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Real continuous submodular functions, as a generalization of the corresponding discrete notion to the continuous domain, gained considerable attention recently. The analog notion for entropy functions requires additional properties: a real…

Optimization and Control · Mathematics 2021-02-12 Laszlo Csirmaz

We give a necessary and sufficient condition for gluings of hyperconvex metric spaces along weakly externally hyperconvex subsets in order that the resulting space be hyperconvex. This leads to a full characterization of gluings of two…

Metric Geometry · Mathematics 2015-07-29 Benjamin Miesch , Maël Pavón

We consider generalizations of Reed-Muller codes, toric codes, and codes from certain plane curves, such as those defined by norm and trace functions on finite fields. In each case we are interested in codes defined by evaluating arbitrary…

Information Theory · Computer Science 2007-07-16 Maria Bras-Amorós , Michael E. O'Sullivan

An optimal control problem on finite-dimensional positive cones is stated. Under a critical assumption on the cone, the corresponding Bellman equation is satisfied by a linear function, which can be computed by convex optimization. A…

Optimization and Control · Mathematics 2024-10-02 Richard Pates , Anders Rantzer

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

Chapter 1 deals with the problem of the existence of an upper/lower envelope from a convex cone or, more generally, a convex set for functions on the projective limit of vector lattices with values in the completion of the Kantorovich space…

Functional Analysis · Mathematics 2018-12-31 B. N. Khabibullin , A. P. Rozit , E. B. Khabibullina

This paper investigates a general class of problems in which a lower bounded smooth convex function incorporating $\ell_{0}$ and $\ell_{2,0}$ regularization is minimized over a box constraint. Although such problems arise frequently in…

Optimization and Control · Mathematics 2025-11-26 Yuge Ye , Qingna Li

This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from…

Computational Finance · Quantitative Finance 2010-06-28 Teemu Pennanen

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

We focus on rational solutions or nearly-feasible rational solutions that serve as certificates of feasibility for polynomial optimization problems. We show that, under some separability conditions, certain cubic polynomially constrained…

Optimization and Control · Mathematics 2022-04-15 Daniel Bienstock , Alberto del Pia , Robert Hildebrand

We study the geometry of convex optimization problems given in a Domain-Driven form and categorize possible statuses of these problems using duality theory. Our duality theory for the Domain-Driven form, which accepts both conic and…

Optimization and Control · Mathematics 2019-01-23 Mehdi Karimi , Levent Tunçel

Detecting hidden convexity is one of the tools to address nonconvex minimization problems. After giving a formal definition of hidden convexity, we introduce the notion of conditional infimum, as it will prove instrumental in detecting…

Optimization and Control · Mathematics 2021-04-13 Jean-Philippe Chancelier , Michel de Lara

A family of local models containing two angles as hidden variables is defined for experiments measuring polarization correlation of optical photons. Searching for the best model of the family, that is giving predictions most close to…

Quantum Physics · Physics 2021-06-16 Emilio Santos

This paper discusses the split feasibility problem with polynomials. The sets are semi-algebraic, defined by polynomial inequalities. They can be either convex or nonconvex, either feasible or infeasible. We give semidefinite relaxations…

Optimization and Control · Mathematics 2017-08-01 Jiawang Nie , Jinling Zhao

We prove a duality theorem the computation of certain Bellman functions is usually based on. As a byproduct, we obtain sharp results about the norms of monotonic rearrangements. The main novelty of our approach is a special class of…

Optimization and Control · Mathematics 2016-04-07 Dmitriy M. Stolyarov , Pavel B. Zatitskiy

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

Many problems of theoretical and practical interest involve finding a convex or concave function. For instance, optimization problems such as finding the projection on the convex functions in $H^k(\Omega)$, or some problems in economics. In…

Numerical Analysis · Mathematics 2008-04-11 Néstor Aguilera , Pedro Morin

We consider the differentiation of the value function for parametric optimization problems. Such problems are ubiquitous in Machine Learning applications such as structured support vector machines, matrix factorization and min-min or…

Optimization and Control · Mathematics 2020-12-29 Sheheryar Mehmood , Peter Ochs

It is well known that bilevel optimization problems are hard to solve both in theory and practice. In this paper, we highlight a further computational difficulty when it comes to solving bilevel problems with continuous but nonconvex lower…

Optimization and Control · Mathematics 2023-05-04 Yasmine Beck , Daniel Bienstock , Martin Schmidt , Johannes Thürauf

We propose an algorithm-independent framework to equip existing optimization methods with primal-dual certificates. Such certificates and corresponding rate of convergence guarantees are important for practitioners to diagnose progress, in…

Machine Learning · Computer Science 2016-06-06 Celestine Dünner , Simone Forte , Martin Takáč , Martin Jaggi