36 citations · 65 across the 7 of their papers we have counts for
9 papers
A splitting proximal method in portfolio optimization with entropic value-at-risk
Nail Baloul, Sorin-Mihai Grad, Oleg Wilfer
Motivated by a recent paper where a convex portfolio optimization problem formulated by means of the entropic value-at-risk is solved via a primal-dual interior-point method, we pr…
Strongly quasiconvex functions: what we know (so far)
Sorin-Mihai Grad, Felipe Lara, Raúl T. Marcavillaca
Introduced by Polyak in 1966, the class of strongly quasiconvex functions includes some interesting nonconvex members, like the square root of the Euclidean norm or ratios with a n…
An extension of the proximal point algorithm beyond convexity
Sorin-Mihai Grad, Felipe Lara
We introduce and investigate a new generalized convexity notion for functions called prox-convexity. The proximity operator of such a function is single-valued and firmly nonexpans…
Inducing strong convergence of trajectories in dynamical systems associated to monotone inclusions with composite structure
Radu Ioan Boţ, Sorin-Mihai Grad, Dennis Meier +1
In this work we investigate dynamical systems designed to approach the solution sets of inclusion problems involving the sum of two maximally monotone operators. Our aim is to desi…
New Duality Results for Evenly Convex Optimization Problems
Maria Dolores Fajardo, Sorin-Mihai Grad, Jose Vidal
We present new results on optimization problems where the involved functions are evenly convex. By means of a generalized conjugation scheme and the perturbation theory introduced…
A perturbational duality approach in vector optimization
Asgar Jamneshan, Sorin-Mihai Grad
A perturbational vector duality approach for objective functions is developed, where is a Banach space and is the space of extended real va…
Approaching the maximal monotonicity of bifunctions via representative functions
Radu Ioan Bot, Sorin-Mihai Grad
We provide an approach to maximal monotone bifunctions based on the theory of representative functions. Thus we extend to nonreflexive Banach spaces recent results due to A.N. Iuse…
Closedness type regularity conditions for surjectivity results involving the sum of two maximal monotone operators
Radu Ioan Bot, Sorin-Mihai Grad
In this note we provide regularity conditions of closedness type which guarantee some surjectivity results concerning the sum of two maximal monotone operators by using representat…
Classical linear vector optimization duality revisited
Radu Ioan Bot, Sorin-Mihai Grad, Gert Wanka
With this note we bring again into attention a vector dual problem neglected by the contributions who have recently announced the successful healing of the trouble encountered by t…