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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…
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…
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…
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.
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…