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In this paper some adaptive mirror descent algorithms for problems of minimization convex objective functional with several convex Lipschitz (generally, non-smooth) functional constraints are considered. It is shown that the methods are…

Optimization and Control · Mathematics 2018-12-20 F. S. Stonyakin , M . S. Alkousa , A. A. Titov

A key idea in convex optimization theory is to use well-structured affine functions to approximate general functions, leading to impactful developments in conjugate functions and convex duality theory. This raises the question: what are the…

Optimization and Control · Mathematics 2025-04-22 Ningji Wei

We investigate the stochastic optimization problem of minimizing population risk, where the loss defining the risk is assumed to be weakly convex. Compositions of Lipschitz convex functions with smooth maps are the primary examples of such…

Optimization and Control · Mathematics 2018-12-19 Damek Davis , Dmitriy Drusvyatskiy

For a class of discrete quasi convex functions called semi-strictly quasi M$^\natural$-convex functions, we investigate fundamental issues relating to minimization, such as optimality condition by local optimality, minimizer cut property,…

Combinatorics · Mathematics 2023-11-28 Kazuo Murota , Akiyoshi Shioura

The self-concordant-like property of a smooth convex function is a new analytical structure that generalizes the self-concordant notion. While a wide variety of important applications feature the self-concordant-like property, this concept…

Optimization and Control · Mathematics 2018-01-23 Quoc Tran-Dinh , Yen-Huan Li , Volkan Cevher

Graph-based variational methods have recently shown to be highly competitive for various classification problems of high-dimensional data, but are inherently difficult to handle from an optimization perspective. This paper proposes a convex…

Optimization and Control · Mathematics 2017-02-17 Egil Bae , Ekaterina Merkurjev

This note deals with certain properties of convex functions. We provide results on the convexity of the set of minima of these functions, the behaviour of their subgradient set under restriction, and optimization of these functions over an…

Optimization and Control · Mathematics 2017-03-21 Miel Sharf , Daniel Zelazo

The paper is devoted to new modifications of recently proposed adaptive methods of Mirror Descent for convex minimization problems in the case of several convex functional constraints. Methods for problems of two classes are considered. The…

Optimization and Control · Mathematics 2018-05-29 Fedor S. Stonyakin , Mohammad S. Alkousa , Alexey N. Stepanov , Maxim A. Barinov

Modular graph functions arise in the calculation of the low-energy expansion of closed-string scattering amplitudes. For toroidal world-sheets, they are ${\rm SL}(2,\mathbb{Z})$-invariant functions of the torus complex structure that have…

High Energy Physics - Theory · Physics 2022-11-30 Daniele Dorigoni , Axel Kleinschmidt , Rudolfs Treilis

Convergence of projection-based methods for nonconvex set feasibility problems has been established for sets with ever weaker regularity assumptions. What has not kept pace with these developments is analogous results for convergence of…

Optimization and Control · Mathematics 2020-03-26 Aris Daniilidis , D. Russell Luke , Matthew K. Tam

This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…

Optimization and Control · Mathematics 2025-01-28 Huaqing Zhang , Lesi Chen , Jing Xu , Jingzhao Zhang

The main contribution of this paper is that every convex function with non-empty relative algebraic interior of its domain is Lipschitz and subdifferentiable in some algebraic sense without any additional topological constraints. The…

Optimization and Control · Mathematics 2016-11-09 Dmytro Voloshyn

This paper concerns the study of a broad class of minimal time functions corresponding to control problems with constant convex dynamics and closed target sets in arbitrary Banach spaces. In contrast to other publications, we do not impose…

Optimization and Control · Mathematics 2010-09-09 Boris Mordukhovich , Nguyen Mau Nam

DR-submodular functions encompass a broad class of functions which are generally non-convex and non-concave. We study the problem of minimizing any DR-submodular function, with continuous and general integer variables, under box constraints…

Optimization and Control · Mathematics 2023-09-07 Qimeng Yu , Simge Küçükyavuz

In 20th century mathematics, the field of topology, which concerns the properties of geometric objects under continuous transformation, has proved surprisingly useful in application to the study of discrete mathematics, such as…

History and Overview · Mathematics 2024-05-10 Jingsi Hou , Guangyan Huang , Sammy Suliman , Haoran Yan

The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant $L$. However, in many settings the…

Optimization and Control · Mathematics 2017-10-11 Haihao Lu , Robert M. Freund , Yurii Nesterov

In a nutshell, submodular functions encode an intuitive notion of diminishing returns. As a result, submodularity appears in many important machine learning tasks such as feature selection and data summarization. Although there has been a…

Data Structures and Algorithms · Computer Science 2018-03-19 Marko Mitrovic , Moran Feldman , Andreas Krause , Amin Karbasi

Submodular functions are well-studied in combinatorial optimization, game theory and economics. The natural diminishing returns property makes them suitable for many applications. We study an extension of monotone submodular functions,…

Discrete Mathematics · Computer Science 2014-11-18 Allan Borodin , Dai Tri Man Le , Yuli Ye

We consider global efficiency of algorithms for minimizing a sum of a convex function and a composition of a Lipschitz convex function with a smooth map. The basic algorithm we rely on is the prox-linear method, which in each iteration…

Optimization and Control · Mathematics 2017-08-16 Dmitriy Drusvyatskiy , Courtney Paquette

This paper investigates the relations between modular graph forms, which are generalizations of the modular graph functions that were introduced in earlier papers motivated by the structure of the low energy expansion of genus-one Type II…

High Energy Physics - Theory · Physics 2018-07-03 Eric D'Hoker , Michael B. Green
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