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This paper considers stochastic subgradient mirror-descent method for solving constrained convex minimization problems. In particular, a stochastic subgradient mirror-descent method with weighted iterate-averaging is investigated and its…

Optimization and Control · Mathematics 2013-07-09 Angelia Nedich , Soomin Lee

We systematically explore a class of constrained optimization problems with linear objective function and constraints that are linear combinations of logarithms of the optimization variables. Such problems can be viewed as a generalization…

Classical Analysis and ODEs · Mathematics 2021-01-01 Sergey Sadov

In this work, we consider constrained stochastic optimization problems under hidden convexity, i.e., those that admit a convex reformulation via non-linear (but invertible) map $c(\cdot)$. A number of non-convex problems ranging from…

Optimization and Control · Mathematics 2024-11-12 Ilyas Fatkhullin , Niao He , Yifan Hu

We study hierarchical properties of optimal transportation networks with biological background. The networks are obtained as minimizers of an energy functional which involves a metabolic cost term of a power-law form with exponent…

Optimization and Control · Mathematics 2023-12-21 Jan Haskovec

We develop and analyze $M$-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variational characterization of $f$-divergences, which allows the…

Statistics Theory · Mathematics 2016-11-18 XuanLong Nguyen , Martin J. Wainwright , Michael I. Jordan

Regularized empirical risk minimization with constrained labels (in contrast to fixed labels) is a remarkably general abstraction of learning. For common loss and regularization functions, this optimization problem assumes the form of a…

Machine Learning · Computer Science 2016-02-23 Iaroslav Shcherbatyi , Bjoern Andres

We consider the problem of maximizing influence in a social network. We focus on the case that the social network is a directed bipartite graph whose arcs join senders to receivers. We consider both the case of deterministic networks and…

Optimization and Control · Mathematics 2013-07-16 Lisa Elkin , Ting Kei Pong , Stephen Vavasis

Consider a compact $M \subset \mathbb{R}^d$ and $r > 0$. A maximal distance minimizer problem is to find a connected compact set $\Sigma$ of the minimal length, such that \[ \max_{y \in M} dist (y, \Sigma) \leq r. \] The inverse problem is…

Metric Geometry · Mathematics 2023-09-08 Mikhail Basok , Danila Cherkashin , Yana Teplitskaya

This work builds on our recent work on a distributed optimization algorithm for graphs with directed unreliable communications. We show its linear convergence when we take either the proximal of each function or an affine minorant for when…

Optimization and Control · Mathematics 2018-11-29 C. H. Jeffrey Pang

Many iterative and non-iterative methods have been developed for inverse problems associated with Ising models. Aiming to derive an accurate non-iterative method for the inverse problems, we employ the tree-reweighted approximation. Using…

Machine Learning · Statistics 2018-05-30 Takashi Sano

We propose a descent subgradient algorithm for minimizing a real function, assumed to be locally Lipschitz, but not necessarily smooth or convex. To find an effective descent direction, the Goldstein subdifferential is approximated through…

Optimization and Control · Mathematics 2023-04-11 Morteza Maleknia , Majid Soleimani-damaneh

This note addresses computational difficulty of the Gromov-Wasserstein distance frequently mentioned in the literature. We provide details on the structure of the Gromov-Wasserstein distance optimization problem that show its non-convex…

Machine Learning · Statistics 2026-02-10 Natalia Kravtsova

We prove that optimal traffic plans for the mailing problem in $\mathbb{R}^d$ are stable with respect to variations of the given coupling, above the critical exponent $\alpha=1-1/d$, thus solving an open problem stated in the book "Optimal…

Analysis of PDEs · Mathematics 2018-01-18 Maria Colombo , Antonio De Rosa , Andrea Marchese

In this paper we provide an approximation \`a la Ambrosio-Tortorelli of some classical minimization problems involving the length of an unknown one-dimensional set, with an additional connectedness constraint, in dimension two. We introduce…

Metric Geometry · Mathematics 2014-03-13 Matthieu Bonnivard , Antoine Lemenant , Filippo Santambrogio

The Steiner Multicycle problem consists of, given a complete graph, a weight function on its vertices, and a collection of pairwise disjoint non-unitary sets called terminal sets, finding a minimum weight collection of vertex-disjoint…

Data Structures and Algorithms · Computer Science 2023-08-16 Cristina G. Fernandes , Carla N. Lintzmayer , Phablo F. S. Moura

The Convex Envelope of a given function was recently characterized as the solution of a fully nonlinear Partial Differential Equation (PDE). In this article we study a modified problem: the Dirichlet problem for the underlying PDE. The main…

Analysis of PDEs · Mathematics 2010-07-07 Luis Silvestre , Adam M. Oberman

Fixed parameter tractable algorithms for bounded treewidth are known to exist for a wide class of graph optimization problems. While most research in this area has been focused on exact algorithms, it is hard to find decompositions of…

Data Structures and Algorithms · Computer Science 2016-10-05 Thomas Bosman

We consider stochastic programs where the distribution of the uncertain parameters is only observable through a finite training dataset. Using the Wasserstein metric, we construct a ball in the space of (multivariate and non-discrete)…

Optimization and Control · Mathematics 2017-06-14 Peyman Mohajerin Esfahani , Daniel Kuhn

Consider the setting where each vertex of a graph has a function, and communications can only occur between vertices connected by an edge. We wish to minimize the sum of these functions. For the case when each function is the sum of a…

Optimization and Control · Mathematics 2018-11-29 C. H. Jeffrey Pang

We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…

Optimization and Control · Mathematics 2021-11-09 Christian Clason , Carla Tameling , Benedikt Wirth