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Mathematics

Mathematics Research Reports

2009

Articles 1 - 9 of 9

Full-Text Articles in Physical Sciences and Mathematics

Well-Posedness Of Minimal Time Problem With Constant Dynamics In Banach Spaces, Giovanni Colombo, Vladimir V. Goncharov, Boris S. Mordukhovich Dec 2009

Well-Posedness Of Minimal Time Problem With Constant Dynamics In Banach Spaces, Giovanni Colombo, Vladimir V. Goncharov, Boris S. Mordukhovich

Mathematics Research Reports

This paper concerns the study of a general minimal time problem with a convex constant dynamic and a closed target set in Banach spaces. We pay the main attention to deriving efficient conditions for the major well-posedness properties that include the existence and uniqueness of optimal solutions as well as certain regularity of the optimal value function with respect to state variables. Most of the results obtained are new even in finite-dimensional spaces. Our approach is based on advanced tools of variational analysis and generalized differentiation.

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Hybrid Proximal Methods For Equilibrium Problems, Boris S. Mordukhovich, Barbara Panicucci, Mauro Passacantando, Massimo Pappalardo Nov 2009

Hybrid Proximal Methods For Equilibrium Problems, Boris S. Mordukhovich, Barbara Panicucci, Mauro Passacantando, Massimo Pappalardo

Mathematics Research Reports

This paper concerns developing two hybrid proximal point methods (PPMs) for finding a common solution of some optimization-related problems. First we construct an algorithm to solve simultaneously an equilibrium problem and a variational inequality problem, combing the extragradient method for variational inequalities with an approximate PPM for equilibrium problems. Next we develop another algorithm based on an alternate approximate PPM for finding a common solution of two different equilibrium problems. We prove the global convergence of both algorithms under pseudomonotonicity assumptions.

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Infimal Convolutions And Lipschitzian Properties Of Subdifferentials For Prox-Regular Functions In Hilbert Spaces, Miroslav Bačák, Jonathan M. Borwein, Andrew Eberhard, Boris S. Mordukhovich Aug 2009

Infimal Convolutions And Lipschitzian Properties Of Subdifferentials For Prox-Regular Functions In Hilbert Spaces, Miroslav Bačák, Jonathan M. Borwein, Andrew Eberhard, Boris S. Mordukhovich

Mathematics Research Reports

In this paper we study infimal convolutions of extended-real-valued functions in Hilbert spaces paying a special attention to a rather broad and remarkable class of prox-regular functions. Such functions have been well recognized as highly important in many aspects of variational analysis and its applications in both finite-dimensional and infinite-dimensional settings. Based on advanced variational techniques, we discover some new sub differential properties of infima! convolutions and apply them to the study of Lipschitzian behavior of subdifferentials for prox-regular functions in Hilbert spaces. It is shown, in particular, that the fulfillment of a natural Lipschitz-like property for (set-valued) sub differentials …

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Variational Analysis In Semi-Infinite And Infinite Programming, Ii: Necessary Optimality Conditions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra Jul 2009

Variational Analysis In Semi-Infinite And Infinite Programming, Ii: Necessary Optimality Conditions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra

Mathematics Research Reports

This paper concerns applications of advanced techniques of variational analysis and generalized differentiation to problems of semi-infinite and infinite programming with feasible solution sets defined by parameterized systems of infinitely many linear inequalities of the type intensively studied in the preceding development [5] from our viewpoint of robust Lipschitzian stability. We present meaningful interpretations and practical examples of such models. The main results establish necessary optimality conditions for a broad class of semi-infinite and infinite programs, where objectives are generally described by nonsmooth and nonconvex functions on Banach spaces and where infinite constraint inequality systems are indexed by arbitrary sets. …

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Variational Analysis In Semi-Infinite And Infinite Programming, I: Stability Of Linear Inequality Systems Of Feasible Solutions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra Jun 2009

Variational Analysis In Semi-Infinite And Infinite Programming, I: Stability Of Linear Inequality Systems Of Feasible Solutions, M J. Cánovas, M A. Lopez, Boris S. Mordukhovich, J Parra

