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We investigate the convergence of the primal-dual algorithm for composite optimization problems when the objective functions are weakly convex. We introduce a modified duality gap function, which is a lower bound of the standard duality gap…

Optimization and Control · Mathematics 2024-10-29 Ewa Bednarczuk , The Hung Tran , Monika Syga

We continue developing the theory around the twin-width of totally ordered binary structures, initiated in the previous paper of the series. We first introduce the notion of parity and linear minors of a matrix, which consists of…

Data Structures and Algorithms · Computer Science 2022-09-27 Édouard Bonnet , Ugo Giocanti , Patrice Ossona de Mendez , Stéphan Thomassé

The matrix model formulation of M theory can be generalized to compact transverse backgrounds such as tori. If the number of compact directions is K then the matrix model must be generalized to K+1 dimensional super Yang Mills theory on a…

High Energy Physics - Theory · Physics 2007-05-23 Leonard Susskind

The theorem like Pontryagin's maximum principle for multiple integrals is proved. Unlike the usual maximum principle, the maximum should be taken not over all matrices, but only on matrices of rank one. Examples are given.

Optimization and Control · Mathematics 2016-10-27 Zelikin Mikhail

Motivated by recent results on the dual formulation of optimal stopping problems, we investigate in this short paper how the knowledge of an approximating dual martingale can improve the efficiency of primal methods. In particular, we show…

Computational Finance · Quantitative Finance 2026-02-11 Aurélien Alfonsi , Ahmed Kebaier , Jérôme Lelong

This paper presents a canonical dual approach to the problem of minimizing the sum of a quadratic function and the ratio of nonconvex function and quadratic functions, which is a type of non-convex optimization problem subject to an…

Optimization and Control · Mathematics 2012-11-21 David Yang Gao , Ning Ruan

In this paper we show how the theory of monads can be used to deduce in a uniform manner several duality theorems involving categories of relations on one side and categories of algebras with homomorphisms preserving only some operations on…

Logic · Mathematics 2013-02-25 Dirk Hofmann , Pedro Nora

DY Gao solely or together with some of his collaborators applied his Canonical duality theory (CDT) for solving some quadratic optimization problems with quadratic constraints. Unfortunately, in almost all papers we read on CDT there are…

Optimization and Control · Mathematics 2018-09-25 C. Zalinescu

This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual…

Optimization and Control · Mathematics 2021-08-26 Xinlei Yi , Shengjun Zhang , Tao Yang , Tianyou Chai , Karl H. Johansson

This paper is concerned with the optimal control problem governed by a linear parabolic equation and subjected to box constraints on control variables. This type of problem has important applications in heating and cooling systems. By…

Optimization and Control · Mathematics 2022-04-04 Hailing Wang , Changjun Yu , Di Wu

We propose to solve large instances of the non-convex optimization problems reformulated with canonical duality theory. To this aim we propose an interior point potential reduction algorithm based on the solution of the primal-dual total…

Optimization and Control · Mathematics 2014-10-27 Vittorio Latorre

We extend Polyak's theorem on the convexity of joint numerical range from three to any number of quadratic forms on condition that they can be generated by three quadratic forms with a positive definite linear combination. Our new result…

Optimization and Control · Mathematics 2021-08-20 Mengmeng Song , Yong Xia

This note establishes a limiting formula for the conic Lagrangian dual of a convex infinite optimization problem, correcting the classical version of Karney [Math. Programming 27 (1983) 75-82] for convex semi-infinite programs. A…

Optimization and Control · Mathematics 2021-06-29 Miguel A. Goberna , Michel Volle

We give a new proof for an equality of certain max-min and min-max approximation problems involving normal matrices. The previously published proofs of this equality apply tools from matrix theory, (analytic) optimization theory and…

Numerical Analysis · Mathematics 2013-10-23 Jörg Liesen , Petr Tichý

We consider dual optimization problems to the fundamental problem of finding the minimum distance from a point to a subspace. We provide a counterexample to a theorem which has appeared in the literature, relating the minimum distance…

Optimization and Control · Mathematics 2015-08-27 Michael C. Rotkowitz

We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and…

Optimization and Control · Mathematics 2020-12-07 Anton Schiela , Matthias Stöcklein , Martin Weiser

The univalence axiom expresses the principle of extensionality for dependent type theory. However, if we simply add the univalence axiom to type theory, then we lose the property of canonicity - that every closed term computes to a…

Logic in Computer Science · Computer Science 2017-03-14 Robin Adams , Marc Bezem , Thierry Coquand

We consider the pricing problem facing a seller of a contingent claim. We assume that this seller has some general level of partial information, and that he is not allowed to sell short in certain assets. This pricing problem, which is our…

Mathematical Finance · Quantitative Finance 2019-02-28 Kristina Rognlien Dahl

Langrange duality theorems for vector and set optimization problems which are based on an consequent usage of infimum and supremum (in the sense greatest lower and least upper bounds with respect to a partial ordering) have been recently…

Optimization and Control · Mathematics 2014-04-07 Elvira Hernández , Andreas Löhne , Luis Rodríguez-Marín , Christiane Tammer

We provide sufficient conditions for systems of polynomial equations over general (real or complex) algebras to have a solution. This generalizes known results on quaternions, octonions and matrix algebras. We also generalize the…

Rings and Algebras · Mathematics 2022-09-30 Maximilian Illmer , Tim Netzer
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