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We prove an extension of Yuan's Lemma to more than two matrices, as long as the set of matrices has rank at most 2. This is used to generalize the main result of [A. Baccari and A. Trad. On the classical necessary second-order optimality…

Optimization and Control · Mathematics 2017-07-20 Gabriel Haeser

Bilevel programming problems frequently arise in real-world applications across various fields, including transportation, economics, energy markets and healthcare. These problems have been proven to be NP-hard even in the simplest form with…

Optimization and Control · Mathematics 2024-09-06 Sina Hajikazemi , Florian Steinke

Lagrangian duality underlies both classical and modern mechanism design. In particular, the dual perspective often permits simple and detail-free characterizations of optimal and approximately optimal mechanisms. This paper applies this…

Computer Science and Game Theory · Computer Science 2019-09-25 Shaddin Dughmi , Rad Niazadeh , Alexandros Psomas , S. Matthew Weinberg

In this work we present two particular cases of the general duality result for linear optimisation problems over signed measures with infinitely many constraints in the form of integrals of functions with respect to the decision variables…

Optimization and Control · Mathematics 2015-01-20 Raphael Hauser , Sergey Shahverdyan

Dual decomposition approaches in nonconvex optimization may suffer from a duality gap. This poses a challenge when applying them directly to nonconvex problems such as MAP-inference in a Markov random field (MRF) with continuous state…

Optimization and Control · Mathematics 2022-05-17 Hartmut Bauermeister , Emanuel Laude , Thomas Möllenhoff , Michael Moeller , Daniel Cremers

Constrained blackbox optimization is a difficult problem, with most approaches coming from the mathematical programming literature. The statistical literature is sparse, especially in addressing problems with nontrivial constraints. This…

This article explores distributed convex optimization with globally-coupled constraints, where the objective function is a general nonsmooth convex function, the constraints include nonlinear inequalities and affine equalities, and the…

Optimization and Control · Mathematics 2025-03-14 Zixuan Liu , Xuyang Wu , Dandan Wang , Jie Lu

Constrained optimization problems exist in many domains of science, such as thermodynamics, mechanics, economics, etc. These problems are classically solved with the help of the Lagrange multipliers and the Lagrangian function. However, the…

Optimization and Control · Mathematics 2021-01-12 Cyril Cayron

The rules of canonical quantization normally offer good results, but sometimes they fail, e.g., leading to quantum triviality ($=$ free) for certain examples that are classically nontrivial ($\ne$ free). A new procedure, called Enhanced…

Quantum Physics · Physics 2018-11-26 John R. Klauder

We extend Robust Optimization to fractional programming, where both the objective and the constraints contain uncertain parameters. Earlier work did not consider uncertainty in both the objective and the constraints, or did not use Robust…

Optimization and Control · Mathematics 2015-08-21 Bram L. Gorissen

This paper argues that the requirement of applicableness of quantum linearity to any physical level from molecules and atoms to the level of macroscopic extensional world, which leads to a main foundational problem in quantum theory…

Quantum Physics · Physics 2014-06-25 Arkady Bolotin

This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but…

Data Structures and Algorithms · Computer Science 2018-04-26 Maria-Florina Balcan , Yingyu Liang , David P. Woodruff , Hongyang Zhang

An uncomplicated and easily handling prescription that converts the task of checking the unitarity of massive, topologically massive, models into a straightforward algebraic exercise, is developed. The algorithm is used to test the…

High Energy Physics - Theory · Physics 2009-11-11 Antonio Accioly , Marco Dias

Robust and distributionally robust optimization are modeling paradigms for decision-making under uncertainty where the uncertain parameters are only known to reside in an uncertainty set or are governed by any probability distribution from…

Optimization and Control · Mathematics 2023-07-21 Jianzhe Zhen , Daniel Kuhn , Wolfram Wiesemann

We apply duality theory to discretized convex minimization problems to obtain computable guaranteed upper bounds for the distance of given discrete functions and the exact discrete minimizer. Furthermore, we show that the discrete duality…

Numerical Analysis · Mathematics 2025-06-13 Lars Diening , Johannes Storn

This paper presents a canonical dual approach for solving a nonconvex global optimization problem governed by a sum of fourth-order polynomial and a log-sum-exp function. Such a problem arises extensively in engineering and sciences. Based…

Optimization and Control · Mathematics 2014-01-30 Yi Chen , David Y Gao

Computational complexity is a particularly important objective. The idea of Landauer principle was extended through mapping three classic problems (sorting,ordered searching and max of N unordered numbers) into Maxwell demon thought…

Computational Complexity · Computer Science 2014-12-04 Feng Pan , Heng-liang Zhang , Qi Jie

While neural network binary classifiers are often evaluated on metrics such as Accuracy and $F_1$-Score, they are commonly trained with a cross-entropy objective. How can this training-evaluation gap be addressed? While specific techniques…

Machine Learning · Computer Science 2022-06-03 Nathan Tsoi , Kate Candon , Deyuan Li , Yofti Milkessa , Marynel Vázquez

We propose a new first-order primal-dual optimization framework for a convex optimization template with broad applications. Our optimization algorithms feature optimal convergence guarantees under a variety of common structure assumptions…

Optimization and Control · Mathematics 2018-02-23 Quoc Tran-Dinh , Olivier Fercoq , Volkan Cevher
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