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Recently classes of conic and discrete conic functions were introduced. In this paper we use the term convic instead conic. The class of convic functions properly includes the classes of convex functions, strictly quasiconvex functions and…

Optimization and Control · Mathematics 2020-11-03 S. I. Veselov , D. V. Gribanov , N. Yu. Zolotykh , A. Yu. Chirkov

In this paper, we address the problem of minimizing a convex function f over a convex set, with the extra constraint that some variables must be integer. This problem, even when f is a piecewise linear function, is NP-hard. We study an…

Optimization and Control · Mathematics 2012-09-05 Michel Baes , Timm Oertel , Christian Wagner , Robert Weismantel

Frequently, when dealing with many machine learning models, optimization problems appear to be challenging due to a limited understanding of the constructions and characterizations of the objective functions in these problems. Therefore,…

Optimization and Control · Mathematics 2024-11-27 A. V. Gasnikov , M. S. Alkousa , A. V. Lobanov , Y. V. Dorn , F. S. Stonyakin , I. A. Kuruzov , S. R. Singh

Given a separation oracle $\mathsf{SO}$ for a convex function $f$ defined on $\mathbb{R}^n$ that has an integral minimizer inside a box with radius $R$, we show how to find an exact minimizer of $f$ using at most (a) $O(n (n \log \log…

Data Structures and Algorithms · Computer Science 2022-09-22 Haotian Jiang

We consider the problem of minimizing a smooth, Lipschitz, convex function over a compact, convex set using sub-zeroth-order oracles: an oracle that outputs the sign of the directional derivative for a given point and a given direction, an…

Optimization and Control · Mathematics 2021-03-02 Mustafa O. Karabag , Cyrus Neary , Ufuk Topcu

We consider the nonlinear integer programming problem of minimizing a quadratic function over the integer points in variable dimension satisfying a system of linear inequalities. We show that when the Graver basis of the matrix defining the…

Optimization and Control · Mathematics 2014-05-08 Jon Lee , Shmuel Onn , Lyubov Romanchuk , Robert Weismantel

A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…

Optimization and Control · Mathematics 2020-02-27 V. Peiris , N. Sharon , N. Sukhorukova J. Ugon

We give a simple and natural method for computing approximately optimal solutions for minimizing a convex function $f$ over a convex set $K$ given by a separation oracle. Our method utilizes the Frank--Wolfe algorithm over the cone of valid…

Optimization and Control · Mathematics 2022-03-14 Daniel Dadush , Christopher Hojny , Sophie Huiberts , Stefan Weltge

We classify, according to their computational complexity, integer optimization problems whose constraints and objective functions are polynomials with integer coefficients and the number of variables is fixed. For the optimization of an…

Optimization and Control · Mathematics 2017-01-03 Jesús A. De Loera , Raymond Hemmecke , Matthias Köppe , Robert Weismantel

We consider the problem of minimizing a polynomial function over the integer lattice. Though impossible in general, we use a known sufficient condition for the existence of continuous minimizers to guarantee the existence of integer…

Optimization and Control · Mathematics 2015-02-19 Sönke Behrends , Ruth Hübner , Anita Schöbel

While it is well known that finding approximate optima of non-convex functions is computationally intractable, we show that the problem is, in fact, uncomputable in the oracle model. Specifically, we prove that no algorithm with access only…

Optimization and Control · Mathematics 2025-03-31 K Lakshmanan

Consider an oracle which takes a point $x$ and returns the minimizer of a convex function $f$ in an $\ell_2$ ball of radius $r$ around $x$. It is straightforward to show that roughly $r^{-1}\log\frac{1}{\epsilon}$ calls to the oracle…

Optimization and Control · Mathematics 2020-03-19 Yair Carmon , Arun Jambulapati , Qijia Jiang , Yujia Jin , Yin Tat Lee , Aaron Sidford , Kevin Tian

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

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

We study the problem of minimizing a convex function on a nonempty, finite subset of the integer lattice when the function cannot be evaluated at noninteger points. We propose a new underestimator that does not require access to…

Optimization and Control · Mathematics 2021-08-19 Jeffrey Larson , Sven Leyffer , Prashant Palkar , Stefan M. Wild

In this article, we use the monotonic optimization approach to propose an outcome-space outer approximation by copolyblocks for solving strictly quasiconvex multiobjective programming problems and especially in the case that the objective…

Optimization and Control · Mathematics 2020-03-26 Tran Ngoc Thang , Vijender Kumar Solanki , Tuan Anh Dao , Nguyen Thi Ngoc Anh , Hai V. Pham

Given a convex function $f$ on $\mathbb{R}^n$ with an integer minimizer, we show how to find an exact minimizer of $f$ using $O(n^2 \log n)$ calls to a separation oracle and $O(n^4 \log n)$ time. The previous best polynomial time algorithm…

Data Structures and Algorithms · Computer Science 2023-11-15 Haotian Jiang , Yin Tat Lee , Zhao Song , Lichen Zhang

We consider the problem of minimizing a convex function over a convex set given access only to an evaluation oracle for the function and a membership oracle for the set. We give a simple algorithm which solves this problem with…

Data Structures and Algorithms · Computer Science 2017-06-23 Yin Tat Lee , Aaron Sidford , Santosh S. Vempala

The problem of maximizing non-negative monotone submodular functions under a certain constraint has been intensively studied in the last decade. In this paper, we address the problem for functions defined over the integer lattice. Suppose…

Data Structures and Algorithms · Computer Science 2016-05-11 Tasuku Soma , Yuichi Yoshida

We consider the problem of minimizing a linear function over an affine section of the cone of positive semidefinite matrices, with the additional constraint that the feasible matrix has prescribed rank. When the rank constraint is active,…

Systems and Control · Computer Science 2016-11-22 Simone Naldi
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