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Approximating a function with a finite series, e.g., involving polynomials or trigonometric functions, is a critical tool in computing and data analysis. The construction of such approximations via now-standard approaches like least squares…

Optimization and Control · Mathematics 2021-08-30 Dihan Dai , Yekaterina Epshteyn , Akil Narayan

This article focuses on numerical efficiency of projection algorithms for solving linear optimization problems. The theoretical foundation for this approach is provided by the basic result that bounded finite dimensional linear optimization…

Optimization and Control · Mathematics 2023-09-08 Evgeni Nurminski , Roman Tarasov

We provide theory for computing the lower semi-continuous convex envelope of functionals of the type f(x) plus an l2 misfit, and discuss applications to various non-convex optimization problems. The latter term is a data fit term whereas f…

Optimization and Control · Mathematics 2018-11-12 Marcus Carlsson

Submodular function minimization is a key problem in a wide variety of applications in machine learning, economics, game theory, computer vision, and many others. The general solver has a complexity of $O(n^3 \log^2 n . E +n^4 {\log}^{O(1)}…

Data Structures and Algorithms · Computer Science 2017-01-25 Srikumar Ramalingam , Chris Russell , Lubor Ladicky , Philip H. S. Torr

Quadratic constrained quadratic programming problems often occur in various fields such as engineering practice, management science, and network communication. This article mainly studies a non convex quadratic programming problem with…

Optimization and Control · Mathematics 2023-12-29 Bo Zhang , YueLin Gao , Xia Liu , XiaoLi Huang

We construct a convergent family of outer approximations for the problem of optimizing polynomial functions over convex bodies subject to polynomial constraints. This is achieved by generalizing the polarization hierarchy, which has…

Optimization and Control · Mathematics 2024-06-17 Martin Plávala , Laurens T. Ligthart , David Gross

We consider minimizing an objective function subject to constraints defined by the intersection of lower-level sets of convex functions. We study two cases: (i) strongly convex and Lipschitz-smooth objective function and (ii) convex but…

Optimization and Control · Mathematics 2026-01-29 Abhishek Chakraborty , Angelia Nedić

We introduce a particular optimization problem that minimizes the sum of a non-convex quadratic function and logarithmic barrier-functions in a $\ell_\infty$-trust-region (i.e. cube). Our paper covers three topics. We explain the relevance…

Numerical Analysis · Mathematics 2018-06-20 Martin Neuenhofen

We provide an explicit construction and direct proof for the lower bound on the number of first order oracle accesses required for a randomized algorithm to minimize a convex Lipschitz function.

Optimization and Control · Mathematics 2017-11-07 Blake Woodworth , Nathan Srebro

In this paper, we establish lower bounds for the oracle complexity of the first-order methods minimizing regularized convex functions. We consider the composite representation of the objective. The smooth part has H\"older continuous…

Optimization and Control · Mathematics 2022-02-10 Nikita Doikov

This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…

Optimization and Control · Mathematics 2023-07-13 Maria-Luiza Vladarean , Nikita Doikov , Martin Jaggi , Nicolas Flammarion

Convexification based on convex envelopes is ubiquitous in the non-linear optimization literature. Thanks to considerable efforts of the optimization community for decades, we are able to compute the convex envelopes of a considerable…

Optimization and Control · Mathematics 2022-10-17 Javiera Barrera , Eduardo Moreno , Gonzalo Muñoz

Let $\mathcal{A}=\left(a_i\right)_{i=1}^\infty$ be a weakly increasing sequence of positive integers and let $k$ be a fixed positive integer. For an arbitrary integer $n$, the restricted partition $p_\mathcal{A}(n,k)$ enumerates all the…

Combinatorics · Mathematics 2023-05-02 Krystian Gajdzica

We study a general smallest intersecting ball problem and its soft-margin variant in high-dimensional Euclidean spaces for input objects that are compact and convex. These two problems link and unify a series of fundamental problems in…

Computational Geometry · Computer Science 2025-05-27 Jiaqi Zheng , Tiow-Seng Tan

We analyze worst-case convergence guarantees of first-order optimization methods over a function class extending that of smooth and convex functions. This class contains convex functions that admit a simple quadratic upper bound. Its study…

Optimization and Control · Mathematics 2022-05-31 Baptiste Goujaud , Adrien Taylor , Aymeric Dieuleveut

In this paper, we study the approximation of an unknown quasiconcave function based on limited partial information. Available information includes lower bounds on the values of the target function at a specified set of points, as well as…

Risk Management · Quantitative Finance 2025-08-14 Jian Wu , William B. Haskell , Wenjie Huang , Huifu Xu

Second-order methods, which utilize gradients as well as Hessians to optimize a given function, are of major importance in mathematical optimization. In this work, we prove tight bounds on the oracle complexity of such methods for smooth…

Optimization and Control · Mathematics 2017-08-18 Yossi Arjevani , Ohad Shamir , Ron Shiff

In large-data applications, it is desirable to design algorithms with a high degree of parallelization. In the context of submodular optimization, adaptive complexity has become a widely-used measure of an algorithm's "sequentiality".…

Data Structures and Algorithms · Computer Science 2020-04-22 Wenzheng Li , Paul Liu , Jan Vondrak

Symmetric submodular functions are an important family of submodular functions capturing many interesting cases including cut functions of graphs and hypergraphs. Maximization of such functions subject to various constraints receives little…

Data Structures and Algorithms · Computer Science 2016-04-19 Moran Feldman

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…

Optimization and Control · Mathematics 2025-11-14 Ilyas Fatkhullin , Niao He , Guanghui Lan , Florian Wolf
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