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In this work we study a special minimax problem where there are linear constraints that couple both the minimization and maximization decision variables. The problem is a generalization of the traditional saddle point problem (which does…

Optimization and Control · Mathematics 2022-11-29 Ioannis Tsaknakis , Mingyi Hong , Shuzhong Zhang

Bundle methods have been intensively studied for solving both convex and nonconvex optimization problems. In most of the bundle methods developed thus far, at least one quadratic programming (QP) subproblem needs to be solved in each…

Optimization and Control · Mathematics 2015-07-08 Shuai Liu , Andrew Eberhard , Yousong Luo

For the truncated multidimensional moment problem we introduce a notion of a canonical solution. Namely, canonical solutions are those solutions which are generated by commuting self-adjoint extensions inside the associated Hilbert space.…

Classical Analysis and ODEs · Mathematics 2024-07-01 Sergey M. Zagorodnyuk

We characterize the solution to the Newton minimal resistance problem in a class of radial q-concave profiles. We also give the corresponding result for one-dimensional profiles. Moreover, we provide a numerical optimization algorithm for…

Optimization and Control · Mathematics 2017-07-21 Edoardo Mainini , Manuel Monteverde , Edouard Oudet , Danilo Percivale

In this paper, we consider a special class of nonlinear optimal control problems, where the control variables are box-constrained and the objective functional is strongly convex corresponding to control variables and separable with respect…

Optimization and Control · Mathematics 2022-01-20 Hailing Wang , Di Wu , Changjun Yu

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese

We develop a novel unified randomized block-coordinate primal-dual algorithm to solve a class of nonsmooth constrained convex optimization problems, which covers different existing variants and model settings from the literature. We prove…

Optimization and Control · Mathematics 2021-10-29 Quoc Tran-Dinh , Deyi Liu

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

Given an infeasible, unbounded, or pathological convex optimization problem, a natural question to ask is: what is the smallest change we can make to the problem's parameters such that the problem becomes solvable? In this paper, we address…

Optimization and Control · Mathematics 2020-01-30 Shane Barratt , Guillermo Angeris , Stephen Boyd

We develop a novel primal-dual algorithm to solve a class of nonsmooth and nonlinear compositional convex minimization problems, which covers many existing and brand-new models as special cases. Our approach relies on a combination of a new…

Optimization and Control · Mathematics 2021-04-20 Yuzixuan Zhu , Deyi Liu , Quoc Tran-Dinh

This paper mainly investigates the analytic solutions for the approximation of $p$-Laplacian problem. Through an approximation mechanism, we convert the nonlinear partial differential equation with Dirichlet boundary into a sequence of…

Optimization and Control · Mathematics 2016-08-11 Xiaojun Lu , Xiaofen Lv

With this note we bring again into attention a vector dual problem neglected by the contributions who have recently announced the successful healing of the trouble encountered by the classical duals to the classical linear vector…

Optimization and Control · Mathematics 2019-11-13 Radu Ioan Bot , Sorin-Mihai Grad , Gert Wanka

This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…

Optimization and Control · Mathematics 2018-04-30 Christian Clason , Armin Rund , Karl Kunisch

We consider strongly convex optimization problems with affine-type restrictions. We build dual problem and solve dual problem by Fast Gradient Method. We use primal-dual structure of this method to construct the solution of the primal…

Optimization and Control · Mathematics 2017-06-23 Anton Anikin , Alexander Gasnikov , Pavel Dvurechensky , Alexander Turin , Alexey Chernov

In this paper, we focus on the nonconvex-strongly-concave minimax optimization problem (MCC), where the inner maximization subproblem contains constraints that couple the primal variable of the outer minimization problem. We prove that by…

Optimization and Control · Mathematics 2024-09-02 Xiaoyin Hu , Kim-Chuan Toh , Shiwei Wang , Nachuan Xiao

The problem of minimizing a (nonconvex) quadratic form over the unit simplex, referred to as a standard quadratic program, admits an exact convex conic formulation over the computationally intractable cone of completely positive matrices.…

Optimization and Control · Mathematics 2020-03-02 Y. Gorkem Gokmen , E. Alper Yildirim

We investigate Lagrangian duality for nonconvex optimization problems. To this aim we use the $\Phi$-convexity theory and minimax theorem for $\Phi$-convex functions. We provide conditions for zero duality gap and strong duality. Among the…

Optimization and Control · Mathematics 2020-11-19 Ewa M. Bednarczuk , Monika Syga

With the advent of quantum computers, researchers are exploring if quantum mechanics can be leveraged to solve important problems in ways that may provide advantages not possible with conventional or classical methods. A previous work by…

Quantum Physics · Physics 2018-11-02 Ajinkya Borle , Samuel J. Lomonaco

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

Current state-of-the-art methods for solving discrete optimization problems are usually restricted to convex settings. In this paper, we propose a general approach based on cutting planes for solving nonlinear, possibly nonconvex, binary…

Optimization and Control · Mathematics 2022-03-21 Hoa T. Bui , Qun Lin , Ryan Loxton