The aim of this thesis is to present new results concerning duality in scalar optimization. We show how the theory can be applied to optimization problems arising in the theory of risk measures, portfolio optimization and machine learning. First we give some notations and preliminaries we need within the thesis. After that we recall how the well-known Lagrange dual problem can be derived by using the general perturbation theory and give some generalized interior point regularity conditions used in the literature. Using these facts we consider some special scalar optimization problems having a composed objective function and geometric (and cone) constraints. We derive their duals, give strong duality results and optimality condition using some regularity conditions. Thus we complete and/or extend some results in the literature especially by using the mentioned regularity conditions, which are weaker than the classical ones. We further consider a scalar optimization problem having single chance constraints and a convex objective function. We also derive its dual, give a strong duality result and further consider a special case of this problem. Thus we show how the conjugate duality theory can be used for stochastic programming problems and extend some results given in the literature. In the third chapter of this thesis we consider convex risk and deviation measures. We present some more general measures than the ones given in the literature and derive formulas for their conjugate functions. Using these we calculate some dual representation formulas for the risk and deviation measures and correct some formulas in the literature. Finally we proof some subdifferential formulas for measures and risk functions by using the facts above. The generalized deviation measures we introduced in the previous chapter can be used to formulate some portfolio optimization problems we consider in the fourth chapter. Their duals, strong duality results and optimality conditions are derived by using the general theory and the conjugate functions, respectively, given in the second and third chapter. Analogous calculations are done for a portfolio optimization problem having single chance constraints using the general theory given in the second chapter. Thus we give an application of the duality theory in the well-developed field of portfolio optimization. We close this thesis by considering a general Support Vector Machines problem and derive its dual using the conjugate duality theory. We give a strong duality result and necessary as well as sufficient optimality conditions. By considering different cost functions we get problems for Support Vector Regression and Support Vector Classification. We extend the results given in the literature by dropping the assumption of invertibility of the kernel matrix. We use a cost function that generalizes the well-known Vapnik's ε-insensitive loss and consider the optimization problems that arise by using this. We show how the general theory can be applied for a real data set, especially we predict the concrete compressive strength by using a special Support Vector Regression problem.

The goal of this thesis is two-fold. On the one hand, it pursues to provide a contribution to the conjugate duality by proposing a new duality concept, which can be understood as an umbrella for different meaningful perturbation methods. On the other hand, this thesis aims to investigate minimax location problems by means of the duality concept introduced in the first part of this work, followed by a numerical approach using epigraphical splitting methods. After summarizing some elements of the convex analysis as well as introducing important results needed later, we consider an optimization problem with geometric and cone constraints, whose objective function is a composition of n+1 functions. For this problem we propose a conjugate dual problem, where the functions involved in the objective function of the primal problem are decomposed. Furthermore, we formulate generalized interior point regularity conditions for strong duality and give necessary and sufficient optimality conditions. As applications of this approach we determine the formulae of the conjugate as well as the biconjugate of the objective function of the primal problem and analyze an optimization problem having as objective function the sum of reciprocals of concave functions. In the second part of this thesis we discuss in the sense of the introduced duality concept three classes of minimax location problems. The first one consists of nonlinear and linear single minimax location problems with geometric constraints, where the maximum of nonlinear or linear functions composed with gauges between pairs of a new and existing points will be minimized. The version of the nonlinear location problem is additionally considered with set-up costs. The second class of minimax location problems deals with multifacility location problems as suggested by Drezner (1991), where for each given point the sum of weighted distances to all facilities plus set-up costs is determined and the maximal value of these sums is to be minimized. As the last and third class the classical multifacility location problem with geometrical constraints is considered in a generalized form where the maximum of gauges between pairs of new facilities and the maximum of gauges between pairs of new and existing facilities will be minimized. To each of these location problems associated dual problems will be formulated as well as corresponding duality statements and necessary and sufficient optimality conditions. To illustrate the results of the duality approach and to give a more detailed characterization of the relations between the location problems and their corresponding duals, we consider examples in the Euclidean space. This thesis ends with a numerical approach for solving minimax location problems by epigraphical splitting methods. In this framework, we give formulae for the projections onto the epigraphs of several sums of powers of weighted norms as well as formulae for the projection onto the epigraphs of gauges. Numerical experiments document the usefulness of our approach for the discussed location problems.

