Related papers: Sufficiency Condition for KKT Points in Non-smooth…
This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…
The paper is devoted to an analysis of optimality conditions for nonsmooth multidimensional problems of the calculus of variations with various types of constraints, such as additional constraints at the boundary and isoperimetric…
The main purpose of this paper is to close the gap between the optimal values of an infinite convex program and that of its biconjugate relaxation. It is shown that Slater and continuity-type conditions guarantee such a zero-duality gap.…
This paper deals with constrained convex problems, where the objective function is smooth strongly convex and the feasible set is given as the intersection of a large number of closed convex (possibly non-polyhedral) sets. In order to deal…
This article develops optimality conditions for a large class of non-smooth variational models. The main results are based on standard tools of functional analysis and calculus of variations. Firstly we address a model with equality…
Standard H-infinity/H2 robust control and analysis tools operate on uncertain parameters assumed to vary independently within prescribed bounds. This paper extends their capabilities in the presence of constraints coupling these parameters…
In many applications, including Stackelberg games, machine learning, and power systems \cite{Mackay2018Selftuning,Heinrich1952The,Wang2021Bi-Level}, the decisions in a minimax optimization problem can be constrained by a solution to an…
The leaky ReLU network with a group sparse regularization term has been widely used in the recent years. However, training such a network yields a nonsmooth nonconvex optimization problem and there exists a lack of approaches to compute a…
We consider a convex constrained Gaussian sequence model and characterize necessary and sufficient conditions for the least squares estimator (LSE) to be minimax optimal. For a closed convex set $K\subset \mathbb{R}^n$ we observe…
Necessary and sufficient conditions for convexity and strong convexity, respectively, of sublevel sets that are defined by finitely many real-valued $C^{1,1}$-maps are presented. A novel characterization of strongly convex sets in terms of…
We consider a stochastic control problem where the set of strict (classical) controls is not necessarily convex, and the system is governed by a nonlinear backward stochastic differential equation. By introducing a new approach, we…
The object of the present paper is to find new sufficient conditions for the existence of unique strong solutions to a class of (time-inhomogeneous) stochastic differential equations with random, non-Lipschitzian coefficients. We give an…
It is shown that if $C$ is a nonempty convex and weakly compact subset of a Banach space $X$ with $M(X)>1$ and $T:C\rightarrow C$ satisfies condition $(C)$ or is continuous and satisfies condition $(C_{\lambda})$ for some $\lambda \in…
A set $S\subseteq \re^n$ is called to be {\it Semidefinite (SDP)} representable if $S$ equals the projection of a set in higher dimensional space which is describable by some Linear Matrix Inequality (LMI). The contributions of this paper…
Approximate necessary optimality conditions in terms of Fr\'echet subgradients and normals for a rather general optimization problem with a potentially non-Lipschitzian objective function are established with the aid of Ekeland's…
We develop a homotopy-based framework for computing Karush-Kuhn-Tucker (KKT) points of multiobjective optimization problems. The proposed homotopy map continuously deforms an easily solvable system into the KKT conditions associated with…
It has been conjectured by Fino and Vezzoni that a compact complex manifold admitting both a compatible SKT and a compatible balanced metric also admits a compatible K\"ahler metric. Using the shear construction and classification results…
Partial calmness is a celebrated but restrictive property of bilevel optimization problems whose presence opens a way to the derivation of Karush--Kuhn--Tucker-type necessary optimality conditions in order to characterize local minimizers.…
We consider an extension of the Newton-MR algorithm for nonconvex unconstrained optimization to the settings where Hessian information is approximated. Under a particular noise model on the Hessian matrix, we investigate the iteration and…
In this paper, we propose necessary and sufficient conditions for a scalar function to be nonincreasing along solutions to general differential inclusions with state constraints. The problem of determining if a function is nonincreasing…