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Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…
Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valued functions, and duality for set optimization problems.…
Generalized polyhedral convex optimization problems in locally convex Hausdorff topological vector spaces are studied systematically in this paper. We establish solution existence theorems, necessary and sufficient optimality conditions,…
In this paper, sensitivity analysis of the efficient sets in parametric convex vector optimization is considered. Namely, the perturbation, weak perturbation, and proper perturbation maps are defined as set-valued maps. We establish the…
We study the general norm optimization for combinatorial problems, initiated by Chakrabarty and Swamy (STOC 2019). We propose a general formulation that captures a large class of combinatorial structures: we are given a set $U$ of $n$…
In the present paper, several types of efficiency conditions are established for vector optimization problems with cone constraints affected by uncertainty, but with no information of stochastic nature about the uncertain data. Following a…
Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…
This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…
We introduce prox-convex for minimizing $F(x)=g(x)+h(C(x))+s(R(x))$, where $g$ and $h$ are convex, $C$ and $s$ are smooth, and each component of $R$ is convex (possibly nonsmooth). Here $g$ captures general convex objectives and indicator…
In this paper, we consider first-order convergence theory and algorithms for solving a class of non-convex non-concave min-max saddle-point problems, whose objective function is weakly convex in the variables of minimization and weakly…
The proliferation of saddle points, rather than poor local minima, is increasingly understood to be a primary obstacle in large-scale non-convex optimization for machine learning. Variable elimination algorithms, like Variable Projection…
In this paper we provide some new sufficient conditions that ensure the existence of the solution of a weak vector equilibrium problem in Hausdorff topological vector spaces ordered by a cone. Further, we introduce a dual problem and we…
The first two authors of this paper asserted in Lemma 4 of "New Farkas-type constraint qualifications in convex infinite programming" (DOI: 10.1051/cocv:2007027) that a given reverse convex inequality is consequence of a given convex system…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
This paper explores some sufficient conditions for the enhanced solvability of strong vector equilibrium problems, which can be established via a variational approach. Enhanced solvability here means existence of solutions, which are strong…
We present the viewpoint that optimization problems encountered in machine learning can often be interpreted as minimizing a convex functional over a function space, but with a non-convex constraint set introduced by model parameterization.…
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…
This paper deals with the characterization, in terms of closedness of certain sets regarding other sets, of Farkas lemmas determining when the upperlevel set of a given convex function contains the intersection, say F, of a convex set of a…
Separable convex optimization problems with linear ascending inequality and equality constraints are addressed in this paper. Under an ordering condition on the slopes of the functions at the origin, an algorithm that determines the optimum…
Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…