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Wyszukujesz frazę "convexity" wg kryterium: Temat


Wyświetlanie 1-11 z 11
Tytuł:
On approximately Breckner s-convex functions
Autorzy:
Burai, P.
Hazy, A.
Juhasz, T.
Powiązania:
https://bibliotekanauki.pl/articles/205651.pdf
Data publikacji:
2011
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
convexity
approximate convexity
s-convexity
regularity properties of generalized convex functions
Opis:
The main goal of this paper is to consider the regularity and convexity properties of a given type of approximately generalized convex functions, namely approximately Breckner s-convex functions (see the origin of the definition in Breckner, 1978). Our main result is a Bernstein-Doetsch type one. It is proved that the local boundedness of such a type of function from above at a point of its domain implies approximate convexity and stronger regularity properties of the function in question on the whole domain.
Źródło:
Control and Cybernetics; 2011, 40, 1; 91-99
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Minimax theorems for ϕ−convex functions with applications
Autorzy:
Bednarczuk, E. M.
Syga, M.
Powiązania:
https://bibliotekanauki.pl/articles/206451.pdf
Data publikacji:
2014
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
abstract convexity
ϕ−convexity
fi-conjugation
convexlikeness
minimax theorems
joint ϕ-convexlikeness
Opis:
We investigateminimax theorems for ϕ−convex functions. As an application we provide a formula for the ϕ- conjugation of the pointwise maximum of ϕ- convex functions.
Źródło:
Control and Cybernetics; 2014, 43, 3; 421-437
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
New estimate for the curvature of an order-convex set and related questions
Autorzy:
Ramazanov, Ali B.
Powiązania:
https://bibliotekanauki.pl/articles/2050043.pdf
Data publikacji:
2020
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
gradient
estimates
curvature
convexity
algorithm
Opis:
It is well known that in discrete optimization problems, gradient (local) algorithms do not always guarantee an optimal solution. Therefore, the problem arises of finding the accuracy of the gradient algorithm. This is a fairly well-known problem and numerous publications have been devoted to it. In establishing accuracy, various approaches are used. One of these approaches is to obtain guaranteed estimates of the accuracy of the gradient algorithm in terms of the curvature of the admissible domain. With this approach, it is required to find the curvatures of the admissible region. Since finding the exact value of curvature is a difficult problem to solve, curvature estimates in terms of more or less simply calculated parameters of the problem are relevant. A new improved bound for the curvature of an order-convex set is found and is presented in this paper in terms of the steepness and parameters of strict convexity of the function.
Źródło:
Control and Cybernetics; 2020, 49, 2; 233-240
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Generalized approximate midconvexity
Autorzy:
Tabor, J.
Powiązania:
https://bibliotekanauki.pl/articles/969650.pdf
Data publikacji:
2009
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
approximately midconvex function
convexity
paraconvexity
semiconcavity
Opis:
Let X be a normed space and V ⊂ X a convex set with nonempty interior. Let α : [0, ∞) → [0, ∞) be a given nondecreasing function. A function ƒ : V → R is α(⋅)-midconvex if ƒ [wzór]. In this paper we study α(⋅)-midconvex functions. Using a version of Bernstein-Doetsch theorem we prove that if ƒ is α(⋅)-midconvex and locally bounded from above at every point then ƒ(rx + (1 - r)y) ≤ rƒ(x) + (1 - r)ƒ(y) + Pα(r, ¦¦x - y¦¦) for x,y ∈ V and r ∈ [0,1], where Pα : [0,1] x [0,∞) → [0,∞) is a specific function dependent on α. We obtain three different estimations of Pα. This enables us to generalize some results concerning paraconvex and semiconcave functions.
Źródło:
Control and Cybernetics; 2009, 38, 3; 655-669
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Immunization and convex interest rate shifts
Autorzy:
Barber, J. R.
Powiązania:
https://bibliotekanauki.pl/articles/206488.pdf
Data publikacji:
2013
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
immunization
yield curve
linear factor model
convexity
Opis:
An important issue in immunization theory is the form of the interest rate process under which immunization is feasible. This paper generalizes Fisher and Weil immunization result to convex interest rate shifts, and examines the practical significance of this generalization. We examine the features of a linear factor model that are consistent with a convex shift. In particular, we show that a specific two factor linear model is sufficient and necessary for a convex shift. This two factor specification allows parallel and damped yield curve shifts, which in combination can twist the yield curie.
Źródło:
Control and Cybernetics; 2013, 42, 1; 259-266
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Rotundity, smoothness and duality
Autorzy:
Penot, J.-P.
Powiązania:
https://bibliotekanauki.pl/articles/970589.pdf
Data publikacji:
2003
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
sprzężoność
wypukłość
sprzężenie
dwoistość
estymacja
wypukłość uogólniona
gładkość
conjugacy
convexity
coupling
duality
estimates
generalized convexity
rotundity
smoothness
subdifferential
Opis:
The duality between smoothness and rotundity of functions is studied in a nonlinear abstract framework. Here smoothness is enlarged to subdifferentiability properties and rotundity is formulated by means of approximation properties.
