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Overcoming the failure of the classical generalized interior-point regularity conditions in convex optimization. Applications of the duality theory to enlargements of maximal monotone operatorsCsetnek, Ernö Robert 14 December 2009 (has links) (PDF)
The aim of this work is to present several new results concerning
duality in scalar convex optimization, the formulation of sequential
optimality conditions and some applications of the duality to the theory
of maximal monotone operators.
After recalling some properties of the classical generalized
interiority notions which exist in the literature, we give some
properties of the quasi interior and quasi-relative interior,
respectively. By means of these notions we introduce several
generalized interior-point regularity conditions which guarantee
Fenchel duality. By using an approach due to Magnanti, we derive
corresponding regularity conditions expressed via the quasi
interior and quasi-relative interior which ensure Lagrange
duality. These conditions have the advantage to be applicable in
situations when other classical regularity conditions fail.
Moreover, we notice that several duality results given in the
literature on this topic have either superfluous or contradictory
assumptions, the investigations we make offering in this sense an
alternative.
Necessary and sufficient sequential optimality conditions for a
general convex optimization problem are established via
perturbation theory. These results are applicable even in the
absence of regularity conditions. In particular, we show that
several results from the literature dealing with sequential
optimality conditions are rediscovered and even improved.
The second part of the thesis is devoted to applications of the
duality theory to enlargements of maximal monotone operators in
Banach spaces. After establishing a necessary and sufficient
condition for a bivariate infimal convolution formula, by
employing it we equivalently characterize the
$\varepsilon$-enlargement of the sum of two maximal monotone
operators. We generalize in this way a classical result
concerning the formula for the $\varepsilon$-subdifferential of
the sum of two proper, convex and lower semicontinuous functions.
A characterization of fully enlargeable monotone operators is also
provided, offering an answer to an open problem stated in the
literature. Further, we give a regularity condition for the
weak$^*$-closedness of the sum of the images of enlargements of
two maximal monotone operators.
The last part of this work deals with enlargements of positive sets in SSD spaces. It is shown that many results from the literature concerning enlargements of maximal monotone operators can be generalized to the setting of Banach SSD spaces.
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Desigualdades isoperimÃtricas para integrais de curvatura em domÃnios k-convexos estrelados / Isoperimetric inequalities for integrals of curvature in k-convex starshaped domainsFrancisco de Assis Benjamim Filho 13 July 2011 (has links)
Conselho Nacional de Desenvolvimento CientÃfico e TecnolÃgico / Baseados nos trabalhos De Gerhardt e Urbas [12], [36], provamos um resultado de convergÃncia global e determinamos precisamente o comportamento assintÃtico de soluÃÃes de um fluxo geomÃtrico que descreve a evoluÃÃo de hipersuperfÃcies estreladas e k-convexas por funÃÃes das curvaturas principais. Como aplicaÃÃo, e seguindo o argumento de Guan e Li [16], utilizamos um caso particular deste resultado de convergÃncia para generalizar a clÃssica desigualdade de Alexandrov-Fenchel para domÃnios estrelados e k-convexos. / Based on the work of Gerhardt and Urbasa [12], [36], we prove a global convergence result and precisely determine the asymptotic behavior of solutions of a geometric flow describing the evolution of starshaped, k-convex hypersurfaces according to certain functions of the principal curvatures. As an application, and following the argument of Guan and Li [16], we use a special case of this convergence result to generalize the classical Alexandrov-Fenchel inequality for domains starry and k-convex.
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Le modèle GREM jumelé à un champ magnétique aléatoirePersechino, Roberto 06 1900 (has links)
No description available.
