Related papers: Some results on condition numbers in convex multio…
The condition number of a differentiable convex function, namely the ratio of its smoothness to strong convexity constants, is closely tied to fundamental properties of the function. In particular, the condition number of a quadratic convex…
This article considers the problem of solving a system of $n$ real polynomial equations in $n+1$ variables. We propose an algorithm based on Newton's method and subdivision for this problem. Our algorithm is intended only for nondegenerate…
In this paper we consider finite sum composite convex optimization problems with many functional constraints. The objective function is expressed as a finite sum of two terms, one of which admits easy computation of (sub)gradients while the…
In this paper, within a unified framework of the condition number theory we present the explicit expression of the projected condition number of the equality constrained indefinite least squares problem. By setting specific norms and…
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…
Many numerical problems with input $x$ and output $y$ can be formulated as a system of equations $F(x, y) = 0$ where the goal is to solve for $y$. The condition number measures the change of $y$ for small perturbations to $x$. From this…
Bilevel optimization minimizes an objective function, defined by an upper-level problem whose feasible region is the solution of a lower-level problem. We study the oracle complexity of finding an $\epsilon$-stationary point with…
Scaling frame vectors is a simple and noninvasive way to construct tight frames. However, not all frames can be modifed to tight frames in this fashion, so in this case we explore the problem of finding the best conditioned frame by…
We introduce a unified framework for computing approximately-optimal preconditioners for solving linear and non-linear systems of equations. We demonstrate that the condition number minimization problem, under structured transformations…
Implicit variables of an optimization problem are used to model variationally challenging feasibility conditions in a tractable way while not entering the objective function. Hence, it is a standard approach to treat implicit variables as…
In this paper, we propose a combined approach with second-order optimality conditions of the lower level problem to study constraint qualifications and optimality conditions for bilevel programming problems. The new method is inspired by…
This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…
We present a new feasible proximal gradient method for constrained optimization where both the objective and constraint functions are given by the summation of a smooth, possibly nonconvex function and a convex simple function. The…
We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…
This paper considers stochastic optimization problems for a large class of objective functions, including convex and continuous submodular. Stochastic proximal gradient methods have been widely used to solve such problems; however, their…
When considering an unconstrained minimization problem, a standard approach is to solve the optimality system with a Newton method possibly preconditioned by, e.g., nonlinear elimination. In this contribution, we argue that nonlinear…
This study develops a framework for a class of constant modulus (CM) optimization problems, which covers binary constraints, discrete phase constraints, semi-orthogonal matrix constraints, non-negative semi-orthogonal matrix constraints,…
Motivated by some applications in signal processing and machine learning, we consider two convex optimization problems where, given a cone $K$, a norm $\|\cdot\|$ and a smooth convex function $f$, we want either 1) to minimize the norm over…
This paper focuses on optimality conditions for $C^{1,1}$-smooth optimization problems subject to inequality and equality constraints. By employing the concept of limiting (Mordukhovich) second-order subdifferentials to the Lagrangian…
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…