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Bounding causal effects analytically, rather than numerically, is appealing for its interpretability and conceptual clarity. Existing sharp methods rely on optimization-based approaches such as the Balke-Pearl framework, whose computational…
This paper presents a unified analysis for the proximal subgradient method (Prox-SubGrad) type approach to minimize an overall objective of $f(x)+r(x)$, subject to convex constraints, where both $f$ and $r$ are weakly convex, nonsmooth, and…
Many optimization algorithms converge to stationary points. When the underlying problem is nonconvex, they may get trapped at local minimizers and occasionally stagnate near saddle points. We propose the Run-and-Inspect Method, which adds…
This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…
This paper studies formulations of second-order elliptic partial differential equations in nondivergence form on convex domains as equivalent variational problems. The first formulation is that of Smears \& S\"uli [SIAM J.\ Numer.\ Anal.\…
Existence of solutions to doubly nonlinear equations in reflexive Banach spaces is established by resorting to a global-in-time variational approach inspired by De Giorgi's principle, which characterizes the associated flows as…
There are many important practical optimization problems whose feasible regions are not known to be nonempty or not, and optimizers of the objective function with the least constraint violation prefer to be found. A natural way for dealing…
In this paper we investigate a class of $2$-Hessian equations and establish a minimum principle for a $P$-function in the sense of L.E. Payne (see R. Sperb \cite{Sp81}). The analysis is based on a sharp matrix inequality providing an…
We consider robust discrete minimization problems where uncertainty is defined by a convex set in the objective. We show how an integrality gap verifier for the linear programming relaxation of the non-robust version of the problem can be…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
We analyse the convergence of the proximal gradient algorithm for convex composite problems in the presence of gradient and proximal computational inaccuracies. We derive new tighter deterministic and probabilistic bounds that we use to…
We investigate several instances of the Hadamard inequality in the mean in two dimensions. As a consequence, we prove the uniqueness of minimizers of an integral functional with a polyconvex integrand, subject to mixed Dirichlet and Neumann…
We consider the problem of minimizing the sum of a convex function and a convex function composed with an injective linear mapping. For such problems, subject to a coercivity condition at fixed points of the corresponding Picard iteration,…
Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…
Uniformly regular equilibrium problems are natural generalizations of abstract equilibrium prob lems and they are defined over the uniformly prox-regular nonconvex sets. Some new efficient implicit methods for solving uniformly regular…
An algorithm based on the interior-point methodology for solving continuous nonlinearly constrained optimization problems is proposed, analyzed, and tested. The distinguishing feature of the algorithm is that it presumes that only noisy…
In mechanics, common energy principles are based on fixed boundary conditions. However, in bridge engineering structures, it is usually necessary to adjust the boundary conditions to make the structure's internal force reasonable and save…
We propose efficient methods for solving stochastic simple bilevel optimization problems with convex inner levels, where the goal is to minimize an outer stochastic objective function subject to the solution set of an inner stochastic…
In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…
The problem of finding the minimizer of a sum of convex functions is central to the field of distributed optimization. Thus, it is of interest to understand how that minimizer is related to the properties of the individual functions in the…