关于凸规划对偶模型的讨论

修正了文[1]中的错误,在其基础上讨论了凸规划的Lagrange对偶,Subgradient对偶及Wolfe对偶等四种对偶模型之间的关系,给出了它们之间等价的条件.     

波粒二象性和量子不确定性之间的关系:纯态到混合态

研究了波粒二象性和量子不确定性之间的关系,可见度表达的是粒子的波动性,可预测性(predictability)表达的是粒子性,还有它们的起伏,这些量可以通过一个表达式联系起来.单光子纯态和混合态的测量,在实验上[PRA,85,022106]已经得到证明,但并没有给出中间态的情况,在此重点研究了纯态和混合态之间的状态,测量结果仍满足可见度、可预测性和它们的起伏的关系.     

Pathwise superhedging for time-dependent barrier options on càdlàg paths—Finite or infinite tradeable European,One-Touch,lookback or forward starting options

We establish pathwise duality using simple predictable trading strategies for the robust hedging problem associated with a barrier option whose payoff depends on the terminal level and the infimum of a càdlàg strictly positive stock price process, given tradeable European options at all strikes at a single maturity. The result allows for a significant dimension reduction in the computation of the superhedging cost, via an alternate lower-dimensional formulation of the primal problem as a convex optimization problem, which is qualitatively similar to the duality which was formally sketched using linear programming arguments in Duembgen and Rogers [10] for the case where we only consider continuous sample paths. The proof exploits a simplification of a classical result by Rogers (1993) which characterizes the attainable joint laws for the supremum and the drawdown of a uniformly integrable martingale (not necessarily continuous), combined with classical convex duality results from Rockefellar (1974) using paired spaces with compatible locally convex topologies and the Hahn–Banach theorem. We later adapt this result to include additional tradeable One-Touch options using the Kertz and Rösler (1990) condition. We also compute the superhedging cost when in the more realistic situation where there is only finite tradeable European options; for this case we obtain the full duality in the sense of quantile hedging as in Soner (2015), where the superhedge works with probability $1?\epsilon$ where $\epsilon$ can be arbitrarily small), and we obtain an upper bound for the true pathwise superhedging cost. In Section 5, we extend our analysis to include time-dependent barrier options using martingale coupling arguments, where we now have tradeable European options at both maturities at all strikes and tradeable forward starting options at all strikes. This set up is designed to approximate the more realistic situation where we have a finite number of tradeable Europeans at both maturities plus a finite number of tradeable forward starting options.¹     

The contribution of K.-H. Elster to generalized conjugation theory and nonconvex duality

This article surveys the main contributions of K.-H. Elster to the theory of generalized conjugate functions and its applications to duality in nonconvex optimization.     

Batalin–Vilkovisky algebra structures on Hochschild cohomology of generalized Weyl algebras

We devote to the calculation of Batalin–Vilkovisky algebra structures on the Hochschild cohomology of skew Calabi–Yau generalized Weyl algebras. We first establish a Van den Bergh duality at the level of complex. Then based on the results of Solotar et al., we apply Kowalzig and Krähmer's method to the Hochschild homology of generalized Weyl algebras, and translate the homological information into cohomological one by virtue of the Van den Bergh duality, obtaining the desired Batalin–Vilkovisky algebra structures. Finally, we apply our results to quantum weighted projective lines and Podleś quantum spheres, and the Batalin–Vilkovisky algebra structures for them are described completely.     

The duality between Morrey spaces and its pre-dual spaces characterized by heat kernel

Let L be an elliptic operator, we give arguments about the duality estimate between Morrey spaces and its pre-dual spaces characterized by the heat kernel associated to L that is given in [6],[8].     

一类非单调互补问题的Canonical对偶问题研究

对于一类具有广泛应用背景的非单调互补问题,我们构建了这类问题的Canonical对偶问题。其对偶问题可以写成和原问题类似的互补问题。我们给出了对偶问题和原问题解之间的对偶关系,并且将对偶问题转化成一个一维优化问题,这不但可以方便的求解这类问题,也为研究这类问题性质提供了一个非常直观的研究工具。最后,本文给出了几个算例来演示对偶问题的性质。