Related papers: Sparse optimization problems in fractional order S…
This paper studies the copositive optimization problem whose objective is a sparse polynomial, with linear constraints over the nonnegative orthant. We propose sparse Moment-SOS relaxations to solve it. Necessary and sufficient conditions…
We define fractional derivatives $\pppa$ in Sobolev spaces based on $L^p(0,T)$ by an operator theory, and characterize the domain of $\pppa$ in subspaces of the Sobolev-Slobodecki spaces $W^{\alpha,p}(0,T)$. Moreover we define $\pppa u$ for…
This paper proposes low-complexity algorithms for finding approximate second-order stationary points (SOSPs) of problems with smooth non-convex objective and linear constraints. While finding (approximate) SOSPs is computationally…
AC-OPF (Alternative Current Optimal Power Flow)aims at minimizing the operating costs of a power gridunder physical constraints on voltages and power injections.Its mathematical formulation results in a nonconvex polynomial…
Sparse estimation methods are aimed at using or obtaining parsimonious representations of data or models. They were first dedicated to linear variable selection but numerous extensions have now emerged such as structured sparsity or kernel…
We prove that for $p\ge 2$ solutions of equations modeled by the fractional $p$-Laplacian improve their regularity on the scale of fractional Sobolev spaces. Moreover, under certain precise conditions, they are in $W^{1,p}_{loc}$ and their…
This paper considers sparse polynomial optimization with unbounded sets. When the problem possesses correlative sparsity, we propose a sparse homogenized Moment-SOS hierarchy with perturbations to solve it. The new hierarchy introduces one…
Supported by the recent contributions in multiple branches, the first-order splitting algorithms became central for structured nonsmooth optimization. In the large-scale or noisy contexts, when only stochastic information on the smooth part…
The stable principal component pursuit (SPCP) problem is a non-smooth convex optimization problem, the solution of which has been shown both in theory and in practice to enable one to recover the low rank and sparse components of a matrix…
We construct whole-space extensions of functions in a fractional Sobolev space of order $s\in (0,1)$ and integrability $p\in (0,\infty)$ on an open set $O$ which vanish in a suitable sense on a portion $D$ of the boundary $\partial O$ of…
We address the non-convex optimisation problem of finding a sparse matrix on the Stiefel manifold (matrices with mutually orthogonal columns of unit length) that maximises (or minimises) a quadratic objective function. Optimisation problems…
Solving l1 regularized optimization problems is common in the fields of computational biology, signal processing and machine learning. Such l1 regularization is utilized to find sparse minimizers of convex functions. A well-known example is…
We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…
Algorithms for bilevel optimization often encounter Hessian computations, which are prohibitive in high dimensions. While recent works offer first-order methods for unconstrained bilevel problems, the constrained setting remains relatively…
Sparse linear regression, which entails finding a sparse solution to an underdetermined system of linear equations, can formally be expressed as an $l_0$-constrained least-squares problem. The Orthogonal Least-Squares (OLS) algorithm…
We consider the problem of sparse atomic optimization, where the notion of "sparsity" is generalized to meaning some linear combination of few atoms. The definition of atomic set is very broad; popular examples include the standard basis,…
Recent investigations have established the physical relevance of spatially-localized instability mechanisms in fluid dynamics and their potential for technological innovations in flow control. In this letter, we show that the mathematical…
Stochastic convex optimization problems with nonlinear functional constraints are ubiquitous in signal processing applications including constrained least-squares, set-membership adaptive filtering, and trajectory optimization under…
Given a compact metric graph $\Gamma$ and the Laplacian $\Delta_{\Gamma}$ coupled with standard (Kirchhoff) vertex conditions, solutions to fractional elliptic partial differential equations of the form $(\kappa^2 -…
Inverse problems arise in a wide spectrum of applications in fields ranging from engineering to scientific computation. Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, such…