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We study a convex resource allocation problem in which lower and upper bounds are imposed on partial sums of allocations. This model is linked to a large range of applications, including production planning, speed optimization, stratified…

Optimization and Control · Mathematics 2018-09-11 Thibaut Vidal , Daniel Gribel , Patrick Jaillet

We prove lower bounds on the error incurred when approximating any oscillating function using piecewise polynomial spaces. The estimates are explicit in the polynomial degree and have optimal dependence on the meshwidth and frequency when…

Numerical Analysis · Mathematics 2024-12-05 Jeffrey Galkowski

This paper considers the problem of minimizing the ordered weighted average (or ordered median) function of finitely many rational functions over compact semi-algebraic sets. Ordered weighted averages of rational functions are not, in…

Optimization and Control · Mathematics 2011-06-30 V. Blanco , S. El-Haj Ben-Ali , J. Puerto

We consider fast algorithms for monotone submodular maximization subject to a matroid constraint. We assume that the matroid is given as input in an explicit form, and the goal is to obtain the best possible running times for important…

Data Structures and Algorithms · Computer Science 2018-11-20 Alina Ene , Huy L. Nguyen

The partial coloring method is one of the most powerful and widely used method in combinatorial discrepancy problems. However, in many cases it leads to sub-optimal bounds as the partial coloring step must be iterated a logarithmic number…

Data Structures and Algorithms · Computer Science 2017-07-13 Nikhil Bansal , Shashwat Garg

This work considers a Motion Planning Problem with Dynamic Obstacles (MPDO) in 2D that requires finding a minimum-arrival-time collision-free trajectory for a point robot between its start and goal locations amid dynamic obstacles moving…

Robotics · Computer Science 2022-06-03 Zhongqiang Ren , Sivakumar Rathinam , Howie Choset

In this paper, we consider the problem of piecewise affine abstraction of nonlinear systems, i.e., the overapproximation of its nonlinear dynamics by a pair of piecewise affine functions that "includes" the dynamical characteristics of the…

Optimization and Control · Mathematics 2018-11-07 Kanishka Raj Singh , Qiang Shen , Sze Zheng Yong

We prove lower bounds on the complexity of finding $\epsilon$-stationary points (points $x$ such that $\|\nabla f(x)\| \le \epsilon$) of smooth, high-dimensional, and potentially non-convex functions $f$. We consider oracle-based complexity…

Optimization and Control · Mathematics 2019-08-16 Yair Carmon , John C. Duchi , Oliver Hinder , Aaron Sidford

We study the optimization of ergodic averages for multi-valued dynamical systems, i.e. where points may have multiple different forward orbits. Under upper semi-continuity assumptions, we show that the maximum space average with respect to…

Dynamical Systems · Mathematics 2025-06-03 Oliver Jenkinson , Xiaoran Li , Yuexin Liao , Yiwei Zhang

We consider multidimensional optimization problems in the framework of tropical mathematics. The problems are formulated to minimize a nonlinear objective function that is defined on vectors over an idempotent semifield and calculated by…

Optimization and Control · Mathematics 2017-09-18 Nikolai Krivulin

Peak Estimation aims to find the maximum value of a state function achieved by a dynamical system. This problem is non-convex when considering standard Barrier and Density methods for invariant sets, and has been treated heuristically by…

Systems and Control · Electrical Eng. & Systems 2022-01-10 Jared Miller , Didier Henrion , Mario Sznaier

We consider the task of minimizing the sum of convex functions stored in a decentralized manner across the nodes of a communication network. This problem is relatively well-studied in the scenario when the objective functions are smooth, or…

Optimization and Control · Mathematics 2024-05-29 Dmitry Kovalev , Ekaterina Borodich , Alexander Gasnikov , Dmitrii Feoktistov

DR-submodular continuous functions are important objectives with wide real-world applications spanning MAP inference in determinantal point processes (DPPs), and mean-field inference for probabilistic submodular models, amongst others.…

Machine Learning · Computer Science 2019-05-27 An Bian , Kfir Y. Levy , Andreas Krause , Joachim M. Buhmann

We consider the problem of tracking a target whose dynamics is modeled by a continuous It\=o semi-martingale. The aim is to minimize both deviation from the target and tracking efforts. We establish the existence of asymptotic lower bounds…

Probability · Mathematics 2015-10-16 Jiatu Cai , Mathieu Rosenbaum , Peter Tankov

Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…

Optimization and Control · Mathematics 2018-10-23 Daniel Reem , Simeon Reich

In this paper, we establish sufficient conditions for the existence of error bounds at infinity for lower semicontinuous inequality systems. We also show that the existence of an error bound at infinity of constraint systems plays an…

Optimization and Control · Mathematics 2023-11-06 Nguyen Van Tuyen

Trajectory optimization is an efficient approach for solving optimal control problems for complex robotic systems. It relies on two key components: first the transcription into a sparse nonlinear program, and second the corresponding solver…

Robotics · Computer Science 2022-10-31 Wilson Jallet , Antoine Bambade , Nicolas Mansard , Justin Carpentier

The problem of high-dimensional path-dependent optimal stopping (OS) is important to multiple academic communities and applications. Modern OS tasks often have a large number of decision epochs, and complicated non-Markovian dynamics,…

Probability · Mathematics 2024-05-16 David A. Goldberg , Yilun Chen

In this brief paper, we provide a mathematical framework that exploits the relationship between the maximum principle and dynamic programming for characterizing optimal learning trajectories in a class of learning problem, which is related…

Optimization and Control · Mathematics 2025-02-07 Getachew K Befekadu

We use an iteration procedure propped up by a a classical form of the maximum principle to show the existence of solutions to a nonlinear Poisson equation with Dirichlet boundary conditions. These methods can be applied to the case of…

Analysis of PDEs · Mathematics 2021-06-25 Jean Cortissoz , Jonatán Torres-Orozco