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In this paper, we investigate the Douglas-Rachford method for two closed (possibly nonconvex) sets in Euclidean spaces. We show that under certain regularity conditions, the Douglas-Rachford method converges locally with R-linear rate. In…

Optimization and Control · Mathematics 2015-02-20 Hung M. Phan

A class of algorithms comprised by certain semismooth Newton and active-set methods is able to solve convex minimization problems involving sparsity-inducing regularizers very rapidly; the speed advantage of methods from this class is a…

Optimization and Control · Mathematics 2021-12-08 Miguel Simões

We introduce and investigate a new generalized convexity notion for functions called prox-convexity. The proximity operator of such a function is single-valued and firmly nonexpansive. We provide examples of (strongly) quasiconvex, weakly…

Optimization and Control · Mathematics 2021-11-30 Sorin-Mihai Grad , Felipe Lara

The nonlinear, or warped, resolvent recently explored by Giselsson and B\`ui-Combettes has been used to model a large set of existing and new monotone inclusion algorithms. To establish convergent algorithms based on these resolvents,…

Optimization and Control · Mathematics 2023-10-02 Martin Morin , Sebastian Banert , Pontus Giselsson

A new nonparametric estimator of a convex regression function in any dimension is proposed and its convergence properties are studied. We start by using any estimator of the regression function and we \emph{convexify} it by taking the…

Statistics Theory · Mathematics 2010-06-16 Néstor E. Aguilera , Liliana Forzani , Pedro Morin

Graphons have traditionally served as limit objects for dense graph sequences, with the cut distance serving as the metric for convergence. However, sparse graph sequences converge to the trivial graphon under the conventional definition of…

Signal Processing · Electrical Eng. & Systems 2023-09-12 Xingchao Jian , Feng Ji , Wee Peng Tay

Projection theorems of divergences enable us to find reverse projection of a divergence on a specific statistical model as a forward projection of the divergence on a different but rather "simpler" statistical model, which, in turn, results…

Information Theory · Computer Science 2017-06-19 Atin Gayen , M. Ashok Kumar

The Frank-Wolfe method solves smooth constrained convex optimization problems at a generic sublinear rate of $\mathcal{O}(1/T)$, and it (or its variants) enjoys accelerated convergence rates for two fundamental classes of constraints:…

Optimization and Control · Mathematics 2020-06-17 Thomas Kerdreux , Alexandre d'Aspremont , Sebastian Pokutta

Recently, the forward-backward and Douglas-Rachford envelope functions were proposed in the literature. The stationary points of these envelope functions have a close relationship with the solutions of the possibly nonsmooth optimization…

Optimization and Control · Mathematics 2017-04-05 Pontus Giselsson , Mattias Fält

Typical performance of approximation algorithms is studied for randomized minimum vertex cover problems. A wide class of random graph ensembles characterized by an arbitrary degree distribution is discussed with some theoretical frameworks.…

Disordered Systems and Neural Networks · Physics 2016-11-10 Satoshi Takabe , Koji Hukushima

The main contributions of this paper are the proposition and the convergence analysis of a class of inertial projection-type algorithm for solving variational inequality problems in real Hilbert spaces where the underline operator is…

Optimization and Control · Mathematics 2021-01-25 Yekini Shehu , Olaniyi. S. Iyiola , Xiao-Huan Li , Qiao-Li Dong

The edit distance between two graphs is a widely used measure of similarity that evaluates the smallest number of vertex and edge deletions/insertions required to transform one graph to another. It is NP-hard to compute in general, and a…

Data Structures and Algorithms · Computer Science 2019-04-22 Utkan Onur Candogan , Venkat Chandrasekaran

We examine convergence properties of continuous-time variants of accelerated Forward-Backward (FB) and Douglas-Rachford (DR) splitting algorithms for nonsmooth composite optimization problems. When the objective function is given by the sum…

Optimization and Control · Mathematics 2024-11-26 Ibrahim K. Ozaslan , Mihailo R. Jovanović

In this work, we initiate the study of fault tolerant Max Cut, where given an edge-weighted undirected graph $G=(V,E)$, the goal is to find a cut $S\subseteq V$ that maximizes the total weight of edges that cross $S$ even after an adversary…

Data Structures and Algorithms · Computer Science 2021-05-05 Keren Censor-Hillel , Noa Marelly , Roy Schwartz , Tigran Tonoyan

The ancient concept of circumcenter has recently given birth to the Circumcentered-Reflection method (CRM). CRM was first employed to solve best approximation problems involving affine subspaces. In this setting, it was shown to outperform…

Optimization and Control · Mathematics 2021-03-30 Roger Behling , Yunier Bello-Cruz , Luiz-Rafael Santos

We present a pure linear cutting-plane relaxation approach for rapidly proving tight and accurate lower bounds for the Alternating Current Optimal Power Flow Problem (ACOPF) and its multi-period extension with ramping constraints. Our…

Optimization and Control · Mathematics 2024-09-19 Daniel Bienstock , Matias Villagra

We propose a new approach for analyzing convergence of the Douglas-Rachford splitting method for solving convex composite optimization problems. The approach is based on a continuously differentiable function, the Douglas-Rachford Envelope…

Optimization and Control · Mathematics 2014-09-23 Panagiotis Patrinos , Lorenzo Stella , Alberto Bemporad

We consider the global optimization of nonconvex mixed-integer quadratic programs with linear equality constraints. In particular, we present a new class of convex quadratic relaxations which are derived via quadratic cuts. To construct…

Optimization and Control · Mathematics 2021-06-28 Carlos J. Nohra , Arvind U. Raghunathan , Nikolaos V. Sahinidis

We consider a class of sampling-based decomposition methods to solve risk-averse multistage stochastic convex programs. We prove a formula for the computation of the cuts necessary to build the outer linearizations of the recourse…

Optimization and Control · Mathematics 2016-09-12 Vincent Guigues

We formulate a relaxed linear elastic micromorphic continuum model with symmetric Cauchy force-stresses and curvature contribution depending only on the micro-dislocation tensor. Our relaxed model is still able to fully describe rotation of…

Mathematical Physics · Physics 2015-06-16 Patrizio Neff , Ionel-Dumitrel Ghiba , Angela Madeo , Luca Placidi , Giuseppe Rosi
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