Related papers: A penalty scheme for monotone systems with interco…
The standard approach to encoding constraints in quantum optimization is the quadratic penalty method. Quadratic penalties introduce additional couplings and energy scales, which can be detrimental to the performance of a quantum optimizer.…
In this paper, we give a new penalized semidefinite programming approach for non-convex quadratically-constrained quadratic programs (QCQPs). We incorporate penalty terms into the objective of convex relaxations in order to retrieve…
In this paper, we deal with the solutions of systems of PDEs with bilateral inter-connected obstacles of min-max and max-min types. These systems arise naturally in stochastic switching zero-sum game problems. We show that when the…
We prove the existence of weak solution for a system of quasi-variational inequalities related to a switching problem with dynamic driven by operator associated with a semi-Dirichlet form and with measure data. We give a stochastic…
In this paper, we address variational inequalities (VI) with a finite-sum structure. We introduce a novel single-loop stochastic variance-reduced algorithm, incorporating the Bregman distance function, and establish an optimal convergence…
This paper is focused on a stochastic quasi-variational inequality (SQVI) problem with a continuous and strongly-monotone mapping over a closed and convex set where the projection onto the constraint set may not be easy to compute. We…
Recovering nonlinearly degraded signal in the presence of noise is a challenging problem. In this work, this problem is tackled by minimizing the sum of a non convex least-squares fit criterion and a penalty term. We assume that the…
While variational quantum algorithms (VQAs) have demonstrated considerable success in unconstrained optimization, their application to constrained combinatorial problems face a trade-off. Penalty-based methods, despite their circuit…
In this paper we study nonconvex penalization using Bernstein functions whose first-order derivatives are completely monotone. The Bernstein function can induce a class of nonconvex penalty functions for high-dimensional sparse estimation…
We consider a type of optimal switching problems with non-uniform execution delays and ramping. Such problems frequently occur in the operation of economical and engineering systems. We first provide a solution to the problem by applying a…
We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately,…
In this paper, we propose an original approach to stochastic control problems. We consider a weak formulation that is written as an optimization (minimization) problem on the space of probability measures. We then introduce a penalized…
We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…
We address a problem of covariance selection, where we seek a trade-off between a high likelihood against the number of non-zero elements in the inverse covariance matrix. We solve a maximum likelihood problem with a penalty term given by…
We address the open problem of training hypernetworks for Controllable Pareto Front Learning (CPFL) under split feasibility conditions with rigorous theoretical guarantees. We reformulate the constrained Pareto problem as a Bi-Level…
We study an optimal switching problem with a state constraint: the controller is only allowed to choose strategies that keep the controlled diffusion in a closed domain. We prove that the value function associated with this problem is the…
We reformulate the zero-norm minimization problem as an equivalent mathematical program with equilibrium constraints and establish that its penalty problem, induced by adding the complementarity constraint to the objective, is exact. Then,…
This paper presents adaptive boundary element methods for positive, negative, as well as zero order operator equations, together with proofs that they converge at certain rates. The convergence rates are quasi-optimal in a certain sense…
We formulate and solve a finite horizon full balance sheet two-modes optimal switching problem related to trade-off strategies between expected profit and cost yields. Given the current mode, this model allows for either a switch to the…
This paper is dedicated to the numerical solution of a fourth-order singular perturbation problem using the interior penalty virtual element method (IPVEM) proposed in [42]. The study introduces modifications to the jumps and averages in…