Abstract. We consider sensitivity functionals and Lagrange multiplier method for solving finite dimensional convex optimization problem.An analysis based on this property is also applied for ...

The goal of this course is to investigate in-depth and to develop expert knowledge in the theory and algorithms for convex optimization. This course will provide a rigorous introduction to the rich ...

where \(\mathsf{G}(\cdot)\) is some convex operator and \(\mathcal{F}\) is as set of feasible input distributions. Examples of such an optimization problem include finding capacity in information ...

This talk presents the latest developments on convex liftings, a tool belonging to the class of lift-and-project techniques with various applications in control engineering. According to the latest ...

This is a preview. Log in through your library . Abstract We apply conjugate duality to establish the existence of optimal portfolios in an assetallocation problem, with the goal of minimizing the ...