible sets ⋮ Prices stabilization for inexact unit-commitment problems ⋮ Feature space perspectives for learning the kernel ⋮ A model-free, non-parametric method for density determination, with application to asset returns ⋮ Convexificators and boundedness of the Kuhn–Tucker multipliers set ⋮ Convexity of generalized proximinal sets in Banach spaces ⋮ A proximal iteratively regularized Gauss-Newton method for nonlinear inverse problems ⋮ Unnamed Item ⋮ Sequential formulae for the normal cone to sublevel sets ⋮ Lagrange multiplier characterizations of constrained best approximation with nonsmooth nonconvex constraints ⋮ Convergence rate of a new projected-type algorithm solving non-Lipschitz equilibrium problems ⋮ Splitting extragradient-like algorithms for strongly pseudomonotone equilibrium problems ⋮ Globally minimizing the sum of a convex-concave fraction and a convex function based on wave-curve bounds ⋮ An Exact Penalty Method for Nonconvex Problems Covering, in Particular, Nonlinear Programming, Semidefinite Programming, and Second-Order Cone Programming ⋮ On tangential approximations of the solution set of set-valued inclusions ⋮ Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization ⋮ Nonexpansiveness of a linearized augmented Lagrangian operator for hierarchical convex optimization ⋮ Entropic regularization of Wasserstein distance between infinite-dimensional Gaussian measures and Gaussian processes ⋮ Theoretical analysis of Adam using hyperparameters close to one without Lipschitz smoothness ⋮ Minimax deviation strategies for machine learning and recognition with short learning samples ⋮ Perturbed Fenchel duality and first-order methods ⋮ First order sensitivity analysis of symplectic eigenvalues ⋮ Some estimations of the Jensen difference and applications ⋮ Euler-Lagrange equation for a minimization problem over monotone transport maps ⋮ Some novel inequalities for Caputo Fabrizio fractional integrals involving (α,s)-convex functions with applications ⋮ On constraint qualifications and optimality conditions for robust optimization problems through pseudo-differential ⋮ Convex analysis of the eigenvalues of a 3D second-order symmetric tensor ⋮ Bad Semidefinite Programs: They All Look the Same ⋮ A Support Function Based Algorithm for Optimization with Eigenvalue Constraints ⋮ Uniqueness in nuclear norm minimization: flatness of the nuclear norm sphere and simultaneous polarization ⋮ MM algorithms for geometric and signomial programming ⋮ Improved semidefinite bounding procedure for solving max-cut problems to optimality ⋮ Variational analysis for the consumer theory ⋮ Unnamed Item ⋮ KKT conditions for weak\(^\ast\) compact convex sets, theorems of the alternative, and optimality conditions ⋮ Starshaped sets ⋮ Unnamed Item ⋮ Entropy Maximization in Finance ⋮ Covariant description of contact interfaces considering anisotropy for adhesion and friction. I: Formulation and analysis of the computational model ⋮ A new and self-contained proof of Borwein's norm duality theorem ⋮ Superresolution in the maximum entropy approach to invert Laplace transforms ⋮ Unnamed Item ⋮ Constraint qualifications for nonsmooth programming ⋮ On a lower and upper bound for the curvature of ellipses with more than two foci ⋮ Approximation to the mean curve in the LCS problem ⋮ An alternative converse Lyapunov theorem for discrete-time systems ⋮ On fractional differential inclusions with the Jumarie derivative ⋮ ON AGENT’S AGREEMENT AND PARTIAL-EQUILIBRIUM PRICING IN INCOMPLETE MARKETS ⋮ A geometric framework for nonconvex optimization duality using augmented Lagrangian functions ⋮ Convex optimization over fixed point sets of quasi-nonexpansive and nonexpansive mappings in utility-based bandwidth allocation problems with operational constraints ⋮ Softness, sleekness and regularity properties in nonsmooth analysis ⋮ The Resolvent Order: A Unification of the Orders by Zarantonello, by Loewner, and by Moreau ⋮ Maximality of sums of two maximal monotone operators in general Banach space ⋮ Strong semismoothness of the Fischer-Burmeister SDC and SOC complementarity functions ⋮ The resolvent average for positive semidefinite matrices ⋮ Proximal proper efficiency for minimisation with respect to normal cones ⋮ Optimal convex error estimators for classification ⋮ ON APPROXIMATE MINIMA IN VECTOR OPTIMIZATION ⋮ Graph Implementations for Nonsmooth Convex Programs ⋮ Multi-stability in monotone input/output systems ⋮ Fast linear iterations for distributed averaging ⋮ Microscopic path structure of optimally aligned random sequences ⋮ Variational linear comparison bounds for nonlinear composites with anisotropic phases. I. General