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The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant $L$. However, in many settings the…

Optimization and Control · Mathematics 2017-10-11 Haihao Lu , Robert M. Freund , Yurii Nesterov

In this paper, we derive explicit second-order necessary and sufficient optimality conditions of a local minimizer to an optimal control problem for a quasilinear second-order partial differential equation with a piecewise smooth but not…

Optimization and Control · Mathematics 2023-09-13 Christian Clason , Vu Huu Nhu , Arnd Rösch

One of the most important optimality conditions to aid to solve a vector optimization problem is the first-order necessary optimality condition that generalizes the Karush-Kuhn-Tucker condition. However, to obtain the sufficient optimality…

Finding the optimal hyperparameters of a model can be cast as a bilevel optimization problem, typically solved using zero-order techniques. In this work we study first-order methods when the inner optimization problem is convex but…

This paper is devoted to developing and applications of a generalized differential theory of variational analysis that allows us to work in incomplete normed spaces, without employing conventional variational techniques based on…

Optimization and Control · Mathematics 2020-11-17 Ashkan Mohammadi , Boris Mordukhovich

There exist many applications where it is necessary to approximate numerically derivatives of a function which is given by a computer procedure. In particular, all the fields of optimization have a special interest in such a kind of…

Numerical Analysis · Mathematics 2012-03-15 Yaroslav D. Sergeyev

Exhausters are families of convex compact sets that allow one to represent directional derivative of the studied function at the considered point in the form of InfMax or SupMin of linear functions. Functions for which such a representation…

Optimization and Control · Mathematics 2019-02-26 Majid Abbasov

In this work, we analyse the discretisation of a recently proposed new Lagrangian approach to optimal control problems of affine-controlled second-order differential equations with cost functions quadratic in the controls. We propose exact…

We study two generalizations of fractional variational problems by considering higher-order derivatives and a state time delay. We prove a higher-order integration by parts formula involving a Caputo fractional derivative of variable order…

Optimization and Control · Mathematics 2018-04-20 Dina Tavares , Ricardo Almeida , Delfim F. M. Torres

As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…

Optimization and Control · Mathematics 2024-02-27 Matúš Benko , Patrick Mehlitz

Conventionally, data driven identification and control problems for higher order dynamical systems are solved by augmenting the system state by the derivatives of the output to formulate first order dynamical systems in higher dimensions.…

Optimization and Control · Mathematics 2021-06-02 Joel A. Rosenfeld , Benjamin P. Russo , Rushikesh Kamalapurkar

We study a variation of the Shepard approximation scheme by introducing a dilation factor into the base function, which synchronizes with the Hausdorff distance between the data set and the domain. The novelty enables us to establish an…

Classical Analysis and ODEs · Mathematics 2017-02-17 Steven Senger , Xingping Sun , Zongmin Wun

This work further develops the properties of fractional differential forms. In particular, finite dimensional subspaces of fractional form spaces are considered. An inner product, Hodge dual, and covariant derivative are defined. Coordinate…

Mathematical Physics · Physics 2007-05-23 Kathleen Cotrill-Shepherd , Mark NAber

Exploiting higher-order derivatives in convex optimization is known at least since 1970's. In each iteration higher-order (also called tensor) methods minimize a regularized Taylor expansion of the objective function, which leads to faster…

Optimization and Control · Mathematics 2024-03-13 Dmitry Kamzolov , Alexander Gasnikov , Pavel Dvurechensky , Artem Agafonov , Martin Takáč

Discrete approximations to the equation \begin{equation*} L_{cont}u = u^{(4)} + D(x) u^{(3)} + A(x) u^{(2)} + (A'(x)+H(x)) u^{(1)} + B(x) u = f, \; x\in[0,1] \end{equation*} are considered. This is an extension of the Sturm-Liouville case…

Numerical Analysis · Mathematics 2020-04-06 Matania Ben-Artzi , Benjamin Kramer

Motivated by the optimality principles for non-subdifferentiable optimization problems, we introduce new relative subdifferentials and examine some properties for relatively lower semicontinuous functions including $\epsilon$-regular…

Optimization and Control · Mathematics 2024-10-15 Vo Duc Thinh , Thai Doan Chuong , Xiaolong Qin

We study general (not necessarily Hamiltonian) first-order symmetric systems $J y'-B(t)y=\D(t) f(t)$ on an interval $\cI=[a,b\rangle $ with the regular endpoint $a$. It is assumed that the deficiency indices $n_\pm(\Tmi)$ of the minimal…

Functional Analysis · Mathematics 2013-07-26 Vadim Mogilevskii

A distributed order fractional diffusion equation is considered. Distributed order derivatives are fractional derivatives that have been integrated over the order of the derivative within a given range. In this paper sub-diffusive cases are…

Mathematical Physics · Physics 2007-05-23 Mark Naber

In a Hilbert space setting, for convex optimization, we analyze the convergence rate of a class of first-order algorithms involving inertial features. They can be interpreted as discrete time versions of inertial dynamics involving both…

Optimization and Control · Mathematics 2020-11-09 Hedy Attouch , Zaki Chbani , Jalal Fadili , Hassan Riahi

In this paper some new inequalities are proved related to left hand side of Hermite-Hadamard inequality for the classes of functions whose derivatives of absolute values are m-convex. New bounds and estimations are obtained. Applications…

Classical Analysis and ODEs · Mathematics 2011-12-19 M. Emin Ozdemir , Ahmet Ocak Akdemir , Merve Avci