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Problèmes de transport partiel optimal et d'appariement avec contrainte / Optimal partial transport and constrained matching problemsNguyen, Van thanh 03 October 2017 (has links)
Cette thèse est consacrée à l'analyse mathématique et numérique pour les problèmes de transport partiel optimal et d'appariement avec contrainte (constrained matching problem). Ces deux problèmes présentent de nouvelles quantités inconnues, appelées parties actives. Pour le transport partiel optimal avec des coûts qui sont donnés par la distance finslerienne, nous présentons des formulations équivalentes caractérisant les parties actives, le potentiel de Kantorovich et le flot optimal. En particulier, l'EDP de condition d'optimalité permet de montrer l'unicité des parties actives. Ensuite, nous étudions en détail des approximations numériques pour lesquelles la convergence de la discrétisation et des simulations numériques sont fournies. Pour les coûts lagrangiens, nous justifions rigoureusement des caractérisations de solution ainsi que des formulations équivalentes. Des exemples numériques sont également donnés. Le reste de la thèse est consacré à l'étude du problème d'appariement optimal avec des contraintes pour le coût de la distance euclidienne. Ce problème a un comportement différent du transport partiel optimal. L'unicité de solution et des formulations équivalentes sont étudiées sous une condition géométrique. La convergence de la discrétisation et des exemples numériques sont aussi établis. Les principaux outils que nous utilisons dans la thèse sont des combinaisons des techniques d'EDP, de la théorie du transport optimal et de la théorie de dualité de Fenchel--Rockafellar. Pour le calcul numérique, nous utilisons des méthodes du lagrangien augmenté. / The manuscript deals with the mathematical and numerical analysis of the optimal partial transport and optimal constrained matching problems. These two problems bring out new unknown quantities, called active submeasures. For the optimal partial transport with Finsler distance costs, we introduce equivalent formulations characterizing active submeasures, Kantorovich potential and optimal flow. In particular, the PDE of optimality condition allows to show the uniqueness of active submeasures. We then study in detail numerical approximations for which the convergence of discretization and numerical simulations are provided. For Lagrangian costs, we derive and justify rigorously characterizations of solution as well as equivalent formulations. Numerical examples are also given. The rest of the thesis presents the study of the optimal constrained matching with the Euclidean distance cost. This problem has a different behaviour compared to the partial transport. The uniqueness of solution and equivalent formulations are studied under geometric condition. The convergence of discretization and numerical examples are also indicated. The main tools which we use in the thesis are some combinations of PDE techniques, optimal transport theory and Fenchel--Rockafellar dual theory. For numerical computation, we make use of augmented Lagrangian methods.
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New insights into conjugate dualityGrad, Sorin - Mihai 13 July 2006 (has links)
With this thesis we bring some new results and improve some
existing ones in conjugate duality and some of the areas it is
applied in.
First we recall the way Lagrange, Fenchel and Fenchel - Lagrange
dual problems to a given primal optimization problem can be
obtained via perturbations and we present some connections between
them. For the Fenchel - Lagrange dual problem we prove strong
duality under more general conditions than known so far, while for
the Fenchel duality we show that the convexity assumptions on the
functions involved can be weakened without altering the
conclusion. In order to prove the latter we prove also that some
formulae concerning conjugate functions given so far only for
convex functions hold also for almost convex, respectively nearly
convex functions.
After proving that the generalized geometric dual problem can be
obtained via perturbations, we show that the geometric duality is
a special case of the Fenchel - Lagrange duality and the strong
duality can be obtained under weaker conditions than stated in the
existing literature. For various problems treated in the
literature via geometric duality we show that Fenchel - Lagrange
duality is easier to apply, bringing moreover strong duality and
optimality conditions under weaker assumptions.
The results presented so far are applied also in convex composite
optimization and entropy optimization. For the composed convex
cone - constrained optimization problem we give strong duality and
the related optimality conditions, then we apply these when
showing that the formula of the conjugate of the precomposition
with a proper convex K - increasing function of a K - convex
function on some n - dimensional non - empty convex set X, where
K is a k - dimensional non - empty closed convex cone, holds under
weaker conditions than known so far. Another field were we apply
these results is vector optimization, where we provide a general
duality framework based on a more general scalarization that
includes as special cases and improves some previous results in
the literature. Concerning entropy optimization, we treat first
via duality a problem having an entropy - like objective function,
from which arise as special cases some problems found in the
literature on entropy optimization. Finally, an application of
entropy optimization into text classification is presented.
