Variational analysis
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)
This book lies in the mainstream of present-day research in optimization, equilibrium, and stability of nonlinear systems. The first two chapters provide an efficient introduction to convex analysis, and set up the basic conventions regarding the arithmetics of extended-real-valued functions. Chapter 3 proposes a new presentation of what has been traditionally called ``asymptotic analysis of sets and functions. The authors explain in detail why the term ``horizon should be preferred to ``asymptotic. Chapter 4 discusses the theory of set convergence. The traditional way of defining the convergence of a sequence of sets \(\{C^k: k\in \mathbb{N}\}\), is by imposing the coincidence between the inner limit lim inf \(C^k\) and the outer limit lim sup \(C^k\). This mode of convergence has some serious limitations, specially if nonconvex unbounded sets are involved. The authors remediate this situation by introducing also the horizon inner limit and the horizon outer limit. Chapter 5 discusses the convergence and continuity properties of set-valued mappings. Chapter 6 provides an elegant introduction to tangent and normal cones in a nonconvex nonsmooth context. Epigraphical limits of extended-real-valued functions are discussed in Chapter 7. The tools developped in Chapters 6 and 7 are then combined to handle several important issues that arise in nonsmooth optimization theory: from subderivatives and subgradients of nonsmooth functions to graphical derivatives and coderivatives of set-valued mappings (cf. Chapter 8). Chapter 9 discusses another topic which has received a great deal of attention in the last decade: Lipschitzian properties and metric regularity of set-valued mappings. Other topics presented in this book include: subdifferential calculus (Chapter 10), convex and nonconvex duality theory (Chapter 11), and monotone mappings (Chapter 12). A theory of second-order subdifferentiation based on epigraphical limits is developed in Chapter 13. The books finishes with a review on integral functionals and measurability issues. Progress in mathematical research is often achieved by unifying seemingly different topics. In my opinion, the authors have succeded in providing a systematic and unified exposition of various issues that lie within the realm of variational analysis. Horizon cones and horizon limits are perhaps the big winners in this presentation. These concepts appear in force each time there is a lack of compactness in the data. It would not be fair to say that this book is just a good and readable introduction to the subject. In fact, this book also makes many substantial contributions to the further development of the theory itself.
- 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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