results ⋮ Smoothing algorithms for computing the projection onto a Minkowski sum of convex sets ⋮ Inferring probability densities from expert opinion ⋮ Nonsmooth analysis in control theory: a survey ⋮ Acceleration method for convex optimization over the fixed point set of a nonexpansive mapping ⋮ Comment ⋮ Variational Methods for Denoising Matrix Fields ⋮ A residual-based algorithm for solving a class of structured nonsmooth optimization problems ⋮ A proximal regularized Gauss-Newton-Kaczmarz method and its acceleration for nonlinear ill-posed problems ⋮ Nonsmooth sparsity constrained optimization problems: optimality conditions ⋮ Variational Properties of Matrix Functions via the Generalized Matrix-Fractional Function ⋮ Criterion-Robust Experimental Designs for the Quadratic Regression on a Square and a Cube ⋮ Average consensus with weighting matrix design for quantized communication on directed switching graphs ⋮ Nonsmooth analysis of singular values. II: Applications ⋮ A mathematical theory of communication ⋮ The convex and monotone functions associated with second-order cone ⋮ Learning using privileged information: SVM+ and weighted SVM ⋮ Weak sharp minima revisited. II: Application to linear regularity and error bounds ⋮ Matrix Support Functionals for Inverse Problems, Regularization, and Learning ⋮ Unnamed Item ⋮ Gas flow in ultra-tight shale strata ⋮ Sensitivity analysis in convex optimization through the circatangent derivative ⋮ Two maxentropic approaches to determine the probability density of compound risk losses ⋮ An Algorithm Solving Compressive Sensing Problem Based on Maximal Monotone Operators ⋮ Some conjugation formulas and subdifferential formulas of convex analysis revisited ⋮ Generalized derivatives and nonsmooth optimization, a finite dimensional tour (with comments and rejoinder) ⋮ Duality for Bregman projections onto translated cones and affine subspaces. ⋮ Application of the method of maximum entropy in the mean to classification problems ⋮ On generalized strongly \(p\)-convex functions of higher order ⋮ Consistency and generalization bounds for maximum entropy density estimation ⋮ Constraint qualifications for nonsmooth mathematical programs with equilibrium constraints ⋮ Hadamard semidifferential, oriented distance function, and some applications ⋮ Stochastic approximation method using diagonal positive-definite matrices for convex optimization with fixed point constraints ⋮ On conic QPCCs, conic QCQPs and completely positive programs ⋮ On \(n\)-polynomial \(p\)-convex functions and some related inequalities ⋮ Convex duality and calculus: Reduction to cones ⋮ Extensions of convex and semiconvex functions and intervally thin sets ⋮ Upper bounds on algebraic connectivity via convex optimization ⋮ Queue-proportional rate allocation with per-link information in multihop wireless networks ⋮ The semismooth-related properties of a merit function and a descent method for the nonlinear complementarity problem ⋮ Sample dependence in the maximum entropy solution to the generalized moment problem ⋮ Optimal designs for comparing regression models with correlated observations ⋮ Enhanced Karush-Kuhn-Tucker condition and weaker constraint qualifications ⋮ Fitzpatrick functions, cyclic monotonicity and Rockafellar's antiderivative ⋮ Characterizations of the solution sets of convex programs and variational inequality problems ⋮ Nonsmooth optimization techniques on Riemannian manifolds ⋮ Nonsmooth multiobjective programming: strong Kuhn-Tucker conditions ⋮ Some dual characterizations of Farkas-type results for fractional programming problems ⋮ Fifty years of maximal monotonicity ⋮ Optimization of spectral functions of Dirichlet-Laplacian eigenvalues ⋮ Techniques for exploring the suboptimal set ⋮ Viscosity solutions for systems of parabolic variational inequalities ⋮ Separation of convex sets by extreme hyperplanes ⋮ A geometry on the space of probabilities. I: The finite dimensional case ⋮ Generalisations, examples, and counter-examples in analysis and optimisation. \textit{In honour of Michel Théra at 70} ⋮ Accelerated training of max-margin Markov networks with kernels ⋮ Multiplicative methods for computing \(D\)-optimal stratified designs of experiments ⋮ Distance majorization and its applications ⋮ Optimization of MIMO systems capacity using large random matrix methods ⋮ Exchanges and measures of risks ⋮ Necessary conditions for nonsmooth multiobjective semi-infinite problems using Michel-penot subdifferential ⋮ Optimality conditions in convex optimization revisited ⋮ Smoothed state estimates under abrupt changes using sum-of-norms regularization ⋮ An introduction to the