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Variational inequalities represent a broad class of problems, including minimization and min-max problems, commonly found in machine learning. Existing second-order and high-order methods for variational inequalities require precise…

This paper provides a variational analysis of the unconstrained formulation of the LASSO problem, ubiquitous in statistical learning, signal processing, and inverse problems. In particular, we establish smoothness results for the optimal…

Optimization and Control · Mathematics 2023-06-16 Aaron Berk , Simone Brugiapaglia , Tim Hoheisel

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

Optimization and Control · Mathematics 2023-04-18 Aleksandr Beznosikov , Alexander Gasnikov , Karina Zainulina , Alexander Maslovskiy , Dmitry Pasechnyuk

In this paper two properties of recognized interest in variational analysis, known as Lipschitz lower semicontinuity and calmness, are studied with reference to a general class of variational systems, i.e. to solution mappings to…

Optimization and Control · Mathematics 2013-05-16 Amos Uderzo

Optimization underpins many of the challenges that science and technology face on a daily basis. Recent years have witnessed a major shift from traditional optimization paradigms grounded on batch algorithms for medium-scale problems to…

Optimization and Control · Mathematics 2021-11-29 Andrea Simonetto , Emiliano Dall'Anese , Santiago Paternain , Geert Leus , Georgios B. Giannakis

Starting from the classic contraction mapping principle, we establish a general, flexible, variational setting that turns out to be applicable to many situations of existence in Differential Equations. We show its potentiality with some…

Analysis of PDEs · Mathematics 2021-09-15 Pablo Pedregal

This paper sheds new light on several interrelated topics of second-order variational analysis, both in finite and infinite-dimensional settings. We establish new relationships between second-order growth conditions on functions, the basic…

Optimization and Control · Mathematics 2013-04-30 D. Drusvyatskiy , B. S. Mordukhovich , T. T. A. Nghia

This work presents a unified framework that combines global approximations with locally built models to handle challenging nonconvex and nonsmooth composite optimization problems, including cases involving extended real-valued functions. We…

Optimization and Control · Mathematics 2026-02-19 Welington de Oliveira , Johannes O. Royset

This Ph.D. thesis provides a comprehensive review of the state-of-the-art in the field of Variational Quantum Algorithms and Quantum Machine Learning, including numerous original contributions. The first chapters are devoted to a brief…

Quantum Physics · Physics 2023-06-19 Stefano Mangini

First-order variational equations are widely used in N-body simulations to study how nearby trajectories diverge from one another. These allow for efficient and reliable determinations of chaos indicators such as the Maximal Lyapunov…

Earth and Planetary Astrophysics · Physics 2016-03-23 Hanno Rein , Daniel Tamayo

Variational quantum algorithms are a leading candidate for early applications on noisy intermediate-scale quantum computers. These algorithms depend on a classical optimization outer-loop that minimizes some function of a parameterized…

A canonical formalism and constraint analysis for discrete systems subject to a variational action principle are devised. The formalism is equivalent to the covariant formulation, encompasses global and local discrete time evolution moves…

Mathematical Physics · Physics 2013-09-17 Bianca Dittrich , Philipp A Hoehn

In this paper we investigate a variational discretization for the class of mechanical systems in presence of symmetries described by the action of a Lie group which reduces the phase space to a (non-trivial) principal bundle. By introducing…

Dynamical Systems · Mathematics 2018-07-17 Anthony Bloch , Leonardo Colombo , Fernando Jiménez

This paper develops a comprehensive extension of the $\Lambda$-set framework for optimal control, introducing second-order $\Lambda$-sets and generalizing the theory to non-smooth, hybrid, and stochastic hybrid systems. We first establish…

Optimization and Control · Mathematics 2025-12-11 Mohammad H. M Rashid

This paper presents how the most recent improvements made on covariance matrix estimation and model order selection can be applied to the portfolio optimisation problem. The particular case of the Maximum Variety Portfolio is treated but…

Applications · Statistics 2018-04-03 Emmanuelle Jay , Eugénie Terreaux , Jean-Philippe Ovarlez , Frédéric Pascal

We give a decomposition of the posterior predictive variance using the law of total variance and conditioning on a finite dimensional discrete random variable. This random variable summarizes various features of modeling that are used to…

Methodology · Statistics 2022-09-02 Dean Dustin , Bertrand Clarke

The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems.…

Optimization and Control · Mathematics 2020-07-02 Ernö Robert Csetnek

We discuss first order optimality conditions for geometric optimization problems with Neumann boundary conditions and boundary observation. The methods we develop here are applicable to large classes of state systems or cost functionals.…

Optimization and Control · Mathematics 2022-10-07 Dan Tiba

We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…

Machine Learning · Computer Science 2021-08-30 Alina Ene , Huy L. Nguyen

Contention resolution schemes have proven to be an incredibly powerful concept which allows to tackle a broad class of problems. The framework has been initially designed to handle submodular optimization under various types of constraints,…

Data Structures and Algorithms · Computer Science 2018-11-27 Marek Adamczyk , Michał Włodarczyk
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