1 citations · 1 across the 5 of their papers we have counts for
5 papers
Probability functions generated by set-valued mappings: a study of first order information
Wim van Ackooij, Pedro Pérez-Aros, Claudia Soto
Probability functions appear in constraints of many optimization problems in practice and have become quite popular. Understanding their first-order properties has proven useful, n…
Inner Moreau envelope of nonsmooth conic chance constrained optimization problems
Wim van Ackooij, Pedro Pérez-Aros, Claudia Soto +1
Optimization problems with uncertainty in the constraints occur in many applications. Particularly, probability functions present a natural form to deal with this situation. Nevert…
Coderivative-Based Semi-Newton Method in Nonsmooth Difference Programming
Francisco J. Aragón-Artacho, Boris S. Mordukhovich, Pedro Pérez-Aros
This paper addresses the study of a new class of nonsmooth optimization problems, where the objective is represented as a difference of two generally nonconvex functions. We propos…
Integral functionals on nonseparable Banach spaces with applications
Juan Guillermo Garrido, Pedro Pérez-Aros, Emilio Vilches
In this paper, we study integral functionals defined on spaces of functions with values on general (non-separable) Banach spaces. We introduce a new class of integrands and multifu…
Sensitivity Analysis of Stochastic Constraint and Variational Systems via Generalized Differentiation
Boris S. Mordukhovich, Pedro Pérez-Aros
This paper conducts sensitivity analysis of random constraint and variational systems related to stochastic optimization and variational inequalities. We establish efficient condit…