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In this paper, we study a solution approach for set optimization problems with respect to the lower set less relation. This approach can serve as a base for numerically solving set optimization problems by using established solvers from…

Optimization and Control · Mathematics 2021-07-27 Gabriele Eichfelder , Ernest Quintana , Stefan Rocktäschel

Multidimensional optimization problems where the objective function and the constraints are multiextremal non-differentiable Lipschitz functions (with unknown Lipschitz constants) and the feasible region is a finite collection of robust…

Optimization and Control · Mathematics 2015-03-19 Yaroslav D. Sergeyev , Paolo Pugliese , Domenico Famularo

In this article we provide an experimental algorithm that in many cases gives us an upper bound of the global infimum of a real polynomial on $\R^{n}$. It is very well known that to find the global infimum of a real polynomial on $\R^{n}$,…

Optimization and Control · Mathematics 2018-09-25 María López Quijorna

In this paper we develop a new framework that captures the common landscape underlying the common non-convex low-rank matrix problems including matrix sensing, matrix completion and robust PCA. In particular, we show for all above problems…

Machine Learning · Computer Science 2017-04-04 Rong Ge , Chi Jin , Yi Zheng

Convex approximation sets for multiobjective optimization problems are a well-studied relaxation of the common notion of approximation sets. Instead of approximating each image of a feasible solution by the image of some solution in the…

Optimization and Control · Mathematics 2023-06-13 Stephan Helfrich , Stefan Ruzika , Clemens Thielen

We study optimization algorithms for the finite sum problems frequently arising in machine learning applications. First, we propose novel variants of stochastic gradient descent with a variance reduction property that enables linear…

Machine Learning · Computer Science 2017-07-06 Jakub Konečný

We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods. In the fully…

Optimization and Control · Mathematics 2025-08-27 Alberto De Marchi , Andreas Themelis

This work proposes a novel convex-non-convex formulation of the image segmentation and the image completion problems. The proposed approach is based on the minimization of a functional involving two distinct regularization terms: one…

Numerical Analysis · Mathematics 2025-09-01 Mohamed El Guide , Anas El Hachimi , Khalide Jbilou , Lothar Reichel

Two optimization algorithms are proposed for solving a stochastic programming problem for which the objective function is given in the form of the expectation of convex functions and the constraint set is defined by the intersection of…

Optimization and Control · Mathematics 2017-10-09 Hideaki Iiduka

Linear-parametric optimization, where multiple objectives are combined into a single objective using linear combinations with parameters as coefficients, has numerous links to other fields in optimization and a wide range of application…

Optimization and Control · Mathematics 2025-01-22 Levin Nemesch , Stefan Ruzika , Clemens Thielen , Alina Wittmann

We consider the problem of projecting a convex set onto a subspace, or equivalently formulated, the problem of computing a set obtained by applying a linear mapping to a convex feasible set. This includes the problem of approximating convex…

Optimization and Control · Mathematics 2024-12-11 Gabriela Kováčová , Birgit Rudloff

In this article a topology optimization method is developed, which is aware of material uncertainties. The uncertainties are handled in a worst-case sense, i.e. the worst possible material distribution over a given uncertainty set is taken…

Optimization and Control · Mathematics 2018-12-13 Jannis Greifenstein , Michael Stingl

This paper provides necessary and sufficient optimality conditions for abstract constrained mathematical programming problems in locally convex spaces under new qualification conditions. Our approach exploits the geometrical properties of…

Optimization and Control · Mathematics 2023-02-10 Rafael Correa , Marco A. López , Pedro Pérez-Aros

We introduce an algorithm which can be directly used to feasible and optimum search in linear programming. Starting from an initial point the algorithm iteratively moves a point in a direction to resolve the violated constraints. At the…

Optimization and Control · Mathematics 2023-12-05 Denys Shcherbak , Natalya Pya Arnqvist

In this paper, we focus on computing local minimizers of a multivariate polynomial optimization problem under certain genericity conditions. By using a technique in computer algebra and the second-order optimality condition, we provide a…

Optimization and Control · Mathematics 2024-05-10 Vu Trung Hieu , Akiko Takeda

Given an infeasible, unbounded, or pathological convex optimization problem, a natural question to ask is: what is the smallest change we can make to the problem's parameters such that the problem becomes solvable? In this paper, we address…

Optimization and Control · Mathematics 2020-01-30 Shane Barratt , Guillermo Angeris , Stephen Boyd

A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original objective function is extended to infeasible points by summing…

Optimization and Control · Mathematics 2023-12-05 Vladimir Norkin

Decentralized optimization is well studied for smooth unconstrained problems. However, constrained problems or problems with composite terms are an open direction for research. We study structured (or composite) optimization problems, where…

Optimization and Control · Mathematics 2023-04-10 Alexander Rogozin , Anton Novitskii , Alexander Gasnikov

Finding global optima in high-dimensional optimization problems is extremely challenging since the number of function evaluations required to sufficiently explore the search space increases exponentially with its dimensionality.…

Machine Learning · Computer Science 2022-11-04 Julian F. Schumann , Alejandro M. Aragón

This paper presents a novel convex optimization-based method for finding the globally optimal solutions of a class of mixed-integer non-convex optimal control problems. We consider problems with non-convex constraints that restrict the…

Optimization and Control · Mathematics 2019-11-21 Danylo Malyuta , Behcet Acikmese