Related papers: Strong duality for a problem of linear copositive …
We present a method for solving the general mixed constrained convex quadratic programming problem using an active set method on the dual problem. The approach is similar to existing active set methods, but we present a new way of solving…
In this article we dwell into the class of so called ill posed Linear Inverse Problems (LIP) in machine learning, which has become almost a classic in recent times. The fundamental task in an LIP is to recover the entire signal / data from…
We associate with each convex optimization problem, posed on some locally convex space, with infinitely many constraints indexed by the set T, and a given non-empty family H of finite subsets of T, a suitable Lagrangian-Haar dual problem.…
We consider Continuous Linear Programs over a continuous finite time horizon $T$, with linear cost coefficient functions, linear right hand side functions, and a constant coefficient matrix, as well as their symmetric dual. We search for…
Proximal operators with affine constraints arise in numerous models in nonconvex projection, composite optimization, and structured regularization. However, their efficient computation remains challenging due to the simultaneous presence of…
Using linear functional-based duality of modules, we generalize the syndrome decoding algorithm of linear codes over finite fields to those over finite commutative rings. Moreover, If the ring is local the algorithm is simplified by…
We present a new kind of Lagrangian duality theory for set-valued convex optimization problems whose objective and constraint maps are defined between preordered normed spaces. The theory is accomplished by introducing a new set-valued…
The main outcomes of the paper are divided into two parts. First, we present a new dual for quadratic programs, in which, the dual variables are affine functions, and we prove strong duality. Since the new dual is intractable, we consider a…
We introduce and study a new dual condition which characterizes zero duality gap in nonsmooth convex optimization. We prove that our condition is weaker than all existing constraint qualifications, including the closed epigraph condition.…
This paper presents the Lagrangian duality theory for mixed-integer semidefinite programming (MISDP). We derive the Lagrangian dual problem and prove that the resulting Lagrangian dual bound dominates the bound obtained from the continuous…
Suppose that f is a function from Z_p -> [0,1] (Z_p is my notation for the integers mod p, not the p-adics), and suppose that a_1,...,a_k are some places in Z_p. In some additive number theory applications it would be nice to perturb f…
The stable roommates problem is a non-bipartite version of the stable matching problem in a bipartite graph. In this paper, we consider the stable roommates problem with ties. In particular, we focus on strong stability, which is one of the…
We prove a strong duality result for a linear programming problem which has the interpretation of being a discretised optimal Skorokhod embedding problem, and we recover this continuous time problem as a limit of the discrete problems. With…
In this article, we present semi strongly $E$-preinvexity and semi strongly $E$-invexity. To demonstrate the existence of these functions, certain nontrivial examples have been developed. Several significant relationships and…
This paper is concerned with the study of constrained statistical learning problems, the unconstrained version of which are at the core of virtually all of modern information processing. Accounting for constraints, however, is paramount to…
Recently, Yamanaka and Yamashita proposed the so-called positively homogeneous optimization problem, which includes many important problems, such as the absolute-value and the gauge optimizations. They presented a closed form of the dual…
We establish a consistency result by comparing two independent notions of generalised solutions to a large class of linear hyperbolic first order PDE systems with constant coefficients, showing that they eventually coincide. The first is…
Generalized polyhedral convex optimization problems in locally convex Hausdorff topological vector spaces are studied systematically in this paper. We establish solution existence theorems, necessary and sufficient optimality conditions,…
We extend the notions of conditioned and controlled invariant spaces to linear dynamical systems over the max-plus or tropical semiring. We establish a duality theorem relating both notions, which we use to construct dynamic observers.…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…