English
Related papers

Related papers: Second-oder analysis in second-oder cone programmi…

200 papers

Local convergence analysis of the augmented Lagrangian method (ALM) is established for a large class of composite optimization problems with nonunique Lagrange multipliers under a second-order sufficient condition. We present a new…

Optimization and Control · Mathematics 2023-10-23 Nguyen T. V. Hang , Ebrahim Sarabi

Let the design of an experiment be represented by an $s$-dimensional vector $\mathbf {w}$ of weights with nonnegative components. Let the quality of $\mathbf {w}$ for the estimation of the parameters of the statistical model be measured by…

Statistics Theory · Mathematics 2015-10-16 Guillaume Sagnol , Radoslav Harman

This paper studies the space of monodromy data of second order $q$-difference equations through the framework of WKB analysis. We compute the connection matrices associated to the Stokes phenomenon of WKB wavefunctions and develop a general…

Mathematical Physics · Physics 2024-06-04 Fabrizio Del Monte , Pietro Longhi

We study the monic orthogonal polynomials with respect to a singularly perturbed Airy weight. By using Chen and Ismail's ladder operator approach, we derive a discrete system satisfied by the recurrence coefficients for the orthogonal…

Classical Analysis and ODEs · Mathematics 2024-03-28 Chao Min , Yuan Cheng

A fundamental property of codes, the second-order weight distribution, is proposed to solve the problems such as computing second moments of weight distributions of linear code ensembles. A series of results, parallel to those for weight…

Information Theory · Computer Science 2011-11-15 Shengtian Yang

An alternative proof of Lie's approach for linearization of scalar second order ODEs is derived using the relationship between $\lambda$-symmetries and first integrals. This relation further leads to a new $\lambda$-symmetry linearization…

Classical Analysis and ODEs · Mathematics 2015-04-03 Ahmad Y. Al-Dweik , M. T. Mustafa , Raed A. Mara'beh , F. M. Mahomed

This paper aims to provide various applications for second-order variational analysis of extended-real-valued piecewise liner functions recently obtained in [1]. We mainly focus here on establishing relationships between full stability of…

Optimization and Control · Mathematics 2016-08-23 B. S. Mordukhovich , M. E. Sarabi

Motivated by important applications in image processing, we study a class of second-order geometric quasilinear hyperbolic partial differential equations (PDEs). This is inspired by the recent development of second-order damping systems…

Analysis of PDEs · Mathematics 2025-01-06 Guozhi Dong , Michael Hintermüller , Ye Zhang

The well known constant rank constraint qualification [Math. Program. Study 21:110--126, 1984] introduced by Janin for nonlinear programming has been recently extended to a conic context by exploiting the eigenvector structure of the…

Optimization and Control · Mathematics 2021-07-13 Roberto Andreani , Gabriel Haeser , Leonardo M. Mito , Héctor Ramírez C. , Thiago P. Silveira

In this paper, we investigate the concepts of generalized twice differentiability and quadratic bundles of nonsmooth functions that have been very recently proposed by Rockafellar in the framework of second-order variational analysis. These…

Optimization and Control · Mathematics 2025-01-07 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat , Le Duc Viet

The paper derives the optimal second-order coding rate for the continuous-time Poisson channel. We also obtain bounds on the third-order coding rate. This is the first instance of a second-order result for a continuous-time channel. The…

Information Theory · Computer Science 2020-08-18 Yuta Sakai , Vincent Y. F. Tan , Mladen Kovačević

We develop a new method for equality constrained optimization problems based on a sequential cubic programming framework. Each iteration utilizes a step decomposition based on the Jacobian of the constraints into a normal and a tangential…

Optimization and Control · Mathematics 2026-04-06 Nikos Dimou , Michael J. O'Neill

We investigate the application of deep learning techniques employing the conditional variational autoencoders for semi-supervised learning of latent parameters to describe phase transition in the two-dimensional (2D) ferromagnetic Ising…

Statistical Mechanics · Physics 2023-06-30 Adwait Naravane , Nilmani Mathur

Hierarchies of Lagrangians of degree two, each only partly determined by the choice of leading terms and with some coefficients remaining free, are considered. The free coefficients they contain satisfy the most general differential…

Classical Analysis and ODEs · Mathematics 2022-05-03 Ranses Alfonso-Rodriguez , S. Roy Choudhury

In a previous paper [R. Andreani, G. Haeser, L. M. Mito, H. Ram\'irez, T. P. Silveira. First- and second-order optimality conditions for second-order cone and semidefinite programming under a constant rank condition. Mathematical…

Optimization and Control · Mathematics 2024-12-03 Roberto Andreani , Gabriel Haeser , Leonardo M. Mito , Héctor Ramírez

For a second-order linear differential equation with two irregular singular points of rank three, multiple Laplace-type contour integral solutions are considered. An explicit formula in terms of the Stokes multipliers is derived for the…

Classical Analysis and ODEs · Mathematics 2015-06-26 Wolfgang Buehring

Second-order optimality conditions of the bilevel programming problems are dependent on the second-order directional derivatives of the value functions or the solution mappings of the lower level problems under some regular conditions,…

Optimization and Control · Mathematics 2023-07-24 Xiang Liu , Mengwei Xu , Liwei Zhang

We treat a random number generation from an i.i.d. probability distribution of $P$ to that of $Q$. When $Q$ or $P$ is a uniform distribution, the problems have been well-known as the uniform random number generation and the resolvability…

Information Theory · Computer Science 2013-03-05 Wataru Kumagai , Masahito Hayashi

In this paper we will discuss some new developments in the design of numerical methods for optimal control problems of Lagrangian systems on Lie groups. We will construct these geometric integrators using discrete variational calculus on…

Mathematical Physics · Physics 2011-09-23 Leonardo Colombo , Fernando Jimenez , David Martin de Diego

This work deals with Lipschitz stability for a parametric version of the general second order Ordinary Differential Equation (ODE) initial-value Cauchy problem. We first establish a Lipschitz stability result for this problem under a…

Optimization and Control · Mathematics 2024-01-23 Z. Mazgouri , A. El Ayoubi