Dans ce travail, nous définissons des objets composés de disques complexes marqués reliés entre eux par des segments de droite munis d’une longueur. Nous construisons deux séries d’espaces de module de ces objets appelés clus- ters, une qui sera dite non symétrique, la version ⊗, et l’autre qui est dite symétrique, la version •. Cette construction permet des choix de perturba- tions pour deux versions correspondantes des trajectoires de Floer introduites par Cornea et Lalonde ([CL]). Ces choix devraient fournir une nouvelle option pour la description géométrique des structures A∞ et L∞ obstruées étudiées par Fukaya, Oh, Ohta et Ono ([FOOO2],[FOOO]) et Cho ([Cho]). Dans le cas où L ⊂ (M, ω) est une sous-variété lagrangienne Pin± mono- tone avec nombre de Maslov ≥ 2, nous définissons une structure d’algèbre A∞ sur les points critiques d’une fonction de Morse générique sur L. Cette struc- ture est présentée comme une extension du complexe des perles de Oh ([Oh]) muni de son produit quantique, plus récemment étudié par Biran et Cornea ([BC]). Plus généralement, nous décrivons une version géométrique d’une catégorie de Fukaya avec seul objet L qui se veut alternative à la description (relative) hamiltonienne de Seidel ([Sei]). Nous vérifions la fonctorialité de notre construction en définissant des espaces de module de clusters occultés qui servent d’espaces sources pour des morphismes de comparaison. / We define objects made of marked complex disks connected by metric line seg- ments and construct two sequences of moduli spaces of these objects, referred as the ⊗ version (nonsymmetric) and the • version (symmetric). This allows choices of coherent perturbations over the corresponding versions of the Floer trajectories proposed by Cornea and Lalonde ([CL]). These perturbations are intended to lead to an alternative geometric description of the (obstructed) A∞ and L∞ structures studied by Fukaya, Oh, Ohta and Ono ([FOOO2],[FOOO]) and Cho ([Cho]). Given a Pin± monotone lagrangian submanifold L ⊂ (M, ω) with mini- mal Maslov number ≥ 2, we define an A∞ -algebra structure from the critical points of a generic Morse function on L. We express this structure as a cochain complex extending the pearl complex introduced by Oh ([Oh]) and further ex- plicited by Biran and Cornea ([BC]), equipped with its quantum product. This could also be seen as an alternative geometric description of a Fukaya cate- gory of (M, ω) with L as its only object, a hamiltonian relative version appear- ing in [Sei]. Using spaces of quilted clusters, we verify, using more general quilted cluster spaces, that this defines a functor from a homotopy category of Pin± monotone lagrangian submanifolds hL mono,± (M, ω) to the homotopy category of cochain complexes hK(Λ-mod) where Λ is an appropriate Novikov ring.

