Sciweavers

SIAMREV
2010
140views more  SIAMREV 2010»
13 years 7 months ago
What Shape Is Your Conjugate? A Survey of Computational Convex Analysis and Its Applications
Computational Convex Analysis algorithms have been rediscovered several times in the past by researchers from different fields. To further communications between practitioners, we ...
Yves Lucet
SIAMMAX
2010
104views more  SIAMMAX 2010»
13 years 7 months ago
The Legendre-Fenchel Conjugate of the Product of Two Positive Definite Quadratic Forms
It is well-known that the Legendre-Fenchel conjugate of a positive definite quadratic form can be explicitly expressed as another positive definite quadratic form, and that the con...
Yun-Bin Zhao
SIAMJO
2008
93views more  SIAMJO 2008»
14 years 14 days ago
Multivariable Utility Functions
Abstract. Utility functions of several variables are ubiquitous in economics. Their maximization requires inversion of the gradient map. Using convex analysis tools, we provide a r...
Maria B. Chiarolla, Ulrich G. Haussmann
MOR
2006
93views more  MOR 2006»
14 years 15 days ago
Optimization of Convex Risk Functions
We consider optimization problems involving convex risk functions. By employing techniques of convex analysis and optimization theory in vector spaces of measurable functions we d...
Andrzej Ruszczynski, Alexander Shapiro