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This paper studies minimax optimization problems $\min_x \max_y f(x,y)$, where $f(x,y)$ is $m_x$-strongly convex with respect to $x$, $m_y$-strongly concave with respect to $y$ and $(L_x,L_{xy},L_y)$-smooth. Zhang et al. provided the…

Machine Learning · Computer Science 2020-10-20 Yuanhao Wang , Jian Li

We study the problem of maximizing a function that is approximately submodular under a cardinality constraint. Approximate submodularity implicitly appears in a wide range of applications as in many cases errors in evaluation of a…

Data Structures and Algorithms · Computer Science 2024-11-19 Thibaut Horel , Yaron Singer

In a previous article, we develop a continuous version of Kasteleyn theory to study the bead model on the torus. These are the point processes on the semi-discrete torus $\mathbb{T}_n := [0,1) \times \{0,1,\ldots,n-1\}$ (thought of as $n$…

Probability · Mathematics 2023-06-05 Samuel G. G. Johnston

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

One of the key assumptions in the stability and convergence analysis of variational regularization is the ability of finding global minimizers. However, such an assumption is often not feasible when the regularizer is a black box or…

Optimization and Control · Mathematics 2023-07-05 Daniel Obmann , Markus Haltmeier

The min-max construction of minimal spheres using harmonic replacement is introduced by Colding and Minicozzi and generalized by Zhou to conformal harmonic torus. We prove that the Morse index of the min-max conformal harmonic torus is…

Differential Geometry · Mathematics 2021-11-16 Yuchin Sun

Quantum annealing is a new method for finding extrema of multidimensional functions. Based on an extension of classical, simulated annealing, this approach appears robust with respect to avoiding local minima. Further, unlike some of its…

chem-ph · Physics 2009-10-22 A. B. Finnila , M. A. Gomez , C. Sebenik , C. Stenson , J. D. Doll

We extend the estimates for maximal Fourier restriction operators proved by M\"{u}ller, Ricci, and Wright in \cite{MR3960255} and Ramos in \cite{MR4055940} to the case of arbitrary convex curves in the plane, with constants uniform in the…

Classical Analysis and ODEs · Mathematics 2024-08-15 Marco Fraccaroli

Motivated by applications in genomics, this paper studies the problem of optimal estimation of a quadratic functional of two normal mean vectors, $Q(\mu, \theta) = \frac{1}{n}\sum_{i=1}^n\mu_i^2\theta_i^2$, with a particular focus on the…

Statistics Theory · Mathematics 2015-05-08 T. Tony Cai , Xin Lu Tan

The celebrated minimax principle of Yao (1977) says that for any Boolean-valued function $f$ with finite domain, there is a distribution $\mu$ over the domain of $f$ such that computing $f$ to error $\epsilon$ against inputs from $\mu$ is…

Computational Complexity · Computer Science 2020-09-21 Shalev Ben-David , Eric Blais

We consider a robust formulation, introduced by Krause et al. (2008), of the classical cardinality constrained monotone submodular function maximization problem, and give the first constant factor approximation results. The robustness…

Data Structures and Algorithms · Computer Science 2018-10-31 James B. Orlin , Andreas S. Schulz , Rajan Udwani

The classical problem of optimal transportation can be formulated as a linear optimization problem on a convex domain: among all joint measures with fixed marginals find the optimal one, where optimality is measured against a cost function.…

Optimization and Control · Mathematics 2012-11-29 Jonathan Korman , Robert J. McCann

We design accelerated algorithms with improved rates for several fundamental classes of optimization problems. Our algorithms all build upon techniques related to the analysis of primal-dual extragradient methods via relative Lipschitzness…

Optimization and Control · Mathematics 2022-02-10 Yujia Jin , Aaron Sidford , Kevin Tian

The problem of finding the minimizer of a sum of convex functions is central to the field of optimization. Thus, it is of interest to understand how that minimizer is related to the properties of the individual functions in the sum. In this…

Optimization and Control · Mathematics 2020-03-23 Kananart Kuwaranancharoen , Shreyas Sundaram

In this article we study convex integer maximization problems with composite objective functions of the form $f(Wx)$, where $f$ is a convex function on $\R^d$ and $W$ is a $d\times n$ matrix with small or binary entries, over finite sets…

Combinatorics · Mathematics 2014-05-06 Shmuel Onn , Michal Rozenblit

Optimization problems under affine constraints appear in various areas of machine learning. We consider the task of minimizing a smooth strongly convex function F(x) under the affine constraint Kx=b, with an oracle providing evaluations of…

Optimization and Control · Mathematics 2022-04-12 Adil Salim , Laurent Condat , Dmitry Kovalev , Peter Richtárik

The most important open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximal monotone operators provided that Rockafellar's constraint qualification holds. In this note, we provide a new maximal…

Functional Analysis · Mathematics 2010-01-05 Heinz H. Bauschke , Xianfu Wang , Liangjin Yao

For statistical decision problems with finite parameter space, it is well-known that the upper value (minimax value) agrees with the lower value (maximin value). Only under a generalized notion of prior does such an equivalence carry over…

Statistics Theory · Mathematics 2022-12-27 Haosui Duanmu , Daniel M. Roy , David Schrittesser

The paper deals with minimum energy problems in the presence of external fields on a locally compact space $X$ with respect to a function kernel $\kappa$ satisfying the energy and consistency principles. For quite a general (not necessarily…

Classical Analysis and ODEs · Mathematics 2022-08-01 Natalia Zorii

The purpose of this paper is to describe the smooth homogeneous Calderon-Zygmund operators for which the maximal singular integral T*f may be controlled by the singular integral Tf. We consider two types of control. The first is the L2…

Classical Analysis and ODEs · Mathematics 2012-07-11 Joan Mateu , Joan Orobitg , Joan Verdera
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