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In this paper, we propose a uniform semismooth Newton-based algorithmic framework called SSNCVX for solving a broad class of convex composite optimization problems. By exploiting the augmented Lagrangian duality, we reformulate the original…

Optimization and Control · Mathematics 2025-09-16 Zhanwang Deng , Tao Wei , Jirui Ma , Zaiwen Wen

This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but…

Data Structures and Algorithms · Computer Science 2018-04-26 Maria-Florina Balcan , Yingyu Liang , David P. Woodruff , Hongyang Zhang

In this paper, we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints are locally smooth. For solving this problem, we propose a…

Optimization and Control · Mathematics 2025-05-08 Lahcen El Bourkhissi , Ion Necoara

Infinite-dimensional linear conic formulations are described for nonlinear optimal control problems. The primal linear problem consists of finding occupation measures supported on optimal relaxed controlled trajectories, whereas the dual…

Optimization and Control · Mathematics 2014-07-08 Didier Henrion , Edouard Pauwels

Using convex combination and linesearch techniques, we introduce a novel primal-dual algorithm for solving structured convex-concave saddle point problems with a generic smooth nonbilinear coupling term. Our adaptive linesearch strategy…

Optimization and Control · Mathematics 2024-01-17 Xiaokai Chang , Junfeng Yang , Hongchao Zhang

This paper derives a discrete dual problem for a prototypical hybrid high-order method for convex minimization problems. The discrete primal and dual problem satisfy a weak convex duality that leads to a priori error estimates with…

Numerical Analysis · Mathematics 2026-04-10 Ngoc Tien Tran

The paper deals with the optimal control problem described by second order evolution differential inclusions; to this end first we use an auxiliary problem with second order discrete and discrete-approximate inclusions. Then applying…

Optimization and Control · Mathematics 2019-06-18 Elimhan N. Mahmudov

We propose a new image restoration model based on the minimized surface regularization. The proposed model closely relates to the classical smoothing ROF model \cite{4}. We can reformulate the proposed model as a min-max problem and solve…

Optimization and Control · Mathematics 2016-05-31 Zhi-Feng Pang , Yuping Duan

In this paper we study the asymptotic behaviour of the solutions of some minimization problems for integral functionals with convex integrands, in two-dimensional domains with cracks, under perturbations of the cracks in the Hausdorff…

Functional Analysis · Mathematics 2007-05-23 Francois Ebobisse , Marcello Ponsiglione

This paper is concerned with the optimal control problem governed by a linear parabolic equation and subjected to box constraints on control variables. This type of problem has important applications in heating and cooling systems. By…

Optimization and Control · Mathematics 2022-04-04 Hailing Wang , Changjun Yu , Di Wu

Geometric duality theory for multiple objective linear programming problems turned out to be very useful for the development of efficient algorithms to generate or approximate the whole set of nondominated points in the outcome space. This…

Optimization and Control · Mathematics 2011-09-19 Frank Heyde

This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…

Optimization and Control · Mathematics 2015-06-29 Hannes Fendl , Hermann Schichl

Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…

Modeling parts of an optimization problem as an optimal value function that depends on a top-level decision variable is a regular occurrence in optimization and an essential ingredient for methods such as Benders Decomposition. It often…

Optimization and Control · Mathematics 2024-10-01 Markus Gabl , Immanuel Bomze

This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from…

Computational Finance · Quantitative Finance 2010-06-28 Teemu Pennanen

In this paper we explore the role of duality principles within the problem of rotation averaging, a fundamental task in a wide range of computer vision applications. In its conventional form, rotation averaging is stated as a minimization…

Computer Vision and Pattern Recognition · Computer Science 2017-11-30 Anders Eriksson , Carl Olsson , Fredrik Kahl , Tat-Jun Chin

In this paper the simplicial cone constrained convex quadratic programming problem is studied. The optimality conditions of this problem consist in a linear complementarity problem. This fact, under a suitable condition, leads to an…

Optimization and Control · Mathematics 2015-03-11 J. G. Barrios , O. P. Ferreira , S. Z. Németh

We prove the existence of resolution of singularities for arbitrary (not necessarily reduced or irreducible) excellent two-dimensional schemes, via permissible blow-ups. The resolution is canonical, and functorial with respect to…

Algebraic Geometry · Mathematics 2013-02-19 Vincent Cossart , Uwe Jannsen , Shuji Saito

We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…

Optimization and Control · Mathematics 2022-08-12 Nikita Doikov , Konstantin Mishchenko , Yurii Nesterov

In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain…

Optimization and Control · Mathematics 2021-05-21 Nikita Doikov , Yurii Nesterov
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