Źródło:
Control and Cybernetics; 2003, 32, 4; 711-733
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Construction of a k-immunization strategy with the highest convexity
Autorzy:
Zaremba, L.
Powiązania:
https://bibliotekanauki.pl/articles/206561.pdf
Data publikacji:
1998
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
immunizacja
wypukłość
convexity
immunization
K-T conditions
unanticipated return
Opis:
Assuming that interest rate shocks are proportional to their values plus one, we prove in Theorem 1 the existence of and construct a portfolio Z[sup *] with the highest convexity in the class of portfolios that solve the immunization problem to meet the liability to pay C dollars K years from now. Z[sup *] appears to be a barbell strategy with two zero-coupon bonds with the shorest and the longest maturities. This intuitively clear result has been obtained here in a rigorous way by means of the K-T conditions. In addition, we show that our result is stricly related to the problem of maximization of the unanticipated rate of return on a portfolio solving the above immunization problem (Theorem 2). Two more results concerning the unanticipated return after K years are provided with proofs. An example illustrating the role of convexity in maximization of the unanticipated return is included. Despite the fact that there exists a pretty vast literature on bond portfolio strategies, the present paper offers a new methodological approach to this area (see Ingersoll, Skelton, Weil, 1978).
Źródło:
Control and Cybernetics; 1998, 27, 1; 135-144
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Optimality conditions for a set-valued optimization problem in terms of approximations
Autorzy:
Gadhi, Nazih Abderrazzak
Rahou, Fatima Zahra
El Idrissi, Mohammed
Powiązania:
https://bibliotekanauki.pl/articles/1839139.pdf
Data publikacji:
2019
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
approximation
weak Paretominimal point
A-pseudo-convexity
A-quasi-invexity
Opis:
In this paper, we are concerned with a constrained set-valued optimization problem (P). Using support functions, we give necessary optimality conditions in terms of Karush-Kuhn-Tucker (KKT) multipliers and approximations. Under generalized convex- ity, we investigate sufficient optimality conditions. An example illustrating our findings is also given.
Źródło:
Control and Cybernetics; 2019, 48, 3; 439-452
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Second-order optimality conditions in nonsmooth vector optimization
Autorzy:
Yadav, Priyanka
Powiązania:
https://bibliotekanauki.pl/articles/31342762.pdf
Data publikacji:
2023
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
vector optimization
cones
nonsmooth second-order cone-convexity
second-order optimality
duality
Opis:
In this paper, we introduce new classes of nonsmooth second-order cone-convex functions and respective generalizations in terms of first and second-order directional derivative. These classes encapsulate several already existing classes of cone-convex functions and their weaker variants. Second-order KKT type sufficient optimality conditions and duality results for a nonsmooth vector optimization problem are proved using these functions. The results have been supported by examples.
Źródło:
Control and Cybernetics; 2023, 52, 1; 35-51
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
On influenece of the Taylor series remainder on unanticipated rates of return on fixed income bond portfolios
Autorzy:
Olbryś, J.
Powiązania:
https://bibliotekanauki.pl/articles/206662.pdf
Data publikacji:
1999
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
wypukłość
bond portfolios
convexity
duration
fixed income bonds
rate of return
Taylor series
Opis:
Changes in spot rates, unknown aprriori to investors, induce unanticipated rates of return on all financial market instruments. In this paper we introduce and investigate a concept of the rest of a bond. The concept is related to the Taylor series remainder and gives a better approximation to an unanticipated rate of return of fixed income bonds and bond portfolios. It is shown that the rest of the portfolio composed of fixed income bounds is a convex combination of the rests of these bonds. A stronger version of the theorem on rates of return on fixed income bond portfolios is given.
Źródło:
Control and Cybernetics; 1999, 28, 4; 789-797
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
Tytuł:
Kuhn-Tucker type optimality conditions for some class of nonsmooth programming problems
Autorzy:
Śmietański, M. J.
Powiązania:
https://bibliotekanauki.pl/articles/206291.pdf
Data publikacji:
2003
Wydawca:
Polska Akademia Nauk. Instytut Badań Systemowych PAN
Tematy:
pochodna Diniego
pochodna Clarka
wypukłość uogólniona
liniowość uogólniona
warunki konieczne i wystarczające optymalności
nonsmooth programming
Dini derivative
Clarke derivative
generalized convexity
generalized linearity
necessary and sufficient optimality conditions
Opis:
We consider two nonlinear programming problems with nonsmooth functions. The necessary and sufficient first order optimality conditions use the Dini and Clarke derivatives. However, the obtained Kuhn-Tucker conditions have a rather classical form. The sufficient conditions alone are obtained thanks to some properties of generalized convexity and generalized linearity of functions. The necessary and sufficient optimality conditions are given in the Lagrange form.
Źródło:
Control and Cybernetics; 2003, 32, 2; 361-376
0324-8569
Pojawia się w:
Control and Cybernetics
Dostawca treści:
Biblioteka Nauki
Artykuł
    Wyświetlanie 1-11 z 11

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