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Convex Analysisの二,三の進展について

Introduction to linear and nonlinear programming

The design and optimization of multicarrier communications systems often involve a maximization of the total throughput subject to system resource constraints. The optimization problem is numerically difficult to solve when the problem does not have a convexity structure. This paper makes progress toward solving optimization problems of this type by showing that under a certain condition called the time-sharing condition, the duality gap of the optimization problem is always zero, regardless of the convexity of the objective function. Further, we show that the time-sharing condition is satisfied for practical multiuser spectrum optimization problems in multicarrier systems in the limit as the number of carriers goes to infinity. This result leads to efficient numerical algorithms that solve the nonconvex problem in the dual domain. We show that the recently proposed optimal spectrum balancing algorithm for digital subscriber lines can be interpreted as a dual algorithm. This new interpretation gives rise to more efficient dual update methods. It also suggests ways in which the dual objective may be evaluated approximately, further improving the numerical efficiency of the algorithm. We propose a low-complexity iterative spectrum balancing algorithm based on these ideas, and show that the new algorithm achieves near-optimal performance in many practical situations

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Dual methods for nonconvex spectrum optimization of multicarrier systems

In this survey we review the many faces of the S-lemma, a result about the correctness of the S-procedure. The basic idea of this widely used method came from control theory but it has important consequences in quadratic and semidefinite optimization, convex geometry, and linear algebra as well. These were all active research areas, but as there was little interaction between researchers in these different areas, their results remained mainly isolated. Here we give a unified analysis of the theory by providing three different proofs for the S-lemma and revealing hidden connections with various areas of mathematics. We prove some new duality results and present applications from control theory, error estimation, and computational geometry.

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A Survey of the S-Lemma

Part I Game and Game Theory.- Minimax: Existence and Stability.- Recent Advances in Minimax Theory and Applications.- On Noncooperative Games, Minimax Theorems and Equilibrium Problems.- Nonlinear Games.- Scalar Asymptotic Contractivity and Fixed-Points for Nonexpansive Mappings on Unbounded Sets.- Cooperative Combinatorial Games.- Algorithmic Cooperative Game Theory.- A Survey of Bicooperative Game Theory.- Cost Allocation in Combinatorial Optimization Games.- Time-Dependent Equilibrium Problems.- Differential Games of Multiple Agents and Geometrical Structures.- Convexity in Differential Games.- Game Dynamic Problems for Systems with Fractional Derivatives.- Projected Dynamical Systems, Evolutionary Variational Inequalities, Applications, and a Computational Procedure.- Strategic Audit Policies Without Commitment.- Optimality and Efficiency in Auctions Design: A Survey.- Part II Multiobjective, KKT, Bilevel.- Solution Concepts and an Approximation Kuhn-Tucker Approach for Fuzzy Multi-Objective Linear Bilevel Programming.- Pareto Optimality.- Multiobjective Optimization: A Brief Overview.- Parametric Multiobjective Optimization.- Part III Applications.- The Extended Linear Complementarity Problem and Its Applications in Analysis and Control of Discrete-Event Systems.- Traffic Assignmetn: Equilibrium Models.- Investment Paradoxes in Electricity Networks.- Algorithms for Network Interdiction and Fortification Games.- Game Theoretical Approaches in Wireless Networks.- A Military Application of Viability: Winning Cones, Differential Inclusions and Lanchester Type Models for Combat.- Statics and Dynamics of Global Supply Chain Networks.- Game Theory Models and Their Applications in Inventory Management in Supply Chain.

Pareto optimality, game theory and equilibria

We prove strong convergence theorems for three iterative algorithms which approximate solutions to systems of variational inequalities for mappings of monotone type. All the theorems are set in reflexive Banach spaces and take into account possible computational errors.

Iterative Methods for Solving Systems of Variational Inequalities in Reflexive Banach Spaces

The main purpose of this paper is the study of sufficient and/or necessary conditions for existence of solutions of equilibrium problems. We discuss some of the assumptions of the problem, under which the introduced conditions are sufficient and/or necessary, and also analyze the effect of these assumptions on the connection between the solution sets of the equilibrium problem and of a related convex feasibility problem.

On certain conditions for the existence of solutions of equilibrium problems

Existence of equilibria via Ekeland's principle

The paper surveys several convexity concepts, referring to sets and to functions respectively, with the purpose to put them in some kind of order according to the same principle. First it examines the connections between six convexity concepts regarding sets in topological linear spaces and points out the most general concept among these concepts. On the basis of this analysis it is then revealed that twelve convexity concepts concerning functions, that take values in topological linear spaces, can be naturally dened by reduction to the investigated convexities for sets. The most general convexity concept for functions is also found. It is applied to establish an alternative theorem as well as necessary optimality conditions for weak multiobjective optimization problems.

https://www.heldermann-verlag.de/jca/jca04/jca04005.pdf

A Systematization of Convexity Concepts for Sets and Functions

In this paper, the authors deal with bifunctions defined on complete metric spaces and with values in locally convex spaces ordered by closed convex cones. The aim is to provide a vector version of Ekeland’s theorem related to equilibrium problems. To prove this principle, a weak notion of continuity of a vector-valued function is considered, and some of its properties are presented. Via the vector Ekeland’s principle, existence results for vector equilibria are proved in both compact and noncompact domains.

Gábor Kassay

Papers

Iterative Methods for Solving Systems of Variational Inequalities in Reflexive Banach Spaces

On certain conditions for the existence of solutions of equilibrium problems

Existence of equilibria via Ekeland's principle

A Systematization of Convexity Concepts for Sets and Functions

Ekeland's principle for vector equilibrium problems