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We study sparse approximate solutions to convex optimization problems. It is known that in many engineering applications researchers are interested in an approximate solution of an optimization problem as a linear combination of elements…

Machine Learning · Statistics 2012-06-05 V. N. Temlyakov

Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…

Optimization and Control · Mathematics 2019-09-02 Kazuhiro Hishinuma , Hideaki Iiduka

In this paper we combine two existing approaches for approximating attractors. One of them approximates the attractors arbitrarily well by sublevel sets related to solutions of infinite dimensional linear programming problems. A downside…

Optimization and Control · Mathematics 2023-10-06 Corbinian Schlosser

We address composite optimization problems, which consist in minimizing the sum of a smooth and a merely lower semicontinuous function, without any convexity assumptions. Numerical solutions of these problems can be obtained by proximal…

Optimization and Control · Mathematics 2024-02-14 Alberto De Marchi

Complex polynomial optimization has recently gained more and more attention in both theory and practice. In this paper, we study the optimization of a real-valued general conjugate complex form over various popular constraint sets including…

Optimization and Control · Mathematics 2016-12-08 Taoran Fu , Bo Jiang , Zhening Li

We present a technique for producing valid dual bounds for nonconvex quadratic optimization problems. The approach leverages an elegant piecewise linear approximation for univariate quadratic functions due to Yarotsky, formulating this…

Optimization and Control · Mathematics 2021-03-30 Ben Beach , Robert Hildebrand , Joey Huchette

We consider a decision-making problem to find absolute ratings of alternatives that are compared in pairs under multiple criteria, subject to constraints in the form of two-sided bounds on ratios between the ratings. Given matrices of…

Optimization and Control · Mathematics 2024-03-22 Nikolai Krivulin

Given a univariate polynomial, its abscissa is the maximum real part of its roots. The abscissa arises naturally when controlling linear differential equations. As a function of the polynomial coefficients, the abscissa is H{\"o}lder…

Optimization and Control · Mathematics 2015-07-31 Roxana Heß , Didier Henrion , Jean-Bernard Lasserre , Tien Son Pham

In a recent paper Lima, Panario and Wang have provided a new method to multiply polynomials in Chebyshev basis which aims at reducing the total number of multiplication when polynomials have small degree. Their idea is to use Karatsuba's…

Computational Complexity · Computer Science 2013-09-10 Pascal Giorgi

The purpose of this note is to survey a methodology to solve systems of polynomial equations and inequalities. The techniques we discuss use the algebra of multivariate polynomials with coefficients over a field to create large-scale linear…

Optimization and Control · Mathematics 2011-12-08 Jesus A. De Loera , Peter N. Malkin , Pablo A. Parrilo

Existing value function approximation methods have been successfully used in many applications, but they often lack useful a priori error bounds. We propose a new approximate bilinear programming formulation of value function approximation,…

Artificial Intelligence · Computer Science 2010-06-15 Marek Petrik , Shlomo Zilberstein

In this paper, we introduce a method known as polynomial frame approximation for approximating smooth, multivariate functions defined on irregular domains in $d$ dimensions, where $d$ can be arbitrary. This method is simple, and relies only…

Numerical Analysis · Mathematics 2020-05-27 Ben Adcock , Daan Huybrechs

We consider the problem of constructing an approximation of the Pareto curve associated with the multiobjective optimization problem $\min_{\mathbf{x} \in \mathbf{S}}\{ (f_1(\mathbf{x}), f_2(\mathbf{x})) \}$, where $f_1$ and $f_2$ are two…

Optimization and Control · Mathematics 2014-06-17 Victor Magron , Didier Henrion , Jean-Bernard Lasserre

Computing rational minimax approximations can be very challenging when there are singularities on or near the interval of approximation - precisely the case where rational functions outperform polynomials by a landslide. We show that far…

Numerical Analysis · Mathematics 2018-05-14 Silviu-Ioan Filip , Yuji Nakatsukasa , Lloyd N. Trefethen , Bernhard Beckermann

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…

Optimization and Control · Mathematics 2025-03-04 Ion Necoara , Daniela Lupu

We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

We propose a new algorithm to the problem of polygonal curve approximation based on a multiresolution approach. This algorithm is suboptimal but still maintains some optimality between successive levels of resolution using dynamic…

Computer Vision and Pattern Recognition · Computer Science 2007-05-23 Pierre-François Marteau , Gilbas Ménier

In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang

Simultaneous optimization of multiple objective functions results in a set of trade-off, or Pareto, solutions. Choosing a, in some sense, best solution in this set is in general a challenging task: In the case of three or more objectives…

Optimization and Control · Mathematics 2023-02-01 C. Yalçın Kaya , Helmut Maurer

We present a general technique for approximating bicriteria minimization problems with positive-valued, polynomially computable objective functions. Given $0<\epsilon\leq1$ and a polynomial-time $\alpha$-approximation algorithm for the…

Optimization and Control · Mathematics 2017-11-16 Pascal Halffmann , Stefan Ruzika , Clemens Thielen , David Willems