4 papers
Transposition Approach to Optimal Control of McKean-Vlasov SPDEs
Liangying Chen, Wilhelm Stannat
In this paper, we investigate an optimal control problem for McKean-Vlasov stochastic partial differential equations, in which the coefficients depend on the law of the state proce…
Two Typical Implementable Semismooth* Newton Methods for Generalized Equations are G-Semismooth Newton Methods
Liang Chen, Defeng Sun, Wangyongquan Zhang
Semismooth* Newton methods have been proposed in recent years targeting multi-valued inclusion problems and have been successfully implemented to deal with several concrete general…
Characterizations of the Aubin Property of the Solution Mapping for Nonlinear Semidefinite Programming
Liang Chen, Ruoning Chen, Defeng Sun +1
In this paper, we study the Aubin property of the Karush-Kuhn-Tucker solution mapping for the nonlinear semidefinite programming (NLSDP) problem at a locally optimal solution. In t…
Aubin Property and Strong Regularity Are Equivalent for Nonlinear Second-Order Cone Programming
Liang Chen, Ruoning Chen, Defeng Sun +1
This paper solves a fundamental open problem in variational analysis on the equivalence between the Aubin property and the strong regularity for nonlinear second-order cone program…