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The article deals with operations defined on convex polyhedra or polyhedral convex functions. Given two convex polyhedra, operations like Minkowski sum, intersection and closed convex hull of the union are considered. Basic operations for…

Optimization and Control · Mathematics 2018-07-17 Daniel Ciripoi , Andreas Löhne , Benjamin Weißing

The Colombeau algebra of generalized functions allows to unrestrictedly carry out products of distributions. We analyze this operation from a microlocal point of view, deriving a general inclusion relation for wave front sets of products in…

Functional Analysis · Mathematics 2007-05-23 Guenther Hoermann , Michael Kunzinger

We aim to solve a structured convex optimization problem, where a nonsmooth function is composed with a linear operator. When opting for full splitting schemes, usually, primal-dual type methods are employed as they are effective and also…

Optimization and Control · Mathematics 2019-05-17 Radu Ioan Bot , Axel Böhm

Recent work introduced a unified framework for steerable and directional wavelets in two and three dimensions that ensures many desirable properties, such as a multi-scale structure, fast transforms, and a flexible angular localization. We…

Numerical Analysis · Computer Science 2018-05-08 Christian Lessig

Polarized neutrons are a powerful probe to investigate magnetism in condensed matter on length scales from single atomic distances to micrometers. With the ongoing advancement of neutron optics, that allow to transport beams with increased…

Instrumentation and Detectors · Physics 2017-08-02 Jochen Stahn , Artur Glavic

In this paper, we analyse a proximal method based on the idea of forward-backward splitting for sampling from distributions with densities that are not necessarily smooth. In particular, we study the non-asymptotic properties of the…

Numerical Analysis · Mathematics 2022-01-25 Armin Eftekhari , Luis Vargas , Konstantinos Zygalakis

Over the past years a theory of conjugate duality for set-valued functions that map into the set of upper closed subsets of a preordered topological vector space was developed. For scalar duality theory, continuity of convex functions plays…

Optimization and Control · Mathematics 2014-03-13 Frank Heyde , Carola Schrage

The analogue of polar coordinates in the Euclidean space, a polar decomposition in a metric space, if well-defined, can be very useful in dealing with integrals with respect to a sufficiently regular measure. In this note we handle the…

Functional Analysis · Mathematics 2023-09-06 Zhirayr Avetisyan , Michael Ruzhansky

Modern imaging methods rely strongly on Bayesian inference techniques to solve challenging imaging problems. Currently, the predominant Bayesian computation approach is convex optimisation, which scales very efficiently to high dimensional…

Computation · Statistics 2016-12-23 Alain Durmus , Eric Moulines , Marcelo Pereyra

An antinorm is a concave nonnegative homogeneous functional on a convex cone. It is shown that if the cone is polyhedral, then every antinorm has a unique continuous extension from the interior of the cone. The main facts of the duality…

Metric Geometry · Mathematics 2021-09-27 Vladimir Yu. Protasov

We initiate the study of matrix convexity for operator spaces. We define the notion of compact rectangular matrix convex set, and prove the natural analogs of the Krein-Milman and the bipolar theorems in this context. We deduce a canonical…

Operator Algebras · Mathematics 2020-09-23 Adam H. Fuller , Michael Hartz , Martino Lupini

The primal-dual optimization algorithm developed in Chambolle and Pock (CP), 2011 is applied to various convex optimization problems of interest in computed tomography (CT) image reconstruction. This algorithm allows for rapid prototyping…

Numerical Analysis · Mathematics 2015-06-03 Emil Y. Sidky , Jakob H. Jørgensen , Xiaochuan Pan

Convex optimization models find interesting applications, especially in signal/image processing and compressive sensing. We study some augmented convex models, which are perturbed by strongly convex functions, and propose a dual gradient…

Optimization and Control · Mathematics 2013-08-30 Hui Zhang , Lizhi Cheng , Wotao Yin

Finding efficient and provable methods to solve non-convex optimization problems is an outstanding challenge in machine learning and optimization theory. A popular approach used to tackle non-convex problems is to use convex relaxation…

Machine Learning · Statistics 2016-10-31 Mohammad Gheshlaghi Azar , Eva Dyer , Konrad Kording

The mirror descent algorithm is known to be effective in situations where it is beneficial to adapt the mirror map to the underlying geometry of the optimization model. However, the effect of mirror maps on the geometry of distributed…

Optimization and Control · Mathematics 2024-03-13 Anastasia Borovykh , Nikolas Kantas , Panos Parpas , Grigorios A. Pavliotis

This work addresses the occupation measure relaxation of calculus of variations problems, which is an infinite-dimensional linear programming relaxation amenable to numerical approximation by a hierarchy of semidefinite optimization…

Optimization and Control · Mathematics 2023-03-07 Didier Henrion , Milan Korda , Martin Kružík , Rodolfo Rios-Zertuche

We present an algorithm for minimizing the sum of a strongly convex time-varying function with a time-invariant, convex, and nonsmooth function. The proposed algorithm employs the prediction-correction scheme alongside the forward-backward…

Optimization and Control · Mathematics 2024-05-07 Nicola Bastianello , Andrea Simonetto , Ruggero Carli

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

This paper proves some results concerning the polar factorisation of an integrable vector-valued function u into the composition of the gradient of a convex function with a measure-preserving mapping. Not every integrable function has a…

Functional Analysis · Mathematics 2007-12-14 R. J. Douglas

The convex envelopes of the direct discrete measures, for the sparsity of vectors or for the low-rankness of matrices, have been utilized extensively as practical penalties in order to compute a globally optimal solution of the…

Optimization and Control · Mathematics 2021-02-22 Jiro Abe , Masao Yamagishi , Isao Yamada
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