All Questions

Let $F: \mathbf{R}^d \to \mathbf{R}$ be a convex function, let $m > 0$, and define $Q_m: \mathbf{R}^d \to \mathbf{R}$ to be the mapping $x \mapsto \frac{m}{2} \| x \|_2^2$. One says that $F$ is $m$-...

Let $H$ be a separable Hilbert space (of non-zero dimension), let $(\Omega,\Sigma,\mu)$ be a finite measure space, and let $L^2(\mu;H)$ be the Bochner-space $\mu$-integrable $H$-valued functions. ...

Problem Statement I am looking for formal proof---hopefully textbook material---of two items: an analogue to Slater's condition [1] that obtains strong duality for optimization of convex functionals; ...

Let $X$ be an open set in $\mathbb{R}^n$ and $M(X)$ be the space of finite signed measures defined on $X$. $L(p)$ is a lower-semicontinuous convex functional defined on $M(X)$. My question is: (1) ...

Studying some problems arising in decision-making under model uncertainty, I'm led to consider the following problems. Let $\mathbb E_P$ and $\mathbb V_P$ denote the expectation and variance ...

We consider the function $\ell:\mathbb{R}^{m}\rightarrow \mathbb{R}$ given by $$\ell(\xi):=-\max\left\{-\left\langle x,\xi\right\rangle+10 \tau, -51\left\langle x,\xi\right\rangle -40\tau \right\}$$ ...