Description:
Funding details: Australian Research Council, ARC, DP160100854 Funding details: European Commission, EU Funding details: Ministerio de Economía y Competitividad, MINECO Funding details: Federación Española de Enfermedades Raras, FEDER Funding text 1:
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.
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.
Description:
The article continues the study of the ‘regular’ arrangement of a collection of sets near a point in their intersection. Such regular intersection or, in other words, transversality properties are crucial for the validity of qualification conditions in optimization as well as subdifferential, normal cone and coderivative calculus, and convergence analysis of computational algorithms. One of the main motivations for the development of the transversality theory of collections of sets comes from the convergence analysis of alternating projections for solving feasibility problems. This article targets infinite dimensional extensions of the intrinsic transversality property introduced recently by Drusvyatskiy, Ioffe and Lewis as a sufficient condition for local linear convergence of alternating projections. Several characterizations of this property are established involving new limiting objects defined for pairs of sets. Special attention is given to the convex case.
Description:
The article continues the study of the ‘regular’ arrangement of a collection of sets near a point in their intersection. Such regular intersection or, in other words, transversality properties are crucial for the validity of qualification conditions in optimization as well as subdifferential, normal cone and coderivative calculus, and convergence analysis of computational algorithms. One of the main motivations for the development of the transversality theory of collections of sets comes from the convergence analysis of alternating projections for solving feasibility problems. This article targets infinite dimensional extensions of the intrinsic transversality property introduced recently by Drusvyatskiy, Ioffe and Lewis as a sufficient condition for local linear convergence of alternating projections. Several characterizations of this property are established involving new limiting objects defined for pairs of sets. Special attention is given to the convex case.
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We provide dual sufficient conditions for subtransversality of collections of sets in an Asplund space setting. For the convex case, we formulate a necessary and sufficient dual criterion of subtransversality in general Banach spaces. Our more general results suggest an intermediate notion of subtransversality, what we call weak intrinsic subtransversality, which lies between intrinsic transversality and subtransversality in Asplund spaces.
Description:
We provide dual sufficient conditions for subtransversality of collections of sets in an Asplund space setting. For the convex case, we formulate a necessary and sufficient dual criterion of subtransversality in general Banach spaces. Our more general results suggest an intermediate notion of subtransversality, what we call weak intrinsic subtransversality, which lies between intrinsic transversality and subtransversality in Asplund spaces.
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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.
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.
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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.
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.
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In this paper, we present some inverse function theorems and implicit function theorems for set-valued mappings between Fréchet spaces. The proof relies on Lebesgue's Dominated Convergence Theorem and on Ekeland's variational principle. An application to the existence of solutions of differential equations in Fréchet spaces with non-smooth data is given.
Description:
In this paper, we present some inverse function theorems and implicit function theorems for set-valued mappings between Fréchet spaces. The proof relies on Lebesgue's Dominated Convergence Theorem and on Ekeland's variational principle. An application to the existence of solutions of differential equations in Fréchet spaces with non-smooth data is given.
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The present paper deals with uncertain linear inequality systems viewed as nonempty closed coefficient sets in the (n+ 1) -dimensional Euclidean space. The perturbation size of these uncertainty sets is measured by the (extended) Hausdorff distance. We focus on calmness constants—and their associated neighborhoods—for the feasible set mapping at a given point of its graph. To this aim, the paper introduces an appropriate indexation function which allows us to provide our aimed calmness constants through their counterparts in the setting of linear inequality systems with a fixed index set, where a wide background exists in the literature.
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The purpose of this paper is to discuss some of the highlights of the theory of metric regularity relative to a cone. For example, we establish a slope and some coderivative characterizations of this concept, as well as some stability results with respect to a Lipschitz perturbation.
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The purpose of this paper is to discuss some of the highlights of the theory of metric regularity relative to a cone. For example, we establish a slope and some coderivative characterizations of this concept, as well as some stability results with respect to a Lipschitz perturbation.
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This paper continues the study of `good arrangements' of collections of sets in normed spaces near a point in their intersection. Our aim is to study general nonlinear transversality properties. We focus on dual space (subdifferential and normal cone) necessary characterizations of these properties. As an application, we provide dual necessary conditions for the nonlinear extensions of the new transversality properties of a set-valued mapping to a set in the range space due to Ioffe.
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The research was supported by the Australian Research Council, project DP160100854. The second author benefited from the support of the FMJH Program PGMO and from the support of EDF.