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We aim to solve a structured convex optimization problem, where a nonsmooth function is composed with a linear operator. When opting for full splitting schemes, usually, primal-dual type methods are employed as they are effective and also…

Optimization and Control · Mathematics 2019-05-17 Radu Ioan Bot , Axel Böhm

We propose a general formulation of nonconvex and nonsmooth sparse optimization problems with convex set constraint, which can take into account most existing types of nonconvex sparsity-inducing terms, bringing strong applicability to a…

Information Theory · Computer Science 2021-08-23 Hao Wang , Fan Zhang , Yuanming Shi , Yaohua Hu

Decentralized optimization for non-convex problems are now demanding by many emerging applications (e.g., smart grids, smart building, etc.). Though dramatic progress has been achieved in convex problems, the results for non-convex cases,…

Optimization and Control · Mathematics 2022-08-30 Yu Yang , Guoqiang Hu , Costas J. Spanos

Robust optimization is a framework for modeling optimization problems involving data uncertainty and during the last decades has been an area of active research. If we focus on linear programming (LP) problems with i) uncertain data, ii)…

Numerical Analysis · Computer Science 2017-02-15 Roberto Mínguez , Víctor Casero-Alonso

Linear optimization problems are investigated whose parameters are uncertain. We apply coherent distortion risk measures to capture the possible violation of a restriction. Each risk constraint induces an uncertainty set of coefficients,…

Methodology · Statistics 2017-12-18 Karl Mosler , Pavel Bazovkin

In this paper we give a unified treatment of two different definitions of complementarity partition of multifold conic programs introduced independently in [J. F. Bonnans and H. Ram\'irez C., Math. Program. 104 (2005), no. 2-3, Ser. B,…

Optimization and Control · Mathematics 2020-08-11 Héctor Ramírez , Vera Roshchina

Motivated by a class of applied problems arising from physical layer based security in a digital communication system, in particular, by a secrecy sum-rate maximization problem, this paper studies a nonsmooth, difference-of-convex (dc)…

Optimization and Control · Mathematics 2015-11-06 Jong-Shi Pang , Meisam Razaviyayn , Alberth Alvarado

Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

Systems and Control · Computer Science 2015-06-08 Sergio Grammatico , Xiaojing Zhang , Kostas Margellos , Paul Goulart , John Lygeros

Often a non-linear mechanical problem is formulated as a non-linear differential equation. A new method is introduced to find out new solutions of non-linear differential equations if one of the solutions of a given non-linear differential…

Chaotic Dynamics · Physics 2007-05-23 C. Radhakrishnan Nair

In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…

Optimization and Control · Mathematics 2012-10-30 Venkat Chandrasekaran , Benjamin Recht , Pablo A. Parrilo , Alan S. Willsky

The saddle-point optimization problems have a lot of practical applications. This paper focuses on such non-smooth problems in decentralized case. This work contains generalization of recently proposed sliding for centralized problem.…

Optimization and Control · Mathematics 2024-01-01 Ilya Kuruzov , Alexander Rogozin , Demyan Yarmoshik , Alexander Gasnikov

This paper presents an overview of physical ideas and mathematical methods for implementing non-smooth and discontinuous substitutions in dynamical systems. General purpose of such substitutions is to bring the differential equations of…

Mathematical Physics · Physics 2011-01-25 V. N. Pilipchuk

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

Optimization and Control · Mathematics 2016-05-24 Sashank J. Reddi , Suvrit Sra , Barnabas Poczos , Alex Smola

We present a strongly-coupled immersed-boundary method for flow-structure interaction problems involving thin deforming bodies. The method is stable for arbitrary choices of solid-to-fluid mass ratios and for large body motions. As with…

Fluid Dynamics · Physics 2016-10-05 Andres Goza , Tim Colonius

Spaces where each element describes a shape, so-called shape spaces, are of particular interest in shape optimization and its applications. Theory and algorithms in shape optimization are often based on techniques from differential…

Optimization and Control · Mathematics 2025-04-01 Lidiya Pryymak , Tim Suchan , Kathrin Welker

Many well-known combinatorial optimization problems can be stated over the set of acyclic orientations of an undirected graph. For example, acyclic orientations with certain diameter constraints are closely related to the optimal solutions…

Discrete Mathematics · Computer Science 2008-10-15 Rosa M. V. Figueiredo , Valmir C. Barbosa , Nelson Maculan , Cid C. Souza

Copositive optimization is a special case of convex conic programming, and it consists of optimizing a linear function over the cone of all completely positive matrices under linear constraints. Copositive optimization provides powerful…

Optimization and Control · Mathematics 2022-10-05 Zhijian Lai , Akiko Yoshise

Dimensionality reduction is the essence of many data processing problems, including filtering, data compression, reduced-order modeling and pattern analysis. While traditionally tackled using linear tools in the fluid dynamics community,…

Fluid Dynamics · Physics 2023-02-01 Miguel A. Mendez

The equations of motion of a mechanical system subjected to nonholonomic linear constraints can be formulated in terms of a linear almost Poisson structure in a vector bundle. We study the existence of invariant measures for the system in…

Mathematical Physics · Physics 2015-02-23 Yuri N. Fedorov , Luis C. García-Naranjo , Juan C. Marrero

A large spectrum of problems in classical physics and engineering, such as turbulence, is governed by nonlinear differential equations, which typically require high-performance computing to be solved. Over the past decade, however, the…

Fluid Dynamics · Physics 2024-06-10 Felix Tennie , Sylvain Laizet , Seth Lloyd , Luca Magri