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Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…

Optimization and Control · Mathematics 2023-03-24 Runchao Ma , Qihang Lin , Tianbao Yang

We present an optimization-based approach to stochastic control problems with nonclassical information structures. We cast these problems equivalently as optimization prob- lems on joint distributions. The resulting problems are necessarily…

Optimization and Control · Mathematics 2013-09-17 Ankur A. Kulkarni , Todd P. Coleman

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

Optimization and Control · Mathematics 2021-07-08 Morteza Boroun , Afrooz Jalilzadeh

A vast majority of machine learning algorithms train their models and perform inference by solving optimization problems. In order to capture the learning and prediction problems accurately, structural constraints such as sparsity or low…

Machine Learning · Statistics 2017-12-22 Prateek Jain , Purushottam Kar

The main challenge of nonconvex optimization is to find a global optimum, or at least to avoid ``bad'' local minima and meaningless stationary points. We study here the extent to which algorithms, as opposed to optimization models and…

Optimization and Control · Mathematics 2025-02-27 Thi Lan Dinh , Wiebke Bennecke , G. S. Matthijs Jansen , D. Russell Luke , Stefan Mathias

We propose a stochastic gradient framework for solving stochastic composite convex optimization problems with (possibly) infinite number of linear inclusion constraints that need to be satisfied almost surely. We use smoothing and homotopy…

Optimization and Control · Mathematics 2019-02-04 Olivier Fercoq , Ahmet Alacaoglu , Ion Necoara , Volkan Cevher

In this work, we consider constrained stochastic optimization problems under hidden convexity, i.e., those that admit a convex reformulation via non-linear (but invertible) map $c(\cdot)$. A number of non-convex problems ranging from…

Optimization and Control · Mathematics 2024-11-12 Ilyas Fatkhullin , Niao He , Yifan Hu

The majorization-minimization (MM) principle is an extremely general framework for deriving optimization algorithms. It includes the expectation-maximization (EM) algorithm, proximal gradient algorithm, concave-convex procedure, quadratic…

Optimization and Control · Mathematics 2021-06-08 Kenneth Lange , Joong-Ho Won , Alfonso Landeros , Hua Zhou

Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…

Optimization and Control · Mathematics 2015-08-21 Yangyang Xu , Wotao Yin

In the past decades mathematical optimization has found its way into radiation therapy and has made profound practice changing impact. Today, virtually all advanced treatment delivery methods, such as IMRT, VMAT, tomotherapy, LDR/HDR…

Medical Physics · Physics 2018-10-31 Bram L. Gorissen , Jan Unkelbach , Thomas R. Bortfeld

This paper deals with the classic radiotherapy dose fractionation problem for cancer tumors concerning the following goals: a) To maximize the effect of radiation on the tumor, restricting the effect produced to the organs at risk (healing…

Optimization and Control · Mathematics 2021-02-17 Luis Alberto Fernández , Lucía Fernández

This paper aims to develop distributed algorithms for nonconvex optimization problems with complicated constraints associated with a network. The network can be a physical one, such as an electric power network, where the constraints are…

Optimization and Control · Mathematics 2022-11-21 Kaizhao Sun , X. Andy Sun

Nonconvex optimization refers to the process of solving problems whose objective or constraints are nonconvex. Historically, this type of problems have been very difficult to solve to global optimality, with traditional solvers often…

Optimization and Control · Mathematics 2025-08-12 Dimitris Bertsimas , Danique de Moor , Thodoris Koukouvinos , Demetrios Kriezis

Multicriteria optimization problems occur in many real life applications, for example in cancer radiotherapy treatment and in particular in intensity modulated radiation therapy (IMRT). In this work we focus on optimization problems with…

Optimization and Control · Mathematics 2017-04-05 Esther Bonacker , Aviv Gibali , Karl-Heinz Küfer , and Philipp Süss

In this paper we consider non-smooth convex optimization problems with (possibly) infinite intersection of constraints. In contrast to the classical approach, where the constraints are usually represented as intersection of simple sets,…

Optimization and Control · Mathematics 2024-01-11 Angelia Nedich , Ion Necoara

This paper presents a piecewise convexification method to approximate the whole approximate optimal solution set of non-convex optimization problems with box constraints. In the process of box division, we first classify the sub-boxes and…

Optimization and Control · Mathematics 2022-06-30 Qiao Zhu , Liping Tang , Xinmin Yang

We present a novel method for global motion planning of robotic systems that interact with the environment through contacts. Our method directly handles the hybrid nature of such tasks using tools from convex optimization. We formulate the…

Convex optimization problems arise naturally in quantum information theory, often in terms of minimizing a convex function over a convex subset of the space of hermitian matrices. In most cases, finding exact solutions to these problems is…

Quantum Physics · Physics 2014-11-26 Mark W. Girard , Gilad Gour , Shmuel Friedland

In this paper we consider resource allocation problem stated as a convex minimization problem with linear constraints. To solve this problem, we use gradient and accelerated gradient descent applied to the dual problem and prove the…

Optimization and Control · Mathematics 2019-10-01 Anastasiya Ivanova , Pavel Dvurechensky , Alexander Gasnikov , Dmitry Kamzolov

Radiation therapy is considered to be one of important treatment protocols for cancers. Radiation therapy employs several beams of ionizing radiation to kill cancer tumors, but such irradiation also causes damage to normal tissues.…

Optimization and Control · Mathematics 2016-12-06 Shogo Kishimoto , Makoto Yamashita