Related papers: Existence in Multidimensional Screening with Gener…
In the seminal book M\'echanique analitique, Lagrange, 1788, the notion of a Lagrange multiplier was first introduced in order to study a smooth minimization problem subject to equality constraints. The idea is that, under some regularity…
In this work, we consider a class of convex optimization problems in a real Hilbert space that can be solved by performing a single projection, i.e., by projecting an infeasible point onto the feasible set. Our results improve those…
In model selection problems for machine learning, the desire for a well-performing model with meaningful structure is typically expressed through a regularized optimization problem. In many scenarios, however, the meaningful structure is…
Unsupervised feature selection has drawn wide attention in the era of big data since it is a primary technique for dimensionality reduction. However, many existing unsupervised feature selection models and solution methods were presented…
Sure screening technique has been considered as a powerful tool to handle the ultrahigh dimensional variable selection problems, where the dimensionality p and the sample size n can satisfy the NP dimensionality log p=O(n^a) for some a>0…
We prove existence of radially symmetric solutions and validity of Euler-Lagrange necessary conditions for a class of variational problems such that neither direct methods nor indirect methods of Calculus of Variations apply. We obtain…
General distribution steering is intrinsically an infinite-dimensional problem, when the continuous distributions to steer are arbitrary. We put forward a moment representation of the primal system for control in [42]. However, the system…
Chandrasekaran, Parrilo and Willsky (2010) proposed a convex optimization problem to characterize graphical model selection in the presence of unobserved variables. This convex optimization problem aims to estimate an inverse covariance…
In this paper, we will present a generalization for a minimization problem from I. Daubechies, M. Defrise, and C. Demol [3]. This generalization is useful for solving many practical problems in which more than one constraint are involved.…
The generalized alternating direction method of multipliers (ADMM) of Xiao et al. [{\tt Math. Prog. Comput., 2018}] aims at the two-block linearly constrained composite convex programming problem, in which each block is in the form of…
The problem of minimizing a continuously differentiable convex function over an intersection of closed convex sets is ubiquitous in applied mathematics. It is particularly interesting when it is easy to project onto each separate set, but…
We extend Berge's Maximum Theorem to allow for incomplete preferences. We first provide a simple version of the Maximum Theorem for convex feasible sets and a fixed preference. Then, we show that if, in addition to the traditional…
We consider the problem of learning a linear subspace from data corrupted by outliers. Classical approaches are typically designed for the case in which the subspace dimension is small relative to the ambient dimension. Our approach works…
The classical multi-set split feasibility problem seeks a point in the intersection of finitely many closed convex domain constraints, whose image under a linear mapping also lies in the intersection of finitely many closed convex range…
In this paper we present a new algorithmic realization of a projection-based scheme for general convex constrained optimization problem. The general idea is to transform the original optimization problem to a sequence of feasibility…
Ranking or assessing centrality in multivariate and non-Euclidean data is difficult because there is no canonical order and many depth notions become computationally fragile in high-dimensional or structured settings. We introduce a…
In this paper, by utilizing a newly established variational principle on convex sets, we provide an existence and multiplicity result for a class of semilinear elliptic problems defined on the whole $\mathbb R^N$ with nonlinearities…
A common representation of a three dimensional object in computer applications, such as graphics and design, is in the form of a triangular mesh. In many instances, individual or groups of triangles in such representation need to satisfy…
We study the Dirichlet problem for minimal surface systems in arbitrary dimension and codimension via mean curvature flow, and obtain the existence of minimal graphs over arbitrary mean convex bounded $C^2$ domains for a large class of…
We consider the problem of variable screening in ultra-high dimensional generalized linear models (GLMs) of non-polynomial orders. Since the popular SIS approach is extremely unstable in the presence of contamination and noise, we discuss a…