Related papers: On a class of robust nonconvex quadratic optimizat…

We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the performance of these algorithms and design methods which are…

We study a class of convex-concave min-max problems in which the coupled component of the objective is linear in at least one of the two decision vectors. We identify such problem structure as interpolating between the bilinearly and…

We consider the inhomogeneous biharmonic nonlinear Schr\"odinger equation $$ i u_t +\Delta^2 u+\lambda|x|^{-b}|u|^\alpha u = 0, $$ where $\lambda=\pm 1$ and $\alpha$, $b>0$. In the subctritical case, we improve the global well-posedness…

We propose a distributionally robust principal agent formulation, which generalizes some common variants of worst-case and Bayesian principal agent problems. We construct a theoretical framework to certify whether any surjective contract…

We investigate robust optimization problems defined for maximizing convex functions. For finite uncertainty set, we develop a geometric branch-and-bound algorithmic approach to solve this problem. The geometric branch-and-bound algorithm…

In this article we develop a duality principle suitable for a large class of problems in optimization. The main result is obtained through basic tools of convex analysis and duality theory. We establish a correct relation between the…

In this paper, we propose a double iteratively reweighted algorithm to solve nonconvex and nonsmooth optimization problems, where both the objectives and constraint functions are formulated by concave compositions to promote group-sparse…

We propose a distributionally robust formulation of the traditional risk parity portfolio optimization problem. Distributional robustness is introduced by targeting the discrete probabilities attached to each observation used during…

We study the truncated two-dimensional moment problem (with rectangular data): to find a non-negative measure $\mu(\delta)$, $\delta\in\mathfrak{B}(\mathbb{R}^2)$, such that $\int_{\mathbb{R}^2} x_1^m x_2^n d\mu = s_{m,n}$, $0\leq m\leq…

We study a convex resource allocation problem in which lower and upper bounds are imposed on partial sums of allocations. This model is linked to a large range of applications, including production planning, speed optimization, stratified…

We develop a spatial branch-and-cut approach for nonconvex Quadratically Constrained Quadratic Programs with bounded complex variables (CQCQP). Linear valid inequalities are added at each node of the search tree to strengthen semidefinite…

We tackle highly nonconvex, nonsmooth composite optimization problems whose objectives comprise a Moreau-Yosida regularized term. Classical nonconvex proximal splitting algorithms, such as nonconvex ADMM, suffer from lack of convergence for…

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…

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…

We propose a new asynchronous parallel block-descent algorithmic framework for the minimization of the sum of a smooth nonconvex function and a nonsmooth convex one, subject to both convex and nonconvex constraints. The proposed framework…

We present an algorithm for the minimization of a nonconvex quadratic function subject to linear inequality constraints and a two-sided bound on the 2-norm of its solution. The algorithm minimizes the objective using an active-set method by…

We consider the minimization of submodular functions subject to ordering constraints. We show that this optimization problem can be cast as a convex optimization problem on a space of uni-dimensional measures, with ordering constraints…

In this paper, we study the following singular nonlinear elliptic problem \begin{equation}\label{eq:1} \left\{ \begin{array}{ll} \displaystyle (-\Delta)^{\frac \alpha 2} u=\lambda |u|^{r-2}u+\mu\frac{|u|^{q-2}u}{|x|^{s}}\quad &{\rm in…

We study the {\it Hamiltonian elliptic system} \begin{eqnarray}\label{HS1-abstract} \left\{ \begin{aligned} -\Delta u & = \lambda |v|^{r-1}v +|v|^{p-1}v \qquad &\hbox{in} \ \ \Omega ,\\ -\Delta v & = \mu |u|^{s-1}u +|u|^{q-1}u \qquad…

This paper studies first order methods for solving smooth minimax optimization problems $\min_x \max_y g(x,y)$ where $g(\cdot,\cdot)$ is smooth and $g(x,\cdot)$ is concave for each $x$. In terms of $g(\cdot,y)$, we consider two settings --…