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Various Lipschitz-like properties for functions and sets I: Directional derivative and tangential characterizations
(SIAM Publicationss, 2020)
In this work we introduce for extended real valued functions, defined on a Banach space X, the concept of K directionally Lipschitzian behavior, where K is a bounded subset of X. For different types of sets K (e.g., zero, ...
Time evolutions of copulas and foreign exchange markets
(Elsevier Inc., 2018)
VARIOUS LIPSCHITZ-LIKE PROPERTIES FOR FUNCTIONS AND SETS I: DIRECTIONAL DERIVATIVE AND TANGENTIAL CHARACTERIZATIONS
(2010)
In this work we introduce for extended real valued functions, defined on a Banach
space X, the concept of K directionally Lipschitzian behavior, where K is a bounded subset of X.
For different types of sets K (e.g., zero, ...
Constrained consumptions, Lipschitzian demands, and regular economies
(SPRINGER/PLENUM PUBLISHERS, 2006-11)
We consider an exchange economy where the consumers face linear inequality constraints on consumption. We parametrize the economy with the initial endowments and constraints. We exhibit sufficient conditions on the constraints ...
Second-order characterizations of quasiconvexity and pseudoconvexity for differentiable functions with Lipschitzian derivatives
(Springer, 2020)
For a C-2-smooth function on a finite-dimensional space, a necessary condition for its quasiconvexity is the positive semidefiniteness of its Hessian matrix on the subspace orthogonal to its gradient, whereas a sufficient ...
Métodos computacionales para optimización local y global sin derivadas
(2021-07)
En esta tesis doctoral presentamos y desarrollamos dos nuevos modelos de optimización sin derivadas. En primer lugar, proponemos un nuevo método de búsqueda de patrones para optimización local, denominado algoritmo nmps, ...
Subdifferential characterization of probability functions under Gaussian distribution
(2019)
Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth. This fact motivates the consideration of subdifferentials for such typically just ...
Subdifferential characterization of probability functions under Gaussian distribution
(2019)
Probability functions figure prominently in optimization problems of engineering. They may be nonsmooth even if all input data are smooth. This fact motivates the consideration of subdifferentials for such typically just ...
On the method of the steepest, descent
(Universidad Nacuional de Colombia; Sociedad Colombiana de matemáticas, 1968)
Let H be a Hilbert space over the reals and let f: H → R1 be a function of class C1. We have shown in |1| that the differential equationdu/dt= -T (u(t) ),u(0)= uo ...