Related papers: Criticality of Lagrange Multipliers in Extended No…
Research efforts of the past fifty years have led to a development of linear integer programming as a mature discipline of mathematical optimization. Such a level of maturity has not been reached when one considers nonlinear systems subject…
Variational problems under uniform quasiconvex constraints on the gradient are studied. In particular, existence of solutions to such problems is proved as well as existence of lagrange multipliers associated to the uniform constraint. They…
Positive linear programs (LP), also known as packing and covering linear programs, are an important class of problems that bridges computer science, operations research, and optimization. Despite the consistent efforts on this problem, all…
In this work, we develop a control-theoretic framework for constrained optimization problems with composite objective functions including non-differentiable terms. Building on the proximal augmented Lagrangian formulation, we construct a…
We investigate the emergence of complex dynamics in networks with heavy-tailed connectivity by developing a non-Hermitian random matrix theory. We uncover the existence of an extended critical regime of spatially multifractal fluctuations…
Computing at the exascale level is expected to be affected by a significantly higher rate of faults, due to increased component counts as well as power considerations. Therefore, current day numerical algorithms need to be reexamined as to…
This paper reexamines the seminal Lagrange multiplier test for cross-section independence in a large panel model where both the number of cross-sectional units n and the number of time series observations T can be large. The first…
A Lagrange multiplier theorem is derived for the case of an imprecise objective function and a precise constraint. The proof uses methods of analysis which deal in a direct, algebraic way with imprecisions. They include imprecise…
This paper is concerned with a novel deep learning method for variational problems with essential boundary conditions. To this end, we first reformulate the original problem into a minimax problem corresponding to a feasible augmented…
This paper proposes a joint decomposition method that combines La- grangian decomposition and generalized Benders decomposition, to efficiently solve multiscenario nonconvex mixed-integer nonlinear programming (MINLP) problems to global…
In this paper, we study the nonemptiness, compactness, uniqueness, and finiteness of the solution set of a new type of nonlinear complementarity problem, namely the extended horizontal tensor complementarity problem (EHTCP). We introduce…
Robust Model Predictive Control (MPC) for nonlinear systems is a problem that poses significant challenges as highlighted by the diversity of approaches proposed in the last decades. Often compromises with respect to computational load,…
In this paper we investigate how standard nonlinear programming algorithms can be used to solve constrained optimization problems in a distributed manner. The optimization setup consists of a set of agents interacting through a…
This paper describes new results linking constrained optimization theory and nonlinear contraction analysis. Generalizations of Lagrange parameters are derived based on projecting system dynamics on the tangent space of possibly…
Among the class of nonlinear particle filtering methods, the Ensemble Kalman Filter (EnKF) has gained recent attention for its use in solving inverse problems. We review the original method and discuss recent developments in particular in…
In recent years, there has been a surge of interest in studying different ways to reformulate nonconvex optimization problems, especially those that involve binary variables. This interest surge is due to advancements in computing…
Estimating the unconstrained mean and covariance matrix is a popular topic in statistics. However, estimation of the parameters of $N_p(\mu,\Sigma)$ under joint constraints such as $\Sigma\mu = \mu$ has not received much attention. It can…
In this paper, we consider a prototypical convex optimization problem with multi-block variables and separable structures. By adding the Logarithmic Quadratic Proximal (LQP) regularizer with suitable proximal parameter to each of the first…
Investigation of the critical levels and catastrophes in the complex systems of different nature is useful and perspective. Mathematical modeling and analysis is presented for revealing and investigation of the phenomena and critical levels…
Constrained optimization offers a powerful framework to prescribe desired behaviors in neural network models. Typically, constrained problems are solved via their min-max Lagrangian formulations, which exhibit unstable oscillatory dynamics…