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Algunas contribuciones a problemas de optimización en programación matemática / Some contributions to optimization problems in mathematical programmingVidal Núñez, José 25 October 2016 (has links)
No description available.
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Géométrie des surfaces munies de métriques plates à singularités coniques: paramètres, fonctions longueur et espaces des déformationsMalouf, Ousama 23 September 2011 (has links) (PDF)
On étudie les surfaces plates à singularités coniques, leur géométrie, leur espaces des déformations et leur paramétrisation. La surface de base est la sphère à trois trous (pantalon). On trouve trois ensembles de paramètres pour le pantalon plat à un point singulier conique et on décrit son espace des déformations. On introduit un flot que l'on appelle flot de Fenchel-Nielsen sur un espace des déformations. On étudie l'injectivité de ce flot en examinant la variation des fonctions longueur de segments géodésiques ou de géodésiques simples fermées le long de ce flot. On étudie également la paramétrisation d'une surface plate à singularités coniques utilisant des longueurs des segments géodésiques joignant des points singuliers ou un point singulier à une composante du bord. A la fin du texte, trois annexes apportent des discussions supplémentaires.
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Decompositions and representations of monotone operators with linear graphsYao, Liangjin 05 1900 (has links)
We consider the decomposition of a maximal monotone operator into the
sum of an antisymmetric operator and the subdifferential of a proper lower
semicontinuous convex function. This is a variant of the well-known decomposition of a matrix into its symmetric and antisymmetric part. We analyze in detail the case when the graph of the operator is a linear subspace. Equivalent conditions of monotonicity are also provided.
We obtain several new results on auto-conjugate representations including an explicit formula that is built upon the proximal average of the associated Fitzpatrick function and its Fenchel conjugate. These results are
new and they both extend and complement recent work by Penot, Simons
and Zălinescu. A nonlinear example shows the importance of the linearity
assumption. Finally, we consider the problem of computing the Fitzpatrick
function of the sum, generalizing a recent result by Bauschke, Borwein and
Wang on matrices to linear relations.
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Decompositions and representations of monotone operators with linear graphsYao, Liangjin 05 1900 (has links)
We consider the decomposition of a maximal monotone operator into the
sum of an antisymmetric operator and the subdifferential of a proper lower
semicontinuous convex function. This is a variant of the well-known decomposition of a matrix into its symmetric and antisymmetric part. We analyze in detail the case when the graph of the operator is a linear subspace. Equivalent conditions of monotonicity are also provided.
We obtain several new results on auto-conjugate representations including an explicit formula that is built upon the proximal average of the associated Fitzpatrick function and its Fenchel conjugate. These results are
new and they both extend and complement recent work by Penot, Simons
and Zălinescu. A nonlinear example shows the importance of the linearity
assumption. Finally, we consider the problem of computing the Fitzpatrick
function of the sum, generalizing a recent result by Bauschke, Borwein and
Wang on matrices to linear relations.
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Decompositions and representations of monotone operators with linear graphsYao, Liangjin 05 1900 (has links)
We consider the decomposition of a maximal monotone operator into the
sum of an antisymmetric operator and the subdifferential of a proper lower
semicontinuous convex function. This is a variant of the well-known decomposition of a matrix into its symmetric and antisymmetric part. We analyze in detail the case when the graph of the operator is a linear subspace. Equivalent conditions of monotonicity are also provided.
We obtain several new results on auto-conjugate representations including an explicit formula that is built upon the proximal average of the associated Fitzpatrick function and its Fenchel conjugate. These results are
new and they both extend and complement recent work by Penot, Simons
and Zălinescu. A nonlinear example shows the importance of the linearity
assumption. Finally, we consider the problem of computing the Fitzpatrick
function of the sum, generalizing a recent result by Bauschke, Borwein and
Wang on matrices to linear relations. / Graduate Studies, College of (Okanagan) / Graduate
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