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The min-max optimization problem, also known as the saddle point problem, is a classical optimization problem which is also studied in the context of zero-sum games. Given a class of objective functions, the goal is to find a value for the…

Optimization and Control · Mathematics 2021-08-11 Meisam Razaviyayn , Tianjian Huang , Songtao Lu , Maher Nouiehed , Maziar Sanjabi , Mingyi Hong

The minimization of a nonconvex composite function can model a variety of imaging tasks. A popular class of algorithms for solving such problems are majorization-minimization techniques which iteratively approximate the composite nonconvex…

Optimization and Control · Mathematics 2018-09-05 Jonas Geiping , Michael Moeller

We extend the theoretical framework of proof mining by establishing general logical metatheorems that allow for the extraction of the computational content of theorems with prima facie "non-computational" proofs from probability theory,…

Logic · Mathematics 2026-01-14 Morenikeji Neri , Nicholas Pischke

In this paper we provide an approximation \`a la Ambrosio-Tortorelli of some classical minimization problems involving the length of an unknown one-dimensional set, with an additional connectedness constraint, in dimension two. We introduce…

Metric Geometry · Mathematics 2014-03-13 Matthieu Bonnivard , Antoine Lemenant , Filippo Santambrogio

Classifiers are often used to detect miscreant activities. We study how an adversary can efficiently query a classifier to elicit information that allows the adversary to evade detection at near-minimal cost. We generalize results of Lowd…

The classical alternating minimization (or projection) algorithm has been successful in the context of solving optimization problems over two variables. The iterative nature and simplicity of the algorithm has led to its application to many…

Information Theory · Computer Science 2010-08-24 Urs Niesen , Devavrat Shah , Gregory Wornell

It is generally believed that ensemble approaches, which combine multiple algorithms or models, can outperform any single algorithm at machine learning tasks, such as prediction. In this paper, we propose Bayesian convex and linear…

Statistics Theory · Mathematics 2014-03-07 Yun Yang , David B. Dunson

We survey key techniques and results from approximation theory in the context of uniform approximations to real functions such as e^{-x}, 1/x, and x^k. We then present a selection of results demonstrating how such approximations can be used…

Data Structures and Algorithms · Computer Science 2013-09-20 Sushant Sachdeva , Nisheeth Vishnoi

In this paper, we present a novel method for solving a class of quadratically constrained quadratic optimization problems using only additions and multiplications. This approach enables solving constrained optimization problems on private…

Optimization and Control · Mathematics 2025-10-21 Sebastian Schlor , Andrea Iannelli , Junsoo Kim , Hyungbo Shim , Frank Allgöwer

This paper deals with a modifed iterative projection method for approximating a solution of hierarchical fixed point problems for nearly nonexpansive mappings. Some strong convergence theorems for the proposed method are presented under…

Functional Analysis · Mathematics 2014-03-17 Ibrahim Karahan , Murat Ozdemir

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

Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…

Optimization and Control · Mathematics 2021-11-03 Arman Adibi , Aryan Mokhtari , Hamed Hassani

We propose a general framework for solving quantum state estimation problems using the minimum relative entropy criterion. A convex optimization approach allows us to decide the feasibility of the problem given the data and, whenever…

Quantum Physics · Physics 2013-01-29 Mattia Zorzi , Francesco Ticozzi , Augusto Ferrante

In this paper we introduce min-plus low rank matrix approximation. By using min and plus rather than plus and times as the basic operations in the matrix multiplication; min-plus low rank matrix approximation is able to detect…

Numerical Analysis · Mathematics 2017-08-23 James Hook

Recent advances in optimization theory have shown that smooth strongly convex finite sums can be minimized faster than by treating them as a black box "batch" problem. In this work we introduce a new method in this class with a theoretical…

Machine Learning · Computer Science 2014-07-11 Aaron J. Defazio , Tibério S. Caetano , Justin Domke

In this paper, we proposed an alternating projection based algorithm to solve a class of distributed MIN-MAX convex optimization problems. We firstly transform this MINMAX problem into the problem of searching for the minimum distance…

Systems and Control · Computer Science 2014-06-11 Chunhe Hu , Zongji Chen

We study graph ordering problems with a min-max objective. A classical problem of this type is cutwidth, where given a graph we want to order its vertices such that the number of edges crossing any point is minimized. We give a $…

Data Structures and Algorithms · Computer Science 2024-04-15 Nikhil Bansal , Dor Katzelnick , Roy Schwartz

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

Exact approximations of Markov chain Monte Carlo (MCMC) algorithms are a general emerging class of sampling algorithms. One of the main ideas behind exact approximations consists of replacing intractable quantities required to run standard…

Computation · Statistics 2015-10-30 Christophe Andrieu , Matti Vihola

Convex optimization problems arise naturally in quantum information theory, often in terms of minimizing a convex function over a convex subset of the space of hermitian matrices. In most cases, finding exact solutions to these problems is…

Quantum Physics · Physics 2014-11-26 Mark W. Girard , Gilad Gour , Shmuel Friedland