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In this paper, we discuss scalar Lagrangian multipliers and vector Lagrangian multipliers for constrained set-valued optimization problems. We obtain some necessary conditions, sufficient conditions, as well as necessary and sufficient…

Optimization and Control · Mathematics 2017-06-13 Renying Zeng

In this paper, we study the weak sharpness of the solution set of variational inequality problem (in short, VIP) and the finite convergence property of the sequence generated by some algorithm for finding the solutions of VIP. In…

Optimization and Control · Mathematics 2017-05-10 Suliman Al-Homidan , Qamrul Hasan Ansari , Luong V. Nguyen

In this paper, we study variational inequality problems (VIPs) with involved mappings and feasible sets characterized by polynomial functions (namely, polynomial VIPs). We propose a numerical algorithm for computing solutions to polynomial…

Optimization and Control · Mathematics 2023-03-22 Jiawang Nie , Defeng Sun , Xindong Tang , Min Zhang

Incremental methods are widely utilized for solving finite-sum optimization problems in machine learning and signal processing. In this paper, we study a family of incremental methods -- including incremental subgradient, incremental…

Optimization and Control · Mathematics 2022-12-26 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Jason D Lee

Variational Inference (VI) is a method that approximates a difficult-to-compute posterior density using better behaved distributional families. VI is an alternative to the already well-studied Markov chain Monte Carlo (MCMC) method of…

Computation · Statistics 2022-03-25 Neil Dey , Emmett B. Kendall

Yang et al. (2023) recently showed how to use first-order gradient methods to solve general variational inequalities (VIs) under a limiting assumption that analytic solutions of specific subproblems are available. In this paper, we…

Machine Learning · Statistics 2024-08-06 Tatjana Chavdarova , Tong Yang , Matteo Pagliardini , Michael I. Jordan

We present a substantially more efficient variant, both in terms of running time and size of preprocessing advice, of the algorithm by Liu, Lyubashevsky, and Micciancio for solving CVPP (the preprocessing version of the Closest Vector…

Data Structures and Algorithms · Computer Science 2019-01-28 Daniel Dadush , Oded Regev , Noah Stephens-Davidowitz

We analyze algorithms for solving stochastic variational inequalities (VI) without the bounded variance or bounded domain assumptions, where our main focus is min-max optimization with possibly unbounded constraint sets. We focus on two…

Optimization and Control · Mathematics 2026-02-06 Ahmet Alacaoglu , Jun-Hyun Kim

Improving on the Voronoi cell based techniques of Micciancio and Voulgaris (SIAM J. Comp. 13), and Sommer, Feder and Shalvi (SIAM J. Disc. Math. 09), we give a Las Vegas $\tilde{O}(2^n)$ expected time and space algorithm for CVPP (the…

Data Structures and Algorithms · Computer Science 2014-12-22 Nicolas Bonifas , Daniel Dadush

In this paper we consider iterative methods for stochastic variational inequalities (s.v.i.) with monotone operators. Our basic assumption is that the operator possesses both smooth and nonsmooth components. Further, only noisy observations…

Optimization and Control · Mathematics 2011-06-01 Anatoli Juditsky , Arkadii S. Nemirovskii , Claire Tauvel

In this paper, we are dealing with constrained vector optimisation problems where the objective function acts between real linear-topological spaces. Our aim is to study the relationships between the sets of properly efficient solutions to…

Optimization and Control · Mathematics 2026-05-29 Paul Schmölling , Christian Günther , Christiane Tammer , Elisabeth Köbis

Piecewise linear vector optimization problems in a locally convex Hausdorff topological vector spaces setting are considered in this paper. The efficient solution set of these problems are shown to be the unions of finitely many semi-closed…

Optimization and Control · Mathematics 2017-09-27 Nguyen Ngoc Luan

This paper deals with approximate solutions of a nonsmooth semi-infinite programming with multiple interval-valued objective functions. We first introduce four types of approximate quasi Pareto solutions of the considered problem by…

Optimization and Control · Mathematics 2022-01-25 Nguyen Huy Hung , Hoang Ngoc Tuan , Nguyen Van Tuyen

In this paper, we address variational inequalities (VI) with a finite-sum structure. We introduce a novel single-loop stochastic variance-reduced algorithm, incorporating the Bregman distance function, and establish an optimal convergence…

Optimization and Control · Mathematics 2025-07-22 Zeinab Alizadeh , Erfan Yazdandoost Hamedani , Afrooz Jalilzadeh

The monotone Variational Inequality (VI) is a general model with important applications in various engineering and scientific domains. In numerous instances, the VI problems are accompanied by function constraints that can be data-driven,…

Optimization and Control · Mathematics 2024-05-27 Digvijay Boob , Qi Deng , Mohammad Khalafi

In this work we study the initial value problem (IVP) for the fifth order KdV equations, \begin{align*} \partial_{t}u+\partial_{x}^{5}u+u^k\partial_{x}u=0,\text{} & \quad x,t\in \mathbb R, \quad k=1,2, \end{align*} in weighted Sobolev…

Analysis of PDEs · Mathematics 2013-12-06 Eddye Bustamante , José Jiménez , Jorge Mejía

We introduce a new class of inverse optimization problems in which an input solution is given together with $k$ linear weight functions, and the goal is to modify the weights by the same deviation vector $p$ so that the input solution…

Optimization and Control · Mathematics 2022-01-11 Kristóf Bérczi , Lydia Mirabel Mendoza-Cadena , Kitti Varga

In this paper we concern the vector problem of the model: \begin{align*} ({\rm VP})\quad\qquad &\rm{WInf} \{F(x): x\in C,\; G(x)\in -S\}. \end{align*} where $X, Y, Z$ are locally convex Hausdorff topological vector spaces, $F\colon…

Optimization and Control · Mathematics 2021-05-28 N. Dinh , D. H. Long

The problem of minimizing an integral functional of a vector-valued Lagrangian on a set of admissible arcs with given endpoints is considered. The problem is tackled by embedding it into a set-optimization problem such that the image space…

Optimization and Control · Mathematics 2021-06-28 D. Visetti , F. Heyde

Mean field variational inference (VI) is the problem of finding the closest product (factorized) measure, in the sense of relative entropy, to a given high-dimensional probability measure $\rho$. The well known Coordinate Ascent Variational…

Machine Learning · Statistics 2024-04-16 Manuel Arnese , Daniel Lacker