activity
20182021
collaborators

9 papers

math.OC2021

Random multifunctions as the set minimizers of infinitely many differentiable random functions

Juan Guillermo Garrido, Pedro Pérez-Aros, Emilio Vilches

Under mild assumptions, we prove that any random multifunction can be represented as the set of minimizers of an infinitely many differentiable normal integrand, which preserves th…

math.OC2021

Generalized Leibniz rules and Lipschitzian stability for expected-integral mappings

Boris S. Mordukhovich, Pedro Pérez-Aros

This paper is devoted to the study of the expected-integral multifunctions given in the form \begin{equation*} \operatorname{E}_Φ(x):=\int_TΦ_t(x)dμ, \end{equation*} where $Φ\colon…

math.OC2019

New extremal principles with applications to stochastic and semi-infinite programming

Boris S. Mordukhovich, Pedro Pérez-Aros

This paper develops new extremal principles of variational analysis that are motivated by applications to constrained problems of stochastic programming and semi-infinite programmi…

math.OC2019

Tikhonov-like regularization of dynamical systems associated with nonexpansive operators defined in closed and convex sets

Pedro Pérez-Aros, Emilio Vilches

In this paper, we propose a Tikhonov-like regularization for dynamical systems associated with non-expansive operators defined in closed and convex sets of a Hilbert space. We prov…

math.OC2019

An enhanced Baillon-Haddad theorem for convex functions on convex sets

Pedro Pérez-Aros, Emilio Vilches

The Baillon-Haddad theorem establishes that the gradient of a convex and continuously differentiable function defined in a Hilbert space is -Lipschitz if and only if it is

math.OC2019

Ergodic Approach to Robust Optimization and Infinite Programming Problems

Pedro Pérez-Aros

In this work, we show the consistency of an approach for solving robust optimization problems using sequences of sub-problems generated by ergodic measure preserving transformation…