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We consider the superiorization methodology, which can be thought of as lying between feasibility-seeking and constrained minimization. It is not quite trying to solve the full fledged constrained minimization problem; rather, the task is…

Optimization and Control · Mathematics 2014-05-29 Yair Censor , Alexander J. Zaslavski

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

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

This document introduces a strategy to solve linear optimization problems. The strategy is based on the bounding condition each constraint produces on each one of the problem's dimension. The solution of a linear optimization problem is…

Optimization and Control · Mathematics 2018-09-24 Gerardo L. Febres

Currently, the simplex method and the interior point method are indisputably the most popular algorithms for solving linear programs, LPs. Unlike general conic programs, LPs with a finite optimal value do not require strict feasibility in…

Optimization and Control · Mathematics 2023-01-10 Jiyoung Im , Henry Wolkowicz

In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…

Optimization and Control · Mathematics 2014-09-26 Zizhuo Wang

We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…

Optimization and Control · Mathematics 2016-08-30 Akhil P T , Rajesh Sundaresan

We study a method that involves principally convex feasibility-seeking and makes secondary efforts of objective function value reduction. This is the well-known superiorization method (SM), where the iterates of an asymptotically convergent…

Optimization and Control · Mathematics 2025-02-07 Kay Barshad , Yair Censor , Walaa Moursi , Tyler Weames , Henry Wolkowicz

In this work, we state a general conjecture on the solvability of optimization problems via algorithms with linear convergence guarantees. We make a first step towards examining its correctness by fully characterizing the problems that are…

Optimization and Control · Mathematics 2024-06-27 Foivos Alimisis

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

We review the simplex method and two interior-point methods (the affine scaling and the primal-dual) for solving linear programming problems for checking avoiding sure loss, and propose novel improvements. We exploit the structure of these…

Optimization and Control · Mathematics 2019-07-01 Nawapon Nakharutai , Matthias C. M. Troffaes , Camila C. S. Caiado

The main goal of this paper is to present the application of a superiorization methodology to solution of variational inequalities. Within this framework a variational inequality operator is considered as a small perturbation of a convex…

Optimization and Control · Mathematics 2016-11-30 Evgeni Nurminski

It is well-known that coupling constraints in linear bilevel optimization can lead to disconnected feasible sets, which is not possible without coupling constraints. However, there is no difference between linear bilevel problems with and…

Optimization and Control · Mathematics 2024-06-18 Dorothee Henke , Henri Lefebvre , Martin Schmidt , Johannes Thürauf

Linear programming has played a crucial role in shaping decision-making, resource allocation, and cost reduction in various domains. In this paper, we investigate the application of overparametrized neural networks and their implicit bias…

Optimization and Control · Mathematics 2023-10-05 Haoyue Wang , Promit Ghosal , Rahul Mazumder

This article focuses on numerical efficiency of projection algorithms for solving linear optimization problems. The theoretical foundation for this approach is provided by the basic result that bounded finite dimensional linear optimization…

Optimization and Control · Mathematics 2023-09-08 Evgeni Nurminski , Roman Tarasov

It is well known that the most challenging question in optimization and discrete geometry is whether there is a strongly polynomial time simplex algorithm for linear programs (LPs). This paper gives a positive answer to this question by…

Optimization and Control · Mathematics 2022-10-03 Zi-zong Yan , Xiang-jun Li , Jinhai Guo

The purpose of this short paper is to identify the mathematical essence of the superiorization methodology. This methodology has been developed in recent years while attempting to solve specific application-oriented problems. Consequently,…

Optimization and Control · Mathematics 2019-09-20 Gabor T. Herman

Large-scale simulation optimization (SO) problems encompass both large-scale ranking-and-selection problems and high-dimensional discrete or continuous SO problems, presenting significant challenges to existing SO theories and algorithms.…

Optimization and Control · Mathematics 2024-03-26 Weiwei Fan , L. Jeff Hong , Guangxin Jiang , Jun Luo

Optimization problems are ubiquitous in our societies and are present in almost every segment of the economy. Most of these optimization problems are NP-hard and computationally demanding, often requiring approximate solutions for…

Optimization and Control · Mathematics 2021-06-23 James Kotary , Ferdinando Fioretto , Pascal Van Hentenryck