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This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from…

Computational Finance · Quantitative Finance 2010-06-28 Teemu Pennanen

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

The classical serendipity and mixed finite element spaces suffer from poor approximation on nondegenerate, convex quadrilaterals. In this paper, we develop $\textit{direct serendipity}$ and $\textit{direct mixed}$ finite element spaces,…

Numerical Analysis · Mathematics 2018-09-10 Todd Arbogast , Zhen Tao

The intention of this survey to collect in one paper many recent results and advances related with Bergman type projection acting in various spaces of analytic functions in several complex variables in the unit ball, tubular domains over…

Complex Variables · Mathematics 2025-11-14 R. F. Shamoyan , M. G. Bashmakova

We consider structured optimisation problems defined in terms of the sum of a smooth and convex function, and a proper, l.s.c., convex (typically non-smooth) one in reflexive variable exponent Lebesgue spaces $L_{p(\cdot)}(\Omega)$. Due to…

Optimization and Control · Mathematics 2022-11-10 Marta Lazzaretti , Luca Calatroni , Claudio Estatico

The (delta-) normal cone to an arbitrary intersection of sublevel sets of proper, lower semicontinuous, and convex functions is characterized, using either epsilon-subdifferentials at the nominal point or exact subdifferentials at nearby…

Optimization and Control · Mathematics 2017-10-30 Abderrahim Hantoute , Anton Svensson

Segmenting an image into multiple components is a central task in computer vision. In many practical scenarios, prior knowledge about plausible components is available. Incorporating such prior knowledge into models and algorithms for image…

Computer Vision and Pattern Recognition · Computer Science 2015-09-08 Loic A. Royer , David L. Richmond , Carsten Rother , Bjoern Andres , Dagmar Kainmueller

We derive an implicit numerical scheme for the solution of advection equation where the roles of space and time variables are exchanged using the inverse Lax-Wendroff procedure. The scheme contains a linear weight for which it is always…

Numerical Analysis · Mathematics 2025-05-12 Peter Frolkovič , Svetlana Krišková , Katarína Lacková

We introduce a new class of neural networks designed to be convex functions of their inputs, leveraging the principle that any convex function can be represented as the supremum of the affine functions it dominates. These neural networks,…

Machine Learning · Statistics 2024-11-21 Vincent Lemaire , Gilles Pagès , Christian Yeo

We provide a general framework to construct finite dimensional approximations of the space of convex functions, which also applies to the space of c-convex functions and to the space of support functions of convex bodies. We give estimates…

Numerical Analysis · Mathematics 2014-03-11 Quentin Mérigot , Edouard Oudet

We propose an inexact proximal augmented Lagrangian framework with explicit inner problem termination rule for composite convex optimization problems. We consider arbitrary linearly convergent inner solver including in particular stochastic…

Optimization and Control · Mathematics 2019-09-23 Fei Li , Zheng Qu

This article is concerned with the approximation of unbounded convex sets by polyhedra. While there is an abundance of literature investigating this task for compact sets, results on the unbounded case are scarce. We first point out the…

Optimization and Control · Mathematics 2023-05-04 Daniel Dörfler

Image segmentation is critically important in almost all medical image analysis for automatic interpretations and processing. However, it is often challenging to perform image segmentation due to data imbalance between intra- and…

Computer Vision and Pattern Recognition · Computer Science 2024-07-09 Zhhengyong Huang , Yao Sui

In recent years, neural implicit representations have made remarkable progress in modeling of 3D shapes with arbitrary topology. In this work, we address two key limitations of such representations, in failing to capture local 3D geometric…

Computer Vision and Pattern Recognition · Computer Science 2022-04-01 Yunlu Chen , Basura Fernando , Hakan Bilen , Matthias Nießner , Efstratios Gavves

The paper deals with the optimal control problem described by second order evolution differential inclusions; to this end first we use an auxiliary problem with second order discrete and discrete-approximate inclusions. Then applying…

Optimization and Control · Mathematics 2019-06-18 Elimhan N. Mahmudov

In this paper, we present a distributed algorithm for solving convex, constraint-coupled, optimization problems over peer-to-peer networks. We consider a network of processors that aim to cooperatively minimize the sum of local cost…

Optimization and Control · Mathematics 2021-04-14 Andrea Camisa , Alessia Benevento , Giuseppe Notarstefano

Motivated by the minimax concave penalty based variable selection in high-dimensional linear regression, we introduce a simple scheme to construct structured semiconvex sparsity promoting functions from convex sparsity promoting functions…

Optimization and Control · Mathematics 2018-09-19 Lixin Shen , Bruce W. Suter , Erin E. Tripp

Coverings of convex bodies have emerged as a central component in the design of efficient solutions to approximation problems involving convex bodies. Intuitively, given a convex body $K$ and $\epsilon> 0$, a covering is a collection of…

Computational Geometry · Computer Science 2023-03-16 Sunil Arya , Guilherme D. da Fonseca , David M. Mount

The purpose of this article is twofold. First, we prove that the squeezing function approaches 1 near strongly pseudoconvex boundary points of bounded domains in $\mathbb{C}^{n+1}$. Second, we show that the squeezing function approaches 1…

Complex Variables · Mathematics 2026-01-28 Ninh Van Thu

This paper presents the input convex neural network architecture. These are scalar-valued (potentially deep) neural networks with constraints on the network parameters such that the output of the network is a convex function of (some of)…

Machine Learning · Computer Science 2017-06-15 Brandon Amos , Lei Xu , J. Zico Kolter
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