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math.OC2019
On nondegenerate M-stationary points for sparsity constrained nonlinear optimization
Sebastian Lämmel, Vladimir Shikhman
We study sparsity constrained nonlinear optimization (SCNO) from a topological point of view. Special focus will be on M-stationary points from Burdakov et al. (2016). We introduce…
math.OC2019
Discrete choice prox-functions on the simplex
David Müller, Yurii Nesterov, Vladimir Shikhman
We derive new prox-functions on the simplex from additive random utility models of discrete choice. They are convex conjugates of the corresponding surplus functions. In particular…
math.OC2019
Shannon's comparison of channels characterized by optimal decision making
Sebastian Lämmel, Vladimir Shikhman
According to Blackwell's Theorem it is equivalent to compare channels by either a garbling order or optimal decision making. This equivalence does not hold anymore if also allowing…