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We consider scalar equilibrium problems governed by a bifunction in a finite-dimensional framework. By using classical arguments in Convex Analysis, we show that under suitable generalized convexity assumptions imposed on the bifunction,…

Optimization and Control · Mathematics 2024-01-02 Valerian-Alin Fodor , Nicolae Popovici

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

This article focuses on the optimization of a complex system which is composed of several subsystems. On the one hand, these subsystems are subject to multiple objectives, local constraints as well as local variables, and they are…

We study convex optimization problems where disjoint blocks of variables are controlled by binary indicator variables that are also subject to conditions, e.g., cardinality. Several classes of important examples can be formulated in such a…

Optimization and Control · Mathematics 2024-11-19 Daniel Bienstock , Tongtong Chen

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Numerical Analysis · Mathematics 2015-03-19 Adam M. Oberman

This paper optimizes the step coefficients of first-order methods for smooth convex minimization in terms of the worst-case convergence bound (i.e., efficiency) of the decrease in the gradient norm. This work is based on the performance…

Optimization and Control · Mathematics 2020-10-28 Donghwan Kim , Jeffrey A. Fessler

This note studies numerical methods for solving compositional optimization problems, where the inner function is smooth, and the outer function is Lipschitz continuous, non-smooth, and non-convex but exhibits one of two special structures…

Optimization and Control · Mathematics 2024-11-22 Yao Yao , Qihang Lin , Tianbao Yang

In the present paper, a robust approach to a special class of convex feasibility problems is considered. By techniques of convex and variational analysis, conditions for the existence of robust feasible solutions and related error bounds…

Optimization and Control · Mathematics 2025-05-06 Amos Uderzo

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…

Optimization and Control · Mathematics 2016-04-08 Xiaojun Chen , Zhaosong Lu , Ting Kei Pong

We present a novel complex number formulation along with tight convex relaxations for the aircraft conflict resolution problem. Our approach combines both speed and heading control and provides global optimality guarantees despite…

Computational Engineering, Finance, and Science · Computer Science 2017-09-20 David Rey , Hassan Hijazi

This paper considers the problem of minimizing an expectation function over a closed convex set, coupled with a {\color{black} functional or expectation} constraint on either decision variables or problem parameters. We first present a new…

Optimization and Control · Mathematics 2020-10-05 Guanghui Lan , Zhiqiang Zhou

This paper presents an accelerated proximal gradient method for multiobjective optimization, in which each objective function is the sum of a continuously differentiable, convex function and a closed, proper, convex function. Extending…

Optimization and Control · Mathematics 2023-06-08 Hiroki Tanabe , Ellen H. Fukuda , Nobuo Yamashita

We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of…

Optimization and Control · Mathematics 2011-02-25 Florian Bugarin , Didier Henrion , Jean-Bernard Lasserre

This article investigates the numerical approximation of shape optimization problems with PDE constraint on classes of convex domains. The convexity constraint provides a compactness property which implies well posedness of the problem.…

Optimization and Control · Mathematics 2018-10-26 Sören Bartels , Gerd Wachsmuth

Many statistical methods require solutions to optimization problems. When the global solution is hard to attain, statisticians always use the better if there are two solutions for chosen, where the word "better" is understood in the sense…

Statistics Theory · Mathematics 2019-01-17 Shifeng Xiong

In equality-constrained optimization, a standard regularity assumption is often associated with feasible point methods, namely the gradients of constraints are linearly independent. In practice, the regularity assumption may be violated. To…

Neural and Evolutionary Computing · Computer Science 2020-03-10 Quan Quan , Kai-Yuan Cai

The paper concerns the study of new classes of nonlinear and nonconvex optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables and contain infinitely many…

Optimization and Control · Mathematics 2011-03-24 B. S. Mordukhovich , T. T. A. Nghia

In this paper, we investigate the relationships between proper efficiency and the solutions of a general scalarization problem in multi-objective optimization. We provide some conditions under which the solutions of the dealt with scalar…

Optimization and Control · Mathematics 2019-07-05 Moslem Zamani , Majid Soleimani-damaneh

A simple formula is proved to be a tight estimate for the condition number of the full rank linear least squares residual with respect to the matrix of least squares coefficients and scaled 2-norms. The tight estimate reveals that the…

Numerical Analysis · Mathematics 2015-03-13 Joseph F. Grcar

In this paper we consider stochastic composite convex optimization problems with the objective function satisfying a stochastic bounded gradient condition, with or without a quadratic functional growth property. These models include the…

Optimization and Control · Mathematics 2020-03-10 Ion Necoara
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