SIAMREV
2010
12 years 11 months ago
2010
Computational Convex Analysis algorithms have been rediscovered several times in the past by researchers from different fields. To further communications between practitioners, we ...
SIAMMAX
2010
12 years 11 months ago
2010
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...
SIAMJO
2008
13 years 4 months ago
2008
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...
MOR
2006
13 years 4 months ago
2006
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...