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To every nearly convex optimization problem, that is a minimization problem with a nearly convex objective function and a nearly convex constraint set, we associate a uniquely defined convex optimization problem with a lower semicontinuous…
This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…
In this paper, we investigate the nonemptiness of weak Pareto efficient solution set for a class of nonsmooth vector optimization problems on a nonempty closed constraint set without any boundedness and convexity assumptions. First, we…
Optimal control problems with symmetries often admit a non stationary turnpike property called trim turnpike, which characterizes the convergence of optimal solutions to certain symmetry induced trajectories called trim primitives. In this…
This thesis delves into the geometry of abstract tropical curves, exploring their complete linear system and associated tropical submodules. We establish a lower bound on the dimension of tropical submodules in terms of the Baker-Norine…
We develop an idempotent version of probabilistic potential theory. The goal is to describe the set of max-plus harmonic functions, which give the stationary solutions of deterministic optimal control problems with additive reward. The…
In this paper, we investigate the computational complexity of the knapsack problem and subset sum problem for the following tropical algebraic structures. We consider the semigroup of square matrices of size $k \times k$ with non-negative…
Finding diverse solutions to optimization problems has been of practical interest for several decades, and recently enjoyed increasing attention in research. While submodular optimization has been rigorously studied in many fields, its…
An algorithm for solving nonconvex smooth optimization problems is proposed, analyzed, and tested. The algorithm is an extension of the Trust Region Algorithm with Contractions and Expansions (TRACE) [Math. Prog. 162(1):132, 2017]. In…
Many problems of theoretical and practical interest involve finding a convex or concave function. For instance, optimization problems such as finding the projection on the convex functions in $H^k(\Omega)$, or some problems in economics. In…
In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…
Under general multivariate regular variation conditions, the extreme Value-at-Risk of a portfolio can be expressed as an integral of a known kernel with respect to a generally unknown spectral measure supported on the unit simplex. The…
The effectiveness of utility-maximization techniques for portfolio management relies on our ability to estimate correctly the parameters of the dynamics of the underlying financial assets. In the setting of complete or incomplete financial…
We study an extensive class of movement minimization problems which arise from many practical scenarios but so far have little theoretical study. In general, these problems involve planning the coordinated motion of a collection of agents…
A novel way to use SMT (Satisfiability Modulo Theories) solvers to compute the tropical prevariety (resp. equilibrium) of a polynomial system is presented. The new method is benchmarked against a naive approach that uses purely polyhedral…
A recently introduced general-purpose heuristic for finding high-quality solutions for many hard optimization problems is reviewed. The method is inspired by recent progress in understanding far-from-equilibrium phenomena in terms of {\em…
We study a family of combinatorial optimization problems defined by a parameter $p\in[0,1]$, which involves spectral functions applied to positive semidefinite matrices, and has some application in the theory of optimal experimental design.…
In this paper, we generalize the chance optimization problems and introduce constrained volume optimization where enables us to obtain convex formulation for challenging problems in systems and control. We show that many different problems…
Towards building tropical analogues of adic spaces, we study certain spaces of prime congruences as a topological semiring replacement for the space of continuous valuations on a topological ring. This requires building the theory of…
To estimate the conditional probability functions based on the direct problem setting, V-matrix based method was proposed. We construct V-matrix based constrained quadratic programming problems for which the inequality constraints are…