Your selections:

60102 Applied Mathematics
50103 Numerical and Computational Mathematics
20906 Electrical and Electronic Engineering
2Applications
2Linear semi-infinite optimization
2Methods
2Theory
101 Mathematical Sciences
10101 Pure Mathematics
108 Information and Computing Sciences
115 Commerce, Management, Tourism and Services
11503 Business and Management
1Algorithms
1Best L1 solutions
1Best least squares solutions
1Best uniform solutions
1Constrained optimization
1Convex infinite programming
1Convex optimization
1Convex semi-infinite programming

Show More

Show Less

Format Type

Lower semicontinuity of the feasible set mapping of linear systems relative to their domains

- Daniilidis, Aris, Goberna, Miguel, López, Marco, Lucchetti, Roberto

**Authors:**Daniilidis, Aris , Goberna, Miguel , López, Marco , Lucchetti, Roberto**Date:**2013**Type:**Text , Journal article**Relation:**Set-Valued and Variational Analysis Vol. 21, no. 1 (2013), p. 67-92**Relation:**http://purl.org/au-research/grants/arc/DP110102011**Full Text:****Reviewed:****Description:**This paper deals with stability properties of the feasible set of linear inequality systems having a finite number of variables and an arbitrary number of constraints. Several types of perturbations preserving consistency are considered, affecting respectively, all of the data, the left-hand side data, or the right-hand side coefficients.

**Authors:**Daniilidis, Aris , Goberna, Miguel , López, Marco , Lucchetti, Roberto**Date:**2013**Type:**Text , Journal article**Relation:**Set-Valued and Variational Analysis Vol. 21, no. 1 (2013), p. 67-92**Relation:**http://purl.org/au-research/grants/arc/DP110102011**Full Text:****Reviewed:****Description:**This paper deals with stability properties of the feasible set of linear inequality systems having a finite number of variables and an arbitrary number of constraints. Several types of perturbations preserving consistency are considered, affecting respectively, all of the data, the left-hand side data, or the right-hand side coefficients.

Comparative study of RPSALG algorithm for convex semi-infinite programming

- Auslender, Alfred, Ferrer, Albert, Goberna, Miguel, López, Marco

**Authors:**Auslender, Alfred , Ferrer, Albert , Goberna, Miguel , López, Marco**Date:**2014**Type:**Text , Journal article**Relation:**Computational Optimization and Applications Vol. 60, no. 1 (2014), p. 59-87**Full Text:**false**Reviewed:****Description:**The Remez penalty and smoothing algorithm (RPSALG) is a unified framework for penalty and smoothing methods for solving min-max convex semi-infinite programing problems, whose convergence was analyzed in a previous paper of three of the authors. In this paper we consider a partial implementation of RPSALG for solving ordinary convex semi-infinite programming problems. Each iteration of RPSALG involves two types of auxiliary optimization problems: the first one consists of obtaining an approximate solution of some discretized convex problem, while the second one requires to solve a non-convex optimization problem involving the parametric constraints as objective function with the parameter as variable. In this paper we tackle the latter problem with a variant of the cutting angle method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement different variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems.

From the Farkas lemma to the Hahn-Banach theorem

- Dinh, Nguyen, Goberna, Miguel, López, Marco, Mo, T. H.

**Authors:**Dinh, Nguyen , Goberna, Miguel , López, Marco , Mo, T. H.**Date:**2014**Type:**Text , Journal article**Relation:**SIAM Journal on Optimization Vol. 24, no. 2 (2014), p. 678-701**Full Text:****Reviewed:****Description:**This paper provides new versions of the Farkas lemma characterizing those inequalities of the form f(x) â‰¥ 0 which are consequences of a composite convex inequality (S Â° g)(x) â‰¤ 0 on a closed convex subset of a given locally convex topological vector space X, where f is a proper lower semicontinuous convex function defined on X, S is an extended sublinear function, and g is a vector-valued S-convex function. In parallel, associated versions of a stable Farkas lemma, considering arbitrary linear perturbations of f, are also given. These new versions of the Farkas lemma, and their corresponding stable forms, are established under the weakest constraint qualification conditions (the so-called closedness conditions), and they are actually equivalent to each other, as well as quivalent to an extended version of the so-called Hahn-Banach-Lagrange theorem, and its stable version, correspondingly. It is shown that any of them implies analytic and algebraic versions of the Hahn-Banach theorem and the Mazur-Orlicz theorem for extended sublinear functions.

