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A generalization of a theorem of Arrow, Barankin and Blackwell to a nonconvex case

- Kasimbeyli, Nergiz, Kasimbeyli, Refail, Mammadov, Musa

**Authors:**Kasimbeyli, Nergiz , Kasimbeyli, Refail , Mammadov, Musa**Date:**2016**Type:**Text , Journal article**Relation:**Optimization Vol. 65, no. 5 (May 2016), p. 937-945**Full Text:****Reviewed:****Description:**The paper presents a generalization of a known density theorem of Arrow, Barankin, and Blackwell for properly efficient points defined as support points of sets with respect to monotonically increasing sublinear functions. This result is shown to hold for nonconvex sets of a partially ordered reflexive Banach space.

**Authors:**Kasimbeyli, Nergiz , Kasimbeyli, Refail , Mammadov, Musa**Date:**2016**Type:**Text , Journal article**Relation:**Optimization Vol. 65, no. 5 (May 2016), p. 937-945**Full Text:****Reviewed:****Description:**The paper presents a generalization of a known density theorem of Arrow, Barankin, and Blackwell for properly efficient points defined as support points of sets with respect to monotonically increasing sublinear functions. This result is shown to hold for nonconvex sets of a partially ordered reflexive Banach space.

Outer limits of subdifferentials for min–max type functions

- Eberhard, Andrew, Roshchina, Vera, Sang, Tian

**Authors:**Eberhard, Andrew , Roshchina, Vera , Sang, Tian**Date:**2019**Type:**Text , Journal article**Relation:**Optimization Vol. 68, no. 7 (2019), p. 1391-1409**Full Text:****Reviewed:****Description:**We generalize the outer subdifferential construction suggested by Cánovas, Henrion, López and Parra for max type functions to pointwise minima of regular Lipschitz functions. We also answer an open question about the relation between the outer subdifferential of the support of a regular function and the end set of its subdifferential posed by Li, Meng and Yang.

**Authors:**Eberhard, Andrew , Roshchina, Vera , Sang, Tian**Date:**2019**Type:**Text , Journal article**Relation:**Optimization Vol. 68, no. 7 (2019), p. 1391-1409**Full Text:****Reviewed:****Description:**We generalize the outer subdifferential construction suggested by Cánovas, Henrion, López and Parra for max type functions to pointwise minima of regular Lipschitz functions. We also answer an open question about the relation between the outer subdifferential of the support of a regular function and the end set of its subdifferential posed by Li, Meng and Yang.

A counterexample to De Pierro's conjecture on the convergence of under-relaxed cyclic projections

- Cominetti, Roberto, Roshchina, Vera, Williamson, Andrew

**Authors:**Cominetti, Roberto , Roshchina, Vera , Williamson, Andrew**Date:**2019**Type:**Text , Journal article**Relation:**Optimization Vol. 68, no. 1 (2019), p. 3-12**Full Text:****Reviewed:****Description:**The convex feasibility problem consists in finding a point in the intersection of a finite family of closed convex sets. When the intersection is empty, a best compromise is to search for a point that minimizes the sum of the squared distances to the sets. In 2001, de Pierro conjectured that the limit cycles generated by the ε-under-relaxed cyclic projection method converge when ε ↓ 0 towards a least squares solution. While the conjecture has been confirmed under fairly general conditions, we show that it is false in general by constructing a system of three compact convex sets in R3 for which the ε-under-relaxed cycles do not converge. © 2018 Informa UK Limited, trading as Taylor & Francis Group.

**Authors:**Cominetti, Roberto , Roshchina, Vera , Williamson, Andrew**Date:**2019**Type:**Text , Journal article**Relation:**Optimization Vol. 68, no. 1 (2019), p. 3-12**Full Text:****Reviewed:****Description:**The convex feasibility problem consists in finding a point in the intersection of a finite family of closed convex sets. When the intersection is empty, a best compromise is to search for a point that minimizes the sum of the squared distances to the sets. In 2001, de Pierro conjectured that the limit cycles generated by the ε-under-relaxed cyclic projection method converge when ε ↓ 0 towards a least squares solution. While the conjecture has been confirmed under fairly general conditions, we show that it is false in general by constructing a system of three compact convex sets in R3 for which the ε-under-relaxed cycles do not converge. © 2018 Informa UK Limited, trading as Taylor & Francis Group.

- Cánovas, Maria, López, Marco, Parra, Juan, Toledoa, Javier

**Authors:**Cánovas, Maria , López, Marco , Parra, Juan , Toledoa, Javier**Date:**2011**Type:**Text , Journal article**Relation:**Optimization Vol. 60, no. 7 (2011), p. 925-946**Relation:**http://purl.org/au-research/grants/arc/DP110102011**Full Text:**false**Reviewed:****Description:**This article extends some results of Cá novas et al. [M.J. Cá novas, M.A. Ló pez, J. Parra, and F.J. Toledo, Distance to ill-posedness and the consistency value of linear semi-infinite inequality systems, Math. Prog. Ser. A 103 (2005), pp. 95-126.] about distance to ill-posedness (feasibility/ infeasibility) in three directions: From individual perturbations of inequalities to perturbations by blocks, from linear to convex inequalities and from finite- to infinite-dimensional (Banach) spaces of variables. The second of the referred directions, developed in the finite-dimensional case, was the original motivation of this article. In fact, after linearizing a convex system via the Fenchel-Legendre conjugate, affine perturbations of convex inequalities translate into block perturbations of the corresponding linearized system. We discuss the key role played by constant perturbations as an extreme case of block perturbations. We emphasize the fact that constant perturbations are enough to compute the distance to ill-posedness in the infinite-dimensional setting, as shown in the last part of this article, where some remarkable differences of infinite- versus finite-dimensional systems are presented. Throughout this article, the set indexing the constraints is arbitrary, with no topological structure. Accordingly, the functional dependence of the system coefficients on the index has no qualification at all.

