Related papers: BCQ and Strong BCQ for Nonconvex Generalized Equat…
This work concerns the local convergence theory of Newton and quasi-Newton methods for convex-composite optimization: minimize f(x):=h(c(x)), where h is an infinite-valued proper convex function and c is C^2-smooth. We focus on the case…
In this paper, we consider the nonconvex quadratically constrained quadratic programming (QCQP) with one quadratic constraint. By employing the conjugate gradient method, an efficient algorithm is proposed to solve QCQP that exploits the…
This paper develops a uniformly valid and asymptotically nonconservative test based on projection for a class of shape restrictions. The key insight we exploit is that these restrictions form convex cones, a simple and yet elegant structure…
Some metric and graphical regularity properties of generalized constraint systems are investigated. Then, these properties are applied in order to penalize (in the sense of Clarke) various scalar and vector optimization problems. This…
Non-probabilistic convex model utilizes a convex set to quantify the uncertainty domain of uncertain-but-bounded parameters, which is very effective for structural uncertainty analysis with limited or poor-quality experimental data. To…
We develop a spatial branch-and-cut approach for nonconvex Quadratically Constrained Quadratic Programs with bounded complex variables (CQCQP). Linear valid inequalities are added at each node of the search tree to strengthen semidefinite…
We provide three new proofs of the strong concavity of the dual function of some convex optimization problems. For problems with nonlinear constraints, we show that the the assumption of strong convexity of the objective cannot be weakened…
Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…
The worst-case robust adaptive beamforming problem for general-rank signal model is considered. This is a nonconvex problem, and an approximate version of it (obtained by introducing a matrix decomposition on the presumed covariance matrix…
Quadratic constraints (QCs) are widely used to characterize nonlinearities and uncertainties, but generic analytical characterizations can be conservative on bounded domains. This paper develops a framework for constructing verified…
We consider uniformly strongly elliptic systems of the second order with bounded coefficients. First, sufficient conditions for the invariance of convex bodies obtained for linear systems without zero order term in bounded domains and…
The paper concerns the study of new classes of nonlinear and nonconvex optimization problems of the so-called infinite programming that are generally defined on infinite-dimensional spaces of decision variables and contain infinitely many…
In the past years, augmented Lagrangian methods have been successfully applied to several classes of non-convex optimization problems, inspiring new developments in both theory and practice. In this paper we bring most of these recent…
This paper proposes new quadratic constraints (QCs) to bound a quadratic polynomial. Such QCs can be used in dissipation ineqaulities to analyze the stability and performance of nonlinear systems with quadratic vector fields. The proposed…
The constant rank constraint qualification (CRCQ) for second-order cone programs, introduced by Andreani et al. in [Math. Program. 202 (2023), 473 - 513], shares some desirable properties with its classical nonlinear programming…
In the present paper, classical tools of convex analysis are used to study the solution set to a certain class of set-inclusive generalized equations. A condition for the solution existence and global error bounds is established, in the…
Measurement error occurs when a covariate influencing a response variable is corrupted by noise. This can lead to misleading inference outcomes, particularly in problems where accurately estimating the relationship between covariates and…
We construct and propose the "Bayesian Validation Metric" (BVM) as a general model validation and testing tool. We find the BVM to be capable of representing all of the standard validation metrics (square error, reliability, probability of…
This paper presents a convex sufficient condition for solving a system of nonlinear equations under parametric changes and proposes a sequential convex optimization method for solving robust optimization problems with nonlinear equality…
Hypersurfaces of arbitrary causal character embedded in a spacetime are studied with the aim of extracting necessary and sufficient free data on the submanifold suitable for reconstructing the spacetime metric and its first derivative along…