• Title/Summary/Keyword: differentiable

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ON OPTIMALITY AND DUALITY FOR GENERALIZED NONDIFFERENTIABLE FRACTIONAL OPTIMIZATION PROBLEMS

  • Kim, Moon-Hee;Kim, Gwi-Soo
    • Communications of the Korean Mathematical Society
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    • v.25 no.1
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    • pp.139-147
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    • 2010
  • A generalized nondifferentiable fractional optimization problem (GFP), which consists of a maximum objective function defined by finite fractional functions with differentiable functions and support functions, and a constraint set defined by differentiable functions, is considered. Recently, Kim et al. [Journal of Optimization Theory and Applications 129 (2006), no. 1, 131-146] proved optimality theorems and duality theorems for a nondifferentiable multiobjective fractional programming problem (MFP), which consists of a vector-valued function whose components are fractional functions with differentiable functions and support functions, and a constraint set defined by differentiable functions. In fact if $\overline{x}$ is a solution of (GFP), then $\overline{x}$ is a weakly efficient solution of (MFP), but the converse may not be true. So, it seems to be not trivial that we apply the approach of Kim et al. to (GFP). However, modifying their approach, we obtain optimality conditions and duality results for (GFP).

ON LINEARIZED VECTOR OPTIMIZATION PROBLEMS WITH PROPER EFFICIENCY

  • Kim, Moon-Hee
    • Journal of applied mathematics & informatics
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    • v.27 no.3_4
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    • pp.685-692
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    • 2009
  • We consider the linearized (approximated) problem for differentiable vector optimization problem, and then we establish equivalence results between a differentiable vector optimization problem and its associated linearized problem under the proper efficiency.

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OPTIMALITY CONDITIONS AND DUALITY IN NONDIFFERENTIABLE ROBUST OPTIMIZATION PROBLEMS

  • Kim, Moon Hee
    • East Asian mathematical journal
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    • v.31 no.3
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    • pp.371-377
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    • 2015
  • We consider a nondifferentiable robust optimization problem, which has a maximum function of continuously differentiable functions and support functions as its objective function, continuously differentiable functions as its constraint functions. We prove optimality conditions for the nondifferentiable robust optimization problem. We formulate a Wolfe type dual problem for the nondifferentiable robust optimization problem and prove duality theorems.

BANACH FUNCTION ALGEBRAS OF n-TIMES CONTINUOUSLY DIFFERENTIABLE FUNCTIONS ON Rd VANISHING AT INFINITY AND THEIR BSE-EXTENSIONS

  • Inoue, Jyunji;Takahasi, Sin-Ei
    • Journal of the Korean Mathematical Society
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    • v.56 no.5
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    • pp.1333-1354
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    • 2019
  • In authors' paper in 2007, it was shown that the BSE-extension of $C^1_0(R)$, the algebra of continuously differentiable functions f on the real number space R such that f and df /dx vanish at infinity, is the Lipschitz algebra $Lip_1(R)$. This paper extends this result to the case of $C^n_0(R^d)$ and $C^{n-1,1}_b(R^d)$, where n and d represent arbitrary natural numbers. Here $C^n_0(R^d)$ is the space of all n-times continuously differentiable functions f on $R^d$ whose k-times derivatives are vanishing at infinity for k = 0, ${\cdots}$, n, and $C^{n-1,1}_b(R^d)$ is the space of all (n - 1)-times continuously differentiable functions on $R^d$ whose k-times derivatives are bounded for k = 0, ${\cdots}$, n - 1, and (n - 1)-times derivatives are Lipschitz. As a byproduct of our investigation we obtain an important result that $C^{n-1,1}_b(R^d)$ has a predual.

ON DUALITY THEOREMS FOR ROBUST OPTIMIZATION PROBLEMS

  • Lee, Gue Myung;Kim, Moon Hee
    • Journal of the Chungcheong Mathematical Society
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    • v.26 no.4
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    • pp.723-734
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    • 2013
  • A robust optimization problem, which has a maximum function of continuously differentiable functions as its objective function, continuously differentiable functions as its constraint functions and a geometric constraint, is considered. We prove a necessary optimality theorem and a sufficient optimality theorem for the robust optimization problem. We formulate a Wolfe type dual problem for the robust optimization problem, which has a differentiable Lagrangean function, and establish the weak duality theorem and the strong duality theorem which hold between the robust optimization problem and its Wolfe type dual problem. Moreover, saddle point theorems for the robust optimization problem are given under convexity assumptions.

MEASURE DERIVATIVE AND ITS APPLICATIONS TO $\sigma$-MULTIFRACTALS

  • Kim, Tae-Sik;Ahn, Tae-Hoon;Kim, Gwang-Il
    • Journal of the Korean Mathematical Society
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    • v.36 no.1
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    • pp.229-241
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    • 1999
  • The fractal space is often associated with natural phenomena with many length scales and the functions defined on this space are usually not differentiable. First we define a $\sigma$-multifractal from $\sigma$-iterated function systems with probability. We introduce the measure derivative through the invariant measure of the $\sigma$-multifractal. We show that the non-differentiable function on the $\sigma$-multifractal can be differentiable with respect to this measure derivative. We apply this result to some examples of ordinary differential equations and diffusion processes on $\sigma$-multifractal spaces.

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