925 resultados para Convex Duality


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This is an account of some aspects of the geometry of Kahler affine metrics based on considering them as smooth metric measure spaces and applying the comparison geometry of Bakry-Emery Ricci tensors. Such techniques yield a version for Kahler affine metrics of Yau s Schwarz lemma for volume forms. By a theorem of Cheng and Yau, there is a canonical Kahler affine Einstein metric on a proper convex domain, and the Schwarz lemma gives a direct proof of its uniqueness up to homothety. The potential for this metric is a function canonically associated to the cone, characterized by the property that its level sets are hyperbolic affine spheres foliating the cone. It is shown that for an n -dimensional cone, a rescaling of the canonical potential is an n -normal barrier function in the sense of interior point methods for conic programming. It is explained also how to construct from the canonical potential Monge-Ampère metrics of both Riemannian and Lorentzian signatures, and a mean curvature zero conical Lagrangian submanifold of the flat para-Kahler space.

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Quantum mechanics associate to some symplectic manifolds M a quantum model Q(M), which is a Hilbert space. The space Q(M) is the quantum mechanical analogue of the classical phase space M. We discuss here relations between the volume of M and the dimension of the vector space Q(M). Analogues for convex polyhedra are considered.

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The low complexity of IIR adaptive filters (AFs) is specially appealing to realtime applications but some drawbacks have been preventing their widespread use so far. For gradient based IIR AFs, adverse operational conditions cause convergence problems in system identification scenarios: underdamped and clustered poles, undermodelling or non-white input signals lead to error surfaces where the adaptation nearly stops on large plateaus or get stuck at sub-optimal local minima that can not be identified as such a priori. Furthermore, the non-stationarity in the input regressor brought by the filter recursivity and the approximations made by the update rules of the stochastic gradient algorithms constrain the learning step size to small values, causing slow convergence. In this work, we propose IIR performance enhancement strategies based on hybrid combinations of AFs that achieve higher convergence rates than ordinary IIR AFs while keeping the stability.

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The original motivation for this paper was to provide an efficient quantitative analysis of convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional (resp. finite-dimensional) Banach spaces and that are indexed by an arbitrary fixed set J. Parameter perturbations on the right-hand side of the inequalities are required to be merely bounded, and thus the natural parameter space is l ∞(J). Our basic strategy consists of linearizing the parameterized convex system via splitting convex inequalities into linear ones by using the Fenchel–Legendre conjugate. This approach yields that arbitrary bounded right-hand side perturbations of the convex system turn on constant-by-blocks perturbations in the linearized system. Based on advanced variational analysis, we derive a precise formula for computing the exact Lipschitzian bound of the feasible solution map of block-perturbed linear systems, which involves only the system’s data, and then show that this exact bound agrees with the coderivative norm of the aforementioned mapping. In this way we extend to the convex setting the results of Cánovas et al. (SIAM J. Optim. 20, 1504–1526, 2009) developed for arbitrary perturbations with no block structure in the linear framework under the boundedness assumption on the system’s coefficients. The latter boundedness assumption is removed in this paper when the decision space is reflexive. The last section provides the aimed application to the convex case.

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A nonempty set F is called Motzkin decomposable when it can be expressed as the Minkowski sum of a compact convex set C with a closed convex cone D. In that case, the sets C and D are called compact and conic components of F. This paper provides new characterizations of the Motzkin decomposable sets involving truncations of F (i.e., intersections of FF with closed halfspaces), when F contains no lines, and truncations of the intersection F̂ of F with the orthogonal complement of the lineality of F, otherwise. In particular, it is shown that a nonempty closed convex set F is Motzkin decomposable if and only if there exists a hyperplane H parallel to the lineality of F such that one of the truncations of F̂ induced by H is compact whereas the other one is a union of closed halflines emanating from H. Thus, any Motzkin decomposable set F can be expressed as F=C+D, where the compact component C is a truncation of F̂. These Motzkin decompositions are said to be of type T when F contains no lines, i.e., when C is a truncation of F. The minimality of this type of decompositions is also discussed.

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A set is called Motzkin decomposable when it can be expressed as the Minkowski sum of a compact convex set with a closed convex cone. This paper analyzes the continuity properties of the set-valued mapping associating to each couple (C,D) formed by a compact convex set C and a closed convex cone D its Minkowski sum C + D. The continuity properties of other related mappings are also analyzed.

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The Remez penalty and smoothing algorithm (RPSALG) is a unified framework for penalty and smoothing methods for solving min-max convex semi-infinite programing problems, whose convergence was analyzed in a previous paper of three of the authors. In this paper we consider a partial implementation of RPSALG for solving ordinary convex semi-infinite programming problems. Each iteration of RPSALG involves two types of auxiliary optimization problems: the first one consists of obtaining an approximate solution of some discretized convex problem, while the second one requires to solve a non-convex optimization problem involving the parametric constraints as objective function with the parameter as variable. In this paper we tackle the latter problem with a variant of the cutting angle method called ECAM, a global optimization procedure for solving Lipschitz programming problems. We implement different variants of RPSALG which are compared with the unique publicly available SIP solver, NSIPS, on a battery of test problems.

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Convex vector (or multi-objective) semi-infinite optimization deals with the simultaneous minimization of finitely many convex scalar functions subject to infinitely many convex constraints. This paper provides characterizations of the weakly efficient, efficient and properly efficient points in terms of cones involving the data and Karush–Kuhn–Tucker conditions. The latter characterizations rely on different local and global constraint qualifications. The results in this paper generalize those obtained by the same authors on linear vector semi-infinite optimization problems.

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Includes bibliographies.

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National Highway Traffic Safety Administration, Washington, D.C.

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National Highway Traffic Safety Administration, Washington, D.C.