Generalized bregman envelopes and proximity operators
- Authors: Burachik, Regina , Dao, Minh , Lindstrom, Scott
- Date: 2021
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 190, no. 3 (2021), p. 744-778
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- Description: Every maximally monotone operator can be associated with a family of convex functions, called the Fitzpatrick family or family of representative functions. Surprisingly, in 2017, Burachik and Martínez-Legaz showed that the well-known Bregman distance is a particular case of a general family of distances, each one induced by a specific maximally monotone operator and a specific choice of one of its representative functions. For the family of generalized Bregman distances, sufficient conditions for convexity, coercivity, and supercoercivity have recently been furnished. Motivated by these advances, we introduce in the present paper the generalized left and right envelopes and proximity operators, and we provide asymptotic results for parameters. Certain results extend readily from the more specific Bregman context, while others only extend for certain generalized cases. To illustrate, we construct examples from the Bregman generalizing case, together with the natural “extreme” cases that highlight the importance of which generalized Bregman distance is chosen. © 2021, The Author(s), under exclusive licence to Springer Science+Business Media, LLC, part of Springer Nature.
An existence result for quasi-equilibrium problems via Ekeland’s variational principle
- Authors: Cotrina, John , Théra, Michel , Zúñiga, Javier
- Date: 2020
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 187, no. 2 (2020), p. 336-355
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- Description: This paper deals with the existence of solutions to equilibrium and quasi-equilibrium problems without any convexity assumption. Coverage includes some equivalences to the Ekeland variational principle for bifunctions and basic facts about transfer lower continuity. An application is given to systems of quasi-equilibrium problems. © 2020, Springer Science+Business Media, LLC, part of Springer Nature.
- Description: Research of M. Théra is supported by the Australian Research Council (ARC) Grant DP160100854 and benefited from the support of the FMJH Program PGMO and from the support of EDF. http://purl.org/au-research/grants/arc/DP160100854
Orthogonality in locally convex spaces : two nonlinear generalizations of Neumann's lemma
- Authors: Barbagallo, Annamaria , Ernst, Octavian-Emil , Théra, Michel
- Date: 2020
- Type: Text , Journal article
- Relation: Journal of Mathematical Analysis and Applications Vol. 484, no. 1 (Apr 2020), p. 18
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- Description: In this note we prove a symmetric version of the Neumann lemma as well as a symmetric version of the Soderlind-Campanato lemma. We establish in this way two partial generalizations of the well-known Casazza-Christenses lemma. This work is related to the Birkhoff-James orthogonality and to the concept of near operators introduced by S. Campanato. (C) 2019 Published by Elsevier Inc.
Characterizations of nonsmooth robustly quasiconvex functions
- Authors: Bui, Hoa , Khanh, Pham , Tran, Thi
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 180, no. 3 (2019), p. 775-786
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- Description: Two criteria for the robust quasiconvexity of lower semicontinuous functions are established in terms of Fréchet subdifferentials in Asplund spaces. The first criterion extends to such spaces a result established by Barron et al. (Discrete Contin Dyn Syst Ser B 17:1693–1706, 2012). The second criterion is totally new even if it is applied to lower semicontinuous functions on finite-dimensional spaces. © 2018, Springer Science+Business Media, LLC, part of Springer Nature.
Extremality, stationarity and generalized separation of collections of sets
- Authors: Bui, Hoa , Kruger, Alexander
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 182, no. 1 (2019), p. 211-264
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- Description: The core arguments used in various proofs of the extremal principle and its extensions as well as in primal and dual characterizations of approximate stationarity and transversality of collections of sets are exposed, analysed and refined, leading to a unifying theory, encompassing all existing approaches to obtaining ‘extremal’ statements. For that, we examine and clarify quantitative relationships between the parameters involved in the respective definitions and statements. Some new characterizations of extremality properties are obtained.
New Farkas-type results for vector-valued functions : A non-abstract approach
- Authors: Dinh, Nguyen , Goberna, Miguel , Long, Dang , Lopez-Cerda, Marco
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 182, no. 1 (2019), p. 4-29
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- Description: This paper provides new Farkas-type results characterizing the inclusion of a given set, called contained set, into a second given set, called container set, both of them are subsets of some locally convex space, called decision space. The contained and the container sets are described here by means of vector functions from the decision space to other two locally convex spaces which are equipped with the partial ordering associated with given convex cones. These new Farkas lemmas are obtained via the complete characterization of the conic epigraphs of certain conjugate mappings which constitute the core of our approach. In contrast with a previous paper of three of the authors (Dinh et al. in J Optim Theory Appl 173:357-390, 2017), the aimed characterizations of the containment are expressed here in terms of the data.
