Analytical representation of concave and quasiconcave homogeneous functions

The formula which implements bijection between the class of concave linearly homogeneous functions defined on the nonnegative orthant of an arithmetic space and the simpler class of concave functions defined on the standard (probabilistic) simplex is presented. Two generalizations of this formula for analytical representation of quasiconcave homogeneous function are also proposed. These formulas particularly extend opportunities of modelling production objects and consumption.     

Fenchel duality, Fitzpatrick functions and the extension of firmly nonexpansive mappings

Recently, S. Reich and S. Simons provided a novel proof of the Kirszbraun-Valentine extension theorem using Fenchel duality and Fitzpatrick functions. In the same spirit, we provide a new proof of an extension result for firmly nonexpansive mappings with an optimally localized range.

     

Dualized and scaled Fitzpatrick functions

In this paper, we obtain an explicit formula for the interior of the domain of a maximal monotone multifunction in terms of its Fitzpatrick function.

     

A generalization of Fenchel duality theory

This paper deals with an extention of Fenchel duality theory to fractional extremum problems, i.e., problems having a fractional objective function. The main result is obtained by regarding the classic Fenchel theorem as a decomposition property for the extremum of a sum of functions into a sum of extrema of functions, and then by extending it to the case where the addition is replaced by the quotient. This leads to a generalization of the classic concept of conjugate function. Several remarks are made about the conceivable further generalizations to other kinds of decomposition.     

Nonlinear Chebyshev approximation to set-valued functions

In this paper, we give a characterization of best Chebyshev approximation to set-valued functions from a family of continuous functions with the weak betweeness property. As a consequence, we obtain a characterization of Kolmogorov type for best simultaneous approximation to an infinity set of functions. We introduce the concept of a set-sun and give a characterization of it. In addition, we prove a property of Amir–Ziegler type for a family of real functions and we get a characterization of best simultaneous approximation to two functions     

Banach空间中线性算子的(集值)度量广义逆的表示及应用

在Banach空间Y无自反和从Banach空间X到Y的线性算子T无闭值域和稠定的假定下,利用Banach空间几何方法证明了Banach空间中线性算子的度量广义逆是具有闭凸值的集值映射,建立了该度量广义逆的存在性、唯一性和等价表达式,并给出了此表达式的一个应用示例．所得的部分结果本质地拓广王玉文和潘少荣在Banach空间Y自反,从X到Y的线性算子T为闭值域和稠定的假定下的近期相应结果．     

Minimal representation of insurance prices

This paper prices insurance contracts by employing law invariant, coherent risk measures from mathematical finance. We demonstrate that the corresponding premium principle enjoys a minimal representation. Uniqueness–in a sense specified in the paper–of this premium principle is derived from this initial result. The representations are derived from a result by Kusuoka, which is usually given for nonatomic probability spaces. We extend this setting to premium principles for spaces with atoms, as this is of particular importance for insurance.Further, stochastic order relations are employed to identify the minimal representation. It is shown that the premium principles in the minimal representation are extremal with respect to the order relations. The tools are finally employed to explicitly provide the minimal representation for premium principles, which are important in actuarial practice.     

A simplified conjugation scheme for lower semi-continuous functions

We present two generalized conjugation schemes for lower semi-continuous functions defined on a real Banach space whose norm is Fréchet differentiable off the origin, and sketch their applications to optimization duality theory. Both approaches are based upon a new characterization of lower semi-continuous functions as pointwise suprema of a special class of continuous functions.     

Optimality conditions for maximizations of set-valued functions

The maximization with respect to a cone of a set-valued function into possibly infinite dimensions is defined, and necessary and sufficient optimality conditions are established. In particular, an analogue of the Fritz John necessary optimality conditions is proved using a notion of derivative defined in terms of tangent cones.     

A closedness condition and its applications to DC programs with convex constraints

This paper concerns a closedness condition called (CC) involving a convex function and a convex constrained system. This type of condition has played an important role in the study of convex optimization problems. Our aim is to establish several characterizations of this condition and to apply them to study problems of minimizing a DC function under a cone-convex constraint and a set constraint. First, we establish several so-called ‘Toland–Fenchel–Lagrange’ duality theorems. As consequences, various versions of generalized Farkas lemmas in dual forms for systems involving convex and DC functions are derived. Then, we establish optimality conditions for DC problem under convex constraints. Optimality conditions for convex problems and problems of maximizing a convex function under convex constraints are given as well. Most of the results are established under the (CC) condition. This article serves as a link between several corresponding known ones published recently for DC programs and for convex programs.     

An alternative theorem for set-valued maps via set relations and its application to robustness of feasible sets

Abstract

This paper contains a generalized Gordan-type alternative theorem for set-valued maps which characterizes set relations without any convexity assumptions using certain evaluation functions. As a direct consequence and as a good example, we discuss robustness (or stability) of linear programming problems for modelling error. Moreover, this theorem can be utilized for that of general vector optimization problems in special cases due to reformation of the evaluation functions.     

Coincidence theorem for admissible set-valued mappings and its applications in FC-spaces

A new coincidence theorem for admissible set-valued mappings is proved in FC-spaces with a more general convexity structure. As applications, an abstract variational inequality, a KKM type theorem and a fixed point theorem are obtained. Our results generalize and improve the corresponding results in the literature.     

Korovkin-type approximation in spaces of vector-valued and set-valued functions

We consider some Korovkin-type approximation results for sequences of linear continuous operators in spaces of vector-valued and set-valued continuous functions without assuming the existence of the limit operator. Even in spaces of real continuous functions, where similar results have already been established, we replace the positivity assumption with a weaker condition. We also give some quantitative estimate of the convergence and some applications where previous results cannot be applied.     

Maximality of sums of two maximal monotone operators in general Banach space

We combine methods from convex analysis, based on a function of Simon Fitzpatrick, with a fine recent idea due to Voisei, to prove maximality of the sum of two maximal monotone operators in Banach space under various natural domain and transversality conditions.

     

Exceptional family of elements for a generalized set-valued variational inequality in Banach spaces

This article introduces a new concept of an exceptional family of elements for a generalized set-valued variational inequality in Banach spaces. By using this concept and the degree theory for the generalized set-valued variational inequality introduced by Wang and Huang [Zh.B. Wang and N.J. Huang, Degree theory for a generalized set-valued variational inequality with an application in Banach spaces, J. Glob. Optim. 49 (2011), pp. 343–357], some solvability results for the generalized set-valued variational inequality and its special cases are given in Banach spaces under suitable conditions.     

Maximality of sums of two maximal monotone operators

We use methods from convex analysis, relying on an ingenious function of Simon Fitzpatrick, to prove maximality of the sum of two maximal monotone operators on reflexive Banach space under weak transversality conditions.