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In this paper some adaptive mirror descent algorithms for problems of minimization convex objective functional with several convex Lipschitz (generally, non-smooth) functional constraints are considered. It is shown that the methods are…

Optimization and Control · Mathematics 2018-12-20 F. S. Stonyakin , M . S. Alkousa , A. A. Titov

We propose, analyze, and test a proximal-gradient method for solving regularized optimization problems with general constraints. The method employs a decomposition strategy to compute trial steps and uses a merit function to determine step…

Optimization and Control · Mathematics 2026-01-16 Frank E. Curtis , Xiaoyi Qu , Daniel P. Robinson

In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…

Optimization and Control · Mathematics 2018-02-26 Mahyar Fazlyab , Alejandro Ribeiro , Manfred Morari , Victor M. Preciado

In this paper, it is established finite active-set identification of an almost cyclic 2-coordinate descent method for problems with one linear coupling constraint and simple bounds. First, general active-set identification results are…

Optimization and Control · Mathematics 2021-07-19 Andrea Cristofari

We propose an efficient approach for activity detection in video that unifies activity categorization with space-time localization. The main idea is to pose activity detection as a maximum-weight connected subgraph problem. Offline, we…

Computer Vision and Pattern Recognition · Computer Science 2016-07-12 Chao-Yeh Chen , Kristen Grauman

Based on the ideas of arXiv:1710.06612, we consider the problem of minimization of the Holder-continuous non-smooth functional $f$ with non-positive convex (generally, non-smooth) Lipschitz-continuous functional constraint. We propose some…

Optimization and Control · Mathematics 2022-01-03 Fedor Stonyakin , Alexey Stepanov , Alexander Gasnikov , Alexander Titov

We investigate the fundamental optimization question of minimizing a target function $f$, whose gradients are expensive to compute or have limited availability, given access to some auxiliary side function $h$ whose gradients are cheap or…

Machine Learning · Computer Science 2025-12-19 El Mahdi Chayti , Sai Praneeth Karimireddy

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

Optimization and Control · Mathematics 2021-07-08 Morteza Boroun , Afrooz Jalilzadeh

In this paper, we consider a class of constrained multiobjective optimization problems, where each objective function can be expressed by adding a possibly nonsmooth nonconvex function and a differentiable function with Lipschitz continuous…

Optimization and Control · Mathematics 2026-01-01 Nguyen Van Tuyen , Minh N. Dao , Tran Van Nghi

When approaching graph signal processing tasks, graphs are usually assumed to be perfectly known. However, in many practical applications, the observed (inferred) network is prone to perturbations which, if ignored, will hinder performance.…

Signal Processing · Electrical Eng. & Systems 2021-03-11 Samuel Rey , Antonio G. Marques

The paper is devoted to an analysis of a new constraint qualification and a derivation of the strongest existing optimality conditions for nonsmooth mathematical programming problems with equality and inequality constraints in terms of…

Optimization and Control · Mathematics 2020-11-19 M. V. Dolgopolik

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

Optimization and Control · Mathematics 2021-07-09 Frank E. Curtis , Daniel P. Robinson , Baoyu Zhou

The study of first-order optimization is sensitive to the assumptions made on the objective functions. These assumptions induce complexity classes which play a key role in worst-case analysis, including the fundamental concept of algorithm…

Optimization and Control · Mathematics 2024-05-30 Charles Guille-Escuret , Adam Ibrahim , Baptiste Goujaud , Ioannis Mitliagkas

We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods. In the fully…

Optimization and Control · Mathematics 2025-08-27 Alberto De Marchi , Andreas Themelis

In this paper we study an optimal control problem with nonsmooth mixed state and control constraints. In most of the existing results, the necessary optimality condition for optimal control problems with mixed state and control constraints…

Optimization and Control · Mathematics 2015-12-04 An Li , Jane Ye

Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

Preconditioning is a crucial operation in gradient-based numerical optimisation. It helps decrease the local condition number of a function by appropriately transforming its gradient. For a convex function, where the gradient can be…

Optimization and Control · Mathematics 2023-08-29 Dmitrii A. Pasechnyuk , Alexander Gasnikov , Martin Takáč

Unconstrained optimization problems become more common in scientific computing and engineering applications with the rapid development of artificial intelligence, and numerical methods for solving them more quickly and efficiently have been…

Optimization and Control · Mathematics 2025-04-17 Lin Li , Pengcheng Xie , Li Zhang

Dense subgraph extraction is a fundamental problem in graph analysis and data mining, aimed at identifying cohesive and densely connected substructures within a given graph. It plays a crucial role in various domains, including social…

Data Structures and Algorithms · Computer Science 2024-03-01 Chia-Yang Hung , Chih-Ya Shen

We consider convex and nonconvex constrained optimization with a partially separable objective function: agents minimize the sum of local objective functions, each of which is known only by the associated agent and depends on the variables…

Optimization and Control · Mathematics 2020-10-20 Loris Cannelli , Francisco Facchinei , Gesualdo Scutari , Vyacheslav Kungurtsev