Les récentes évolutions des technologies de l'information et de la communication font qu'il est aujourd'hui facile de consulter des catalogues de morceaux de musique conséquents. De nouvelles représentations et de nouveaux algorithmes doivent de ce fait être développés afin de disposer d'une vision représentative de ces catalogues et de naviguer avec agilité dans leurs contenus. Ceci nécessite une caractérisation efficace des morceaux de musique par l'intermédiaire de descriptions macroscopiques pertinentes. Dans cette thèse, nous nous focalisons sur l'estimation de la structure des morceaux de musique : il s'agit de produire pour chaque morceau une description de son organisation par une séquence de quelques dizaines de segments structurels, définis par leurs frontières (un instant de début et un instant de fin) et par une étiquette représentant leur contenu sonore.La notion de structure musicale peut correspondre à de multiples acceptions selon les propriétés musicales choisies et l'échelle temporelle considérée. Nous introduisons le concept de structure “sémiotique" qui permet de définir une méthodologie d'annotation couvrant un vaste ensemble de styles musicaux. La détermination des segments structurels est fondée sur l'analyse des similarités entre segments au sein du morceau, sur la cohérence de leur organisation interne (modèle “système-contraste") et sur les relations contextuelles qu'ils entretiennent les uns avec les autres. Un corpus de 383 morceaux a été annoté selon cette méthodologie et mis à disposition de la communauté scientifique.En termes de contributions algorithmiques, cette thèse se concentre en premier lieu sur l'estimation des frontières structurelles, en formulant le processus de segmentation comme l'optimisation d'un coût composé de deux termes~: le premier correspond à la caractérisation des segments structurels par des critères audio et le second reflète la régularité de la structure obtenue en référence à une “pulsation structurelle". Dans le cadre de cette formulation, nous comparons plusieurs contraintes de régularité et nous étudions la combinaison de critères audio par fusion. L'estimation des étiquettes structurelles est pour sa part abordée sous l'angle d'un processus de sélection d'automates à états finis : nous proposons un critère auto-adaptatif de sélection de modèles probabilistes que nous appliquons à une description du contenu tonal. Nous présentons également une méthode d'étiquetage des segments dérivée du modèle système-contraste.Nous évaluons différents systèmes d'estimation automatique de structure musicale basés sur ces approches dans le cadre de campagnes d'évaluation nationales et internationales (Quaero, MIREX), et nous complétons cette étude par quelques éléments de diagnostic additionnels. / Recent progress in information and communication technologies makes it easier to access large collections of digitized music. New representations and algorithms must be developed in order to get a representative overview of these collections, and to browse their content efficiently. It is therefore necessary to characterize music pieces through relevant macroscopic descriptions. In this thesis, we focus on the estimation of the structure of music pieces : the goal is to produce for each piece a description of its organization by means of a sequence of a few dozen structural segments, each of them defined by its boundaries (starting time and ending time) and a label reflecting its audio content.The notion of music structure corresponds to a wide range of meanings depending on the musical properties and the temporal scale under consideration. We introduce an annotation methodology based on the concept of “semiotic structure" which covers a large variety of musical styles. Structural segments are determined through the analysis of their similarities within the music piece, the coherence of their inner organization (“system-contrast" model) and their contextual relationship. A corpus of 383 pieces has been annotated according to this methodology and released to the scientific community.In terms of algorithmic contributions, this thesis concentrates in the first place on the estimation of structural boundaries. We formulate the segmentation process as the optimization of a cost function which is composed of two terms. The first one corresponds to the characterization of structural segments by means of audio criteria. The second one relies on the regularity of the target structure with respect to a “structural pulsation period". In this context, we compare several regularity constraints and study the combination of audio criteria through fusion.Secondly, we consider the estimation of structural labels as a probabilistic finite-state automaton selection process : in this scope, we propose an auto-adaptive criterion for model selection, applied to a description of the tonal content. We also propose a labeling method derived from the system-contrast model.We evaluate several systems for structural segmentation of music based on these approaches in the context of national and international evaluation campaigns (Quaero, MIREX). Additional diagnostic is finally presented to complement this work.

In this work we present the most recent developments in the direction of local fibrations structures of analytic singularities. Using techniques and tools from stratification theory we prove structural theorems in the stratified sense, which will be called singular Milnor tube fibration and Milnor-Hamm sphere fibration. In addition, we present algorithms with the purpose of creating a large number of examples in this new setting and compare our results obtained with the current ones found in the literature. Our results generalize all previous result in both cases: in the classical and in the stratified ones. / Neste trabalho apresentamos os mais recentes desenvolvimentos na direção de estruturas de fibrações locais de singularidades analíticas. Usando técnicas e ferramentas da teoria de estratificação, provamos alguns teoremas estruturais no sentido estratificado, os quais serão chamados fibração singular de Milnor sobre o tubo e fibração de Milnor-Hamm sobre a esfera. Além disso, apresentamos algoritmos com o intuito de criar uma ampla variedade de exemplos e comparamos nossos resultados com os atuais encontrados na literatura. Nossos resultados generalizam todos os previamente existentes tanto no caso clássico, quanto no sentido estratificado.

