Related papers: Reduction of Exhausters by Set Order Relations and…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
We propose a reduced-order modeling approach for nonlinear, parameter-dependent ordinary differential equations (ODE). Dimensionality reduction is achieved using nonlinear maps represented by autoencoders. The resulting low-dimensional ODE…
The paper is devoted to deriving necessary optimality conditions in a general optimal control problem for dynamical systems governed by controlled sweeping processes with hard-constrained control actions entering both polyhedral moving sets…
We introduce a new combinatorial structure: the superselector. We show that superselectors subsume several important combinatorial structures used in the past few years to solve problems in group testing, compressed sensing, multi-channel…
We consider a popular family of constrained optimization problems arising in machine learning that involve optimizing a non-decomposable evaluation metric with a certain thresholded form, while constraining another metric of interest.…
This paper deals with optimal control problems of integral equations, with initial-final and running state constraints. The order of a running state constraint is defined in the setting of integral dynamics, and we work here with…
We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…
Many high-dimensional optimisation problems exhibit rich geometric structures in their set of minimisers, often forming smooth manifolds due to over-parametrisation or symmetries. When this structure is known, at least locally, it can be…
In model selection problems for machine learning, the desire for a well-performing model with meaningful structure is typically expressed through a regularized optimization problem. In many scenarios, however, the meaningful structure is…
This paper introduces cutting planes that involve minimal structural assumptions, enabling the generation of strong polyhedral relaxations for a broad class of problems. We consider valid inequalities for the set $S\cap P$, where $S$ is a…
In this paper, vector optimization is considered in the framework of decision making and optimization in general spaces. Interdependencies between domination structures in decision making and domination sets in vector optimization are…
In this paper, in terms of three types of generalized second-order derivatives of a nonsmooth function, we mainly study the corresponding second-order optimality conditions in a Hilbert space and prove the equivalence among these optimality…
With the extensive application of submodularity, its generalizations are constantly being proposed. However, most of them are tailored for special problems. In this paper, we focus on quasi-submodularity, a universal generalization, which…
In the present work we study a problem of finding a global minimum of a piecewise affine function. We employ optimality conditions for the problem in terms of coexhausters and use them to state and prove necessary and sufficient conditions…
In this work, the notions of normal cones at infinity to unbounded sets and limiting and singular subdifferentials at infinity for extended real value functions are introduced. Various calculus rules for these notions objects are…
Differential equations (DE) constrained optimization plays a critical role in numerous scientific and engineering fields, including energy systems, aerospace engineering, ecology, and finance, where optimal configurations or control…
We use automated theorem provers to significantly shorten a formal development in higher order set theory. The development includes many standard theorems such as the fundamental theorem of arithmetic and irrationality of square root of…
This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…
This contribution examines optimization problems that involve stochastic dominance constraints. These problems have uncountably many constraints. We develop methods to solve the optimization problem by reducing the constraints to a finite…
In this paper, we develop a unified framework for studying constrained robust optimal control problems with adjustable uncertainty sets. In contrast to standard constrained robust optimal control problems with known uncertainty sets, we…