共查询到20条相似文献,搜索用时 19 毫秒
1.
Péter Csóka P. Jean-Jacques Herings László Á. Kóczy Miklós Pintér 《European Journal of Operational Research》2011
We generalize exactness to games with non-transferable utility (NTU). A game is exact if for each coalition there is a core allocation on the boundary of its payoff set. 相似文献
2.
Donald W. Hearn 《Operations Research Letters》1982,1(2):67-71
The gap function expresses the duality gap of a convex program as a function of the primal variables only. Differentiability and convexity properties are derived, and a convergent minimization algorithm is given. An example gives a simple one-variable interpretation of weak and strong duality. Application to user-equilibrium traffic assignment yields an appealing alternative optimization problem. 相似文献
3.
H. H. Bauschke 《Journal of Optimization Theory and Applications》1999,102(3):697-703
A conjecture of Deutsch, Li, and Swetits on duality relationships among three optimization problems is shown to hold true. The proof relies on a reformulation of one of the problems in a suitable product space, to which then a version of the classical Fenchel duality theorem applies. 相似文献
4.
Subdifferentiability criterions for non necessarily lower semicontinuous convex functions on general locally convex spaces or Fréchet spaces are used to derive inf-sup theorems. The importance of quasicontinuous convex functions is pointed out, and the usual compactness condition relaxed. 相似文献
5.
In a fuzzy cooperative game the players may choose to partially participate in a coalition. A fuzzy coalition consists of
a group of participating players along with their participation level. The characteristic function of a fuzzy game specifies
the worth of each such coalition. This paper introduces well-known properties of classical cooperative games to the theory
of fuzzy games, and studies their interrelations. It deals with convex games, exact games, games with a large core, extendable
games and games with a stable core. 相似文献
6.
7.
8.
《Optimization》2012,61(4):275-301
The subdifferentiability properties of convex operators are intimately related to the properties of the ordered (topological) vector spaces they range in. This relation is investigated for various types of subdifferentiability notions 相似文献
9.
Certain omissions have been pointed out in some papers on symmetric duality in multiobjective programming. Corrective measures have also been discussed. 相似文献
10.
This paper focuses on new characterizations of convex multi-choice games using the notions of exactness and superadditivity. Furthermore, level-increase monotonic allocation schemes (limas) on the class of convex multi-choice games are introduced and studied. It turns out that each element of the Weber set of such a game is extendable to a limas, and the (total) Shapley value for multi-choice games generates a limas for each convex multi-choice game. 相似文献
11.
在泛函优化理论中,Lagrange乘子定理、对偶定理占有重要地位.建立了带有等式和不等式约束的泛函优化问题,并给出了广义Lagrange乘子定理、广义Lagrange对偶定理的证明. 相似文献
12.
Radu Ioan Bo? 《Nonlinear Analysis: Theory, Methods & Applications》2010,73(2):374-384
Considering a general optimization problem, we attach to it by means of perturbation theory two dual problems having in the constraints a subdifferential inclusion relation. When the primal problem and the perturbation function are particularized different new dual problems are obtained. In the special case of a constrained optimization problem, the classical Wolfe and Mond-Weir duals, respectively, follow as particularizations of the general duals by using the Lagrange perturbation. Examples to show the differences between the new duals are given and a gate towards other generalized convexities is opened. 相似文献
13.
《Optimization》2012,61(1):45-51
For the problem of minimizing a concave function over a convex polyedral-set an algorithm is given, which is based on the extension principle developed by Schoch. This algorithm yields after a finite number of steps an exact optimal solution of the problem. On the other hand one can find out throughout the algorithm an approximate optimal solution with any given precision. 相似文献
14.
15.
Filippo Santambrogio 《Journal of Mathematical Analysis and Applications》2018,457(2):1649-1674
A technique based on duality to obtain or other Sobolev regularity results for solutions of convex variational problems is presented. This technique, first developed in order to study the regularity of the pressure in the variational formulation of the Incompressible Euler equation, has been recently re-employed in Mean Field Games. Here, it is shown how to apply it to classical problems in relation with degenerate elliptic PDEs of p-Laplace type. This allows to recover many classical results via a different point of view, and to have inspiration for new ones. The applications include, among others, variational models for traffic congestion and more general minimization problems under divergence constraints, but the most interesting results are obtained in dynamical problems such as Mean Field Games with density constraints or density penalizations. 相似文献
16.
Mirjam Dür 《Journal of Global Optimization》2002,22(1-4):49-57
We investigate the problem of minimizing a nonconvex function with respect to convex constraints, and we study different techniques to compute a lower bound on the optimal value: The method of using convex envelope functions on one hand, and the method of exploiting nonconvex duality on the other hand. We investigate which technique gives the better bound and develop conditions under which the dual bound is strictly better than the convex envelope bound. As a byproduct, we derive some interesting results on nonconvex duality. 相似文献
17.
Given an arbitrary functiong and a convex functionh, we derive the expression of the conjugate ofg —h via a simple proof. 相似文献
18.
19.
Kristina Rognlien Dahl 《随机分析与应用》2017,35(2):317-333
We consider the pricing problem facing a seller of a contingent claim. We assume that this seller has some general level of partial information, and that he is not allowed to sell short in certain assets. This pricing problem, which is our primal problem, is a constrained stochastic optimization problem. We derive a dual to this problem by using the conjugate duality theory introduced by Rockafellar. Furthermore, we give conditions for strong duality to hold. This gives a characterization of the price of the claim involving martingale- and super-martingale conditions on the optional projection of the price processes. 相似文献
20.
A. Auslender 《Journal of Optimization Theory and Applications》1992,73(3):427-449
We study dual functionals which have two fundamental properties. Firstly, they have a good asymptotical behavior. Secondly, to each dual sequence of subgradients converging to zero, one can associate a primal sequence which converges to an optimal solution of the primal problem. Furthermore, minimal conditions for the convergence of the Gauss-Seidel methods are given and applied to such kinds of functionals. 相似文献