Multivariate mixed Poisson processes are special multivariate counting processes whose coordinates are, in general, dependent. The first part of this thesis is devoted to properties which multivariate counting processes may possess. Such properties are, for example, the Markov property, the multinomial property and regularity. With regard to regularity we study the properties of transition probabilities and intensities. The second part of this thesis restricts the class of all multivariate counting processes by additional assumptions leading to different types of multivariate mixed Poisson processes which, however, are connected with each other. Using a multivariate version of the Bernstein-Widder theorem, it is shown that multivariate mixed Poisson processes are characterized by the multinomial property. Furthermore, regularity of multivariate mixed Poisson processes and properties of their moments are studied in detail. Throughout this thesis, two types of stability of properties of multivariate counting processes are studied: It is shown that most properties of a multivariate counting process are stable under certain linear transformations including the selection of single coordinates and summation of all coordinates. It is also shown that the different types of multivariate mixed Poisson processes under consideration are in a certain sense stable in time.

Cette dissertation se divise en deux parties, distinctes mais connexes, qui sont le reflet de la cotutelle. Nous étudions et résolvons des problèmes concernant d'une part la combinatoire des mots dans un contexte abélien et d'autre part des problèmes de couverture dans des graphes. Chaque question fait l'objet d'un chapitre. En combinatoire des mots, le premier problème considéré s'intéresse à la régularité des suites au sens défini par Allouche et Shallit. Nous montrons qu'une suite qui satisfait une certaine propriété de symétrie est 2-régulière. Ensuite, nous appliquons ce théorème pour montrer que les fonctions de complexité 2-abélienne du mot de Thue--Morse ainsi que du mot appelé ''period-doubling'' sont 2-régulières. Les calculs et arguments développés dans ces démonstrations s'inscrivent dans un schéma plus général que nous espérons pouvoir utiliser à nouveau pour prouver d'autres résultats de régularité. Le deuxième problème poursuit le développement de la notion de mot de retour abélien introduite par Puzynina et Zamboni. Nous obtenons une caractérisation des mots sturmiens avec un intercepte non nul en termes du cardinal (fini ou non) de l'ensemble des mots de retour abélien par rapport à tous les préfixes. Nous décrivons cet ensemble pour Fibonacci ainsi que pour Thue--Morse (bien que cela ne soit pas un mot sturmien). Nous étudions la relation existante entre la complexité abélienne et le cardinal de cet ensemble. En théorie des graphes, le premier problème considéré traite des codes identifiants dans les graphes. Ces codes ont été introduits par Karpovsky, Chakrabarty et Levitin pour modéliser un problème de détection de défaillance dans des réseaux multiprocesseurs. Le rapport entre la taille optimale d'un code identifiant et la taille optimale du relâchement fractionnaire d'un code identifiant est comprise entre 1 et 2 ln(|V|)+1 où V est l'ensemble des sommets du graphe. Nous nous concentrons sur les graphes sommet-transitifs, car nous pouvons y calculer précisément la solution fractionnaire. Nous exhibons des familles infinies, appelées quadrangles généralisés, de graphes sommet-transitifs pour lesquelles les solutions entière et fractionnaire sont de l'ordre |V|^k avec k dans {1/4, 1/3, 2/5}. Le second problème concerne les (r,a,b)-codes couvrants de la grille infinie déjà étudiés par Axenovich et Puzynina. Nous introduisons la notion de 2-coloriages constants de graphes pondérés et nous les étudions dans le cas de quatre cycles pondérés particuliers. Nous présentons une méthode permettant de lier ces 2-coloriages aux codes couvrants. Enfin, nous déterminons les valeurs exactes des constantes a et b de tout (r,a,b)-code couvrant de la grille infinie avec |a-b|>4. Il s'agit d'une extension d'un théorème d'Axenovich. / This dissertation is divided into two (distinct but connected) parts that reflect the joint PhD. We study and we solve several questions regarding on the one hand combinatorics on words in an abelian context and on the other hand covering problems in graphs. Each particular problem is the topic of a chapter. In combinatorics on words, the first problem considered focuses on the 2-regularity of sequences in the sense of Allouche and Shallit. We prove that a sequence satisfying a certain symmetry property is 2-regular. Then we apply this theorem to show that