Related papers: Second-order edge-penalization in the Ambrosio-Tor…
We study penalization coupled with time discretization for decoupled Markovian doubly reflected BSDEs with obstacles \(p_b(t,X_t)\le Y_t\le p_w(t,X_t)\). The DRBSDE is approximated by a penalized BSDE with parameter \(\lambda\) and…
We introduce new variant of $H$-measures defined on spectra of general algebra of test symbols and derive the localization properties of such $H$-measures. Applications for the compensated compactness theory are given. In particular, we…
This paper proposes two convergent adaptive mesh-refining algorithms for the hybrid high-order method in convex minimization problems with two-sided p-growth. Examples include the p-Laplacian, an optimal design problem in topology…
This paper introduces a nonconforming virtual element method for general second-order elliptic problems with variable coefficients on domains with curved boundaries and curved internal interfaces. We prove arbitrary order optimal…
In this article, we introduce a novel concept for second-order information of a nonsmooth function inspired by the Goldstein eps-subdifferential. It comprises the coefficients of all existing second-order Taylor expansions in an eps-ball…
We consider a Canonical Polyadic (CP) decomposition approach to low-rank tensor completion (LRTC) by incorporating external pairwise similarity relations through graph Laplacian regularization on the CP factor matrices. The usage of graph…
The logarithmic Laplacian on the (whole) N-dimensional Euclidean space is defined as the first variation of the fractional Laplacian of order 2s at s=0 or, alternatively, as a singular Fourier integral operator with logarithmic symbol.…
This paper is concerned with the two--phase obstacle problem, a type of a variational free boundary problem. We recall the basic estimates of Repin and Valdman (2015) and verify them numerically on two examples in two space dimensions. A…
The fractional Laplacian $(-\Delta)^{\alpha/2}$ is a non-local operator which depends on the parameter $\alpha$ and recovers the usual Laplacian as $\alpha \to 2$. A numerical method for the fractional Laplacian is proposed, based on the…
In this paper, we present a novel penalty model called ExPen for optimization over the Stiefel manifold. Different from existing penalty functions for orthogonality constraints, ExPen adopts a smooth penalty function without using any…
In this paper we propose a second--order method for solving \emph{linear composite sparse optimization problems} consisting of minimizing the sum of a differentiable (possibly nonconvex function) and a nondifferentiable convex term. The…
In this two-part study we develop a unified approach to the analysis of the global exactness of various penalty and augmented Lagrangian functions for finite-dimensional constrained optimization problems. This approach allows one to verify…
Motivated, in particular, by the entropy-regularized optimal transport problem, we consider convex optimization problems with linear equality constraints, where the dual objective has Lipschitz $p$-th order derivatives, and develop two…
The aim of this note is to give a geometric insight into the classical second order optimality conditions for equality-constrained minimization problem. We show that the Hessian's positivity of the Lagrangian function associated to the…
The l1/l2 ratio regularization function has shown good performance for retrieving sparse signals in a number of recent works, in the context of blind deconvolution. Indeed, it benefits from a scale invariance property much desirable in the…
The computation of the partition function in certain quantum field theories, such as those of the Argyres-Douglas or Minahan-Nemeschansky type, is problematic due to the lack of a Lagrangian description. In this paper, we use the…
We describe the first gradient methods on Riemannian manifolds to achieve accelerated rates in the non-convex case. Under Lipschitz assumptions on the Riemannian gradient and Hessian of the cost function, these methods find approximate…
In this short note, we present a flux-correction form of the third-order edge-based scheme for the Euler equations that enables the direct use of a general flux function. The core idea is to replace, without loss of accuracy, the arithmetic…
This paper proposes an improved quasi-Newton penalty decomposition algorithm for the minimization of continuously differentiable functions, possibly nonconvex, over sparse symmetric sets. The method solves a sequence of penalty subproblems…
The symplectic eigenvalue problem for symmetric positive-definite (spd) matrices plays a crucial role in various scientific fields, including quantum mechanics and control theory. This paper introduces a trace-penalty minimization method,…