Refining the partition for multifold conic optimization problems

- Ramirez, Hector, Roshchina, Vera

**Authors:**Ramirez, Hector , Roshchina, Vera**Date:**2020**Type:**Text , Journal article**Relation:**Optimization Vol. 69, no. 11 (2020), p. 2489-2507**Full Text:****Reviewed:****Description:**In this paper, we give a unified treatment of two different definitions of complementarity partition of multifold conic programs introduced independently in Bonnans and Ramirez [Perturbation analysis of second-order cone programming problems, Math Program. 2005;104(2-30):205-227] for conic optimization problems, and in Pena and Roshchina [A complementarity partition theorem for multifold conic systems, Math Program. 2013;142(1-2):579-589] for homogeneous feasibility problems. We show that both can be treated within the same unified geometric framework and extend the latter notion to optimization problems. We also show that the two partitions do not coincide, and their intersection gives a seven-set index partition. Finally, we demonstrate that the partitions are preserved under the application of nonsingular linear transformations, and in particular, that a standard conversion of a second-order cone program into a semidefinite programming problem preserves the partitions.**Description:**This research was partially supported by ANID (Chile) under REDES project number 180032 and by the Australian Research Council grant DE150100240. The second author was supported by FONDECYT (Fondo de Fomento al Desarrollo Cientifico y Tecnologico) regular projects 1160204 and 1201982, and Basal Program CMM-AFB 170001 (Comision Nacional de Investigacion Cientifica y Tecnologica), all from ANID (Chile).

**Authors:**Ramirez, Hector , Roshchina, Vera**Date:**2020**Type:**Text , Journal article**Relation:**Optimization Vol. 69, no. 11 (2020), p. 2489-2507**Full Text:****Reviewed:****Description:**In this paper, we give a unified treatment of two different definitions of complementarity partition of multifold conic programs introduced independently in Bonnans and Ramirez [Perturbation analysis of second-order cone programming problems, Math Program. 2005;104(2-30):205-227] for conic optimization problems, and in Pena and Roshchina [A complementarity partition theorem for multifold conic systems, Math Program. 2013;142(1-2):579-589] for homogeneous feasibility problems. We show that both can be treated within the same unified geometric framework and extend the latter notion to optimization problems. We also show that the two partitions do not coincide, and their intersection gives a seven-set index partition. Finally, we demonstrate that the partitions are preserved under the application of nonsingular linear transformations, and in particular, that a standard conversion of a second-order cone program into a semidefinite programming problem preserves the partitions.**Description:**This research was partially supported by ANID (Chile) under REDES project number 180032 and by the Australian Research Council grant DE150100240. The second author was supported by FONDECYT (Fondo de Fomento al Desarrollo Cientifico y Tecnologico) regular projects 1160204 and 1201982, and Basal Program CMM-AFB 170001 (Comision Nacional de Investigacion Cientifica y Tecnologica), all from ANID (Chile).

Calmness of partially perturbed linear systems with an application to the central path

- Cánovas, Maria, Hall, Julian, López, Marco, Parra, Juan

**Authors:**Cánovas, Maria , Hall, Julian , López, Marco , Parra, Juan**Date:**2019**Type:**Text , Journal article**Relation:**Optimization Vol. 68, no. 2-3 (2019), p. 465-483**Full Text:****Reviewed:****Description:**In this paper we develop point-based formulas for the calmness modulus of the feasible set mapping in the context of linear inequality systems with a fixed abstract constraint and (partially) perturbed linear constraints. The case of totally perturbed linear systems was previously analyzed in [Canovas MJ, Lopez MA, Parra J, et al. Calmness of the feasible set mapping for linear inequality systems. Set-Valued Var Anal. 2014;22:375-389, Section 5]. We point out that the presence of such an abstract constraint yields the current paper to appeal to a notable different methodology with respect to previous works on the calmness modulus in linear programming. The interest of this model comes from the fact that partially perturbed systems naturally appear in many applications. As an illustration, the paper includes an example related to the classical central path construction. In this example we consider a certain feasible set mapping whose calmness modulus provides a measure of the convergence of the central path. Finally, we underline the fact that the expression for the calmness modulus obtained in this paper is (conceptually) implementable as far as it only involves the nominal data.

**Authors:**Cánovas, Maria , Hall, Julian , López, Marco , Parra, Juan**Date:**2019**Type:**Text , Journal article**Relation:**Optimization Vol. 68, no. 2-3 (2019), p. 465-483**Full Text:****Reviewed:****Description:**In this paper we develop point-based formulas for the calmness modulus of the feasible set mapping in the context of linear inequality systems with a fixed abstract constraint and (partially) perturbed linear constraints. The case of totally perturbed linear systems was previously analyzed in [Canovas MJ, Lopez MA, Parra J, et al. Calmness of the feasible set mapping for linear inequality systems. Set-Valued Var Anal. 2014;22:375-389, Section 5]. We point out that the presence of such an abstract constraint yields the current paper to appeal to a notable different methodology with respect to previous works on the calmness modulus in linear programming. The interest of this model comes from the fact that partially perturbed systems naturally appear in many applications. As an illustration, the paper includes an example related to the classical central path construction. In this example we consider a certain feasible set mapping whose calmness modulus provides a measure of the convergence of the central path. Finally, we underline the fact that the expression for the calmness modulus obtained in this paper is (conceptually) implementable as far as it only involves the nominal data.

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