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In this paper, we aim to study non-convex minimization problems via second-order (in-time) dynamics, including a non-vanishing viscous damping and a geometric Hessian-driven damping. Second-order systems that only rely on a viscous damping…

Optimization and Control · Mathematics 2025-06-06 Rodrigo Maulen-Soto , Jalal Fadili , Peter Ochs

We prove an extension of Yuan's Lemma to more than two matrices, as long as the set of matrices has rank at most 2. This is used to generalize the main result of [A. Baccari and A. Trad. On the classical necessary second-order optimality…

Optimization and Control · Mathematics 2017-07-20 Gabriel Haeser

We consider the nonconvex minimization problem, with quartic objective function, that arises in the exact recovery of a configuration matrix $P\in \R^{nd}$ of $n$ points when a Euclidean distance matrix, \EDMp, is given with embedding…

Optimization and Control · Mathematics 2025-07-29 Mengmeng Song , Douglas Goncalves , Woosuk L. Jung , Carlile Lavor , Antonio Mucherino , Henry Wolkowicz

Optimality conditions in the form of a variational inequality are proved for a class of constrained optimal control problems of stochastic differential equations. The cost function and the inequality constraints are functions of the…

Optimization and Control · Mathematics 2018-02-13 Laurent Pfeiffer

In this chapter, we are concerned with inverse optimal control problems, i.e., optimization models which are used to identify parameters in optimal control problems from given measurements. Here, we focus on linear-quadratic optimal control…

Optimization and Control · Mathematics 2023-11-27 Stephan Dempe , Markus Friedemann , Felix Harder , Patrick Mehlitz , Gerd Wachsmuth

We address second-order optimality conditions for optimal control problems involving sparsity functionals which induce spatio-temporal sparsity patterns. We employ the notion of (weak) second subderivatives. With this approach, we are able…

Optimization and Control · Mathematics 2024-12-25 Nicolas Borchard , Gerd Wachsmuth

Optimality conditions are central to analysis of optimization problems, characterizing necessary criteria for local minima. Formalizing the optimality conditions within the type-theory-based proof assistant Lean4 provides a precise, robust,…

Optimization and Control · Mathematics 2025-03-25 Chenyi Li , Shengyang Xu , Chumin Sun , Li Zhou , Zaiwen Wen

Study about theory and algorithms for constrained optimization usually assumes that the feasible region of the optimization problem is nonempty. However, there are many important practical optimization problems whose feasible regions are…

Optimization and Control · Mathematics 2020-10-07 Yu-Hong Dai , Liwei Zhang

We study constrained nonconvex optimization problems in machine learning, signal processing, and stochastic control. It is well-known that these problems can be rewritten to a minimax problem in a Lagrangian form. However, due to the lack…

Machine Learning · Computer Science 2019-10-29 Zhehui Chen , Xingguo Li , Lin F. Yang , Jarvis Haupt , Tuo Zhao

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 focuses on the minimization of a sum of a twice continuously differentiable function $f$ and a nonsmooth convex function. An inexact regularized proximal Newton method is proposed by an approximation to the Hessian of $f$…

Optimization and Control · Mathematics 2023-11-09 Ruyu Liu , Shaohua Pan , Yuqia Wu , Xiaoqi Yang

A class of second-order algorithms is proposed for minimizing smooth nonconvex functions that alternates between regularized Newton and negative curvature steps in an iteration-dependent subspace. In most cases, the Hessian matrix is…

Optimization and Control · Mathematics 2023-08-22 Serge Gratton , Sadok Jerad , Philippe L. Toint

We show that a necessary and sufficient condition for a smooth function on the tangent bundle of a manifold to be a Lagrangian density whose action can be minimized is, roughly speaking, that it be the sum of a constant, a nonnegative…

Optimization and Control · Mathematics 2021-12-03 Rodolfo Rios-Zertuche

We analyse three related preconditioned steepest descent algorithms, which are partially popular in Hartree-Fock and Kohn-Sham theory as well as invariant subspace computations, from the viewpoint of minimization of the corresponding…

Numerical Analysis · Mathematics 2008-05-09 Reinhold Schneider , Thorsten Rohwedder , Alexej Neelov , Johannes Blauert

We consider shape optimization problems subject to elliptic partial differential equations. In the context of the finite element method, the geometry to be optimized is represented by the computational mesh, and the optimization proceeds by…

Optimization and Control · Mathematics 2019-07-12 Tommy Etling , Roland Herzog , Estefanía Loayza , Gerd Wachsmuth

We introduce a primal-dual framework for solving linearly constrained nonconvex composite optimization problems. Our approach is based on a newly developed Lagrangian, which incorporates \emph{false penalty} and dual smoothing terms. This…

Optimization and Control · Mathematics 2023-06-21 Jong Gwang Kim

This paper is a continuation of I, (same title), and is concerned with the existence, regularity and degeneration of metrics minimizing natural curvature functionals on the space of metrics on 3-manifolds. The functionals chosen are…

Differential Geometry · Mathematics 2009-09-25 Michael T. Anderson

In this two-part study we develop a unified approach to the analysis of the global exactness of various penalty and augmented Lagrangian functions for finite-dimensional constrained optimization problems. This approach allows one to verify…

Optimization and Control · Mathematics 2018-11-16 M. V. Dolgopolik

This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…

Optimization and Control · Mathematics 2025-04-01 Hongxia Wang , Yeming Xu , Ziyuan Guo , Huanshui Zhang

We associate with each convex optimization problem, posed on some locally convex space, with infinitely many constraints indexed by the set T, and a given non-empty family H of finite subsets of T, a suitable Lagrangian-Haar dual problem.…

Optimization and Control · Mathematics 2021-06-04 Nguyen Dih , Miguel A. Goberna , Marco A. López , Michel Volle