On semiregularity of mappings
- Authors: Cibulka, Radek , Fabian, Marian , Kruger, Alexander
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of Mathematical Analysis and Applications Vol. 473, no. 2 (2019), p. 811-836
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: There are two basic ways of weakening the definition of the well-known metric regularity property by fixing one of the points involved in the definition. The first resulting property is called metric subregularity and has attracted a lot of attention during the last decades. On the other hand, the latter property which we call semiregularity can be found under several names and the corresponding results are scattered in the literature. We provide a self-contained material gathering and extending the existing theory on the topic. We demonstrate a clear relationship with other regularity properties, for example, the equivalence with the so-called openness with a linear rate at the reference point is shown. In particular cases, we derive necessary and/or sufficient conditions of both primal and dual type. We illustrate the importance of semiregularity in the convergence analysis of an inexact Newton-type scheme for generalized equations with not necessarily differentiable single-valued part. © 2019 Elsevier Inc.
Variational analysis Down Under open problem session
- Authors: Bui, Hoa , Lindstrom, Scott , Roshchina, Vera
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 182, no. 1 (2019), p. 430-437
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- Description: We state the problems discussed in the open problem session at Variational Analysis Down Under conference held in honour of Prof. Asen Dontchev on 19-21 February 2018 at Federation University Australia.
A comparison of bidding strategies for online auctions using fuzzy reasoning and negotiation decision functions
- Authors: Kaur, Preetinder , Goyal, Madhu , Lu, Jie
- Date: 2017
- Type: Text , Journal article
- Relation: IEEE Transactions on Fuzzy Systems Vol. 25, no. 2 (2017), p. 425-438
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- Description: Bidders often feel challenged when looking for the best bidding strategies to excel in the competitive environment of multiple and simultaneous online auctions for same or similar items. Bidders face complicated issues for deciding which auction to participate in, whether to bid early or late, and how much to bid. In this paper, we present the design of bidding strategies, which aim to forecast the bid amounts for buyers at a particular moment in time based on their bidding behavior and their valuation of an auctioned item. The agent develops a comprehensive methodology for final price estimation, which designs bidding strategies to address buyers' different bidding behaviors using two approaches: Mamdani method with regression analysis and negotiation decision functions. The experimental results show that the agents who follow fuzzy reasoning with a regression approach outperform other existing agents in most settings in terms of their success rate and expected utility.
A unifying approach to robust convex infinite optimization duality
- Authors: Dinh, Nguyen , Goberna, Miguel , López, Marco , Volle, Michel
- Date: 2017
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 174, no. 3 (2017), p. 650-685
- Relation: http://purl.org/au-research/grants/arc/DP160100854
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- Description: This paper considers an uncertain convex optimization problem, posed in a locally convex decision space with an arbitrary number of uncertain constraints. To this problem, where the uncertainty only affects the constraints, we associate a robust (pessimistic) counterpart and several dual problems. The paper provides corresponding dual variational principles for the robust counterpart in terms of the closed convexity of different associated cones.
Characterization theorem for best polynomial spline approximation with free knots, variable degree and fixed tails
- Authors: Crouzeix, Jean-Pierre , Sukhorukova, Nadezda , Ugon, Julien
- Date: 2017
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 172, no. 3 (2017), p. 950-964
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- Description: In this paper, we derive a necessary condition for a best approximation by piecewise polynomial functions of varying degree from one interval to another. Based on these results, we obtain a characterization theorem for the polynomial splines with fixed tails, that is the value of the spline is fixed in one or more knots (external or internal). We apply nonsmooth nonconvex analysis to obtain this result, which is also a necessary and sufficient condition for inf-stationarity in the sense of Demyanov-Rubinov. This paper is an extension of a paper where similar conditions were obtained for free tails splines. The main results of this paper are essential for the development of a Remez-type algorithm for free knot spline approximation.
Farkas-type results for vector-valued functions with applications
- Authors: Dinh, Nguyen , Goberna, Miguel , López, Marco , Mo, T. H.
- Date: 2017
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 173, no. 2 (2017), p. 357-390
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- Description: The main purpose of this paper consists of providing characterizations of the inclusion of the solution set of a given conic system posed in a real locally convex topological space into a variety of subsets of the same space defined by means of vector-valued functions. These Farkas-type results are used to derive characterizations of the weak solutions of vector optimization problems (including multiobjective and scalar ones), vector variational inequalities, and vector equilibrium problems.
Borwein-Preiss variational principle revisited
- Authors: Kruger, Alexander , Plubtieng, Somyot , Seangwattana, Thidaporn
- Date: 2016
- Type: Text , Journal article
- Relation: Journal of Mathematical Analysis and Applications Vol. 435, no. 2 (2016), p. 1183-1193
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: In this article, we refine and slightly strengthen the metric space version of the Borwein-Preiss variational principle due to Li and Shi (2000) [12], clarify the assumptions and conclusions of their Theorem 1 as well as Theorem 2.5.2 in Borwein and Zhu (2005) [4] and streamline the proofs. Our main result, Theorem 3 is formulated in the metric space setting. When reduced to Banach spaces (Corollary 9), it extends and strengthens the smooth variational principle established in Borwein and Preiss (1987) [3] along several directions. (C) 2015 Elsevier Inc. All rights reserved.
