Related papers: Necessary and sufficient conditions of solution un…
We present a new method for minimizing the sum of a differentiable convex function and an $\ell_1$-norm regularizer. The main features of the new method include: $(i)$ an evolving set of indices corresponding to variables that are predicted…
We consider the matrix completion problem with a deterministic pattern of observed entries. In this setting, we aim to answer the question: under what condition there will be (at least locally) unique solution to the matrix completion…
We present a unified study of first and second order necessary and sufficient optimality conditions for minimax and Chebyshev optimisation problems with cone constraints. First order optimality conditions for such problems can be formulated…
We prove a unified and general criterion for the uniqueness of critical points of a functional in the presence of constraints such as positivity, boundedness, or fixed mass. Our method relies on convexity properties along suitable paths and…
In this paper we look at a particular problem related to under-determined linear systems of equations with sparse solutions. $\ell_1$-minimization is a fairly successful polynomial technique that can in certain statistical scenarios find…
This short note proves the $\ell_2-\ell_1$ instance optimality of a $\ell_1/\ell_1$ solver, i.e a variant of \emph{basis pursuit denoising} with a $\ell_1$ fidelity constraint, when applied to the estimation of sparse (or compressible)…
The chase procedure is a fundamental algorithmic tool in databases that allows us to reason with constraints, such as existential rules, with a plethora of applications. It takes as input a database and a set of constraints, and iteratively…
This paper provides a framework to show the concentration of solutions $Y^*$ to convex minimizing problem where the objective function $\phi(X)(Y)$ depends on some random vector $X$ satisfying concentration of measure hypotheses. More…
We present uniqueness results for enclosing ellipses of minimal area in the hyperbolic plane. Uniqueness can be guaranteed if the minimizers are sought among all ellipses with prescribed axes or center. In the general case, we present a…
We consider a class of l0-minimization problems, which is to search for the partial sparsest solution to an underdetermined linear system with additional constraints. We introduce several concepts, including lp-induced norm (0 < p < 1),…
In this paper, some useful necessary and sufficient conditions for the unique solution of the generalized absolute value equation (GAVE) $Ax-B|x|=b$ with $A, B\in \mathbb{R}^{n\times n}$ from the optimization field are first presented,…
Algorithms for computing equilibria, optima, and fixed points in nonconvex problems often depend sensitively on practitioner-chosen initial conditions. When uniqueness of a solution is of interest, a common heuristic is to run such…
The number of available algorithms for the so-called Basis Pursuit Denoising problem (or the related LASSO-problem) is large and keeps growing. Similarly, the number of experiments to evaluate and compare these algorithms on different…
We propose a novel differentiable reformulation of the linearly-constrained $\ell_1$ minimization problem, also known as the basis pursuit problem. The reformulation is inspired by the Laplacian paradigm of network theory and leads to a new…
We study the termination problem of the chase algorithm, a central tool in various database problems such as the constraint implication problem, Conjunctive Query optimization, rewriting queries using views, data exchange, and data…
In this paper, we consider a well-known sparse optimization problem that aims to find a sparse solution of a possibly noisy underdetermined system of linear equations. Mathematically, it can be modeled in a unified manner by minimizing…
We investigate the sufficient conditions for boundedness of one type of difference equations of the form $x(n+1)=ax(n)+f(x(n)) + y(n), \ n\geq 1$ in critical case $|a|=1$. For this equation the following assumptions are introduced: 1) The…
We consider an optimal control problem subject to a semilinear elliptic PDE together with its variational discretization. We provide a condition which allows to decide whether a solution of the necessary first order conditions is a global…
We provide necessary and sufficient conditions for robust efficiency (in the sense of Ehrgott et al. (2014)) to multiobjective optimization problems that depend on uncertain parameters. These conditions state that a solution is robust…
We prove an existence and uniqueness result for solutions to linear $X$-elliptic equations with $L^1$ data and zero Dirichlet boundary conditions. Such solutions depend continuously on the datum. Moreover, we show that an improvement in the…