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We consider relative or subjective optimization problems where the goal function and feasible set are dependent of the current state of the system under consideration. In general, they are formulated as quasi-equilibrium problems, hence…

Optimization and Control · Mathematics 2020-03-19 I. V. Konnov

In the recent paper of Giorgi, Jim\'enez and Novo (J Optim Theory Appl 171:70--89, 2016), the authors introduced the so-called approximate Karush-Kuhn-Tucker (AKKT) condition for smooth multiobjective optimization problems and obtained some…

Optimization and Control · Mathematics 2018-04-16 Nguyen Van Tuyen , Jen-Chih Yao , Ching-Feng Wen

Although the Karush-Kuhn-Tucker conditions suggest a connection between a conic optimization problem and a complementarity problem, it is difficult to find an accessible explicit form of this relationship in the literature. This note will…

Optimization and Control · Mathematics 2016-07-19 S. Z. Németh , Guohan Zhang

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

Optimization and Control · Mathematics 2024-09-26 Gregorio M. Sempere , Welington de Oliveira , Johannes O. Royset

This paper presents a novel approach to solving convex optimization problems by leveraging the fact that, under certain regularity conditions, any set of primal or dual variables satisfying the Karush-Kuhn-Tucker (KKT) conditions is…

Machine Learning · Computer Science 2024-10-22 Shreya Arvind , Rishabh Pomaje , Rajshekhar V Bhat

Constrained Optimization solution algorithms are restricted to point based solutions. In practice, single or multiple objectives must be satisfied, wherein both the objective function and constraints can be non-convex resulting in multiple…

Neural and Evolutionary Computing · Computer Science 2021-01-05 Gurpreet Singh , Soumyajit Gupta , Matthew Lease

We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…

Optimization and Control · Mathematics 2025-05-08 Kang Liu , Wei Peng , Jianchen Hu

Devising efficient algorithms that track the optimizers of continuously varying convex optimization problems is key in many applications. A possible strategy is to sample the time-varying problem at constant rate and solve the resulting…

Optimization and Control · Mathematics 2017-11-28 Andrea Simonetto

In this paper, we consider interval-valued vector optimization problems $(IVOP)$ and derive their relationships to interval vector variational inequalities $(IVVI)$ of Minty and Stampacchia type in terms of convexificators and LU-efficient…

Optimization and Control · Mathematics 2023-02-24 Rohit Kumar Bhardwaj , Tirth Ram

Minimax optimization problems arises from both modern machine learning including generative adversarial networks, adversarial training and multi-agent reinforcement learning, as well as from tradition research areas such as saddle point…

Optimization and Control · Mathematics 2020-04-22 Yu-HOng Dai , Liwei Zhang

A new and simple method for quasi-convex optimization is introduced from which its various applications can be derived. Especially, a global optimum under constrains can be approximated for all continuous functions.

Optimization and Control · Mathematics 2020-12-07 Sompong Dhompongsa , Poom Kumam

This paper presents a framework for inverse learning of objective functions for constrained optimal control problems, which is based on the Karush-Kuhn-Tucker (KKT) conditions. We discuss three variants corresponding to different model…

Systems and Control · Electrical Eng. & Systems 2020-05-07 Marcel Menner , Melanie N. Zeilinger

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Optimization and Control · Mathematics 2021-03-24 Nikita Doikov , Yurii Nesterov

In this paper, we present some new necessary and sufficient optimality conditions in terms of the Clarke subdifferentials for approximate Pareto solutions of a nonsmooth vector optimization problem which has an infinite number of…

Optimization and Control · Mathematics 2019-05-14 Ta Quang Son , Nguyen Van Tuyen , Ching-Feng Wen

Convex optimization problems arising in applications often have favorable objective functions and complicated constraints, thereby precluding first-order methods from being immediately applicable. We describe an approach that exchanges the…

Optimization and Control · Mathematics 2016-02-05 Aleksandr Y. Aravkin , James V. Burke , Dmitriy Drusvyatskiy , Michael P. Friedlander , Scott Roy

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

In the first part of this work [32], we introduce a convex parabolic relaxation for quadratically-constrained quadratic programs, along with a sequential penalized parabolic relaxation algorithm to recover near-optimal feasible solutions.…

Optimization and Control · Mathematics 2022-08-09 Ramtin Madani , Mersedeh Ashraphijuo , Mohsen Kheirandishfard , Alper Atamturk

Current state-of-the-art solution techniques for solving bilevel optimization problems either assume strong problem regularity criteria or are computationally intractable. In this paper we address power system problems of bilevel structure,…

Systems and Control · Electrical Eng. & Systems 2023-06-21 Domagoj Vlah , Karlo Šepetanc , Hrvoje Pandžić

In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…

Optimization and Control · Mathematics 2014-09-26 Zizhuo Wang

In this paper, we study second-order necessary and sufficient optimality conditions of Karush--Kuhn--Tucker-type for locally optimal solutions in the sense of Pareto to a class of multi-objective optimal control problems with mixed…

Optimization and Control · Mathematics 2017-12-29 Bui Trong Kien , Nguyen Van Tuyen , Jen-Chih Yao