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We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…

Optimization and Control · Mathematics 2015-03-04 Quoc Tran-Dinh , Volkan Cevher

In a multiobjective optimization problem a solution is called Pareto-optimal if no criterion can be improved without deteriorating at least one of the other criteria. Computing the set of all Pareto-optimal solutions is a common task in…

Data Structures and Algorithms · Computer Science 2020-10-22 Heiko Röglin

It is well-known that the convex and concave envelope of a multilinear polynomial over a box are polyhedral functions. Exponential-sized extended and projected formulations for these envelopes are also known. We consider the convexification…

Optimization and Control · Mathematics 2021-06-14 Yibo Xu , Warren Adams , Akshay Gupte

The paper considers the minimization of a separable convex function subject to linear ascending constraints. The problem arises as the core optimization in several resource allocation scenarios, and is a special case of an optimization of a…

Optimization and Control · Mathematics 2016-08-30 Akhil P T , Rajesh Sundaresan

We establish a general principle which states that regularizing an inverse problem with a convex function yields solutions which are convex combinations of a small number of atoms. These atoms are identified with the extreme points and…

Optimization and Control · Mathematics 2018-11-27 Claire Boyer , Antonin Chambolle , Yohann De Castro , Vincent Duval , Frédéric De Gournay , Pierre Weiss

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

We propose a general solution approach for min-max-robust counterparts of combinatorial optimization problems with uncertain linear objectives. We focus on the discrete scenario case, but our approach can be extended to other types of…

Optimization and Control · Mathematics 2022-01-05 Enrico Bettiol , Christoph Buchheim , Marianna De Santis , Francesco Rinaldi

This paper derives a discrete dual problem for a prototypical hybrid high-order method for convex minimization problems. The discrete primal and dual problem satisfy a weak convex duality that leads to a priori error estimates with…

Numerical Analysis · Mathematics 2026-04-10 Ngoc Tien Tran

Sequential decision-making problems with multiple objectives arise naturally in practice and pose unique challenges for research in decision-theoretic planning and learning, which has largely focused on single-objective settings. This…

Artificial Intelligence · Computer Science 2014-02-05 Diederik Marijn Roijers , Peter Vamplew , Shimon Whiteson , Richard Dazeley

We study the equivalence problem under projective transformation for CR-hypersurfaces of complex projective space. A complete set of projective differential invariants for analytic hypersurfaces is given. The self-dual strongly C-linearly…

Differential Geometry · Mathematics 2010-10-28 C. Hammond , C. Robles

Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…

Numerical Analysis · Computer Science 2016-07-04 Eran Treister , Javier S. Turek , Irad Yavneh

Classification, recommendation, and ranking problems often involve competing goals with additional constraints (e.g., to satisfy fairness or diversity criteria). Such optimization problems are quite challenging, often involving non-convex…

Machine Learning · Computer Science 2021-02-16 Gurpreet Singh , Soumyajit Gupta , Matthew Lease , Clint Dawson

We characterize embedded $\C^1$ hypersurfaces of $\R^n$ as the only locally closed sets with continuously varying flat tangent cones whose measure-theoretic-multiplicity is at most $m<3/2$. It follows then that any (topological)…

Algebraic Geometry · Mathematics 2013-09-17 Mohammad Ghomi , Ralph Howard

Convex quadratic objective functions are an important base case in state-of-the-art benchmark collections for single-objective optimization on continuous domains. Although often considered rather simple, they represent the highly relevant…

Neural and Evolutionary Computing · Computer Science 2019-04-04 Tobias Glasmachers

Fix any $\lambda\in\mathbb{C}$. We say that a set $S\subseteq\mathbb{C}$ is $\lambda$-$convex$ if, whenever $a$ and $b$ are in $S$, the point $(1-\lambda)a+\lambda b$ is also in $S$. If $S$ is also (topologically) closed, then we say that…

Complex Variables · Mathematics 2020-09-01 Stephen Fenner , Frederic Green , Steven Homer

Let \Gamma be a structure with a finite relational signature and a first-order definition in (R;*,+) with parameters from R, that is, a relational structure over the real numbers where all relations are semi-algebraic sets. In this article,…

Computational Complexity · Computer Science 2015-07-01 Manuel Bodirsky , Peter Jonsson , Timo von Oertzen

In solving a multi-objective optimization problem by scalarization techniques, solutions to a scalarized problem are, in general, weakly efficient rather than efficient to the original problem. Thus, it is crucial to understand what problem…

Optimization and Control · Mathematics 2021-03-08 Naoki Hamada , Shunsuke Ichiki

We present some first results concerning a gradient-based dynamic approach to multi-objective optimization problems, involving inertial effects. We prove the existence of global solution trajectories for this second-order differential…

Optimization and Control · Mathematics 2015-06-10 Hédy Attouch , Guillaume Garrigos

We introduce a technique for the analysis of general spatially coupled systems that are governed by scalar recursions. Such systems can be expressed in variational form in terms of a potential functional. We show, under mild conditions,…

Information Theory · Computer Science 2017-01-18 Rafah El-Khatib , Nicolas Macris , Tom Richardson , Ruediger Urbanke

We conduct a study and comparison of superiorization and optimization approaches for the reconstruction problem of superiorized/regularized least-squares solutions of underdetermined linear equations with nonnegativity variable bounds.…

Optimization and Control · Mathematics 2020-04-02 Yair Censor , Stefania Petra , Christoph Schnörr