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This paper investigates probabilistic robustness of nonconvex-nonconcave minimax problems via the scenario approach. Specifically, under convex strategy sets for all players, inspired by recent advances in scenario optimization, we first…

Computer Science and Game Theory · Computer Science 2026-05-14 Huan Peng , Guanpu Chen , Karl Henrik Johansson

We propose a novel global solution algorithm for the network-constrained unit commitment problem incorporating a nonlinear alternating current model of the transmission network, which is a nonconvex mixed-integer nonlinear programming…

Optimization and Control · Mathematics 2018-11-27 Jianfeng Liu , Anya Castillo , Jean-Paul Watson , Carl D. Laird

For a primal-dual pair of conic linear problems that are described by convex cones $S\subset X$, $T\subset Y$, bilinear symmetric objective functions $\langle\cdot,\cdot\rangle_X$, $\langle\cdot,\cdot\rangle_Y$ and a linear operator…

Optimization and Control · Mathematics 2023-01-23 Nick Dimou

We consider a class of optimization problems defined by a system of linear equations with min and max operators. This class of optimization problems has been studied under restrictive conditions, such as, (C1) the halting or stability…

Computational Complexity · Computer Science 2024-12-18 Krishnendu Chatterjee , Ruichen Luo , Raimundo Saona , Jakub Svoboda

In this paper, we focus on solving a class of constrained non-convex non-concave saddle point problems in a decentralized manner by a group of nodes in a network. Specifically, we assume that each node has access to a summand of a global…

Optimization and Control · Mathematics 2019-11-01 Weijie Liu , Aryan Mokhtari , Asuman Ozdaglar , Sarath Pattathil , Zebang Shen , Nenggan Zheng

We reveal an interesting convex duality relationship between two problems: (a) minimizing the probability of lifetime ruin when the rate of consumption is stochastic and when the individual can invest in a Black-Scholes financial market;…

Portfolio Management · Quantitative Finance 2010-08-30 Erhan Bayraktar , Virginia R. Young

We propose a doubly stochastic primal-dual coordinate optimization algorithm for empirical risk minimization, which can be formulated as a bilinear saddle-point problem. In each iteration, our method randomly samples a block of coordinates…

Machine Learning · Computer Science 2017-04-13 Adams Wei Yu , Qihang Lin , Tianbao Yang

Minimax problems have recently attracted a lot of research interests. A few efforts have been made to solve decentralized nonconvex strongly-concave (NCSC) minimax-structured optimization; however, all of them focus on smooth problems with…

Optimization and Control · Mathematics 2023-04-06 Yangyang Xu

We consider minimax (saddle-point) problems of the form max_{c \in C} min_{\beta \in S} g(c; \beta), where C and S are compact convex sets, and g is concave-convex. Applying the Alternating Direction Method of Multipliers (ADMM) requires…

Optimization and Control · Mathematics 2026-04-23 Bob Wilson

A problem of the erroneous duality gap caused by the presence of symmetries is solved in this paper utilizing point group theory. The optimization problems are first divided into two classes based on their predisposition to suffer from this…

Computational Physics · Physics 2021-06-23 Miloslav Capek , Lukas Jelinek , Michal Masek

This paper aims to maximize algebraic connectivity of networks via topology design under the presence of constraints and an adversary. We are concerned with three problems. First, we formulate the concave maximization topology design…

Optimization and Control · Mathematics 2017-11-15 Tor Anderson , Chin-Yao Chang , Sonia Martinez

The main purpose of this research note is to show that the triality theory can always be used to identify both global minimizer and the biggest local maximizer in global optimization. An open problem left on the double-min duality is solved…

Mathematical Physics · Physics 2011-10-04 Daniel Morales-Silva , David Yang Gao

In this paper, we consider first-order convergence theory and algorithms for solving a class of non-convex non-concave min-max saddle-point problems, whose objective function is weakly convex in the variables of minimization and weakly…

Optimization and Control · Mathematics 2021-07-08 Mingrui Liu , Hassan Rafique , Qihang Lin , Tianbao Yang

Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…

Optimization and Control · Mathematics 2026-02-12 Mateo Díaz , Pedro Izquierdo Lehmann , Haihao Lu , Jinwen Yang

This paper deals with the analysis of a coupled problem arising from linear magneto-elastostaticity. The model, which can be derived by an energy principle, gives valuable insight into the coupling mechanism and features a saddle point…

Analysis of PDEs · Mathematics 2018-02-20 Mané Harutyunyan , Bernd Simeon

Bilevel optimization problems embed the optimality of a subproblem as a constraint of another optimization problem. We introduce the concept of near-optimality robustness for bilevel optimization, protecting the upper-level solution…

Optimization and Control · Mathematics 2024-07-15 Mathieu Besançon , Miguel F. Anjos , Luce Brotcorne

We consider convex-concave saddle point problems, and more generally convex optimization problems we refer to as $\textit{saddle problems}$, which include the partial supremum or infimum of convex-concave saddle functions. Saddle problems…

Optimization and Control · Mathematics 2024-01-11 Philipp Schiele , Eric Luxenberg , Stephen Boyd

In this paper, we propose a variance-reduced primal-dual algorithm with Bregman distance for solving convex-concave saddle-point problems with finite-sum structure and nonbilinear coupling function. This type of problems typically arises in…

Optimization and Control · Mathematics 2021-06-02 Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh

This work studies multi-agent sharing optimization problems with the objective function being the sum of smooth local functions plus a convex (possibly non-smooth) function coupling all agents. This scenario arises in many machine learning…

Optimization and Control · Mathematics 2020-06-17 Sulaiman A. Alghunaim , Ming Yan , Ali H. Sayed

Constraint satisfaction is a critical component in a wide range of engineering applications, including but not limited to safe multi-agent control and economic dispatch in power systems. This study explores violation-free distributed…

Optimization and Control · Mathematics 2024-04-12 Changxin Liu , Xiao Tan , Xuyang Wu , Dimos V. Dimarogonas , Karl H. Johansson