Skip to main content
Log in

Sequential characterization of statistical epi-convergence

  • Methodologies and Application
  • Published:
Soft Computing Aims and scope Submit manuscript

Abstract

Epi-convergence is used as an efficient tool in optimization theory. It finds optimal solutions in such a way that it ensures the convergence of infimum values. In some cases, some functions may not conform to an expected pattern and reduce the efficiency of optimization. Moreover, obtaining epi-limit function may fail due to disruption of these functions. For that reason, it may be necessary to use an alternative method that diminishes the effect of such functions by excluding them from consideration. In this paper, we give a sequential characterization of statistical epi-convergence which enables us to eliminate corrupted functions deviate from the majority of the data. Therefore, statistical epi-limit inferior and superior are defined. Then, we show that sequential characterization of statistical epi-convergence is not biconditional as its ordinary definition. At the end, these definitions lead the way through the conditions for statistical convergence of infimum values which is an essential property to solve optimization problems.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  • Anastassiou AG, Duman O (2011) Towards intelligent modeling: statistical approximation theory, vol 14. Springer, Berlin

    Book  Google Scholar 

  • Artstein Z, Wets R (1988) Approximating the integral of multifunction. J Multivar Anal 24:285–308

    Article  MathSciNet  Google Scholar 

  • Attouch H (1977) Convergence de fonctions convexes, de sous-diff’erentiels et semi-groupes. Comptes Rendus de l’Acad’emie des Sciences de Paris 284:539–542

    MATH  Google Scholar 

  • Bagh A (2004) An epi-convergence result for bivariate convex functions. J. Convex Anal 11(1):197–208

    MathSciNet  MATH  Google Scholar 

  • Beer G, Lucchetti R (1991) Convex optimization and the epi-distance topology. Trans Am Math Soc 327:795–813

    Article  MathSciNet  Google Scholar 

  • Dupacova J, Wets R (1988) Asymptotic behavior of statistical estimators and of optimal solutions of stochastic optimization problems. Ann Statist 16:1517–1549

    Article  MathSciNet  Google Scholar 

  • Fast H (1951) Sur la convergence statistique. Colloq Math 2:241–244

    Article  MathSciNet  Google Scholar 

  • Fridy JA (1993) Statistical limit points. Proc Am Math Soc 118(4):1182–1192

    Article  MathSciNet  Google Scholar 

  • Fridy JA, Orhan C (1997) Statistical limit superior and limit inferior. Proc Am Math Soc 125:3625–3631

    Article  MathSciNet  Google Scholar 

  • Gökhan A, Güngör M (2002) On pointwise statistical convergence. Indian J Oure Appl Math 33(9):1379–1384

    MathSciNet  MATH  Google Scholar 

  • Hess C (1996) Epi-convergence of sequences of normal integrands and strong consistency of the maximum likelihood estimator. Ann Statist 24(3):1298–1315

    Article  MathSciNet  Google Scholar 

  • Jeyalakshmi K (2012) Convergence of Optimization Problems. Bonfring Int J Data Min 2(1):13–16

    Article  Google Scholar 

  • Joly J-L (1973) Une famille de topologies sur l’ensemble des fonctions convexes pour lesquelles la polarit’e est bicontinue. Journal de Math’ematiques Pures et Appliqu’ees 52:421–441

    MATH  Google Scholar 

  • Kall P (1986) Approximation to optimization problems: an elementary review. Math Oper Res 11(1):9–18

    Article  MathSciNet  Google Scholar 

  • King AJ, Wets R (1991) Epi-consistency of convex stochastic programs. Stoch Stoch Rep 34:83–92

    Article  MathSciNet  Google Scholar 

  • Leclére V (2019) Epi convergence of relaxed stochastic optimization problems. Oper Res Lett 47:553–559

    Article  MathSciNet  Google Scholar 

  • Maso GD (1993) An introduction to \(\Gamma \)-convergence. Boston, vol 8

  • McLinden L, Bergstrom R (1981) Preservation of convergence of sets and functions in finite dimensions. Trans Am Math Soc 268:127–142

    Article  MathSciNet  Google Scholar 

  • Mosco U (1969) Convergence of convex sets and of solutions of variational inequalities. Adv Math 3:510–585

    Article  MathSciNet  Google Scholar 

  • Niven I, Zuckerman HS (1980) An Introduction to the Theory of Numbers, New York

  • Pennanen T (2005) Epi-convergent discretizations of multistage stochastic programs. Math Oper Res 30(1):245–256

    Article  MathSciNet  Google Scholar 

  • Rockafellar RT, Wets RJ-B (2009) Variational analysis

  • Salinetti G, Wets RJ-B (1977) On the relation between two types of convergence for convex functions. J Math Anal Appl 60:211–226

    Article  MathSciNet  Google Scholar 

  • Schoenberg IJ (1959) The integrability of certain functions and related summability methods. Am Math Monthly 66:361–375

    Article  MathSciNet  Google Scholar 

  • Sever Y, Talo Ö, Tortop Ş (2018) Statistical epi-convergence in sequences of functions. J Math Anal 9:65–76

    MathSciNet  Google Scholar 

  • Steinhaus H (1951) Sur la convergence ordinaire et la convergence asymptotique. Colloq Math 2:73–74

    Article  Google Scholar 

  • Talo Ö, Sever Y, Başar F (2016) On statistically convergent sequences of closed sets. Filomat 30(6):1497–1509

    Article  MathSciNet  Google Scholar 

  • Wets RJ-B (1980) Convergence of convex functions, variational inequalities and convex optimization problems, New York,

  • Wijsman RA (1964) Convergence of sequences of convex sets, cones and functions. Bull Am Math Soc 70:186–188

    Article  MathSciNet  Google Scholar 

  • Wijsman RA (1966) Convergence of sequences of convex sets, cones and functions II. Trans Am Math Soc 123:32–45

    Article  MathSciNet  Google Scholar 

  • Zervos M (1999) On the epi convergence of stochastic optimization problems. Math Oper Res 24(2):495–508

    Article  MathSciNet  Google Scholar 

  • Zygmund A (1979) Trigonometric series. CambridgeUniversity Press, Cambridge

    MATH  Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Şükrü Tortop.

Ethics declarations

Conflict of interest

The authors declare that they have no conflict of interest.

Ethical approval

This article does not contain any studies with human participants or animals performed by any of the authors.

Additional information

Communicated by V. Loia.

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

Rights and permissions

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Tortop, Ş., Sever, Y. & Talo, Ö. Sequential characterization of statistical epi-convergence. Soft Comput 24, 18565–18571 (2020). https://doi.org/10.1007/s00500-020-05092-3

Download citation

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00500-020-05092-3

Keywords

Navigation