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In this paper, we mainly study solution uniqueness of some convex optimization problems. Our characterizations of solution uniqueness are in terms of the radial cone. This approach allows us to know when a unique solution is a strong…
This paper presents a state-of-the-art algorithm for the vertex enumeration problem of arrangements, which is based on the proposed new pivot rule, called the Zero rule. The Zero rule possesses several desirable properties: i) It gets rid…
In this paper, we investigate the statistical convergence rate of a Bayesian low-rank tensor estimator. Our problem setting is the regression problem where a tensor structure underlying the data is estimated. This problem setting occurs in…
In this paper, we propose two simple yet efficient computational algorithms to obtain approximate optimal designs for multi-dimensional linear regression on a large variety of design spaces. We focus on the two commonly used optimal…
We characterize approximate global optimal solutions (${\varepsilon}$-optima) to reverse optimization problems, namely, problems whose non-convex constraint is of the form $h(x) \geq 0$. This issue has not been addressed previously in the…
Optimization problems with set-valued objective functions arise in contexts such as multi-stage optimization with vector-valued objectives. The aim is to identify an optimizer -- a feasible point with an optimal objective value -- based on…
Motivated by recent increased interest in optimization algorithms for non-convex optimization in application to training deep neural networks and other optimization problems in data analysis, we give an overview of recent theoretical…
In this paper, we study inexact high-order Tensor Methods for solving convex optimization problems with composite objective. At every step of such methods, we use approximate solution of the auxiliary problem, defined by the bound for the…
In [19], a general, inexact, efficient proximal quasi-Newton algorithm for composite optimization problems has been proposed and a sublinear global convergence rate has been established. In this paper, we analyze the convergence properties…
Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…
We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…
In multiobjective optimization, most branch and bound algorithms provide the decision maker with the whole Pareto front, and then decision maker could select a single solution finally. However, if the number of objectives is large, the…
This paper deals with the numerical computation of the least singular value of a rectangular matrix $A$ relative to a pair of closed convex cones $(P,Q)$, which is defined as the optimal value of the non-convex optimization problem of…
In multi-objective optimization, a single decision vector must balance the trade-offs between many objectives. Solutions achieving an optimal trade-off are said to be Pareto optimal: these are decision vectors for which improving any one…
Optimal design of experiments for correlated processes is an increasingly relevant and active research topic. Present methods have restricted possibilities to judge their quality. To fill this gap, we complement the virtual noise approach…
This thesis focuses on developing and analyzing accelerated and inexact first-order methods for solving or finding stationary points of various nonconvex composite optimization (NCO) problems. The main tools mainly come from variational and…
A combinatorial optimization problem (COP) has a finite groundset $E(\left|E\right|=N$), a weight vector $c=\left(c^e:e\in E\right)$ and a family $T\in E$ of feasible subsets with objective to find $t\in T$ with maximal weight:…
Randomly initialized first-order optimization algorithms are the method of choice for solving many high-dimensional nonconvex problems in machine learning, yet general theoretical guarantees cannot rule out convergence to critical points of…
Convex optimization with equality and inequality constraints is a ubiquitous problem in several optimization and control problems in large-scale systems. Recently there has been a lot of interest in establishing accelerated convergence of…
Bayesian optimization is a popular framework for efficiently tackling black-box search problems. As a rule, these algorithms operate by iteratively choosing what to evaluate next until some predefined budget has been exhausted. We…