Mathematics Research Reports

This paper concerns applications of advanced techniques of variational analysis and generalized differentiation to parametric problems of semi-infinite and infinite programming, where decision variables run over finite-dimensional and infinite-dimensional spaces, respectively. Part I is primarily devoted to the study of robust Lipschitzian stability of feasible solutions maps for such problems described by parameterized systems of infinitely many linear inequalities in Banach spaces of decision variables indexed by an arbitrary set T. The parameter space of admissible perturbations under consideration is formed by all bounded functions on T equipped with the standard supremum norm. Unless the index set is finite, this …

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Metric Regularity And Lipschitzian Stability Of Parametric Variational Systems, Francisco J. Aragón Artacho, Boris S. Mordukhovich May 2009

Metric Regularity And Lipschitzian Stability Of Parametric Variational Systems, Francisco J. Aragón Artacho, Boris S. Mordukhovich

Mathematics Research Reports

The paper concerns the study of variational systems described by parameterized generalized equations/variational conditions important for many aspects of nonlinear analysis, optimization, and their applications. Focusing on the fundamental properties of metric regularity and Lipschitzian stability, we establish various qualitative and quantitative relationships between these properties for multivalued parts/fields of parametric generalized equations and the corresponding solution maps for them in the framework of arbitrary Banach spaces of decision and parameter variables.

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Weak Sharp Minima On Riemannian Manifolds, Chong Li, Boris S. Mordukhovich, Jinhua Wang, Jen-Chih Yao Apr 2009

Weak Sharp Minima On Riemannian Manifolds, Chong Li, Boris S. Mordukhovich, Jinhua Wang, Jen-Chih Yao

Mathematics Research Reports

This is the first paper dealing with the study of weak sharp minima for constrained optimization problems on Riemannian manifolds, which are important in many applications. We consider the notions of local weak sharp minima, boundedly weak sharp minima, and global weak sharp minima for such problems and obtain their complete characterizations in the case of convex problems on finite-dimensional Riemannian manifolds and their Hadamard counterparts. A number of the results obtained in this paper are also new for the case of conventional problems in linear spaces. Our methods involve appropriate tools of variational analysis and generalized differentiation on Riemannian …

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Second-Order Analysis Of Polyhedral Systems In Finite And Infinite Dimensions With Applications To Robust Stability Of Variational Inequalities, René Henrion, Boris S. Mordukhovich, Nguyen Mau Nam Feb 2009

Second-Order Analysis Of Polyhedral Systems In Finite And Infinite Dimensions With Applications To Robust Stability Of Variational Inequalities, René Henrion, Boris S. Mordukhovich, Nguyen Mau Nam

Mathematics Research Reports

This paper concerns second-order analysis for a remarkable class of variational systems in finite-dimensional and infinite-dimensional spaces, which is particularly important for the study of optimization and equilibrium problems with equilibrium constraints. Systems of this type are described via variational inequalities over polyhedral convex sets and allow us to provide a comprehensive local analysis by using appropriate generalized differentiation of the normal cone mappings for such sets. In this paper we efficiently compute the required coderivatives of the normal cone mappings exclusively via the initial data of polyhedral sets in reflexive Banach spaces. This provides the main tools of second-order …

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Hybrid Approximate Proximal Method With Auxiliary Variational Inequality For Vector Optimization, L C. Ceng, Boris S. Mordukhovich, Jen-Chih Yao Jan 2009

Hybrid Approximate Proximal Method With Auxiliary Variational Inequality For Vector Optimization, L C. Ceng, Boris S. Mordukhovich, Jen-Chih Yao

Mathematics Research Reports

This paper studies the general vector optimization problem of finding weakly efficient points for mappings in a Banach space Y, with respect to the partial order induced by a closed, convex, and pointed cone C C Y with nonempty interior. In order to find a solution of this problem, we introduce an auxiliary variational inequality problem for monotone, Lipschitz-continuous mapping. The approximate proximal method in vector optimization is extended to develop a hybrid approximate proximal method for the general vector optimization problem by the combination of extragradient method for finding a solution to the variational inequality problem and approximate proximal …

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