Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming
From MaRDI portal
Publication:5003208
DOI10.1137/20M1373517zbMath1478.49014OpenAlexW3174751558MaRDI QIDQ5003208
Pedro Pérez-Aros, Emilio Vilches
Publication date: 20 July 2021
Published in: SIAM Journal on Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/20m1373517
stochastic programmingsemi-infinite programmingMoreau envelopeinfinite programmingsubdifferential calculussupremum function
Convex programming (90C25) Stochastic programming (90C15) Set-valued and variational analysis (49J53) Semi-infinite programming (90C34)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Robust conjugate duality for convex optimization under uncertainty with application to data classification
- Approximation and regularization of arbitrary functions in Hilbert spaces by the Lasry-Lions method
- Convex analysis and measurable multifunctions
- Formulae for the conjugate and the subdifferential of the supremum function
- Convex and stochastic optimization
- Duality for the robust sum of functions
- Distributionally robust optimization with multiple time scales: valuation of a thermal power plant
- Moreau-Yosida regularization of state-dependent sweeping processes with nonregular sets
- Convexity and closedness in stable robust duality
- Differential properties of the Moreau envelope
- Towards Supremum-Sum Subdifferential Calculus Free of Qualification Conditions
- Variational Analysis in Sobolev and BV Spaces
- Distributionally Robust Convex Optimization
- Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
- Distributionally Robust Optimization and Its Tractable Approximations
- Duality in Vector Optimization
- Subdifferential Calculus Rules in Convex Analysis: A Unifying Approach Via Pointwise Supremum Functions
- Variational Analysis
- Valadier-like formulas for the supremum function II: The compactly indexed case
- Subdifferential Formulae for the Supremum of an Arbitrary Family of Functions
- A Unified Approach to Robust Farkas-Type Results with Applications to Robust Optimization Problems
- Subdifferentials of Nonconvex Supremum Functions and Their Applications to Semi-infinite and Infinite Programs with Lipschitzian Data
- Proximité et dualité dans un espace hilbertien
- Convex analysis and monotone operator theory in Hilbert spaces