Related papers: Nonstandard Models and Optimization
This article complements recent results of the papers [J. Math. Phys. 41 (2000), 480; 45 (2004), 336] on the symmetry classification of second-order ordinary difference equations and meshes, as well as the Lagrangian formalism and…
In practice, optimization tasks have some structure that allows developing new algorithms for every problem with faster convergence rates. Using the structure of optimization tasks, we can propose algorithms with more optimistic convergence…
We present a new kind of Lagrangian duality theory for set-valued convex optimization problems whose objective and constraint maps are defined between preordered normed spaces. The theory is accomplished by introducing a new set-valued…
Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…
Numerical nonlinear algebra is applied to maximum likelihood estimation for Gaussian models defined by linear constraints on the covariance matrix. We examine the generic case as well as special models (e.g. Toeplitz, sparse, trees) that…
The basic results for nonlinear operators are given. These results include nonlinear versions of classical uniform boundedness theorem and Hahn-Banach theorem. Furthermore, the mappings from a metrizable space into another normed space can…
Theoretical approaches to binary-state models on complex networks are generally restricted to infinite size systems, where a set of non-linear deterministic equations is assumed to characterize its dynamics and stationary properties. We…
Constrained optimization problems exist in many domains of science, such as thermodynamics, mechanics, economics, etc. These problems are classically solved with the help of the Lagrange multipliers and the Lagrangian function. However, the…
When a large body of data from diverse experiments is analyzed using a theoretical model with many parameters, the standard error matrix method and the general tools for evaluating errors may become inadequate. We present an iterative…
This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…
Nonlocal models have recently had a major impact in nonlinear continuum mechanics and are used to describe physical systems/processes which cannot be accurately described by classical, calculus based "local" approaches. In part, this is due…
Many machine learning models involve solving optimization problems. Thus, it is important to deal with a large-scale optimization problem in big data applications. Recently, subsampled Newton methods have emerged to attract much attention…
Scaling problems have a rich and diverse history, and thereby have found numerous applications in several fields of science and engineering. For instance, the matrix scaling problem has had applications ranging from theoretical computer…
This work develops algorithms for non-parametric confidence regions for samples from a univariate distribution whose support is a discrete mesh bounded on the left. We generalize the theory of Learned-Miller to preorders over the sample…
In an $L_\infty$-framework, we present a few extension theorems for linear operators. We focus the attention on majorant preserving and sandwich preserving types of extensions. These results are then applied to the study of price systems…
The Lagrange-d'Alembert equations with constraints belonging to $H^{1,\infty}$ have been considered. A concept of weak solutions to these equations has been built. Global existence theorem for Cauchy problem has been obtained.
Solutions for a class of wave equations with effective potentials are obtained by a method of a Laplace-transform. Quasinormal modes appear naturally in the solutions only in a spatially truncated form; their coefficients are uniquely…
This paper proposes tight semidefinite relaxations for polynomial optimization. The optimality conditions are investigated. We show that generally Lagrange multipliers can be expressed as polynomial functions in decision variables over the…
Suppose data are fitted to some parametric model but that the true model happens to be one with an additional parameter. When a parameter is to be estimated one can use likelihood estimation in the wider model or in the narrow model.…
One reason why standard formulations of the central limit theorems are not applicable in high-dimensional and non-stationary regimes is the lack of a suitable limit object. Instead, suitable distributional approximations can be used, where…