4,058 research outputs found
Set optimization - a rather short introduction
Recent developments in set optimization are surveyed and extended including
various set relations as well as fundamental constructions of a convex analysis
for set- and vector-valued functions, and duality for set optimization
problems. Extensive sections with bibliographical comments summarize the state
of the art. Applications to vector optimization and financial risk measures are
discussed along with algorithmic approaches to set optimization problems
A semidefinite programming hierarchy for packing problems in discrete geometry
Packing problems in discrete geometry can be modeled as finding independent
sets in infinite graphs where one is interested in independent sets which are
as large as possible. For finite graphs one popular way to compute upper bounds
for the maximal size of an independent set is to use Lasserre's semidefinite
programming hierarchy. We generalize this approach to infinite graphs. For this
we introduce topological packing graphs as an abstraction for infinite graphs
coming from packing problems in discrete geometry. We show that our hierarchy
converges to the independence number.Comment: (v2) 25 pages, revision based on suggestions by referee, accepted in
Mathematical Programming Series B special issue on polynomial optimizatio
Supporting weakly Pareto optimal allocations in infinite dimensional nonconvex economies
In this paper, we prove a new version of the Second Welfare Theorem for economies with a finite number of agents and an infinite number of commodities, when the preference correspondences are not convex-valued and/or when the total production set is not convex. For this kind of nonconvex economies, a recent result obtained by one of the authors, introduces conditions which, when applied to the convex case, give for Banach commodity spaces the well-known result of decentralization by continuous prices of pareto optimal allocations under an interiority condition. In this paper, in order to prove a different version of the Second Welfare Theorem, we reinforce the conditions on the commodity space, assumed here to be a Banach lattice, and introduce a nonconvex version of the properness assumptions on preferences and the total rpoduction set. Applied to the convex case, our result becomes the usual Second Welfare Theorem when properness assumptions replace the interiority condition. The proof uses a Hahn-Banach Theorem generalization by Borwein-Jofré which allows to separate nonconvex sets in general Banach spaces.Second welfare theorem; nonconvex economies; Banach spaces; subdifferential; Banach lattices; Properness assumptions
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