Related papers: A potential theoretic minimax problem on the torus
Motivated by the problem of optimal portfolio liquidation under transient price impact, we study the minimization of energy functionals with completely monotone displacement kernel under an integral constraint. The corresponding minimizers…
We consider the problem of minimizing the sum of submodular set functions assuming minimization oracles of each summand function. Most existing approaches reformulate the problem as the convex minimization of the sum of the corresponding…
The optimization problem concerning the determination of the minimizer for the sum of convex functions holds significant importance in the realm of distributed and decentralized optimization. In scenarios where full knowledge of the…
Many tasks in image processing can be tackled by modeling an appropriate data fidelity term $\Phi: \mathbb{R}^n \rightarrow \mathbb{R} \cup \{+\infty\}$ and then solve one of the regularized minimization problems \begin{align*}…
The standard proof of the equivalence of Fourier type on \(\mathbb R^d\) and on the torus \(\mathbb T^d\) is usually stated in terms of an implicit constant which can be expressed in terms of the global minimiser of the functions…
The design of minimum-compliance bending-resistant structures with continuous cross-section parameters is a challenging task because of its inherent non-convexity. Our contribution develops a strategy that facilitates computing all…
We establish a Fenchel-Moreau type theorem for proper convex functions $f\colon X\to \bar{L}^0$, where $(X, Y, \langle \cdot,\cdot \rangle)$ is a dual pair of Banach spaces and $\bar L^0$ is the space of all extended real-valued functions…
We investigate the properties of convex functions in the plane that satisfy a local inequality which generalizes the notion of sub-solution of Monge-Ampere equation for a Monge-Kantorovich problem with quadratic cost between non-absolutely…
The classical binary hypothesis testing problem is revisited. We notice that when one of the hypotheses is composite, there is an inherent difficulty in defining an optimality criterion that is both informative and well-justified. For…
We revisit the (block-angular) min-max resource sharing problem, which is a well-known generalization of fractional packing and the maximum concurrent flow problem. It consists of finding an $\ell_{\infty}$-minimal element in a Minkowski…
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.,…
We consider the convex optimization problem P: min {f(x): x in K} where "f" is convex continuously differentiable, and K is a compact convex set in Rn with representation {x: g_j(x) >=0, j=1,;;,m} for some continuously differentiable…
Recently, a new local optimality concept for minimax problems, termed calm local minimax points, has been introduced. In this paper, we extend this concept to a general class of nonsmooth, nonconvex nonconcave minimax problems with coupled…
Consider a sum of convex functions, where the only information known about each individual summand is the location of a minimizer. In this work, we give an exact characterization of the set of possible minimizers of the sum. Our results…
Consider a convex function that is invariant under an group of transformations. If it has a minimizer, does it also have an invariant minimizer? Variants of this problem appear in nonparametric statistics and in a number of adjacent fields.…
This paper considers stochastic first-order algorithms for convex-concave minimax problems of the form $\min_{\bf x}\max_{\bf y}f(\bf x, \bf y)$, where $f$ can be presented by the average of $n$ individual components which are $L$-average…
For a primal-dual pair of conic linear problems that are described by convex cones $S\subset X$, $T\subset Y$, bilinear symmetric objective functions $\langle\cdot,\cdot\rangle_X$, $\langle\cdot,\cdot\rangle_Y$ and a linear operator…
Given a probability measure $\mu$ on the $n-$torus $T^n$ and a rotation vector $k\in R^n$, we ask wether there exists a minimizer to the integral $\int_{T^n} |\grad\phi+k|^2 d\mu$. This problem leads, naturally, to a class of elliptic PDE…
The most important open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximally monotone operators provided that the classical Rockafellar's constraint qualification holds. In this paper, we…
This paper establishes three minimax theorems for possibly nonconvex functions on Euclidean spaces or on infinite-dimensional Hilbert spaces. The theorems also guarantee the existence of saddle points. As a by-product, a complete solution…