theory of generalized conics and their applications ⋮ Optimality conditions in nonconvex optimization via weak subdifferentials ⋮ Three-term conjugate gradient method for the convex optimization problem over the fixed point set of a nonexpansive mapping ⋮ A line search exact penalty method using steering rules ⋮ Fixed point optimization algorithm and its application to power control in CDMA data networks ⋮ Exact duals and short certificates of infeasibility and weak infeasibility in conic linear programming ⋮ Nonlinear functions and the norm of the propagators of operational equations ⋮ Risk-averse asymptotics for reservation prices ⋮ A fresh variational-analysis look at the positive semidefinite matrices world ⋮ A block coordinate gradient descent method for regularized convex separable optimization and covariance selection ⋮ Tail behaviour of Gaussian processes with applications to the Brownian pillow. ⋮ The spherical constraint in Boolean quadratic programs ⋮ The optimal value and optimal solutions of the proximal average of convex functions ⋮ Generalized equilibrium problems related to Ky Fan inequalities ⋮ Worst case risk measurement: back to the future? ⋮ Convergence of first-order methods via the convex conjugate ⋮ Decentralized algorithm for centralized variational inequalities in network resource allocation ⋮ Partial equilibria with convex capital requirements: existence, uniqueness and stability ⋮ Gradient consistency for integral-convolution smoothing functions ⋮ Comments on ``Dual methods for nonconvex spectrum optimization of multicarrier systems ⋮ Level-set methods for convex optimization ⋮ Restoration of matrix fields by second-order cone programming ⋮ A variational approach to Lagrange multipliers ⋮ Maximal monotone inclusions and Fitzpatrick functions ⋮ Simple games versus weighted voting games: bounding the critical threshold value ⋮ On the solution uniqueness characterization in the L1 norm and polyhedral gauge recovery ⋮ Unconstrained derivative-free optimization by successive approximation ⋮ Positive constrained approximation via RBF-based partition of unity method ⋮ Mapping cones and separable states ⋮ Some convex programs without a duality gap ⋮ Sensitivity analysis in differential programming through the Clarke derivative ⋮ Initial condition of costate in linear optimal control using convex analysis ⋮ Numerical investigation of Crouzeix's conjecture ⋮ On the robustness of global optima and stationary solutions to stochastic mathematical programs with equilibrium constraints. I: Theory ⋮ Convex sub-differential sum rule via convex semi-closed functions with applications in convex programming ⋮ Characterization and construction of the nearest defective matrix via coalescence of pseudospectral components ⋮ Estimates of variation with respect to a set and applications to optimization problems ⋮ Suprema of chains of operators ⋮ \(s\)-convex fuzzy processes ⋮ Reflection-projection method for convex feasibility problems with an obtuse cone ⋮ Necessary optimality conditions for nonsmooth generalized semi-infinite programming problems ⋮ When do several linear operators share an invariant cone? ⋮ Tangent cone and contingent cone to the intersection of two closed sets ⋮ Asymptotic behavior of gradient-like dynamical systems involving inertia and multiscale aspects ⋮ \(q\)-Hermite-Hadamard inequalities for generalized exponentially \((s,m;\eta)\)-preinvex functions ⋮ S-convexity revisited (fuzzy): Long version ⋮ Fan's inequality in geodesic spaces ⋮ Generalized Nash equilibrium problem, variational inequality and quasiconvexity ⋮ A characterization of maximal monotone operators ⋮ Inexact stochastic subgradient projection method for stochastic equilibrium problems with nonmonotone bifunctions: application to expected risk minimization in machine learning ⋮ Transport plans with domain constraints ⋮ On generalized convexity in Asplund spaces ⋮ Lagrange multiplier characterizations of constrained best approximation with infinite constraints ⋮ A linear programming proof of the second order conditions of non-linear programming ⋮ Duality gap of the conic convex constrained optimization problems in normed spaces ⋮ Hybrid conjugate gradient method for a convex optimization problem over the fixed-point set of a nonexpansive mapping ⋮ Pooling, pricing and trading of risks ⋮ Low-rank matrix recovery with composite optimization: good conditioning and rapid convergence ⋮ The Lagrangian, constraint qualifications and economics ⋮ Pseudonormality and a Lagrange multiplier theory for constrained optimization ⋮ \(\rho\)-regularization subproblems: strong duality and an eigensolver-based algorithm
