Search results for "convex function"

Periodic Controls in Step 2 Strictly Convex Sub-Finsler Problems

2020

We consider control-linear left-invariant time-optimal problems on step 2 Carnot groups with a strictly convex set of control parameters (in particular, sub-Finsler problems). We describe all Casimirs linear in momenta on the dual of the Lie algebra. In the case of rank 3 Lie groups we describe the symplectic foliation on the dual of the Lie algebra. On this basis we show that extremal controls are either constant or periodic. Some related results for other Carnot groups are presented. peerReviewed

Nonsmooth Optimization Methods

1999

From the previous chapters we know that after the discretization, elliptic and parabolic hemivariational inequalities can be transformed into substationary point type problems for locally Lipschitz superpotentials and as such will be solved. There is a class of mathematical programming methods especially developed for this type of problems. The aim of this chapter is to give an overview of nonsmooth optimization techniques with special emphasis on the first and the second order bundle methods. We present their basic ideas in the convex case and necessary modifications for nonconvex optimization. We shall use them in the next chapter for the numerical realization of several model examples. L…

A strongly degenerate quasilinear elliptic equation

2005

Abstract We prove existence and uniqueness of entropy solutions for the quasilinear elliptic equation u - div a ( u , Du ) = v , where 0 ⩽ v ∈ L 1 ( R N ) ∩ L ∞ ( R N ) , a ( z , ξ ) = ∇ ξ f ( z , ξ ) , and f is a convex function of ξ with linear growth as ∥ ξ ∥ → ∞ , satisfying other additional assumptions. In particular, this class of equations includes the elliptic problems associated to a relativistic heat equation and a flux limited diffusion equation used in the theory of radiation hydrodynamics, respectively. In a second part of this work, using Crandall–Liggett's iteration scheme, this result will permit us to prove existence and uniqueness of entropy solutions for the corresponding…

Further monotonicity and convexity properties of the zeros of cylinder functions

1992

AbstractLet cvk be the kth positive zero of the cylinder function Cv(x,α)=Jv(x) cos α−Yv sin α, 0⩽α<π, where Jv(x) and Yv(x) are the Bessel functions of the first and the second kind, respectively. We prove that the function v(d2cvkddv2+δ)cvk increases with v⩾0 for suitable values of δ and k−απ⩾ 0.7070… . From this result under the same conditions we deduce, among other things, that cvk+12δv2 is convex as a function of v⩾0. Moreover, we show some monotonicity properties of the function c2vkv. Our results improve known results.

Analytic extension of non quasi-analytic Whitney jets of Roumieu type

1997

Let (Mr)r∈ℕ0 be a logarithmically convex sequence of positive numbers which verifies M0 = 1 as well as Mr≥ 1 for every r ∈ ℕ and defines a non quasi-analytic class. Let moreover F be a closed proper subset of ℝn. Then for every function ƒ on ℝn belonging to the non quasi-analytic (Mr)-class of Roumieu type, there is an element g of the same class which is analytic on ℝnF and such that Dα ƒ(x) = Dαg(x) for every σ ∈ ƒ0n SBAP and x ∈ F.

Convex bodies and convexity on Grassmann cones

1962

An Adaptive Alternating Direction Method of Multipliers

2021

AbstractThe alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn toward the ADMM in nonconvex settings. Recent studies of minimization problems for nonconvex functions include various combinations of assumptions on the objective function including, in particular, a Lipschitz gradient assumption. We consider the case where the objective is the sum of a strongly convex function and a weakly convex function. To this end, we present and study an adaptive version of the ADMM which incorporates generalized notions of convexity and penalty…

Convex Duality in Stochastic Optimization and Mathematical Finance

2011

This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from operations research and mathematical finance. The unification allows the extension of some useful techniques from these two fields to a much wider class of problems. In particular, combining certain finite-dimensional techniques from convex analysis with measure theoretic techniques from mathematical finance, we are able to close the duality gap in some situations where traditional topological arguments fail.

Non absolutely convergent integrals of functions taking values in a locally convex space

2006

Properties of McShane and Kurzweil-Henstock integrable functions taking values in a locally convex space are considered and the relations with other integrals are studied. A convergence theorem for the Kurzweil-Henstock integral is given

Nonsmooth Mechanics. Convex and Nonconvex Problems

1999

Nonlinear, multivalued and possibly nonmonotone relations arise in several areas of mechanics. A multivalued or complete relation is a relation with complete vertical branches. Boundary laws of this kind connect boundary (or interface) quantities. A contact relation or a locking mechanism between boundary displacements and boundary tractions in elasticity is a representative example. Material constitutive relations with complete branches connect stress and strain tensors, or, in simplified theories, equivalent stress and strain quantities. A locking material or a perfectly plastic one is represented by such a relation. The question of nonmonotonicity is more complicated. One aspect concerns…