Related papers: A class of nonlinear optimisation and applications
In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…
We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of…
The goal of this work is to illustrate the application of the nonvariational finite element method to a specific Monge--Amp\`ere type nonlinear partial differential equation. The equation we consider is that of prescribed Gauss curvature.
We study a fully nonlinear equation of complex Monge-Ampere type on Hermitian manifolds. We establish the a priori estimates for solutions of the equation up to the second order derivatives with the help of a subsolution.
We study Kantorovich type optimal transportation problems with nonlinear cost functions, including dependence on conditional measures of transport plans. A range of nonlinear Kantorovich problems for cost functions of a special form is…
The partial Legendre transform of a non-linear elliptic differential equation is shown to be another non-linear elliptic differential equation. In particular, the partial Legendre transform of the Monge-Amp\`ere equation is another equation…
It is well-known that the optimal transport problem on the real line for the classical distance cost may not have a unique solution. In this paper we recover uniqueness by considering the transport problems where the costs are a power…
In this paper we consider Monge-Amp\`ere equations on compact Hessian manifolds, or equivalently Monge-Amp\`ere equations on certain unbounded convex domains $\Omega\subseteq \mathbb{R}^n$, with a periodicity constraint given by the action…
We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…
In this paper we study random optimization problems where random functions are investigated in sample paths. Some sufficient conditions ensuring the existence of random solutions to random optimization problems are proposed.
The problem of finding global minima of nonlinear discrete functions arises in many fields of practical matters. In recent years, methods based on discrete filled functions become popular as ways of solving these sort of problems. However,…
A classic problem in analysis is to solve nonlinear equations of the form \begin{equation*} F(x)=0, \end{equation*} where $F:D^n\to \mathbb{R}^m$ is a continuous map of the closed unit disk $D^n\subset\mathbb{R}^n$ in $\mathbb{R}^m$. A…
It is proved a theorem providing necessary and sufficient conditions enabling one to map a nonlinear system of first order partial differential equations, polynomial in the derivatives, to an equivalent autonomous first order system…
In this paper, we propose a novel neural network framework, the Legendre-Kolmogorov-Arnold Network (Legendre-KAN) method, designed to solve fully nonlinear Monge-Amp\`ere equations with Dirichlet boundary conditions. The architecture…
We consider a specific type of nonlinear partial differential equations (PDE) that appear in mathematical finance as the result of solving some optimization problems. We review some existing in the literature examples of such problems, and…
In this article, we report the results we obtained when investigating the numerical solution of some nonlinear eigenvalue problems for the Monge-Amp\`{e}re operator $v\rightarrow \det \mathbf{D}^2 v$. The methodology we employ relies on the…
Machine Learning models incorporating multiple layered learning networks have been seen to provide effective models for various classification problems. The resulting optimization problem to solve for the optimal vector minimizing the…
This paper is concerned with the existence of globally smooth solutions for the second boundary value problem for Monge-Ampere equations and the application to regularity of potentials in optimal transportation. The cost functions satisfy a…
The study of reflector surfaces in geometric optics necessitates the analysis of certain nonlinear equations of Monge-Amp\`ere type known as generated Jacobian equations. These equations, whose general existence theory has been recently…
We study the set of continuous functions that admit no spurious local optima (i.e. local minima that are not global minima) which we term \textit{global functions}. They satisfy various powerful properties for analyzing nonconvex and…