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We consider the problem of minimizing a continuous function given quantum access to a stochastic gradient oracle. We provide two new methods for the special case of minimizing a Lipschitz convex function. Each method obtains a dimension…

Quantum Physics · Physics 2024-07-26 Aaron Sidford , Chenyi Zhang

We present a general method for obtaining strong bounds for discrete optimization problems that is based on a concept of branching duality. It can be applied when no useful integer programming model is available, and we illustrate this with…

Data Structures and Algorithms · Computer Science 2019-08-22 J. G. Benade , J. N. Hooker

The goal of this paper is to settle the study of non-commutative optimal transport problems with convex regularization, in their static and finite-dimensional formulations. We consider both the balanced and unbalanced problem and show in…

Mathematical Physics · Physics 2025-06-27 Emanuele Caputo , Augusto Gerolin , Nataliia Monina , Lorenzo Portinale

This paper presents a new methodology and algorithm for solving post buckling problems of a large deformed elastic beam. The total potential energy of this beam is a nonconvex functional, which can be used to model both pre- and…

Optimization and Control · Mathematics 2018-03-13 Elaf J. Ali , David Y. Gao

DY Gao solely or together with some of his collaborators applied his Canonical duality theory (CDT) for solving a class of unconstrained optimization problems, getting the so-called "triality theorems". Unfortunately, the "double-min…

Optimization and Control · Mathematics 2018-10-23 C. Zalinescu

In a real Hilbert space setting, we reconsider the classical Arrow-Hurwicz differential system in view of solving linearly constrained convex minimization problems. We investigate the asymptotic properties of the differential system and…

Optimization and Control · Mathematics 2023-01-03 Simon K. Niederländer

We consider the problem of minimizing a convex, separable, nonsmooth function subject to linear constraints. The numerical method we propose is a block-coordinate extension of the Chambolle-Pock primal-dual algorithm. We prove convergence…

Optimization and Control · Mathematics 2020-03-26 D. Russell Luke , Yura Malitsky

Convexity is an important notion in non linear optimization theory as well as in infinite dimensional functional analysis. As will be seen below, very simple and powerful tools will be derived from elementary duality arguments (which are…

Functional Analysis · Mathematics 2020-04-21 Guy Bouchitte

The affine rank minimization problem consists of finding a matrix of minimum rank that satisfies a given system of linear equality constraints. Such problems have appeared in the literature of a diverse set of fields including system…

Optimization and Control · Mathematics 2010-08-09 Benjamin Recht , Maryam Fazel , Pablo A. Parrilo

We argue that reducing nonlinear programming problems to a simple canonical form is an effective way to analyze them, specially when the problem is degenerate and the usual linear independence hypothesis does not hold. To illustrate this…

Optimization and Control · Mathematics 2018-04-02 Walter F. Mascarenhas

We propose a duality theory for multi-marginal repulsive cost that appear in optimal transport problems arising in Density Functional Theory. The related optimization problems involve probabilities on the entire space and, as minimizing…

Analysis of PDEs · Mathematics 2019-07-22 Guy Bouchitté , Giuseppe Buttazzo , Thierry Champion , Luigi De Pascale

This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but…

Data Structures and Algorithms · Computer Science 2018-04-26 Maria-Florina Balcan , Yingyu Liang , David P. Woodruff , Hongyang Zhang

Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…

Low-rank matrix completion consists of computing a matrix of minimal complexity that recovers a given set of observations as accurately as possible. Unfortunately, existing methods for matrix completion are heuristics that, while highly…

Machine Learning · Computer Science 2026-03-12 Dimitris Bertsimas , Ryan Cory-Wright , Sean Lo , Jean Pauphilet

This paper associates a dual problem to the minimization of an arbitrary linear perturbation of the robust sum function introduced in DOI 10.1007/s11228-019-00515-2. It provides an existence theorem for primal optimal solutions and, under…

Optimization and Control · Mathematics 2019-11-07 Nguyen Dinh , Miguel A. Goberna , Michel Volle

We present an algorithm for the minimization of a nonconvex quadratic function subject to linear inequality constraints and a two-sided bound on the 2-norm of its solution. The algorithm minimizes the objective using an active-set method by…

Optimization and Control · Mathematics 2021-12-28 Nikitas Rontsis , Paul J. Goulart , Yuji Nakatsukasa

Binary polynomial optimization is equivalent to the problem of minimizing a linear function over the intersection of the multilinear set with a polyhedron. Many families of valid inequalities for the multilinear set are available in the…

Optimization and Control · Mathematics 2022-09-13 Rui Chen , Sanjeeb Dash , Oktay Gunluk

The paper studies a general norm minimization problem on a product of normed vector spaces. We establish dual necessary and sufficient optimality conditions and derive explicit formulas for the corresponding solution sets. These formulas…

Optimization and Control · Mathematics 2026-01-14 Nguyen Duy Cuong

We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…

Optimization and Control · Mathematics 2025-07-10 Ronak Mehta , Jelena Diakonikolas , Zaid Harchaoui

This paper deals with existence of a nontrivial positive solution to systems of equations involving nontrivial nonhomogeneous terms and critical or subcritical nonlinearities. Via a minimization argument we prove existence of a positive…

Analysis of PDEs · Mathematics 2020-03-09 Mousomi Bhakta , Souptik Chakraborty , Patrizia Pucci
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