A necessary condition - the Principle of Fermat-Lagrange - is offered for mixed smooth-convexoptimization problems. This generalizes and unifies most of the known necessary conditions forconcrete finite and infinite dimensional optimization problems of interest. The new idea in comparisonwith...

In this paper we introduce several classes of generalized convexfunctions already discussed in the literature and show the relationbetween those function classes. Moreover, for some of those functionclasses a Farkas-type theorem is proved. As such this paper unifiesand extends results existing...

This comprehensive guide to the world of financial data modeling and portfolio design is a must-read for anyone looking to understand and apply portfolio optimization in a practical context. It bridges the gap between mathematical formulations and the design of practical numerical algorithms. It...

Berge equilibrium offers an alternative to Nash equilibrium in game theory, emphasizing cooperative stability rather than individual optimization. Despite recent interest, a systematic study of Berge equilibria in finite normal form games is still lacking, with fundamental questions like...

Dynamic programming (DP) is a sub-field of optimization concerned with sequential decision making over time. The essential ideas of DP have been adopted in many applications, from robotics and AI to the sequencing of DNA. It is used around the world to control aircraft, route shipping, test...

This work deals with the mathematical modelling and numerical simulation of aromatic nitrations in discontinuous reactors, and the experimental work carried out to characterise the model, as well as to verify the simulated results. The model employed, based on the effective interfacial area...