**Authors:**Dinh, Nguyen , Goberna, Miguel , López, Marco , Mo, T. H.**Date:**2014**Type:**Text , Journal article**Relation:**SIAM Journal on Optimization Vol. 24, no. 2 (2014), p. 678-701**Full Text:****Reviewed:****Description:**This paper provides new versions of the Farkas lemma characterizing those inequalities of the form f(x) â‰¥ 0 which are consequences of a composite convex inequality (S Â° g)(x) â‰¤ 0 on a closed convex subset of a given locally convex topological vector space X, where f is a proper lower semicontinuous convex function defined on X, S is an extended sublinear function, and g is a vector-valued S-convex function. In parallel, associated versions of a stable Farkas lemma, considering arbitrary linear perturbations of f, are also given. These new versions of the Farkas lemma, and their corresponding stable forms, are established under the weakest constraint qualification conditions (the so-called closedness conditions), and they are actually equivalent to each other, as well as quivalent to an extended version of the so-called Hahn-Banach-Lagrange theorem, and its stable version, correspondingly. It is shown that any of them implies analytic and algebraic versions of the Hahn-Banach theorem and the Mazur-Orlicz theorem for extended sublinear functions.

New glimpses on convex infinite optimization duality

- Goberna, Miguel, López, Marco, Volle, Michel

**Authors:**Goberna, Miguel , López, Marco , Volle, Michel**Date:**2015**Type:**Text , Journal article**Relation:**Revista de la Real Academia de Ciencias Exactas, Fisicas y Naturales - Serie A: Matematicas Vol. 109, no. 2 (2015), p. 431-450**Full Text:**false**Reviewed:****Description:**Given a convex optimization problem (P) in a locally convex topological vector space X with an arbitrary number of constraints, we consider three possible dual problems of (P), namely, the usual Lagrangian dual (D), the perturbational dual (Q), and the surrogate dual (Î”), the last one recently introduced in a previous paper of the authors (Goberna et al., J Convex Anal 21(4), 2014). As shown by simple examples, these dual problems may be all different. This paper provides conditions ensuring that (P)=max(D), (P)=max(Q), and (P)=max(Î”) (dual equality and existence of dual optimal solutions) in terms of the so-called closedness regarding to a set. Sufficient conditions guaranteeing (P)=sup(Q) (dual equality and existence of primal optimal solutions) are also provided, for the nominal problems and also for their perturbational relatives. The particular cases of convex semi-infinite optimization problems (in which either the number of constraints or the dimension of X, but not both, is finite) and linear infinite optimization problems are analyzed. Finally, some applications to the feasibility of convex inequality systems are described. © 2014, Springer-Verlag Italia.

A unifying approach to robust convex infinite optimization duality

- Dinh, Nguyen, Goberna, Miguel, López, Marco, Volle, Michel

**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**Full Text:**false**Reviewed:****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.

Farkas-type results for vector-valued functions with applications

- Dinh, Nguyen, Goberna, Miguel, López, Marco, Mo, T. H.

**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**Full Text:****Reviewed:****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.

**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**Full Text:****Reviewed:****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.

Recent contributions to linear semi-infinite optimization

- Goberna, Miguel, López, Marco

**Authors:**Goberna, Miguel , López, Marco**Date:**2017**Type:**Text , Journal article**Relation:**4OR: A Quarterly Journal of Operations Research Vol. 15, no. 3 (2017), p. 221-264**Relation:**http://purl.org/au-research/grants/arc/DP160100854**Full Text:**false**Reviewed:****Description:**This paper reviews the state-of-the-art in the theory of deterministic and uncertain linear semi-infinite optimization, presents some numerical approaches to this type of problems, and describes a selection of recent applications in a variety of fields. Extensions to related optimization areas, as convex semi-infinite optimization, linear infinite optimization, and multi-objective linear semi-infinite optimization, are also commented. © 2017, Springer-Verlag GmbH Germany.

