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In this paper, we introduce new properties of the relative interior calculus for nearly convex sets, functions, and set-valued mappings. These properties are important for the development of duality theory in optimization. Then we…

Optimization and Control · Mathematics 2023-03-15 Nguyen Quang Huy , Nguyen Mau Nam , Nguyen Dong Yen

This paper surveys some of our recent progress on Hardy-type inequa\-lities which consist of a well-known topic in Harmonic Analysis. In the first section, we recall the original probabilistic motivation dealing with the stability speed in…

Probability · Mathematics 2014-12-02 Mu-Fa Chen

Given a complete doubling metric measure space $X$ that supports a $2$-Poincar\'e inequality, we approximate harmonic functions on a bounded domain $\Omega$ with a prescribed Newton-Sobolev boundary data. Our approach is based on the…

Analysis of PDEs · Mathematics 2026-05-06 Almaz Butaev , Liangbing Luo , Nageswari Shanmugalingam

This paper demonstrates a practical method for computing the solution of an expectation-constrained robust maximization problem with immediate applications to model-free no-arbitrage bounds and super-replication values for many financial…

Mathematical Finance · Quantitative Finance 2016-10-06 Christopher W. Miller

Modern density functional approximations achieve moderate accuracy at low computational cost for many electronic structure calculations. Some background is given relating the gradient expansion of density functional theory to the WKB…

Chemical Physics · Physics 2021-01-27 Kieron Burke

We show that in the setting of proper metric spaces one obtains a solution of the classical two-dimensional Plateau problem by minimizing the energy, as in the classical case, once a definition of area (in the sense of convex geometry) has…

Differential Geometry · Mathematics 2015-07-17 Alexander Lytchak , Stefan Wenger

This article is devoted to propose some lower and upper bounds for the coupled-tasks scheduling problem in presence of compatibility constraints according to classical complexity hypothesis ($\mathcal{P} \neq \mathcal{NP}$,…

Computational Complexity · Computer Science 2017-06-08 Rodolphe Giroudeau , Jean-Claude König , Benoit Darties , Gilles Simonin

We propose a new family of regularized R\'enyi divergences parametrized not only by the order $\alpha$ but also by a variational function space. These new objects are defined by taking the infimal convolution of the standard R\'enyi…

Machine Learning · Statistics 2023-02-16 Jeremiah Birrell , Yannis Pantazis , Paul Dupuis , Markos A. Katsoulakis , Luc Rey-Bellet

We analyse the asymptotic properties of a continuous-time, two-timescale stochastic approximation algorithm designed for stochastic bilevel optimisation problems in continuous-time models. We obtain the weak convergence rate of this…

Optimization and Control · Mathematics 2022-07-08 Louis Sharrock

We study the computation of equilibrium points of electrostatic potentials: locations in space where the electrostatic force arising from a collection of charged particles vanishes. This is a novel scenario of optimization in which…

Computational Complexity · Computer Science 2025-12-04 Abheek Ghosh , Paul W. Goldberg , Alexandros Hollender

We investigate the convergence of the primal-dual algorithm for composite optimization problems when the objective functions are weakly convex. We introduce a modified duality gap function, which is a lower bound of the standard duality gap…

Optimization and Control · Mathematics 2024-10-29 Ewa Bednarczuk , The Hung Tran , Monika Syga

Constrained optimization problems appear in a wide variety of challenging real-world problems, where constraints often capture the physics of the underlying system. Classic methods for solving these problems rely on iterative algorithms…

Systems and Control · Electrical Eng. & Systems 2023-06-13 Meiyi Li , Soheil Kolouri , Javad Mohammadi

We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. Approximate solutions can be found by solving a convexified version of the problem, in which…

Optimization and Control · Mathematics 2016-01-12 Madeleine Udell , Stephen Boyd

A method for approximate solution of initial value and spectral problems for one dimensional Dirac equation based on an analytic approximation of the transmutation operator is presented. In fact the problem of numerical approximation of…

Classical Analysis and ODEs · Mathematics 2021-01-29 Nelson Gutiérrez Jiménez , Sergii M. Torba

A new Hardy space Hardy space approach of Dirichlet type problem based on Tikhonov regularization and Reproducing Hilbert kernel space is discussed in this paper, which turns out to be a typical extremal problem located on the upper…

Numerical Analysis · Mathematics 2017-05-31 Zhulin Liu , C. L. Philip Chen

We consider Proximal Newton methods with an inexact computation of update steps. To this end, we introduce two inexactness criteria which characterize sufficient accuracy of these update step and with the aid of these investigate global…

Optimization and Control · Mathematics 2022-04-27 Bastian Pötzl , Anton Schiela , Patrick Jaap

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

Data Structures and Algorithms · Computer Science 2024-12-25 Marin Bougeret , Jérémy Omer , Michael Poss

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

We present the first near optimal approximation schemes for the maximum weighted (uncapacitated or capacitated) $b$--matching problems for non-bipartite graphs that run in time (near) linear in the number of edges. For any…

Data Structures and Algorithms · Computer Science 2018-06-19 Kook Jin Ahn , Sudipto Guha

In this paper we introduce the atomic Hardy space $\mathcal{H}^1((0,\infty),\gamma_\alpha)$ associated with the non-doubling probability measure $d\gamma_\alpha(x)=\frac{2x^{2\alpha+1}}{\Gamma(\alpha+1)}e^{-x^2}dx$ on $(0,\infty)$, for…

Analysis of PDEs · Mathematics 2022-08-16 Jorge J. Betancor , Estefanía Dalmasso , Pablo Quijano , Roberto Scotto