the 2-abelian complexity functions of the Thue--Morse word and the period-doubling word are 2-regular. The computation and arguments leading to these results fit into a quite general scheme that we hope can be used again to prove additional regularity results. The second question concerns the notion of return words up to abelian equivalence, introduced by Puzynina and Zamboni. We obtain a characterization of Sturmian words with non-zero intercept in terms of the finiteness of the set of abelian return words to all prefixes. We describe this set of abelian returns for the Fibonacci word but also for the Thue-Morse word (which is not Sturmian). We investigate the relationship existing between the abelian complexity and the finiteness of this set. In graph theory, the first problem considered deals with identifying codes in graphs. These codes were introduced by Karpovsky, Chakrabarty and Levitin to model fault-diagnosis in multiprocessor systems. The ratio between the optimal size of an identifying code and the optimal size of a fractional relaxation of an identifying code is between 1 and 2 ln(|V|)+1 where V is the vertex set of the graph. We focus on vertex-transitive graphs, since we can compute the exact fractional solution for them. We exhibit infinite families, called generalized quadrangles, of vertex-transitive graphs with integer and fractional identifying codes of order |V|^k with k in {1/4,1/3,2/5}. The second problem concerns (r,a,b)-covering codes of the infinite grid already studied by Axenovich and Puzynina. We introduce the notion of constant 2-labellings of weighted graphs and study them in four particular weighted cycles. We present a method to link these labellings with covering codes. Finally, we determine the precise values of the constants a and b of any (r,a,b)-covering code of the infinite grid with |a-b|>4. This is an extension of a theorem of Axenovich.

Dans ce travail, nous définissons des objets composés de disques complexes marqués reliés entre eux par des segments de droite munis d’une longueur. Nous construisons deux séries d’espaces de module de ces objets appelés clus- ters, une qui sera dite non symétrique, la version ⊗, et l’autre qui est dite symétrique, la version •. Cette construction permet des choix de perturba- tions pour deux versions correspondantes des trajectoires de Floer introduites par Cornea et Lalonde ([CL]). Ces choix devraient fournir une nouvelle option pour la description géométrique des structures A∞ et L∞ obstruées étudiées par Fukaya, Oh, Ohta et Ono ([FOOO2],[FOOO]) et Cho ([Cho]). Dans le cas où L ⊂ (M, ω) est une sous-variété lagrangienne Pin± mono- tone avec nombre de Maslov ≥ 2, nous définissons une structure d’algèbre A∞ sur les points critiques d’une fonction de Morse générique sur L. Cette struc- ture est présentée comme une extension du complexe des perles de Oh ([Oh]) muni de son produit quantique, plus récemment étudié par Biran et Cornea ([BC]). Plus généralement, nous décrivons une version géométrique d’une catégorie de Fukaya avec seul objet L qui se veut alternative à la description (relative) hamiltonienne de Seidel ([Sei]). Nous vérifions la fonctorialité de notre construction en définissant des espaces de module de clusters occultés qui servent d’espaces sources pour des morphismes de comparaison. / We define objects made of marked complex disks connected by metric line seg- ments and construct two sequences of moduli spaces of these objects, referred as the ⊗ version (nonsymmetric) and the • version (symmetric). This allows choices of coherent perturbations over the corresponding versions of the Floer trajectories proposed by Cornea and Lalonde ([CL]). These perturbations are intended to lead to an alternative geometric description of the (obstructed) A∞ and L∞ structures studied by Fukaya, Oh, Ohta and Ono ([FOOO2],[FOOO]) and Cho ([Cho]). Given a Pin± monotone lagrangian submanifold L ⊂ (M, ω) with mini- mal Maslov number ≥ 2, we define an A∞ -algebra structure from the critical points of a generic Morse function on L. We express this structure as a cochain complex extending the pearl complex introduced by Oh ([Oh]) and further ex- plicited by Biran and Cornea ([BC]), equipped with its quantum product. This could also be seen as an alternative geometric description of a Fukaya cate- gory of (M, ω) with L as its only object, a hamiltonian relative version appear- ing in [Sei]. Using spaces of quilted clusters, we verify, using more general quilted cluster spaces, that this defines a functor from a homotopy category of Pin± monotone lagrangian submanifolds hL mono,± (M, ω) to the homotopy category of cochain complexes hK(Λ-mod) where Λ is an appropriate Novikov ring.

