Related papers: Revisiting second-order optimality conditions for …
In the second part of our study we introduce the concept of global extended exactness of penalty and augmented Lagrangian functions, and derive the localization principle in the extended form. The main idea behind the extended exactness…
We show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to stationarity of order $1$),…
In this paper, a class of semilinear fractional elliptic equations associated to the spectral fractional Dirichlet Laplace operator is considered. We establish the existence of optimal solutions as well as a minimum principle of Pontryagin…
This paper investigates the stochastic linear-quadratic control problems with affine constraints, in which both equality and inequality constraints are involved. With the help of the Pontryagin maximum principle and Lagrangian duality…
In the past years, augmented Lagrangian methods have been successfully applied to several classes of non-convex optimization problems, inspiring new developments in both theory and practice. In this paper we bring most of these recent…
An algorithm is proposed for solving optimization problems arising in neural network training for supervised learning. The unique feature of the algorithm is the use of an auxiliary loss, in addition to the original loss employed for model…
In the minimal composite Higgs model (MCHM), the size of the Higgs mass and vacuum expectation value is determined, via the Higgs potential, by the size of operators that violate the global SO(5) symmetry. In 5D holographic realisations of…
We are interested in the question of stability in the field of shape optimization, with focus on the strategy using second order shape derivative. More precisely, we identify structural hypotheses on the hessian of the considered shape…
Second-order necessary conditions for optimal control problems are considered, where the ``second-order" is in the sense of that Pontryagin's maximum principle is viewed as a first-order necessary optimality condition. A sufficient…
Error bounds are central objects in optimization theory and its applications. They were for a long time restricted only to the theory before becoming over the course of time a field of itself. This paper is devoted to the study of error…
Second-order Lagrangian densities admitting a first-order Hamiltonian formalism are studied; namely, i) for each second-order Lagrangian density on an arbitrary fibred manifold $p\colon E\to N$ the Poincar\'e-Cartan form of which is…
In Riemannian optimization, it is well known that the condition number of the Riemannian Hessian at an optimum strongly influences the asymptotic convergence behavior of optimization algorithms. On the manifold of symmetric positive…
Shortened abstract: Given a constrained minimization problem, under what conditions does there exist a related, unconstrained problem having the same minimum points? This basic question in global optimization motivates this paper, which…
We study the problem of finding approximate first-order stationary points in optimization problems of the form $\min_{x \in X} \max_{y \in Y} f(x,y)$, where the sets $X,Y$ are convex and $Y$ is compact. The objective function $f$ is smooth,…
In this paper, we focus on the following general shape optimization problem: $$ \min\{J(\Om), \Om convex, \Om\in\mathcal S_{ad}\}, $$ where $\mathcal S_{ad}$ is a set of 2-dimensional admissible shapes and $J:\mathcal{S}_{ad}\to\R$ is a…
This paper considers the minimization of a general objective function $f(X)$ over the set of rectangular $n\times m$ matrices that have rank at most $r$. To reduce the computational burden, we factorize the variable $X$ into a product of…
This paper is concerned with first- and second-order optimality conditions as well as the stability for non-smooth semilinear optimal control problems involving the $L^1$-norm of the control in the cost functional. In addition to the…
Motivated by recent work of Renegar, we present new computational methods and associated computational guarantees for solving convex optimization problems using first-order methods. Our problem of interest is the general convex optimization…
In this paper we investigate necessary conditions of optimality for infinite-horizon optimal control problems with overtaking optimality as an optimality criterion. For the case of local Lipschitz continuity of the payoff function, we…
In this paper we initiate the study of $2$nd order variational problems in $L^\infty$, seeking to minimise the $L^\infty$ norm of a function of the hessian. We also derive and study the respective PDE arising as the analogue of the…