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This paper investigates constrained nonsmooth multiobjective fractional programming problem (NMFP) in real Banach spaces. It derives a quotient calculus rule for computing the first- and second-order Clarke derivatives of fractional…

Optimization and Control · Mathematics 2024-03-18 Jiawei Chen , Luyu Liu , Yibing Lv , Debdas Ghosh , Jen-Chih Yao

We employ a fuzzy optimality condition for the Frechet subdifferential and some advanced techniques of variational analysis such as formulae for the subdifferentials of an infinite family of nonsmooth functions and the coderivative…

Optimization and Control · Mathematics 2022-11-16 Maryam Saadati , Morteza Oveisiha

In this paper, we aim to study non-convex minimization problems via second-order (in-time) dynamics, including a non-vanishing viscous damping and a geometric Hessian-driven damping. Second-order systems that only rely on a viscous damping…

Optimization and Control · Mathematics 2025-06-06 Rodrigo Maulen-Soto , Jalal Fadili , Peter Ochs

Second-order optimality conditions of the bilevel programming problems are dependent on the second-order directional derivatives of the value functions or the solution mappings of the lower level problems under some regular conditions,…

Optimization and Control · Mathematics 2023-07-24 Xiang Liu , Mengwei Xu , Liwei Zhang

This paper focuses on systems of nonlinear second-order stochastic differential equations with multi-scales. The motivation for our study stems from mathematical physics and statistical mechanics, for examples, Langevin dynamics and…

Probability · Mathematics 2024-04-08 Nhu N. Nguyen , George Yin

In this paper, we generalize existing frameworks for $\mathcal{H}_2\otimes\mathcal{L}_2$-optimal model order reduction to a broad class of parametric linear time-invariant systems. To this end, we derive first-order necessary ptimality…

Optimization and Control · Mathematics 2022-04-04 Manuela Hund , Tim Mitchell , Petar Mlinarić , Jens Saak

We present an approach to handle Dirichlet type nonlocal boundary conditions for nonlocal diffusion models with a finite range of nonlocal interactions. Our approach utilizes a linear extrapolation of prescribed boundary data. A novelty is,…

Analysis of PDEs · Mathematics 2021-08-27 Hwi Lee , Qiang Du

In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…

Optimization and Control · Mathematics 2020-02-19 Sebastian Banert , Axel Ringh , Jonas Adler , Johan Karlsson , Ozan Öktem

Second-order optimality conditions for vector nonlinear programming problems with inequality constraints are studied in this paper. We introduce a new second-order constraint qualification, which includes Mangasarian-Fromovitz constraint…

Optimization and Control · Mathematics 2019-06-11 Vsevolod I. Ivanov

This paper deals with Pareto solutions of a nonsmooth fractional interval-valued multiobjective optimization. We first introduce four types of Pareto solutions of the considered problem by considering the lower-upper interval order relation…

Optimization and Control · Mathematics 2022-12-26 Nguyen Huy Hung , Nguyen Van Tuyen

We initiate the study of nonsmooth optimization problems under bounded local subgradient variation, which postulates bounded difference between (sub)gradients in small local regions around points, in either average or maximum sense. The…

Optimization and Control · Mathematics 2024-11-05 Jelena Diakonikolas , Cristóbal Guzmán

Optimization in machine learning, both theoretical and applied, is presently dominated by first-order gradient methods such as stochastic gradient descent. Second-order optimization methods, that involve second derivatives and/or second…

Machine Learning · Computer Science 2021-03-08 Rohan Anil , Vineet Gupta , Tomer Koren , Kevin Regan , Yoram Singer

The purpose of this paper is to establish first and second order necessary optimality conditions for optimal control problems of stochastic evolution equations with control and state constraints. The control acts both in the drift and…

Optimization and Control · Mathematics 2019-01-23 Hélène Frankowska , Qi Lü

Rapid advances in data collection and processing capabilities have allowed for the use of increasingly complex models that give rise to nonconvex optimization problems. These formulations, however, can be arbitrarily difficult to solve in…

Multiagent Systems · Computer Science 2020-04-01 Stefan Vlaski , Ali H. Sayed

In this paper, we establish some second order necessary/sufficient optimality conditions for optimal control problems of stochastic evolution equations in infinite dimensions. The control acts on both the drift and diffusion terms and the…

Optimization and Control · Mathematics 2018-11-20 Qi Lu , Haisen Zhang , Xu Zhang

In this work we derive a second-order approach to bilevel optimization, a type of mathematical programming in which the solution to a parameterized optimization problem (the "lower" problem) is itself to be optimized (in the "upper"…

Optimization and Control · Mathematics 2022-05-06 Robert Dyro , Edward Schmerling , Nikos Arechiga , Marco Pavone

This is a review paper, summarizing without proofs recent results by the authors on the property of strong metric subregularity (SMSR) in optimization. It presents sufficient conditions for SMSR of the optimality mapping associated with a…

Optimization and Control · Mathematics 2024-11-15 Nikolai P. Osmolovskii , Vladimir M. Veliov

Unconstrained optimization problems become more common in scientific computing and engineering applications with the rapid development of artificial intelligence, and numerical methods for solving them more quickly and efficiently have been…

Optimization and Control · Mathematics 2025-04-17 Lin Li , Pengcheng Xie , Li Zhang

In this paper we study $2$nd order $L^\infty$ variational problems, through seeking to minimise a supremal functional involving the Hessian of admissible functions as well as lower-order terms. Specifically, given a bounded domain…

Analysis of PDEs · Mathematics 2025-01-14 Ben Dutton , Nikos Katzourakis

Tilt stability is a fundamental concept of variational analysis and optimization that plays a pivotal role in both theoretical issues and numerical computations. This paper investigates tilt stability of local minimizers for a general class…

Optimization and Control · Mathematics 2025-07-16 Boris S. Mordukhovich , Peipei Tang , Chengjing Wang