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In the present paper, several types of efficiency conditions are established for vector optimization problems with cone constraints affected by uncertainty, but with no information of stochastic nature about the uncertain data. Following a…

Optimization and Control · Mathematics 2021-02-01 Amos Uderzo

We present a constructive method to devise boundary conditions for solutions of second-order elliptic equations so that these solutions satisfy specific qualitative properties such as: (i) the norm of the gradient of one solution is bounded…

Analysis of PDEs · Mathematics 2012-10-16 Guillaume Bal , Matias Courdurier

This paper addresses the task of learning convex regularizers to guide the reconstruction of images from limited data. By imposing that the reconstruction be amplitude-equivariant, we narrow down the class of admissible functionals to those…

Machine Learning · Statistics 2026-01-19 Michael Unser , Stanislas Ducotterd

We prove that if the given compact set $K$ is convex then a minimizer of the functional $$ I(v)=\int_{B_R} |\nabla v|^p dx+\text{Per}(\{v>0\}),\,1<p<\infty, $$ over the set $\{v\in H^1_0(B_R)|\,\, v\equiv 1\,\,\text{on}\,\, K\subset B_R\}$…

Analysis of PDEs · Mathematics 2010-10-15 Hayk Mikayelyan , Henrik Shahgholian

In the present paper, conditions under which the images of uniformly convex sets through $C^{1,1}$ regular mappings between Banach spaces remain convex are established. These conditions are expressed by a certain quantitative relation…

Optimization and Control · Mathematics 2015-07-17 Amos Uderzo

Many optimization algorithms$\unicode{x2013}$including gradient descent, proximal methods, and operator splitting techniques$\unicode{x2013}$can be formulated as fixed-point iterations (FPI) of continuous operators. When these operators are…

Optimization and Control · Mathematics 2025-11-03 Kira van Treek , Javier F. Peña , Juan C. Vera , Luis F. Zuluaga

Estimating covariance matrices with high-dimensional complex data presents significant challenges, particularly concerning positive definiteness, sparsity, and numerical stability. Existing robust sparse estimators often fail to guarantee…

Methodology · Statistics 2025-12-30 Shaoxin Wang , Ziyun Ma

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

Many inverse problems in signal processing deal with the robust estimation of unknown data from underdetermined linear observations. Low dimensional models, when combined with appropriate regularizers, have been shown to be efficient at…

Information Theory · Computer Science 2016-12-07 Yann Traonmilin , Rémi Gribonval

This paper concerns parameterized convex infinite (or semi-infinite) inequality systems whose decision variables run over general infinite-dimensional Banach (resp. finite-dimensional) spaces and that are indexed by an arbitrary fixed set T…

Optimization and Control · Mathematics 2011-02-07 M. J. CÁnovas , M. A. LÓpez , B. S. Mordukhovich , J. Parra

In the first part of this study, a convex-constrained penalized formulation was studied for a class of constant modulus (CM) problems. In particular, the error bound techniques were shown to play a vital role in providing exact penalization…

Signal Processing · Electrical Eng. & Systems 2024-11-12 Junbin Liu , Ya Liu , Wing-Kin Ma , Mingjie Shao , Anthony Man-Cho So

We study the question of whether parallelization in the exploration of the feasible set can be used to speed up convex optimization, in the local oracle model of computation. We show that the answer is negative for both deterministic and…

Optimization and Control · Mathematics 2019-06-21 Jelena Diakonikolas , Cristóbal Guzmán

An adaptive regularization algorithm for unconstrained nonconvex optimization is proposed that is capable of handling inexact objective-function and derivative values, and also of providing approximate minimizer of arbitrary order. In…

Optimization and Control · Mathematics 2021-11-30 N. I. M. Gould , Ph. L. Toint

Analysis of the convergence rates of modern convex optimization algorithms can be achived through binary means: analysis of emperical convergence, or analysis of theoretical convergence. These two pathways of capturing information diverge…

Machine Learning · Computer Science 2013-05-20 Patrick Hop , Xinghao Pan

This paper deals with the regularization of the sum of functions defined on a locally convex spaces through their closed-convex hulls in the bidual space. Different conditions guaranteeing that the closed-convex hull of the sum is the sum…

Optimization and Control · Mathematics 2024-10-11 Rafael Correa , Abderrahim Hantoute , Marco A. López

In optimization-based approaches to inverse problems and to statistical estimation, it is common to augment criteria that enforce data fidelity with a regularizer that promotes desired structural properties in the solution. The choice of a…

Optimization and Control · Mathematics 2024-09-11 Oscar Leong , Eliza O'Reilly , Yong Sheng Soh , Venkat Chandrasekaran

This paper studies a regularized support function estimator for bounds on components of the parameter vector in the case in which the identified set is a polygon. The proposed regularized estimator has three important properties: (i) it has…

Econometrics · Economics 2024-07-26 Bulat Gafarov

Ill-posed linear inverse problems appear frequently in various signal processing applications. It can be very useful to have theoretical characterizations that quantify the level of ill-posedness for a given inverse problem and the degree…

Signal Processing · Electrical Eng. & Systems 2023-04-26 Justin P. Haldar

This paper settles the existence question for a rather general class of convex optimal design problems with a volume constraint. In low dimensions, we prove the existence of an optimal configuration for general convex minimization problems…

Analysis of PDEs · Mathematics 2008-03-19 Eduardo V. Teixeira

The conditional gradient method (CGM) is widely used in large-scale sparse convex optimization, having a low per iteration computational cost for structured sparse regularizers and a greedy approach to collecting nonzeros. We explore the…

Optimization and Control · Mathematics 2021-07-05 Yifan Sun , Francis Bach
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