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Polyhedral convex set optimization problems are the simplest optimization problems with set-valued objective function. Their role in set optimization is comparable to the role of linear programs in scalar optimization. Vector linear…

Optimization and Control · Mathematics 2024-01-26 Andreas Löhne

The problem of minimizing the difference of two lower semicontinuous, proper, convex functions (a DC function) on a nonempty closed convex set in a locally convex Hausdorff topological vector space is studied in this paper. The focus is…

Optimization and Control · Mathematics 2024-12-02 Vu Thi Huong , Duong Thi Kim Huyen , Nguyen Dong Yen

This paper presents a canonical d.c. (difference of canonical and convex functions) programming problem, which can be used to model general global optimization problems in complex systems. It shows that by using the canonical duality…

Optimization and Control · Mathematics 2016-07-13 Zhong Jin , David Y Gao

Generalized polyhedral convex optimization problems in locally convex Hausdorff topological vector spaces are studied systematically in this paper. We establish solution existence theorems, necessary and sufficient optimality conditions,…

Optimization and Control · Mathematics 2017-10-02 Nguyen Ngoc Luan , Jen-Chih Yao

Optimization methods are at the core of many problems in signal/image processing, computer vision, and machine learning. For a long time, it has been recognized that looking at the dual of an optimization problem may drastically simplify…

Numerical Analysis · Computer Science 2014-12-04 Nikos Komodakis , Jean-Christophe Pesquet

The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…

Optimization and Control · Mathematics 2016-08-30 Akhil P T , Rajesh Sundaresan

A new primal-dual algorithm is presented for solving a class of non-convex minimization problems. This algorithm is based on canonical duality theory such that the original non-convex minimization problem is first reformulated as a…

Numerical Analysis · Computer Science 2013-01-01 Changzhi Wu , Chaojie Li , David Yang Gao

We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…

Numerical Analysis · Mathematics 2015-03-19 Adam M. Oberman

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Optimization and Control · Mathematics 2021-03-24 Nikita Doikov , Yurii Nesterov

A class of non-convex optimization problems with DC objective function is studied, where DC stands for being representable as the difference $f=g-h$ of two convex functions $g$ and $h$. In particular, we deal with the special case where one…

Optimization and Control · Mathematics 2017-04-06 Andreas Löhne , Andrea Wagner

The possibilities of exploiting the special structure of d.c. programs, which consist of optimizing the difference of convex functions, are currently more or less limited to variants of the DCA proposed by Pham Dinh Tao and Le Thi Hoai An…

Optimization and Control · Mathematics 2016-10-21 Sebastian Banert , Radu Ioan Bot

This paper presents a canonical dual approach to the problem of minimizing the sum of a quadratic function and the ratio of nonconvex function and quadratic functions, which is a type of non-convex optimization problem subject to an…

Optimization and Control · Mathematics 2012-11-21 David Yang Gao , Ning Ruan

We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…

Optimization and Control · Mathematics 2025-07-10 Ronak Mehta , Jelena Diakonikolas , Zaid Harchaoui

We study geometric duality for convex vector optimization problems. For a primal problem with a $q$-dimensional objective space, we formulate a dual problem with a $(q+1)$-dimensional objective space. Consequently, different from an…

Optimization and Control · Mathematics 2022-09-27 Çağın Ararat , Simay Tekgül , Firdevs Ulus

There is an existing exact algorithm that solves DC programming problems if one component of the DC function is polyhedral convex (Loehne, Wagner, 2017). Motivated by this, first, we consider two cutting-plane algorithms for generating an…

Optimization and Control · Mathematics 2023-09-12 Fahaar Mansoor Pirani , Firdevs Ulus

An algorithm which computes a solution of a set optimization problem is provided. The graph of the objective map is assumed to be given by finitely many linear inequalities. A solution is understood to be a set of points in the domain…

Optimization and Control · Mathematics 2014-05-29 Andreas Löhne , Carola Schrage

We study the problem of minimizing a nonnegative separable concave function over a compact feasible set. We approximate this problem to within a factor of 1+epsilon by a piecewise-linear minimization problem over the same feasible set. Our…

Optimization and Control · Mathematics 2012-01-17 Thomas L. Magnanti , Dan Stratila

This paper derives a discrete dual problem for a prototypical hybrid high-order method for convex minimization problems. The discrete primal and dual problem satisfy a weak convex duality that leads to a priori error estimates with…

Numerical Analysis · Mathematics 2026-04-10 Ngoc Tien Tran

This work studies the strong duality of non-convex matrix factorization problems: we show that under certain dual conditions, these problems and its dual have the same optimum. This has been well understood for convex optimization, but…

Data Structures and Algorithms · Computer Science 2018-04-26 Maria-Florina Balcan , Yingyu Liang , David P. Woodruff , Hongyang Zhang

The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality…

Information Theory · Computer Science 2018-12-05 Michael Fauss , Abdelhak M. Zoubir
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