4 papers
On Optimality Conditions for Mathematical Programming Problems Based on Strong Subdifferentials
Felipe Lara, Alberto Ramos
We develop refined Karush-Kuhn-Tucker (KKT) and Fritz-John (FJ)-type optimality conditions for nonsmooth, nonconvex mathematical pro\-gra\-mming problems. We pay special attention…
Optimal Routing across Constant Function Market Makers with Gas Fees
Carlos Escudero, Felipe Lara, Miguel Sama
We study the optimal routing problem in decentralized exchanges built on Constant Function Market Makers when trades can be split across multiple heterogeneous pools and execution…
On Debreu-Koopmans Theorem for Additively Decomposed Quasiconvex Functions with Applications
Felipe Lara
The Debreu Koopmans theorem restricts separable aggregation to at most one nonconvex component. We solve this by proving that a separable, additive or multiplicative, function is s…
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…