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In the article the necessary and sufficient conditions for a representation of Lipschitz function of more than two variables as a difference of two convex functions are formulated. An algorithm of this representation is given. The outcome…

Functional Analysis · Mathematics 2017-09-12 Igor Proudnikov

Driven by a wide range of applications, many principal subspace estimation problems have been studied individually under different structural constraints. This paper presents a unified framework for the statistical analysis of a general…

Statistics Theory · Mathematics 2020-11-17 T. Tony Cai , Hongzhe Li , Rong Ma

We develop polynomial-time algorithms for near-optimal minimax mean estimation under $\ell_2$-squared loss in a Gaussian sequence model under convex constraints. The parameter space is an origin-symmetric, type-2 convex body $K \subset…

Statistics Theory · Mathematics 2026-02-27 Matey Neykov

A polyhedral convex set optimization problem is given by a set-valued objective mapping from the $n$-dimensional to the $q$-dimensional Euclidean space whose graph is a convex polyhedron. This problem can be seen as the most elementary…

Optimization and Control · Mathematics 2023-04-25 Niklas Hey , Andreas Löhne

Block coordinate descent is an optimization paradigm that iteratively updates one block of variables at a time, making it quite amenable to big data applications due to its scalability and performance. Its convergence behavior has been…

Optimization and Control · Mathematics 2023-10-13 Liangzu Peng , René Vidal

In this paper we look for the convex hull of a set using the geometric evolution by minimal curvature of a hypersurface that surrounds the set. To find the convex hull, we study the large time behavior of solutions to an obstacle problem…

Analysis of PDEs · Mathematics 2024-09-12 Irene Gonzálvez , Alfredo Miranda , Julio D. Rossi , Jorge Ruiz-Cases

In this paper we consider the problem of minimizing the relative perimeter under a volume constraint in the interior of a convex body, i.e., a compact convex set in Euclidean space with interior points. We shall not impose any regularity…

Metric Geometry · Mathematics 2013-06-05 Manuel Ritoré , Efstratios Vernadakis

We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…

Optimization and Control · Mathematics 2017-02-01 Alp Yurtsever , Bang Cong Vu , Volkan Cevher

A planar point set is in convex position precisely when it has a convex polygonization, that is, a polygonization with maximum interior angle measure at most \pi. We can thus talk about the convexity of a set of points in terms of the…

Computational Geometry · Computer Science 2014-09-16 Danny Rorabaugh

The subgradient method is one of the most fundamental algorithmic schemes for nonsmooth optimization. The existing complexity and convergence results for this method are mainly derived for Lipschitz continuous objective functions. In this…

Optimization and Control · Mathematics 2024-11-01 Xiao Li , Lei Zhao , Daoli Zhu , Anthony Man-Cho So

This paper extends the algorithm schemes proposed in \cite{Nesterov2007a} and \cite{Nesterov2007b} to the minimization of the sum of a composite objective function and a convex function. Two proximal point-type schemes are provided and…

Optimization and Control · Mathematics 2011-05-03 Quoc Tran Dinh , Moritz Diehl

This paper investigates the optimality conditions for characterizing the local minimizers of the constrained optimization problems involving an $\ell_p$ norm ($0<p<1$) of the variables, which may appear in either the objective or the…

Optimization and Control · Mathematics 2022-02-16 Hao Wang , Yining Gao , Jiashan Wang , Hongying Liu

Convexity, though extremely important in mathematical programming, has not drawn enough attention in the field of dynamic programming. This paper gives conditions for verifying convexity of the cost-to-go functions, and introduces an…

Optimization and Control · Mathematics 2011-11-14 Sheng Yu , Enrique Campos-Nanez

L$^\natural$ (natural)-convex functions encompass a large class of nonlinear functions over general integer domains and arise in a wide range of real-world applications. We explore the minimization of L$^\natural$-convex functions, of…

Optimization and Control · Mathematics 2025-11-26 Qimeng Yu , Simge Küçükyavuz

In this paper, we study the minimax rates and provide an implementable convex algorithm for Poisson inverse problems under weak sparsity and physical constraints. In particular we assume the model $y_i \sim \mbox{Poisson}(Ta_i^{\top}f^*)$…

Statistics Theory · Mathematics 2017-12-19 Yuan Li , Garvesh Raskutti

In this paper we are interested in "optimal" universal geometric inequalities involving the area, diameter and inradius of convex bodies. The term "optimal" is to be understood in the following sense: we tackle the issue of…

Metric Geometry · Mathematics 2021-05-10 Alexandre Delyon , Antoine Henrot , Yannick Privat

Stability and error analysis remain challenging for problems that lack regularity properties near solutions, are subject to large perturbations, and might be infinite dimensional. We consider nonconvex optimization and generalized equations…

Optimization and Control · Mathematics 2020-02-25 Johannes O. Royset

In this article we investigate on the convergence of the natural iteration method, a numerical procedure widely employed in the statistical mechanics of lattice systems to minimize Kikuchi's cluster variational free energies. We discuss a…

Statistical Mechanics · Physics 2009-11-10 Marco Pretti

Motivated by set estimation problems, we consider three closely related shape conditions for compact sets: positive reach, r-convexity and rolling condition. First, the relations between these shape conditions are analyzed. Second, we…

Statistics Theory · Mathematics 2011-10-21 Antonio Cuevas , Ricardo Fraiman , Beatriz Pateiro-López

We introduce a methodology to study the possible matter flows of an ecosystem defined by observational biomass data and realistic biological constraints. The flows belong to a polyhedron in a multi dimensional space making statistical…

Adaptation and Self-Organizing Systems · Physics 2021-02-04 Jean-Guy Caputo , Valerie Girardin , Arnaud Knippel , Hieu Nguyen , Nathalie Niquil , Quentin Nogues