Related papers: Convex envelopes of bounded monomials on two-varia…
Approximating a convex function by a polyhedral function that has a limited number of facets is a fundamental problem with applications in various fields, from mitigating the curse of dimensionality in optimal control to bi-level…
In this paper we present a new approach for tightening upper bounds on the partition function. Our upper bounds are based on fractional covering bounds on the entropy function, and result in a concave program to compute these bounds and a…
We study the mixed-integer epigraph of a special class of convex functions with non-convex indicator constraints, which are often used to impose logical constraints on the support of the solutions. The class of functions we consider are…
In this paper we study optimization problems for Neumann eigenvalues $\mu_k$ among convex domains with a constraint on the diameter or the perimeter. We work mainly in the plane, though some results are stated in higher dimension. We study…
In this paper, we consider the problem of covering a plane region with unit discs. We present an improved upper bound and the first nontrivial lower bound on the number of discs needed for such a covering, depending on the area and…
We consider monotone mean-variance (MMV) portfolio selection problems with a conic convex constraint under diffusion models, and their counterpart problems under mean-variance (MV) preferences. We obtain the precommitted optimal strategies…
In this note, we first try to prove a uniform lower bound of nodal volume in elliptic homogenization setting. This lower bound is far from optimal. But, we can prove a constant lower bound in dimension two. Motivated by the proof, we extend…
In this paper, we generalize the chance optimization problems and introduce constrained volume optimization where enables us to obtain convex formulation for challenging problems in systems and control. We show that many different problems…
In this paper we study the covering numbers of the space of convex and uniformly bounded functions in multi-dimension. We find optimal upper and lower bounds for the $\epsilon$-covering number of $\C([a, b]^d, B)$, in the $L_p$-metric, $1…
We investigate certain envelopes of open sets in dual Banach spaces which are related to extending holomorphic functions. We give a variety of examples of absolutely convex sets showing that the extension is in many cases not possible. We…
In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…
This work addresses arbitrary convex vector optimization problems, which constitute a general framework for multi-criteria decision-making in diverse real-world applications. Due to their complexity, such problems are typically tackled…
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 note, we estimate the upper bound of volume of closed positively or nonnegatively curved Alexandrov space $X$ with strictly convex boundary. We also discuss the equality case. In particular, the Boundary Conjecture holds when the…
An $n$-dimensional algebraic variety in $({\mathbb C}^\times)^{2n}$ covers its amoeba as well as its coamoeba generically finite-to-one. We provide an upper bound for the volume of these amoebas as well as for the number of points in the…
Self-concordant barriers are essential for interior-point algorithms in conic programming. To speed up the convergence it is of interest to find a barrier with the lowest possible parameter for a given cone. The barrier parameter is a…
Given l<s<m an upper bound on the s norm is given using l norm and m norm. The result is applied in bounding odd values of zeta function, binomial sums and gamma and beta functions.
The goal of this paper is to derive new classes of valid convex inequalities for quadratically constrained quadratic programs (QCQPs) through the technique of lifting. Our first main result shows that, for sets described by one bipartite…
In this note we examine the volume of the convex hull of two congruent copies of a convex body in Euclidean $n$-space, under some subsets of the isometry group of the space. We prove inequalities for this volume if the two bodies are…
We study the extension of holomorphic functions of bounded type defined on an open subset of a Banach space, to larger domains. For this, we first characterize the envelope of holomorphy of a Riemann domain over a Banach space, with respect…