Directional Holder metric regularity
- Authors: Ngai, Huynh Van , Tron, Nguyen Huu , Thera, Michel
- Date: 2016
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 171, no. 3 (2016), p. 785-819
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- Description: This paper sheds new light on regularity of multifunctions through various characterizations of directional Holder/Lipschitz metric regularity, which are based on the concepts of slope and coderivative. By using these characterizations, we show that directional Holder/Lipschitz metric regularity is stable, when the multifunction under consideration is perturbed suitably. Applications of directional Holder/Lipschitz metric regularity to investigate the stability and the sensitivity analysis of parameterized optimization problems are also discussed.
Nonlinear metric subregularity
- Authors: Kruger, Alexander
- Date: 2016
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 171, no. 3 (2016), p. 820-855
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: In this article, we investigate nonlinear metric subregularity properties of set-valued mappings between general metric or Banach spaces. We demonstrate that these properties can be treated in the framework of the theory of (linear) error bounds for extended real-valued functions of two variables developed in Kruger (Error bounds and metric subregularity. Optimization 64(1):49-79, 2015). Several primal and dual space local quantitative and qualitative criteria of nonlinear metric subregularity are formulated. The relationships between the criteria are established and illustrated.
Quantitative characterizations of regularity properties of collections of sets
- Authors: Kruger, Alexander , Thao, Nguyen
- Date: 2015
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 164, no. 1 (2015), p. 41-67
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: Several primal and dual quantitative characterizations of regularity properties of collections of sets in normed linear spaces are discussed. Relationships between regularity properties of collections of sets and those of set-valued mappings are provided.
About [q]-regularity properties of collections of sets
- Authors: Kruger, Alexander , Thao, Nguyen
- Date: 2014
- Type: Text , Journal article
- Relation: Journal of Mathematical Analysis and Applications Vol. 416, no. 2 (2014), p. 471-496
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: We examine three primal space local Holder type regularity properties of finite collections of sets, namely, [q]-semiregularity, [q]-subregularity, and uniform [q]-regularity as well as their quantitative characterizations. Equivalent metric characterizations of the three mentioned regularity properties as well as a sufficient condition of [q]-subregularity in terms of Frechet normals are established. The relationships between [q]-regularity properties of collections of sets and the corresponding regularity properties of set-valued mappings are discussed.
- Description: We examine three primal space local Holder type regularity properties of finite collections of sets, namely, [q]-semiregularity, [q]-subregularity, and uniform [q]-regularity as well as their quantitative characterizations. Equivalent metric characterizations of the three mentioned regularity properties as well as a sufficient condition of [q]-subregularity in terms of Frechet normals are established. The relationships between [q]-regularity properties of collections of sets and the corresponding regularity properties of set-valued mappings are discussed. (C) 2014 Elsevier Inc. All rights reserved.
Turnpike theorem for an infinite horizon optimal control problem with time delay
- Authors: Mammadov, Musa
- Date: 2014
- Type: Text , Journal article
- Relation: SIAM Journal on Control and Optimization Vol. 52, no. 1 (2014), p. 420-438
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- Description: An optimal control problem for systems described by a special class of nonlinear differential equations with time delay is considered. The cost functional adopted could be considered as an analogue of the terminal functional defined over an infinite time horizon. The existence of optimal solutions as well as the asymptotic stability of optimal trajectories (that is, the turnpike property) are established under some quite mild restrictions on the nonlinearities of the functions involved in the description of the problem. Such mild restrictions on the nonlinearities allowed us to apply these results to a blood cell production model. © 2014 Society for Industrial and Applied Mathematics.
Euler-Goursat-like formula via Laplace-Borel duality
- Authors: Gurarii, V. P. , Gillam, David
- Date: 2013
- Type: Text , Journal article
- Relation: Journal of Mathematical Analysis and Applications Vol. 408, no. 2 (2013), p. 655-668
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- Description: The Goursat formula for the hypergeometric function extends the Euler-Gauss relation to the case of logarithmic singularities. We study the monodromic functional equation associated with a perturbation of the Bessel differential equation by means of a variant of the Laplace-Borel technique: we introduce and study a related monodromic equation in the dual complex plane. This construction is a crucial element in our proof of a duality theorem that leads to an extension of the Euler-Gauss-Goursat formula for hypergeometric functions to a substantially larger class of functions. © 2013 Elsevier Ltd.
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Some remarks on stability of generalized equations
- Authors: Henrion, René , Kruger, Alexander , Outrata, Jiri
- Date: 2012
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 159, no. 3 (2012), p. 681-697
- Relation: http://purl.org/au-research/grants/arc/DP110102011
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- Description: The paper concerns the computation of the graphical derivative and the regular (Fréchet) coderivative of the solution map to a class of generalized equations, where the multivalued term amounts to the regular normal cone to a (possibly nonconvex) set given by C 2 inequalities. Instead of the linear independence qualification condition, standardly used in this context, one assumes a combination of the Mangasarian-Fromovitz and the constant rank qualification conditions. Based on the obtained generalized derivatives, new optimality conditions for a class of mathematical programs with equilibrium constraints are derived, and a workable characterization of the isolated calmness of the considered solution map is provided. © 2012 Springer Science+Business Media, LLC.