Related papers: Higher Convexity and Iterated Second Moment Estima…
We derive a posteriori error estimators for an optimal control problem governed by a convection-reaction-diffusion equation; control constraints are also considered. We consider a family of low-order stabilized finite element methods to…
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…
Conjunctive query (CQ) evaluation is NP-complete, but becomes tractable for fragments of bounded hypertreewidth. Approximating a hard CQ by a query from such a fragment can thus allow for an efficient approximate evaluation. While…
We find an upper bound for the sum $\sum_{x<n\leq 2x}\textbf{1}_{\mathbb{P}}(n+h_{i_{1}})\cdots\textbf{1}_{\mathbb{P}}(n+h_{i_{m+1}})w_{n}$, where $(h_{i_{1}},...,h_{i_{m+1}})$ is any $(m+1)$-tuple of elements in the admissible set…
We consider the regular balanced model of formula generation in conjunctive normal form (CNF) introduced by Boufkhad, Dubois, Interian, and Selman. We say that a formula is $p$-satisfying if there is a truth assignment satisfying…
Let X be a normed space. A subset A of X is approximately convex if $d(ta+(1-t)b,A) \le 1$ for all $a,b \in A$ and $t \in [0,1]$ where $d(x,A)$ is the distance of $x$ to $A$. Let $\Co(A)$ be the convex hull and $\diam(A)$ the diameter of…
This survey paper deals with upper and lower bounds on the number of $k$-matchings in regular graphs on $N$ vertices. For the upper bounds we recall the upper matching conjecture which is known to hold for perfect matchings. For the lower…
In convex geometry, the Shapley-Folkman Lemma asserts that the nonconvexity of a Minkowski sum of $n$ dimensional bounded nonconvex sets does not accumulate once the number of summands exceeds the dimension $n$, and thus the sum becomes…
This paper proposes a partially inexact alternating direction method of multipliers for computing approximate solution of a linearly constrained convex optimization problem. This method allows its first subproblem to be solved inexactly…
Let $f\in \mathbb{R}[x_1,\ldots, x_k]$, for $k\ge 2$. For any finite sets $A_1,\ldots, A_k\subset \mathbb{R}$, consider the set $$ f(A_1,\ldots, A_k):=\{f(a_1,\ldots, a_k)\mid (a_1,\cdots,a_k)\in A_1\times\cdots \times A_k\}, $$ that is,…
We prove several exact quantitative versions of Helly's and Tverberg's theorems, which guarantee that a finite family of convex sets in $R^d$ has a large intersection. Our results characterize conditions that are sufficient for the…
Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…
We propose an inexact proximal augmented Lagrangian framework with explicit inner problem termination rule for composite convex optimization problems. We consider arbitrary linearly convergent inner solver including in particular stochastic…
Let $A, B$, be finite subsets of an abelian group, and let $G \subset A \times B$ be such that $# A, # B, # \{a+b: (a,b) \in G \} \leq N$. We consider the question of estimating the quantity $# \{a-b: (a,b) \in G \}$. Recently Bourgain…
We prove lower bounds for higher-order methods in smooth non-convex finite-sum optimization. Our contribution is threefold: We first show that a deterministic algorithm cannot profit from the finite-sum structure of the objective, and that…
Stochastic convex optimization is one of the most well-studied models for learning in modern machine learning. Nevertheless, a central fundamental question in this setup remained unresolved: "How many data points must be observed so that…
We consider scalar equilibrium problems governed by a bifunction in a finite-dimensional framework. By using classical arguments in Convex Analysis, we show that under suitable generalized convexity assumptions imposed on the bifunction,…
In classification, the de facto method for aggregating individual losses is the average loss. When the actual metric of interest is 0-1 loss, it is common to minimize the average surrogate loss for some well-behaved (e.g. convex) surrogate.…
Recent research has introduced a key notion of $H$-consistency bounds for surrogate losses. These bounds offer finite-sample guarantees, quantifying the relationship between the zero-one estimation error (or other target loss) and the…
We investigate exponential sums over those numbers $\leq x$ all of whose prime factors are $\leq y$. We prove fairly good minor arc estimates, valid whenever $\log^{3}x \leq y \leq x^{1/3}$. Then we prove sharp upper bounds for the $p$-th…