On a 2-Relative Entropy

We construct a 2-categorical extension of the relative entropy functor of Baez and Fritz, and show that our construction is functorial with respect to vertical morphisms. Moreover, we show such a ‘2-relative entropy’ satisfies natural 2-categorial analogues of convex linearity, vanishing under optimal hypotheses, and lower semicontinuity. While relative entropy is a relative measure of information between probability distributions, we view our construction as a relative measure of information between channels.

Solving Two Stage Stochastic Programming Problems Using ADMM

In this paper, we have dealt with the solution of a two-stage stochastic programming problem using ADMM. We have formulated the problem into a deterministic three-block separable optimization problem, and then we applied ADMM to solve it. We have established the theoretical convergence of ADMM to the optimal solution based on the concept of lower semicontinuity and the Kurdyka-Lojasiewicz property. We have compared ADMM with Progressive Hedging in terms of performance criteria using five benchmark problems from the literature. The comparison shows that ADMM outperforms Progressive Hedging.

On Well-Posedness of Some Constrained Variational Problems

By considering the new forms of the notions of lower semicontinuity, pseudomonotonicity, hemicontinuity and monotonicity of the considered scalar multiple integral functional, in this paper we study the well-posedness of a new class of variational problems with variational inequality constraints. More specifically, by defining the set of approximating solutions for the class of variational problems under study, we establish several results on well-posedness.

Korevaar–Schoen’s energy on strongly rectifiable spaces

We extend Korevaar–Schoen’s theory of metric valued Sobolev maps to cover the case of the source space being an $$\mathsf{RCD}$$ RCD space. In this situation it appears that no version of the ‘subpartition lemma’ holds: to obtain both existence of the limit of the approximated energies and the lower semicontinuity of the limit energy we shall rely on: the fact that such spaces are ‘strongly rectifiable’ a notion which is first-order in nature (as opposed to measure-contraction-like properties, which are of second order). This fact is particularly useful in combination with Kirchheim’s metric differentiability theorem, as it allows to obtain an approximate metric differentiability result which in turn quickly provides a representation for the energy density, the differential calculus developed by the first author which allows, thanks to a representation formula for the energy that we prove here, to obtain the desired lower semicontinuity from the closure of the abstract differential. When the target space is $$\mathsf{CAT}(0)$$ CAT ( 0 ) we can also identify the energy density as the Hilbert-Schmidt norm of the differential, in line with the smooth situation.

Well Posedness of New Optimization Problems with Variational Inequality Constraints

In this paper, we studied the well posedness for a new class of optimization problems with variational inequality constraints involving second-order partial derivatives. More precisely, by using the notions of lower semicontinuity, pseudomonotonicity, hemicontinuity and monotonicity for a multiple integral functional, and by introducing the set of approximating solutions for the considered class of constrained optimization problems, we established some characterization results on well posedness. Furthermore, to illustrate the theoretical developments included in this paper, we present some examples.

Extended Model on Structural Stability and Robustness to Bounded Rationality

In this article, we focus on an extended model M ¯ of bounded rationality. Based on a rationality function with lower semicontinuity, we analyze the relationship between structural stability and robustness of Ω ¯ . To further demonstrate the applicability of our theory, we introduce a model Ω ¯ 0 containing an abstract rationality function and generalize abstract fuzzy economies. We demonstrate the structural stability of the extended model Ω ¯ 0 at ξ ¯ , ɛ . That is to say, Ω ¯ 0 is robust to the ξ ¯ , ɛ -equilibria.