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In this paper, we mainly focus on the set-valued (stochastic) analysis on the space of convex, closed, but possibly unbounded sets, and try to establish a useful theoretical framework for studying the set-valued stochastic differential…

Probability · Mathematics 2024-03-26 Atiqah Almuzaini , Jin Ma

We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…

Optimization and Control · Mathematics 2008-03-07 Ivar Ekeland , Santiago Moreno

This paper develops a general framework for solving a variety of convex cone problems that frequently arise in signal processing, machine learning, statistics, and other fields. The approach works as follows: first, determine a conic…

Optimization and Control · Mathematics 2011-12-20 Stephen R. Becker , Emmanuel J. Candès , Michael Grant

A class of generalized Schr\"{o}dinger problems in bounded domain is studied. A complete overview of the set of solutions is provided, depending on the values assumed by parameters involved in the problem. In order to obtain the results, we…

Analysis of PDEs · Mathematics 2018-10-25 Andrelino V. Santos , João R. Santos Júnior , Antonio Suárez

In this paper, we mainly study solution uniqueness of some convex optimization problems. Our characterizations of solution uniqueness are in terms of the radial cone. This approach allows us to know when a unique solution is a strong…

Optimization and Control · Mathematics 2024-01-22 Jalal Fadili , Tran T. A. Nghia , Duy Nhat Phan

In this paper, we study convex analysis and its theoretical applications. We first apply important tools of convex analysis to Optimization and to Analysis. We then show various deep applications of convex analysis and especially infimal…

Functional Analysis · Mathematics 2013-07-23 Francisco J. Aragón Artacho , Jonathan M. Borwein , Victoria Martín-Márquez , Liangjin Yao

Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valued functions, and duality for set optimization problems.…

Optimization and Control · Mathematics 2024-01-26 Andreas H. Hamel , Frank Heyde , Andreas Löhne , Birgit Rudloff , Carola Schrage

A method of proving local continuity of concave functions on convex set possessing the $\mu$-compactness property is presented. This method is based on a special approximation of these functions. The class of $\mu$-compact sets can be…

Functional Analysis · Mathematics 2010-06-22 M. E. Shirokov

We provide a solution method for the polyhedral convex set optimization problem, that is, the problem to minimize a set-valued mapping with polyhedral convex graph with respect to a set ordering relation which is generated by a polyhedral…

Optimization and Control · Mathematics 2024-09-27 Andreas Löhne

Generalized polyhedral convex sets, generalized polyhedral convex functions on locally convex Hausdorff topological vector spaces, and the related constructions such as sum of sets, sum of functions, directional derivative, infimal…

Optimization and Control · Mathematics 2017-05-22 Nguyen Ngoc Luan , Jen-Chih Yao , Nguyen Dong Yen

In this study, after given the definition of soft sets and their basic operations we define convex soft sets which is an important concept for operation research, optimization and related problems. Then, we define concave soft sets and give…

General Mathematics · Mathematics 2013-07-19 Irfan Deli

Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…

Optimization and Control · Mathematics 2016-02-05 Aleksandr Y. Aravkin , James V. Burke , Dmitriy Drusvyatskiy , Michael P. Friedlander , Scott Roy

Convex clustering is an attractive clustering algorithm with favorable properties such as efficiency and optimality owing to its convex formulation. It is thought to generalize both k-means clustering and agglomerative clustering. However,…

Machine Learning · Statistics 2021-05-19 Canh Hao Nguyen , Hiroshi Mamitsuka

In this work, we present a new efficient method for convex shape representation, which is regardless of the dimension of the concerned objects, using level-set approaches. Convexity prior is very useful for object completion in computer…

Computer Vision and Pattern Recognition · Computer Science 2020-03-24 Lingfeng li , Shousheng Luo , Xue-Cheng Tai , Jiang Yang

Smoothed analysis of complexity bounds and condition numbers has been done, so far, on a case by case basis. In this paper we consider a reasonably large class of condition numbers for problems over the complex numbers and we obtain…

Numerical Analysis · Mathematics 2007-05-23 Peter Buergisser , Felipe Cucker , Martin Lotz

A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…

Optimization and Control · Mathematics 2016-05-30 James Renegar

This paper presents a regularized Newton method (RNM) with generalized regularization terms for unconstrained convex optimization problems. The generalized regularization includes quadratic, cubic, and elastic net regularizations as special…

Optimization and Control · Mathematics 2024-07-11 Yuya Yamakawa , Nobuo Yamashita

This works aims at understanding further convergence properties of first order local search methods with complex geometries. We focus on the composite optimization model which unifies within a simple formalism many problems of this type. We…

Optimization and Control · Mathematics 2016-10-07 Edouard Pauwels

Generalized diffusion type equations are considered and point symmetry analysis is applied to them. The equations with extremal order point symmetry algebras are described. Some old geometrical results are rederived in connection with…

Analysis of PDEs · Mathematics 2007-05-23 V. V. Dmitrieva , E. G. Neufeld , R. A. Sharipov , A. A. Tsaregorodtsev

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

Optimization and Control · Mathematics 2024-10-10 Houra Mahmoudzadeh , Kimia Ghobadi