Variational Analysis
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Set-valued operators (47H04) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Variational inequalities (49J40) Methods involving semicontinuity and convergence; relaxation (49J45) Nonsmooth analysis (49J52) Sensitivity, stability, well-posedness (49K40) Duality theory (optimization) (49N15) Convex functions and convex programs in convex geometry (52A41) Set-valued maps in general topology (54C60) Sensitivity, stability, parametric optimization (90C31)
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(only showing first 100 items - show all)- Penalization for variational inequalities
- First-order optimality conditions for two classes of generalized nonsmooth semi-infinite optimization
- Stability of the feasible set mapping of linear systems with an exact constraint set
- Sensitivity of solutions to a parametric generalized equation
- Sensitive dependence on initial conditions between dynamical systems and their induced hyperspace dynamical systems
- Asymptotic normality of test statistics under alternative hypotheses
- Point-based sufficient conditions for metric regularity of implicit multifunctions
- Optimal timing of CO\(_2\) mitigation policies for a cost-effectiveness model
- Painlevé-Kuratowski convergences for the solution sets of set-valued weak vector variational inequalities
- Merit functions in vector optimization
- Critical points index for vector functions and vector optimization
- Scenario tree modeling for multistage stochastic programs
- Pontryagin's maximum principle for multidimensional control problems in image processing
- Measurability of optimal transportation and convergence rate for Landau type interacting particle systems
- Likelihood ratio tests and singularities
- Convergence analysis of Tikhonov-type regularization algorithms for multiobjective optimization problems
- Jensen's inequality for the lower semicontinuous quasiconvex envelope and relaxation of multidimensional control problems
- Fréchet approach in second-order optimization
- Iterative solving of variational inclusions under Wijsman perturbations
- On Rockafellar's theorem using proximal point algorithm involving H-maximal monotonicity framework
- Bregman distances and Klee sets
- Bregman distances and Chebyshev sets
- Tikhonov regularization of metrically regular inclusions
- A note on second-order optimality conditions
- Metric subregularity and the proximal point method
- Two-step iterative algorithms for hierarchical fixed point problems and variational inequality problems
- Super-relaxed \((\eta)\)-proximal point algorithms, relaxed \((\eta)\)-proximal point algorithms, linear convergence analysis, and nonlinear variational inclusions
- Optimality conditions and duality for DC programming in locally convex spaces
- Variational principle for the spectral exponent of polynomials of weighted composition operators
- Geometric approach to Pontryagin's maximum principle
- Multiparametric linear programming: support set and optimal partition invariancy
- A note on the differentiability of conjugate functions
- Error bounds of two smoothing approximations for semi-infinite minimax problems
- Existence of equilibria of set-valued maps on bounded epi-Lipschitz domains in Hilbert spaces without invariance conditions
- A dual characterization of self-generation and exponential forward performances
- On the equivalence of some basic principles in variational analysis
- An existence result for optimal obstacles
- On strong laws of large numbers for random upper semicontinuous functions
- Separable reduction and extremal principles in variational analysis.
- Weak maximum principle for optimal control problems with mixed constraints
- How to deal with the unbounded in optimization: Theory and algorithms
- Characterizations of the nonemptiness and compactness of solution sets in convex vector optimization
- Variable transformation to obtain geometric ergodicity in the random-walk Metropolis algorithm
- Strategic behavior and partial cost sharing.
- Sequential normal compactness versus topological normal compactness in variational analysis.
- A second-order gradient-like dissipative dynamical system with Hessian-driven damping. Application to optimization and mechanics.
- Central limit theorems for generalized set-valued random variables
- On eigenvalues induced by a cone constraint.
- Convergence analysis of a class of nonlinear penalization methods for constrained optimization via first-order necessary optimality conditions
- Algebraic properties of location problems with one circular barrier.
- Local convergence of some iterative methods for generalized equations.
- Duality for multiobjective optimization via nonlinear Lagrangian functions
- Sparse principal component analysis via variable projection
- An MM Algorithm for Split Feasibility Problems
- Invertibility of functional Galois connections
- Uniform concentration-compactness for Sobolev spaces on variable domains
- Optimal control of difference, differential, and differential-difference inclusions
- Analytic solutions and triality theory for nonconvex and nonsmooth variational problems with applications
- An abstract extremal principle with applications to welfare economics
- The theory of Newton's method
- Directionally pseudo-Lipschitz set-valued mappings
- Extensions of Fréchet -subdifferential calculus and applications
- Modified Lagrangian and least root approaches for general nonlinear optimization problems
- Two numerical methods for optimizing matrix stability
- A variational inequality-based formulation of the frictional contact law with a non-associated sliding rule
- Second-order general perturbed sweeping process differential inclusion
- Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach
- Convergence rate analysis for the higher order power method in best rank one approximations of tensors
- Noise contrastive estimation: asymptotic properties, formal comparison with MC-MLE
- No-arbitrage and optimal investment with possibly non-concave utilities: a measure theoretical approach
- Stable and total Fenchel duality for composed convex optimization problems
- Higher-order generalized Studniarski epiderivative and its applications in set-valued optimization
- Alternating projection method for a class of tensor equations
- On bilevel programs with a convex lower-level problem violating Slater's constraint qualification
- Stochastic mirror descent dynamics and their convergence in monotone variational inequalities
- Set-valued systems with infinite-dimensional image and applications
- Subgradient methods for sharp weakly convex functions
- Data-driven robust chance constrained problems: a mixture model approach
- Optimal control of a nonconvex perturbed sweeping process
- A note on the Douglas-Rachford splitting method for optimization problems involving hypoconvex functions
- Linear convergence of the generalized Douglas-Rachford algorithm for feasibility problems
- Constrained non-concave utility maximization: an application to life insurance contracts with guarantees
- Saddle representations of positively homogeneous functions by linear functions
- Epi-convergence: the Moreau envelope and generalized linear-quadratic functions
- Local convergence of the heavy-ball method and iPiano for non-convex optimization
- Inexact multi-objective local search proximal algorithms: application to group dynamic and distributive justice problems
- A linear-time algorithm to compute the conjugate of convex piecewise linear-quadratic bivariate functions
- About extensions of the extremal principle
- Best approximate solutions of inconsistent linear inequality systems
- Superquantile/CVaR risk measures: second-order theory
- Algorithms of inertial mirror descent in convex problems of stochastic optimization
- On the convergence of sample approximations for stochastic programming problems with probabilistic criteria
- A SAA nonlinear regularization method for a stochastic extended vertical linear complementarity problem
- Distributionally robust optimization with matrix moment constraints: Lagrange duality and cutting plane methods
- Bilevel programming for generating discrete representations in multiobjective optimization
- Critical multipliers in variational systems via second-order generalized differentiation
- A simplified view of first order methods for optimization
- Competitive online algorithms for resource allocation over the positive semidefinite cone
- Scenario reduction for stochastic programs with conditional value-at-risk
- A fast algorithm for deconvolution and Poisson noise removal
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