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Convergence of a projected stochastic gradient algorithm is demonstrated for convex objective functionals with convex constraint sets in Hilbert spaces. In the convex case, the sequence of iterates ${u_n}$ converges weakly to a point in the…

Optimization and Control · Mathematics 2019-10-01 Caroline Geiersbach , Georg Pflug

In this paper, we solve a maximization problem where the objective function is quadratic and convex or concave and the constraints set is the reachable value set of a convergent discrete-time affine system. Moreover, we assume that the…

Optimization and Control · Mathematics 2020-06-18 Assalé Adjé

This paper presents a general coding method where data in a Hilbert space are represented by finite dimensional coding vectors. The method is based on empirical risk minimization within a certain class of linear operators, which map the set…

Machine Learning · Statistics 2011-09-05 Andreas Maurer Massimiliano Pontil

We investigate exact semidefinite programming (SDP) relaxations for the problem of minimizing a nonconvex quadratic objective function over a feasible region defined by both finitely and infinitely many nonconvex quadratic inequality…

Optimization and Control · Mathematics 2025-09-04 Naohiko Arima , Sunyoung Kim , Masakazu Kojima

The problem of minimizing a (nonconvex) quadratic form over the unit simplex, referred to as a standard quadratic program, admits an exact convex conic formulation over the computationally intractable cone of completely positive matrices.…

Optimization and Control · Mathematics 2020-03-02 Y. Gorkem Gokmen , E. Alper Yildirim

We consider nonlinear perturbations of the hyperbolic equation in the Hilbert space. Necessary and sufficient conditions for the existence of solutions of boundary-value problem for the corresponding equation and iterative procedures for…

Analysis of PDEs · Mathematics 2023-04-20 Pokutnyi Oleksandr

Fractionally-quadratic transformations which reduce any two-dimensional quadratic system to the special Lienard equation are introduced. Existence criteria of cycles are obtained.

Dynamical Systems · Mathematics 2015-06-26 G. Leonov

We study the properties of the constructive linear programing problems. The parameters of linear functions in such problems are constructive real numbers. To solve such a problem is to find the optimal plan with the constructive real number…

Optimization and Control · Mathematics 2024-04-24 Viktor Chernov , Vladimir Chernov

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…

Optimization and Control · Mathematics 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

A computationally efficient method to solve non-convex programming problems with linear equality constraints is presented. The proposed method is based on a recursively feasible and descending sequential convex programming procedure proven…

Optimization and Control · Mathematics 2018-10-25 Josep Virgili-Llop , Marcello Romano

Mixed-integer quadratic programming is the problem of optimizing a quadratic function over points in a polyhedral set where some of the components are restricted to be integral. In this paper, we prove that the decision version of…

Discrete Mathematics · Computer Science 2014-07-21 Alberto Del Pia , Santanu S. Dey , Marco Molinaro

This paper presents rigorous forward error bounds for linear conic optimization problems. The error bounds are formulated in a quite general framework; the underlying vector spaces are not required to be finite-dimensional, and the convex…

Optimization and Control · Mathematics 2007-07-31 Christian Jansson

Using techniques developed in [Lasserre02], we show that some minimum cardinality problems subject to linear inequalities can be represented as finite sequences of semidefinite programs. In particular, we provide a semidefinite…

Optimization and Control · Mathematics 2007-05-23 Alexandre d'Aspremont

Extended formulations are an important tool in polyhedral combinatorics. Many combinatorial optimization problems require an exponential number of inequalities when modeled as a linear program in the natural space of variables. However, by…

Optimization and Control · Mathematics 2024-06-07 Christoph Buchheim

We propose a method for solving constrained fixed point problems involving compositions of Lipschitz pseudo contractive and firmly nonexpansive operators in Hilbert spaces. Each iteration of the method uses separate evaluations of these…

Optimization and Control · Mathematics 2011-01-10 Luis M. Briceño-Arias

We study three well-known minimization problems in Hilbert spaces: the weighted least squares problem and the related problems of abstract splines and smoothing. In each case we analyze the solvability of the problem for every point of the…

Functional Analysis · Mathematics 2019-10-23 Maximiliano Contino , Maria Eugenia Di Iorio y Lucero , Guillermina Fongi

We consider the problem of maximizing a convex function over a closed convex set in a real Hilbert space. For linear functions, we show that a single orthogonal projection suffices to obtain an approximate solution. For continuous convex…

Optimization and Control · Mathematics 2026-02-23 Pedro Felzenszwalb , Heon Lee

We suggest simple implementable modifications of conditional gradient and gradient projection methods for smooth convex optimization problems in Hilbert spaces. Usually, the custom methods attain only weak convergence. We prove strong…

Optimization and Control · Mathematics 2017-05-04 Igor Konnov

We study a general class of quadratic capacitated $p$-location problems facility location problems with single assignment where a non-separable, non-convex, quadratic term is introduced in the objective function to account for the…

Optimization and Control · Mathematics 2021-07-22 C. A. Zetina , I. Contreras , S. Jayaswal

In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in…

Optimization and Control · Mathematics 2025-02-18 Jonas Hall , Armin Nurkanovic , Florian Messerer , Moritz Diehl
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