Alexander Y. Kruger
Current Organizations / Institutes
The organizations/institutes from the scholar's latest article
Previous Organizations / Institutes
The organizations / institutes from the scholar's other articles in the past ten years
Research Subjects
Research Interests
Alexander Y. Kruger has a total of 79 co-authors. Here are the top co-authors by number of shared publications:
- Michel Théra
XLIM UMR-CNRS 7252, Université de Limoges, Limoges Cedex, France
14 shared publications - Marco Antonio López
Department of Mathematics, University of Alicante, San Vicente del Raspeig, Spain
13 shared publications - Nguyen Hieu Thao
School of Science, Engineering and Technology, RMIT University Vietnam, Ho Chi Minh City, Vietnam
13 shared publications - Hoa Thi Bui
Curtin Centre for Optimisation and Decision Science Curtin University Australia
6 shared publications - Jiri V. Outrata
Institute of Information Theory and Automation Czech Academy of Sciences 18208 Prague Czech Republic
6 shared publications - Nguyen Duy Cuong
Centre for Informatics and Applied Optimization, School of Science, Engineering and Information Technology, Federation University Australia, Ballarat, Australia
6 shared publications
Latest Publications
- Open Access
- 28 July 2026
- Published by Springer Nature in Positivity
- Vol. 30 (4) , 56
Correction to: Borwein–Preiss vector variational principle
- 28 July 2026
- Published by Springer Nature in Positivity
- Vol. 30 (4) , 56
Open AccessCorrection to: Borwein–Preiss vector variational principle
- Open Access
- 6 April 2026
- Published by Springer Nature in Applied Mathematics & Optimization
- Vol. 93 (3)
Strong Duality in Infinite Convex Optimization
We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums of functions. Unlike the classical Haar duality scheme, these dual problems provide zero duality gap and are solvable under the standard Slater condition. We derive general optimality conditions/multiplier rules by applying subdifferential rules for infinite sums established in Hantoute, A J. Optim. Theory Appl. 2026, https://doi.org/10.1007/s10957-025-02916-w ,
- 6 April 2026
- Published by Springer Nature in Applied Mathematics & Optimization
- Vol. 93 (3)
Open AccessStrong Duality in Infinite Convex Optimization
We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums of functions. Unlike the classical Haar duality scheme, these dual problems provide zero duality gap and are solvable under the standard Slater condition. We derive general optimality conditions/multiplier rules by applying subdifferential rules for infinite sums established in Hantoute, A J. Optim. Theory Appl. 2026, https://doi.org/10.1007/s10957-025-02916-w ,
- Open Access
- 3 February 2026
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 208 (3) , 88
Optimality Conditions and Subdifferential Calculus for Infinite Sums of Functions
The paper extends the widely used in optimisation theory decoupling techniques to infinite collections of functions. Extended concepts of uniform lower semicontinuity and firm uniform lower semicontinuity are discussed. The main theorems give fuzzy subdifferential necessary conditions (multiplier rules) for a local minimum of the sum of an infinite collection of functions and fuzzy subdifferential sum rules without the traditional Lipschitz continuity assumptions. More subtle “quasi” versions of the uniform infimum and uniform lower semicontinuity properties are also discussed.
- 3 February 2026
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 208 (3) , 88
Open AccessOptimality Conditions and Subdifferential Calculus for Infinite Sums of Functions
The paper extends the widely used in optimisation theory decoupling techniques to infinite collections of functions. Extended concepts of uniform lower semicontinuity and firm uniform lower semicontinuity are discussed. The main theorems give fuzzy subdifferential necessary conditions (multiplier rules) for a local minimum of the sum of an infinite collection of functions and fuzzy subdifferential sum rules without the traditional Lipschitz continuity assumptions. More subtle “quasi” versions of the uniform infimum and uniform lower semicontinuity properties are also discussed.
