- Model-free Superhedging Duality
2015/06/22 by Matteo Burzoni, Burzoni, Matteo, Marco Frittelli +3 · 2 citations
Economics, Econometrics and Finance · Mathematics · #Applied mathematics #Arbitrage #Combinatorics #Computer science #Duality (order theory) #Duality gap #Economic theories and models #Economics #Financial Markets and Investment Strategies #Financial economics #Mathematical analysis #Mathematical economics #Mathematical optimization #Mathematics #Omega #Optimization problem #Path (computing) #Physics #Portfolio #Quantum mechanics #Set (abstract data type) #Stochastic processes and financial applications #Upper and lower bounds #msc:28A05 #msc:28B20 #msc:46A20 #msc:60B05 #msc:60G42 #msc:91B24 #msc:91B70 #q-fin.MF
- Canonical duality for solving general nonconvex constrained problems
2013/10/08 by Vittorio Latorre, David Yang Gao, Latorre, Vittorio +2 · 1 citation
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #Applied mathematics #Augmented Lagrangian method #Constrained optimization problem #Dual (grammatical number) #Duality (order theory) #Duality gap #FOS: Mathematics #Karush–Kuhn–Tucker conditions #Lagrange multiplier #Lagrangian #Mathematical optimization #Mathematics #Multiplier (economics) #Nonlinear programming #Nonlinear system #Optimization and Control (math.OC) #Optimization and Variational Analysis #Optimization problem #Pure mathematics #Sparse and Compressive Sensing Techniques #math.OC
- Canonical dual solutions to nonconvex radial basis neural network optimization problem
2013/02/18 by Vittorio Latorre, Latorre, Vittorio, David Yang Gao +1 · 1 citation
Computer Science · Engineering · Mathematics · #Applied mathematics #Artificial intelligence #Artificial neural network #Basis (linear algebra) #Computer science #Dual (grammatical number) #Duality (order theory) #Duality gap #FOS: Computer and information sciences #Gaussian #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Mathematical analysis #Mathematical optimization #Mathematics #Maxima and minima #Neural Networks and Applications #Neural and Evolutionary Computing (cs.NE) #Optimization problem #Pure mathematics #Radial basis function #Thermography and Photoacoustic Techniques #Welding Techniques and Residual Stresses #cs.LG #cs.NE #stat.ML
- Nonconvex Duality in Multiobjective Optimization
1977/08/01 by F. Di Guglielmo · 1 citation
Computer Science · Engineering · Mathematics · #Advanced Multi-Objective Optimization Algorithms #Topology Optimization in Engineering #Optimization and Variational Analysis #Duality (order theory) #Mathematics #Pareto principle #Duality gap #Mathematical optimization #Multi-objective optimization #Regular polygon #Optimization problem #Mathematical economics #Applied mathematics #Combinatorics