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We propose a stochastic gradient framework for solving stochastic composite convex optimization problems with (possibly) infinite number of linear inclusion constraints that need to be satisfied almost surely. We use smoothing and homotopy…

Optimization and Control · Mathematics 2019-02-04 Olivier Fercoq , Ahmet Alacaoglu , Ion Necoara , Volkan Cevher

In this work, we develop an optimization framework for problems whose solutions are well-approximated by Hierarchical Tucker (HT) tensors, an efficient structured tensor format based on recursive subspace factorizations. By exploiting the…

Numerical Analysis · Mathematics 2014-05-12 Curt Da Silva , Felix J. Herrmann

We develop analytical methods for computing the structure constant for three heavy operators, starting from the recently proposed hexagon approach. Such a structure constant is a semiclassical object, with the scale set by the inverse…

High Energy Physics - Theory · Physics 2016-11-23 Yunfeng Jiang , Shota Komatsu , Ivan Kostov , Didina Serban

This paper explores a method for solving constrained optimization problems when the derivatives of the objective function are unavailable, while the derivatives of the constraints are known. We allow the objective and constraint function to…

Optimization and Control · Mathematics 2024-02-20 Melody Qiming Xuan , Jorge Nocedal

Various tasks in scientific computing can be modeled as an optimization problem on the indefinite Stiefel manifold. We address this using the Riemannian approach, which basically consists of equipping the feasible set with a Riemannian…

Optimization and Control · Mathematics 2026-04-17 Dinh Van Tiep , Duong Thi Viet An , Nguyen Thi Ngoc Oanh , Nguyen Thanh Son

The matrix logarithm, when applied to Hermitian positive definite matrices, is concave with respect to the positive semidefinite order. This operator concavity property leads to numerous concavity and convexity results for other matrix…

Optimization and Control · Mathematics 2019-12-06 Hamza Fawzi , James Saunderson , Pablo A. Parrilo

In planar maximally supersymmetric Yang-Mills, we can compute three-point functions at weak coupling using the so-called hexagonalization formalism. The main objects in this framework are called hexagons. We are interested in two sectors of…

High Energy Physics - Theory · Physics 2023-02-24 Matheus Fabri , Gabriel Lefundes

In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…

Optimization and Control · Mathematics 2022-03-15 Xi Chen , Bo Jiang , Tianyi Lin , Shuzhong Zhang

Finite Cartesian products of operators play a central role in monotone operator theory and its applications. Extending such products to arbitrary families of operators acting on different Hilbert spaces is an open problem, which we address…

Functional Analysis · Mathematics 2025-06-25 Minh N. Bùi , Patrick L. Combettes

In this paper, we prove \( L^p \) boundedness results for lacunary elliptic maximal operators on the Heisenberg group. Furthermore, we extend these \( L^p \) estimates from skew-symmetric matrices, which naturally arise in Heisenberg group…

Classical Analysis and ODEs · Mathematics 2025-01-22 Joonil Kim , Jeongtae Oh

Convexity plays a prominent role in a number of problems, but practical considerations frequently give rise to non-convex functions. We suggest a method for determining convex regions, and also for assessing the lack of convexity in the…

Functional Analysis · Mathematics 2018-08-20 Youri Davydov , Elina Moldavskaya , Ričardas Zitikis

We propose a nonperturbative framework to study general correlation functions of single-trace operators in $\mathcal{N}=4$ supersymmetric Yang-Mills theory at large $N$. The basic strategy is to decompose them into fundamental building…

High Energy Physics - Theory · Physics 2017-03-08 Thiago Fleury , Shota Komatsu

The Cartan model of SO(3)/SO(2) matrices is applied to reduce of rotational degrees of freedom on coadjoint orbits of u^*(3) Poisson algebra. The seven--dimensional Poisson algebra u_SO(3) obtained by SO(3) reduction of u^*(3) algebra is…

Mathematical Physics · Physics 2010-11-02 Marcin Cerkaski

This note studies numerical methods for solving compositional optimization problems, where the inner function is smooth, and the outer function is Lipschitz continuous, non-smooth, and non-convex but exhibits one of two special structures…

Optimization and Control · Mathematics 2024-11-22 Yao Yao , Qihang Lin , Tianbao Yang

Verifying the Second-Order Sufficient Condition (SOSC), thus ensuring a stationary point locally minimizes a given objective function (subject to certain constraints), is an essential component of non-convex computational optimization and…

Optimization and Control · Mathematics 2011-06-07 W. Ross Morrow

While monotone operator theory is often studied on Hilbert spaces, many interesting problems in machine learning and optimization arise naturally in finite-dimensional vector spaces endowed with non-Euclidean norms, such as…

Optimization and Control · Mathematics 2025-08-26 Alexander Davydov , Saber Jafarpour , Anton V. Proskurnikov , Francesco Bullo

Polynomial optimization problems are infinite-dimensional, nonconvex, NP-hard, and are often handled in practice with the moment-sums of squares hierarchy of semidefinite programming bounds. We consider problems where the objective function…

Optimization and Control · Mathematics 2025-11-25 Igor Klep , Victor Magron , Tobias Metzlaff , Jie Wang

Given an optimization problem, the Hessian matrix and its eigenspectrum can be used in many ways, ranging from designing more efficient second-order algorithms to performing model analysis and regression diagnostics. When nonlinear models…

Machine Learning · Statistics 2021-03-18 Zhenyu Liao , Michael W. Mahoney

Boundary integral equations lead to dense system matrices when discretized, yet they are data-sparse. Using the $\mathcal{H}$-matrix format, this sparsity is exploited to achieve $\mathcal{O}(N\log N)$ complexity for storage and…

Numerical Analysis · Mathematics 2025-05-22 Kobe Bruyninckx , Daan Huybrechs , Karl Meerbergen

Motivated by the problem of learning a linear regression model whose parameter is a large fixed-rank non-symmetric matrix, we consider the optimization of a smooth cost function defined on the set of fixed-rank matrices. We adopt the…

Machine Learning · Computer Science 2013-04-25 B. Mishra , G. Meyer , S. Bonnabel , R. Sepulchre
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