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Operations research, linear programming, control theory, systems theory, optimal control, game theory
1
vote
Seeking references on second-order optimality conditions in $H^1(Ω)$ space
If I understand your comment correctly, you are minimizing over a set
$$
U := \{ u \in H^1(\Omega) \mid a \le u \le b \}
$$
for some $a, b \in L^\infty(\Omega)$.
Such a set is polyhedric in the sense …
2
votes
Accepted
Optimal transport plan induced by an optimal transport map
Set $G := \{(x,y) \in X \times Y : y = T(x)\}$. I think for $\gamma = \gamma_T$ we just have
\begin{align*}
\gamma(G)
=
\int_{X \times Y} \chi_G(x,y) \,\mathrm{d}\gamma(x,y)
=
\int_X \chi_G \mathbin\c …
1
vote
Optimal transport: the existence of an optimal pair of $c$-conjugate functions
I was also struggling with Exercise 2.36... I think that I am now able to solve it, although it seems that it is more difficult than it appears...
The key seems to be the following theorem.
Theorem: …
1
vote
Hardness of concave minimization problem
If your problem has a solution $x^* \ne 0$, then $0$ is also a solution. Indeed, consider the function
$$\varphi(t) = c(t \, x^*) - k\cdot (t \, x^*).$$
Since $x^*$ is a solution, we have
$$\varphi(0) …
0
votes
Accepted
characterization of a certain closed convex cone
The paper http://arxiv.org/abs/1402.1561 might be of use in case $d = 2$.
Your set $\mathcal{K}(\underline x)$ is denoted as $\mathrm{Conv}(X)$, see (3). A characterization of this set can be found i …
1
vote
Necessary conditions for optimality in Banach spaces
Let us assume that your $f$ is at least directionally differentiable at $x_0$ and that the directional derivative depends continuously on the direction (this may be satisfied under rather general assu …