Best approximate solutions of inconsistent linear inequality systems

- Goberna, Miguel, Hiriart-Urruty, Jean-Baptiste, López, Marco

**Authors:**Goberna, Miguel , Hiriart-Urruty, Jean-Baptiste , López, Marco**Date:**2018**Type:**Text , Journal article**Relation:**Vietnam Journal of Mathematics Vol. 46, no. 2 (2018), p. 271-284**Relation:**http://purl.org/au-research/grants/arc/DP160100854**Full Text:****Reviewed:****Description:**This paper is intended to characterize three types of best approximate solutions for inconsistent linear inequality systems with an arbitrary number of constraints. It also gives conditions guaranteeing the existence of best uniform solutions and discusses potential applications.

**Authors:**Goberna, Miguel , Hiriart-Urruty, Jean-Baptiste , López, Marco**Date:**2018**Type:**Text , Journal article**Relation:**Vietnam Journal of Mathematics Vol. 46, no. 2 (2018), p. 271-284**Relation:**http://purl.org/au-research/grants/arc/DP160100854**Full Text:****Reviewed:****Description:**This paper is intended to characterize three types of best approximate solutions for inconsistent linear inequality systems with an arbitrary number of constraints. It also gives conditions guaranteeing the existence of best uniform solutions and discusses potential applications.

Recent contributions to linear semi-infinite optimization : An update

- Goberna, Miguel, López, Marco

**Authors:**Goberna, Miguel , López, Marco**Date:**2018**Type:**Text , Journal article , Review**Relation:**Annals of Operations Research Vol. 271, no. 1 (2018), p. 237-278**Relation:**http://purl.org/au-research/grants/arc/DP160100854**Full Text:****Reviewed:****Description:**This paper reviews the state-of-the-art in the theory of deterministic and uncertain linear semi-infinite optimization, presents some numerical approaches to this type of problems, and describes a selection of recent applications in a variety of fields. Extensions to related optimization areas, as convex semi-infinite optimization, linear infinite optimization, and multi-objective linear semi-infinite optimization, are also commented.

**Authors:**Goberna, Miguel , López, Marco**Date:**2018**Type:**Text , Journal article , Review**Relation:**Annals of Operations Research Vol. 271, no. 1 (2018), p. 237-278**Relation:**http://purl.org/au-research/grants/arc/DP160100854**Full Text:****Reviewed:****Description:**This paper reviews the state-of-the-art in the theory of deterministic and uncertain linear semi-infinite optimization, presents some numerical approaches to this type of problems, and describes a selection of recent applications in a variety of fields. Extensions to related optimization areas, as convex semi-infinite optimization, linear infinite optimization, and multi-objective linear semi-infinite optimization, are also commented.

Convexity and closedness in stable robust duality

- Dinh, Nguyen, Goberna, Miguel, López, Marco, Volle, Michel

**Authors:**Dinh, Nguyen , Goberna, Miguel , López, Marco , Volle, Michel**Date:**2019**Type:**Text , Journal article**Relation:**Optimization Letters Vol. 13, no. 2 (2019), p. 325-339**Relation:**http://purl.org/au-research/grants/arc/DP160100854**Full Text:****Reviewed:****Description:**The paper deals with optimization problems with uncertain constraints and linear perturbations of the objective function, which are associated with given families of perturbation functions whose dual variable depends on the uncertainty parameters. More in detail, the paper provides characterizations of stable strong robust duality and stable robust duality under convexity and closedness assumptions. The paper also reviews the classical Fenchel duality of the sum of two functions by considering a suitable family of perturbation functions.

**Authors:**Dinh, Nguyen , Goberna, Miguel , López, Marco , Volle, Michel**Date:**2019**Type:**Text , Journal article**Relation:**Optimization Letters Vol. 13, no. 2 (2019), p. 325-339**Relation:**http://purl.org/au-research/grants/arc/DP160100854**Full Text:****Reviewed:****Description:**The paper deals with optimization problems with uncertain constraints and linear perturbations of the objective function, which are associated with given families of perturbation functions whose dual variable depends on the uncertainty parameters. More in detail, the paper provides characterizations of stable strong robust duality and stable robust duality under convexity and closedness assumptions. The paper also reviews the classical Fenchel duality of the sum of two functions by considering a suitable family of perturbation functions.

- «
- ‹
- 1
- ›
- »

Are you sure you would like to clear your session, including search history and login status?