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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

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin

This article investigates the numerical approximation of shape optimization problems with PDE constraint on classes of convex domains. The convexity constraint provides a compactness property which implies well posedness of the problem.…

Optimization and Control · Mathematics 2018-10-26 Sören Bartels , Gerd Wachsmuth

We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…

Optimization and Control · Mathematics 2008-03-07 Ivar Ekeland , Santiago Moreno

This article proposes a new discrete framework for approximating solutions to shape optimization problems under convexity constraints. The numerical method, based on the support function or the gauge function, is guaranteed to generate…

Optimization and Control · Mathematics 2022-03-15 Beniamin Bogosel

In the optimization of convex domains under a PDE constraint numerical difficulties arise in the approximation of convex domains in $\mathbb{R}^3$. Previous research used a restriction to rotationally symmetric domains to reduce shape…

Numerical Analysis · Mathematics 2023-11-23 Sören Bartels , Hedwig Keller , Gerd Wachsmuth

Convexity prior is one of the main cue for human vision and shape completion with important applications in image processing, computer vision. This paper focuses on characterization methods for convex objects and applications in image…

Computer Vision and Pattern Recognition · Computer Science 2022-10-05 Shousheng Luo , Jinfeng Chen , Yunhai Xiao , Xue-Cheng Tai

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…

Optimization and Control · Mathematics 2016-10-31 Insoon Yang , Samuel A. Burden , Ram Rajagopal , S. Shankar Sastry , Claire J. Tomlin

We develop two adaptive discretization algorithms for convex semi-infinite optimization, which terminate after finitely many iterations at approximate solutions of arbitrary precision. In particular, they terminate at a feasible point of…

Optimization and Control · Mathematics 2022-01-14 Jochen Schmid , Miltiadis Poursanidis

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

The optimization of shape functionals under convexity, diameter or constant width constraints shows numerical challenges. The support function can be used in order to approximate solutions to such problems by finite dimensional optimization…

Optimization and Control · Mathematics 2021-11-01 Pedro R. S. Antunes , Beniamin Bogosel

We show convexity of solutions to a class of convex variational problems in the Gauss and in the Wiener space. An important tool in the proof is a representation formula for integral functionals in this infinite dimensional setting, that…

Analysis of PDEs · Mathematics 2012-05-29 Antonin Chambolle , Michael Goldman , Matteo Novaga

Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…

Optimization and Control · Mathematics 2019-03-26 Jérôme Bolte , Zheng Chen , Edouard Pauwels

We revisit the problem of approximating minimizers of certain convex functionals subject to a convexity constraint by solutions of fourth order equations of Abreu type. This approximation problem was studied in previous works of…

Analysis of PDEs · Mathematics 2020-02-12 Nam Q. Le

Approximations of functions with finite data often do not respect certain "structural" properties of the functions. For example, if a given function is non-negative, a polynomial approximation of the function is not necessarily also…

Numerical Analysis · Mathematics 2020-08-20 Vidhi Zala , Robert M. Kirby , Akil Narayan

In this paper we present a general convex optimization approach for solving high-dimensional multiple response tensor regression problems under low-dimensional structural assumptions. We consider using convex and weakly decomposable…

Statistics Theory · Mathematics 2017-04-17 Garvesh Raskutti , Ming Yuan , Han Chen

The article is devoted to the development of algorithmic methods ensuring efficient complexity bounds for strongly convex-concave saddle point problems in the case when one of the groups of variables is high-dimensional, and the other is…

Optimization and Control · Mathematics 2022-10-26 Egor Gladin , Ilya Kuruzov , Fedor Stonyakin , Dmitry Pasechnyuk , Mohammad Alkousa , Alexander Gasnikov

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…

Numerical Analysis · Mathematics 2008-04-11 Néstor Aguilera , Pedro Morin

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…

Optimization and Control · Mathematics 2021-11-01 Ashkan Mohammadi , Boris Mordukhovich
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