- 18 December 2025
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 557 (1)
Corrigendum to: “Borwein–Preiss variational principle revisited” [J. Math. Anal. Appl. 435 (2016) 1183–1193]
- 18 December 2025
- Published by Elsevier in Journal of Mathematical Analysis and Applications
- Vol. 557 (1)
Corrigendum to: “Borwein–Preiss variational principle revisited” [J. Math. Anal. Appl. 435 (2016) 1183–1193]
- Open Access
- 3 October 2025
- Published by Taylor & Francis in Optimization
- p. 1-23
Generalized separation of collections of sets
- 3 October 2025
- Published by Taylor & Francis in Optimization
- p. 1-23
Open AccessGeneralized separation of collections of sets
- Open Access
- 18 July 2025
- Published by Taylor & Francis in Optimization
- p. 1-27
Sequential extremal principle and necessary conditions for minimizing sequences
- 18 July 2025
- Published by Taylor & Francis in Optimization
- p. 1-27
Open AccessSequential extremal principle and necessary conditions for minimizing sequences
- Open Access
Strong duality in infinite convex optimization
We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums of functions. Unlike the classical Haar duality scheme, these dual problems provide zero duality gap and are solvable under the standard Slater condition. Then we derive general optimality conditions/multiplier rules by applying subdifferential rules for infinite sums established in [13].
Open AccessStrong duality in infinite convex optimization
We develop a methodology for closing duality gap and guaranteeing strong duality in infinite convex optimization. Specifically, we examine two new Lagrangian-type dual formulations involving infinitely many dual variables and infinite sums of functions. Unlike the classical Haar duality scheme, these dual problems provide zero duality gap and are solvable under the standard Slater condition. Then we derive general optimality conditions/multiplier rules by applying subdifferential rules for infinite sums established in [13].
- 5 June 2025
- Published by Springer Nature in Set-Valued and Variational Analysis
- Vol. 33 (2) , 1-18
Extremality of Families of Sets and Set-Valued Optimization
- 5 June 2025
- Published by Springer Nature in Set-Valued and Variational Analysis
- Vol. 33 (2) , 1-18
Extremality of Families of Sets and Set-Valued Optimization
- Open Access
- 22 September 2024
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 203 (1) , 844-879
Finite-Time Nonconvex Optimization Using Time-Varying Dynamical Systems
In this paper, we study the finite-time convergence of the time-varying dynamical systems for solving convex and nonconvex optimization problems in different scenarios. We first show the asymptotic convergence of the trajectories of dynamical systems while only requiring convexity of the objective function. Under the Kurdyka–Łojasiewicz (KL) exponent of the objective function, we establish the finite-time convergence of the trajectories to the optima from any initial point. Making use of the Moreau envelope, we adapt our finite-time convergent algorithm to solve weakly convex nonsmooth optimization problems. In addition, we unify and extend the contemporary results on the KL exponent of the Moreau envelope of weakly convex functions. A dynamical system is also introduced to find a fixed point of a nonexpansive operator in finite time and fixed time under additional regularity properties. We then apply it to address the composite optimization problems with finite-time and fixed-time convergence.
- 22 September 2024
- Published by Springer Nature in Journal of Optimization Theory and Applications
- Vol. 203 (1) , 844-879
Open AccessFinite-Time Nonconvex Optimization Using Time-Varying Dynamical Systems
In this paper, we study the finite-time convergence of the time-varying dynamical systems for solving convex and nonconvex optimization problems in different scenarios. We first show the asymptotic convergence of the trajectories of dynamical systems while only requiring convexity of the objective function. Under the Kurdyka–Łojasiewicz (KL) exponent of the objective function, we establish the finite-time convergence of the trajectories to the optima from any initial point. Making use of the Moreau envelope, we adapt our finite-time convergent algorithm to solve weakly convex nonsmooth optimization problems. In addition, we unify and extend the contemporary results on the KL exponent of the Moreau envelope of weakly convex functions. A dynamical system is also introduced to find a fixed point of a nonexpansive operator in finite time and fixed time under additional regularity properties. We then apply it to address the composite optimization problems with finite-time and fixed-time convergence.
- Open Access
- 30 July 2024
- Published by Taylor & Francis in Optimization
- Vol. 73 (12) , 3593-3607
Extremality of families of sets
- 30 July 2024
- Published by Taylor & Francis in Optimization
- Vol. 73 (12) , 3593-3607
Open AccessExtremality of families of sets