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Dual decomposition has been successfully employed in a variety of distributed convex optimization problems solved by a network of computing and communicating nodes. Often, when the cost function is separable but the constraints are coupled,…

Optimization and Control · Mathematics 2017-09-18 Andrea Simonetto , Hadi Jamali-Rad

We consider strongly convex optimization problems with affine-type restrictions. We build dual problem and solve dual problem by Fast Gradient Method. We use primal-dual structure of this method to construct the solution of the primal…

Optimization and Control · Mathematics 2017-06-23 Anton Anikin , Alexander Gasnikov , Pavel Dvurechensky , Alexander Turin , Alexey Chernov

In this paper we consider a distributed optimization scenario in which a set of agents has to solve a convex optimization problem with separable cost function, local constraint sets and a coupling inequality constraint. We propose a novel…

Systems and Control · Computer Science 2018-04-25 Ivano Notarnicola , Giuseppe Notarstefano

In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…

Optimization and Control · Mathematics 2014-09-26 Zizhuo Wang

The minimization of a nonconvex composite function can model a variety of imaging tasks. A popular class of algorithms for solving such problems are majorization-minimization techniques which iteratively approximate the composite nonconvex…

Optimization and Control · Mathematics 2018-09-05 Jonas Geiping , Michael Moeller

This paper associates a dual problem to the minimization of an arbitrary linear perturbation of the robust sum function introduced in DOI 10.1007/s11228-019-00515-2. It provides an existence theorem for primal optimal solutions and, under…

Optimization and Control · Mathematics 2019-11-07 Nguyen Dinh , Miguel A. Goberna , Michel Volle

Minimizing the difference of two submodular (DS) functions is a problem that naturally occurs in various machine learning problems. Although it is well known that a DS problem can be equivalently formulated as the minimization of the…

Machine Learning · Computer Science 2024-04-08 Marwa El Halabi , George Orfanides , Tim Hoheisel

Existing results on decomposition methods and algorithms for nonconvex problems are minimal. Parallel decomposition algorithms do not exist for nonconvex problems with coupling nonlinear equality constraints. Besides, decomposition…

Optimization and Control · Mathematics 2026-05-18 Yiqing Zhai , Ying Cui , Danny H. K. Tsang

Modeling parts of an optimization problem as an optimal value function that depends on a top-level decision variable is a regular occurrence in optimization and an essential ingredient for methods such as Benders Decomposition. It often…

Optimization and Control · Mathematics 2024-10-01 Markus Gabl , Immanuel Bomze

The study of convex functions - in particular, of their optimization (really minimization) is one of the most important fields of applied mathematics. Convexity seems to be one of those incredibly well-chosen hypotheses which is just…

Optimization and Control · Mathematics 2026-03-11 Eigil Fjeldgren Rischel

In information theory, some optimization problems result in convex optimization problems on strictly convex functionals of probability densities. In this note, we study these problems and show conditions of minimizers and the uniqueness of…

Information Theory · Computer Science 2020-03-17 Tomohiro Nishiyama

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

This paper presents a canonical dual approach for solving a nonconvex global optimization problem governed by a sum of fourth-order polynomial and a log-sum-exp function. Such a problem arises extensively in engineering and sciences. Based…

Optimization and Control · Mathematics 2014-01-30 Yi Chen , David Y Gao

Every convex optimization problem has a dual problem. The $p$-Dirichlet problem in metric measure spaces is an optimization problem whose solutions are $p$-harmonic functions. What is its dual problem? In this paper, we give an answer to…

Metric Geometry · Mathematics 2025-02-04 Sylvester Eriksson-Bique , Saara Sarsa

This paper considers a general convex constrained problem setting where functions are not assumed to be differentiable nor Lipschitz continuous. Our motivation is in finding a simple first-order method for solving a wide range of convex…

Optimization and Control · Mathematics 2021-03-19 Michael R. Metel , Akiko Takeda

The canonical duality theory has provided with a unified analytic solution to a range of discrete and continuous problems in global optimization, which can transform a nonconvex primal problem to a concave maximization dual problem over a…

Optimization and Control · Mathematics 2012-10-04 Xiaojun Zhou

In this paper, we consider a class of constrained multiobjective optimization problems, where each objective function can be expressed by adding a possibly nonsmooth nonconvex function and a differentiable function with Lipschitz continuous…

Optimization and Control · Mathematics 2026-01-01 Nguyen Van Tuyen , Minh N. Dao , Tran Van Nghi

A multi-convex optimization problem is one in which the variables can be partitioned into sets over which the problem is convex when the other variables are fixed. Multi-convex problems are generally solved approximately using variations on…

Optimization and Control · Mathematics 2016-10-11 Xinyue Shen , Steven Diamond , Madeleine Udell , Yuantao Gu , Stephen Boyd

In this paper, we study the solution uniqueness of an individual feasible vector of a class of convex optimization problems involving convex piecewise affine functions and subject to general polyhedral constraints. This class of problems…

Optimization and Control · Mathematics 2017-11-17 Seyedahmad Mousavi , Jinglai Shen

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Numerical Analysis · Mathematics 2008-04-11 Néstor E. Aguilera , Pedro Morin