This thesis consists of a comprehensive summary and six scientific papers dealing with the boundary behaviour of functions related to parabolic partial differential equations and several complex variables. Paper I concerns solutions to non-linear parabolic equations of linear growth. The main results include a backward Harnack inequality, and the Hölder continuity up to the boundary of quotients of non-negative solutions vanishing on the lateral boundary of an NTA cylinder. It is also shown that the Riesz measure associated with such solutions has the doubling property. Paper II is concerned with solutions to linear degenerate parabolic equations, where the degeneracy is controlled by a weight in the Muckenhoupt class 1+2/n. Two main results are that non-negative solutions which vanish continuously on the lateral boundary of an NTA cylinder satisfy a backward Harnack inequality and that the quotient of two such functions is Hölder continuous up to the boundary. Another result is that the parabolic measure associated to such equations has the doubling property. In Paper III, it is shown that a bounded pseudoconvex domain whose boundary is α-Hölder for each 0<α<1, is hyperconvex. Global estimates of the exhaustion function are given. In Paper IV, it is shown that on the closure of a domain whose boundary locally is the graph of a continuous function, all plurisubharmonic functions with continuous boundary values can be uniformly approximated by smooth plurisubharmonic functions defined in neighbourhoods of the closure of the domain. Paper V studies  Poletsky’s notion of plurisubharmonicity on compact sets. It is shown that a function is plurisubharmonic on a given compact set if, and only if, it can be pointwise approximated by a decreasing sequence of smooth plurisubharmonic functions defined in neighbourhoods of the set. Paper VI introduces the notion of a P-hyperconvex domain. It is shown that in such a domain, both the Dirichlet problem with respect to functions plurisubharmonic on the closure of the domain, and the problem of approximation by smooth plurisubharmoinc functions in neighbourhoods of the closure of the domain have satisfactory answers in terms of plurisubharmonicity on the boundary.

Le but de ce travail est l'étude d'un problème de transmission en dynamique de population entre deux habitats juxtaposés. Dans chacun des habitats, on considère une équation aux dérivées partielles, modélisant la dispersion généralisée, formée par une combinaison linéaire du laplacien et du bilaplacien. On commence d'abord par étudier et résoudre la même équation avec diverses conditions aux limites posée dans un seul habitat. Cette étude est effectuée grâce à une formulation opérationnelle du problème: on réécrit cette EDP sous forme d'équation différentielle, posée dans un espace de Banach construit sur les espaces Lp avec 1 < p < +∞, où les coefficients sont des opérateurs linéaires non bornés. Grâce au calcul fonctionnel, à la théorie des semi-groupes analytiques et à la théorie de l'interpolation, on obtient des résultats optimaux d'existence, d'unicité et de régularité maximale de la solution classique si et seulement si les données sont dans certains espaces d'interpolation. / The aim of this work is the study of a transmission problem in population dynamics between two juxtaposed habitats. In each habitat, we consider a partial differential equation, modeling the generalized dispersion, made up of a linear combination of Laplacian and Bilaplacian operators. We begin by studying and solving the same equation with various boundary conditions in a single habitat. This study is carried out using an operational formulation of the problem: we rewrite this PDE as a differential equation, set in a Banach space built on the spaces Lp with 1 < p < +∞, where the coefficients are unbounded linear operators. Thanks to functional calculus, analytic semigroup theory and interpolation theory, we obtain optimal results of existence, uniqueness and maximum regularity of the classical solution if and only if the data are in some interpolation spaces.