A convex body K has associated with it a unique circumscribed ellipsoid CE(K) with minimum volume, and a unique inscribed ellipsoid IE(K) with maximum volume. We first give a unified, modern exposition of the basic theory of these extremal ellipsoids using the semi-infinite programming approach pioneered by Fritz John in his seminal 1948 paper. We … Read more
In this paper a special step control problem is considered. The formulation of the problem uses a parameter to control the switching point. By using Taylor’s increment methods first and second order optimality conditions (in the sense of Pontryagin’s maximum principle) will be derived. CitationPreprint 2005-1, Department of Mathematics and Computer Science, Technical University Bergakademie … Read more
Order-value optimization (OVO) is a generalization of the minimax problem motivated by decision-making problems under uncertainty and by robust estimation. New optimality conditions for this nonsmooth optimization problem are derived. An equivalent mathematical programming problem with equilibrium constraints is deduced. The relation between OVO and this nonlinear-programming reformulation is studied. Particular attention is given to … Read more
We discuss first and second order optimality conditions for nonlinear second-order cone programming problems, and their relation with semidefinite programming problems. For doing this we extend in an abstract setting the notion of optimal partition. Then we state a characterization of strong regularity in terms of second order optimality conditions. CitationResearch Report 5293 (August 2004), … Read more
Starting from known necessary extremality conditions in terms of strict subdifferentials and normals the notion of weak stationarity is introduced. It is defined in terms of initial space elements. The necessary conditions become necessary and sufficient (for stationarity). CitationSchool of Information Technology and Mathematical Sciences, Centre of Information and Applied Optimization, University of Ballarat, POB … Read more
We discuss in this paper a class of nonsmooth functions which can be represented, in a neighborhood of a considered point, as a composition of a positively homogeneous convex function and a smooth mapping which maps the considered point into the null vector. We argue that this is a sufficiently rich class of functions and … Read more
Based on near convexity, we introduce the concepts of nearly convexlike set-valued maps and nearly semiconvexlike set-valued maps, give some charaterizations of them, and investigate the relationships between them. Then a Farkas-Minkowski type alternative theorem is shown under the assumption of near semiconvexlikeness. By using the alternative theorem and some other lemmas, we establish necessary … Read more