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Primal-dual interior-point methods solve constrained convex optimization problems to tight tolerances with speed and robustness. Their solutions are also efficiently differentiable with respect to the problem data through the implicit…

Optimization and Control · Mathematics 2026-05-19 Jon Arrizabalaga , Kevin Tracy , Zachary Manchester

A great variety of fundamental optimization and counting problems arising in computer science, mathematics and physics can be reduced to one of the following computational tasks involving polynomials and set systems: given an $m$-variate…

Data Structures and Algorithms · Computer Science 2016-11-15 Damian Straszak , Nisheeth K. Vishnoi

The aim of this paper is to design an efficient multigrid method for constrained convex optimization problems arising from discretization of some underlying infinite dimensional problems. Due to problem dependency of this approach, we only…

Optimization and Control · Mathematics 2016-02-12 Michal Kocvara , Sudaba Mohammed

In this paper we propose and analyze two dual methods based on inexact gradient information and averaging that generate approximate primal solutions for smooth convex optimization problems. The complicating constraints are moved into the…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu

In this paper, we study the solution uniqueness of an individual feasible vector of a class of convex optimization problems involving convex piecewise affine functions and subject to general polyhedral constraints. This class of problems…

Optimization and Control · Mathematics 2017-11-17 Seyedahmad Mousavi , Jinglai Shen

We study geodesically convex (g-convex) problems that can be written as a difference of Euclidean convex functions. This structure arises in several optimization problems in statistics and machine learning, e.g., for matrix scaling,…

Optimization and Control · Mathematics 2022-10-24 Melanie Weber , Suvrit Sra

Finding diverse solutions to optimization problems has been of practical interest for several decades, and recently enjoyed increasing attention in research. While submodular optimization has been rigorously studied in many fields, its…

Data Structures and Algorithms · Computer Science 2023-07-18 Anh Viet Do , Mingyu Guo , Aneta Neumann , Frank Neumann

In this sequel to "Foundations of matroids - Part 1", we establish several presentations of the foundation of a matroid in terms of small building blocks. For example, we show that the foundation of a matroid M is the colimit of the…

Combinatorics · Mathematics 2024-07-31 Matthew Baker , Oliver Lorscheid , Tianyi Zhang

We consider the constrained graph alignment problem which has applications in biological network analysis. Given two input graphs $G_1=(V_1,E_1), G_2=(V_2,E_2)$, a pair of vertex mappings induces an {\it edge conservation} if the vertex…

Data Structures and Algorithms · Computer Science 2023-06-22 Ferhat Alkan , Türker Bıyıkoğlu , Marc Demange , Cesim Erten

One revisits the standard saddle-point method based on conjugate duality for solving convex minimization problems. Our aim is to reduce or remove unnecessary topological restrictions on the constraint set. Dual equalities and…

Optimization and Control · Mathematics 2007-10-09 Christian Léonard

The problem of maximizing a constrained monotone set function has many practical applications and generalizes many combinatorial problems. Unfortunately, it is generally not possible to maximize a monotone set function up to an acceptable…

Data Structures and Algorithms · Computer Science 2014-08-29 Moran Feldman , Rani Izsak

In this paper we consider a new problem of minimizing an M-convex function under L1-distance constraint (MML1); the constraint is given by an upper bound for L1-distance between a feasible solution and a given "center." This is motivated by…

Optimization and Control · Mathematics 2018-09-13 Akiyoshi Shioura

This paper provides a zeroth-order optimisation framework for non-smooth and possibly non-convex cost functions with matrix parameters that are real and symmetric. We provide complexity bounds on the number of iterations required to ensure…

Optimization and Control · Mathematics 2021-06-29 Alejandro I. Maass , Chris Manzie , Iman Shames , Hayato Nakada

In contrast to Part I of this treatise [1] that focuses on the optimization problems associated with single matrix variables, in this paper, we investigate the application of the matrix-monotonic optimization framework in the optimization…

Information Theory · Computer Science 2021-02-24 Chengwen Xing , Shuai Wang , Sheng Chen , Shaodan Ma , H. Vincent Poor , Lajos Hanzo

DR-submodular functions encompass a broad class of functions which are generally non-convex and non-concave. We study the problem of minimizing any DR-submodular function, with continuous and general integer variables, under box constraints…

Optimization and Control · Mathematics 2023-09-07 Qimeng Yu , Simge Küçükyavuz

The problem of minimizing the difference of two convex functions is called polyhedral d.c. optimization problem if at least one of the two component functions is polyhedral. We characterize the existence of global optimal solutions of…

Optimization and Control · Mathematics 2020-01-10 Simeon vom Dahl , Andreas Löhne

This is a brief review of recent progress in constructing solutions to the matrix model Virasoro equations. These equations are parameterized by a degree n polynomial W_n(x), and the general solution is labeled by an arbitrary function of…

High Energy Physics - Theory · Physics 2008-11-26 A. Alexandrov , A. Mironov , A. Morozov

Consider the following online version of the submodular maximization problem under a matroid constraint: We are given a set of elements over which a matroid is defined. The goal is to incrementally choose a subset that remains independent…

Data Structures and Algorithms · Computer Science 2012-05-08 Niv Buchbinder , Joseph , Naor , R. Ravi , Mohit Singh

This paper addresses optimization problems constrained by partial differential equations with uncertain coefficients. In particular, the robust control problem and the average control problem are considered for a tracking type cost…

Optimization and Control · Mathematics 2017-11-08 Andreas Van Barel , Stefan Vandewalle

We consider the problem of finding a basis of a matroid with weight exactly equal to a given target. Here weights can be discrete values from $\{-\Delta,\ldots,\Delta\}$ or more generally $m$-dimensional vectors of such discrete values. We…

Data Structures and Algorithms · Computer Science 2024-08-27 Friedrich Eisenbrand , Lars Rohwedder , Karol Węgrzycki