0
votes
0answers
17 views

Representation of piecewise functions using variational inequalities

I need some help about how to represent piecewise smooth functions defined over N subintervals by using variational inequalities. From a paper I'm analyzing I get: "If we can find a function ...
1
vote
1answer
162 views

System of quadratic complex equations

I want to solve this system of N non-linear equations without using a numerical method: $x_{k}^{2}= \alpha_{k }+ \sum\limits_{m=1}^{N} (\beta_{km} x_{m} + \psi_{km} x_{m}^{*})$ With $\left| ...
14
votes
3answers
553 views

“Entropy” proof of Brunn-Minkowski Inequality?

I read in an information theory textbook the Brunn-Minkowski inequality follows from the Entropy Power inequality. The first one says that if $A,B$ are convex polygons in $\mathbb{R}^d$, then $$ ...
0
votes
0answers
61 views

Weak convergence of 4-th degrees

Good day! We have an equation $y'+Ay=Bu$ where $y=\{\theta,\varphi\}$, $A, B$ are nonlinear operators. $u \in L^\infty(\Gamma)$, $\theta, \varphi \in W = \{y \in L^2(0,T;V) : y'\in L^2(0,T;V')\}$, ...
0
votes
0answers
40 views

Sequence of solutions of approximated problem converging to stationary solution of the original problem

Let $I(x)$ be the indicator function defined as $$I(x) \triangleq \begin{cases} 1, & x \geq 0 \\ 0, & x < 0 \end{cases}$$ and let $L(x,\alpha) \in [0,1]$ be a smoothing function that ...
4
votes
2answers
129 views

Minimax theorem on a non convex domain

A minimax theorem is a theorem which states that under certain conditions on $\mathcal{X}$, $\mathcal{Y}$ and $f$: $$ \inf_{x \in \mathcal{X}}{\sup_{y \in \mathcal{Y}}{f(x,y)}} = \sup_{y \in ...
3
votes
2answers
191 views

Moreau-Yosida regularization in Banach spaces

For a seminar I am working on a Moreau-Yosida regularization in Banach spaces. The regularization is defined by $$f_\lambda(x) := \inf \left \{ \frac{\|x-y\|^2}{2\lambda} +f(y) : y \in X \right \}, ...
1
vote
0answers
70 views

Maximum Principle with Banach Control Space

This is a problem that seems very natural to me, but I couldn't find any formal statement in the literature for some time now. I am basically considering an autonomous optimal control problem in ...
0
votes
0answers
137 views

If $\phi_n$ is a sequence of mollifier converging to the identity, does $\inf f\ast \phi_n \to \inf f$?

Let $\phi_n$ be a sequence of mollifier converging to the identity $$ \phi_n(x) \to \delta_{0}(x), \text{pointwise}, $$ with $\delta_{0}(\cdot)$ the delta function at zero, and $\phi_n \in ...
3
votes
1answer
192 views

Delta-convex functions and inner products

A delta-convex (d.c.) function is one which can be written as the difference of two convex functions. The space of d.c. functions includes all C2 functions, and is interesting because it allows many ...
2
votes
1answer
603 views

Choice of Lipschitz constant for proximal gradient optimization

I'm trying to use proximal gradient methods (Forward-Backwards Splitting and FISTA) to minimize a function $f(B) = \frac{1}{2}|| XB - Y||_F^2 + \frac{\gamma}{2}||B C^T||_F^2$, where $X \in ...
2
votes
1answer
174 views

A Function with Exactly $k$ Minima in a Bounded Space

Is it possible to have a function with the following properties? (i) The function maps a bounded $n$-dimensional space $\mathcal{X}$ (say $\left[0,1\right]^n$) onto a bounded interval $\mathcal{Y}$ ...
1
vote
1answer
456 views

Solutions to Heat Equations with Obstacles!

Consider a closed Riemannian manifold $(M,g)$ and a positive function $\psi: M \to R$. Fix a point $p \in M$, I have been struggling to construct a solution to the heat equation, $\partial_t u = ...
3
votes
1answer
274 views

Stronger bound for a modified Lyapunov Equation

In regard to the stability analysis and control properties of the linear system $\dot{x}=Ax$. Consider the solution $P$ of the continuous Lyapunov equation $AP+PA^T+Q=0$, where $A,Q,P \in ...
2
votes
1answer
611 views

Projection exists => Uniformly convex?

Hello, I know that: Let X be a uniformly convex Banach-Space, $a\in X$ and $C\subset X$ closed and convex, then there is a unique $b\in C$ with $\left\Vert a-b\right\Vert=\inf_{x\in C}\left\Vert a-x ...
1
vote
2answers
665 views

How to use DFT to solve this minimization problem?

This is a problem when I'm reading a paper. Equation: $min\{\sum_p(S_p-I_p)^2+\beta((\partial_xS_p-h_p)^2+(\partial_yS_p-v_p)^2) \} $ where $S,I,h,v$ are all $M*N$ matrices and p stands for every ...
8
votes
2answers
337 views

An extension of Gaussian Isoperimetry

The Gaussian isoperimetric inequality (Tsirelson,Sudakov, Borell) states that among all sets of given Gaussian measure in the n-dimensional Euclidean space, half-spaces have the minimal Gaussian ...
4
votes
2answers
799 views

The Frechet derivative and Lagrange multipliers on Banach spaces

I am interested in questions of the following form: minimize $H(f)$ given $G(f) = 0$ where $H$ and $G$ are operators of type $X \to R$ where $X = R \to R$. An example is: Minimize $$H(f) = ...
3
votes
1answer
643 views

Lipschitz properties of minima/minimizers of convex functions of two variables

Suppose I have a function $f(x,y)$ from $\mathbb{R}^n \times \mathbb{R}^n \to \mathbb{R}$ that is convex in both $x$ and $y$. Set $g(y) = \min_{x} f(x,y)$ What I would like is for $g(y)$ to be ...
5
votes
3answers
600 views

How can I embed an N-points metric space to a hypercube with low distortion?

I have a N-point metric space defined by the pairwise distance matrix. I want to encode these N points with binary strings, i.e. each point will be mapped to a vertex in a hypercube. The lengths of ...