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Discrete-time robust optimal control problems generally take a min-max structure over continuous variable spaces, which can be difficult to solve in practice. In this paper, we extend the class of such problems that can be solved through a…

Optimization and Control · Mathematics 2024-04-30 Jad Wehbeh , Eric C. Kerrigan

This survey on stationary and evolutionary problems with gradient constraints is based on developments of monotonicity and compactness methods applied to large classes of scalar and vectorial solutions to variational and quasi-variational…

Analysis of PDEs · Mathematics 2018-09-07 José Francisco Rodrigues , Lisa Santos

Variational-hemivariational inequalities are an important mathematical framework for nonsmooth problems. The framework can be used to study application problems from physical sciences and engineering that involve non-smooth and even…

Numerical Analysis · Mathematics 2025-03-10 Weimin Han , Fang Feng , Fei Wang , Jianguo Huang

We consider relative or subjective optimization problems where the goal function and feasible set are dependent of the current state of the system under consideration. In general, they are formulated as quasi-equilibrium problems, hence…

Optimization and Control · Mathematics 2020-03-19 I. V. Konnov

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

Continual learning is the problem of integrating new information in a model while retaining the knowledge acquired in the past. Despite the tangible improvements achieved in recent years, the problem of continual learning is still an open…

Machine Learning · Computer Science 2024-07-24 Giulia Lanzillotta , Sidak Pal Singh , Benjamin F. Grewe , Thomas Hofmann

Region-specific linear models are widely used in practical applications because of their non-linear but highly interpretable model representations. One of the key challenges in their use is non-convexity in simultaneous optimization of…

Machine Learning · Statistics 2014-11-03 Hidekazu Oiwa , Ryohei Fujimaki

Non-convex optimization is ubiquitous in modern machine learning. Researchers devise non-convex objective functions and optimize them using off-the-shelf optimizers such as stochastic gradient descent and its variants, which leverage the…

Machine Learning · Computer Science 2021-03-26 Tengyu Ma

We propose an algorithm to solve quasi-variational inequality problems, based on the Dantzig-Wolfe decomposition paradigm. Our approach solves in the subproblems variational inequalities, which is a simpler problem, while restricting…

Optimization and Control · Mathematics 2026-02-02 Manoel Jardim , Claudia Sagastizábal , Mikhail Solodov

Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…

Optimization and Control · Mathematics 2020-11-23 Tristan van Leeuwen , Aleksandr Aravkin

Optimization of frame structures is formulated as a~non-convex optimization problem, which is currently solved to local optimality. In this contribution, we investigate four optimization approaches: (i) general non-linear optimization, (ii)…

Optimization and Control · Mathematics 2019-09-17 Marek Tyburec , Jan Zeman , Martin Kružík , Didier Henrion

A local projection model is defined by a set of linear regressions that account for the associations between exogenous variables and an endogenous variable observed at different time points. While it is standard practice to separately…

Methodology · Statistics 2020-07-14 Masahiro Tanaka

We study the existence and uniqueness of solutions to the inverse quasi-variational inequality problem. Motivated by the neural network approach to solving optimization problems such as variational inequality, monotone inclusion, and…

Optimization and Control · Mathematics 2022-04-13 Soumitra Dey , Simeon Reich

The main goal of this paper is to present the application of a superiorization methodology to solution of variational inequalities. Within this framework a variational inequality operator is considered as a small perturbation of a convex…

Optimization and Control · Mathematics 2016-11-30 Evgeni Nurminski

A new adaptive approach is proposed for variational inequalities with a Lipschitz-continuous field. Estimates of the necessary number of iterations are obtained to achieve a given quality of the variational inequality solution. A…

Optimization and Control · Mathematics 2018-12-27 Fedor Stonyakin , Alexander Gasnikov , Pavel Dvurechensky , Alexander Titov

A number of prototypical optimization problems in multi-agent systems (e.g., task allocation and network load-sharing) exhibit a highly local structure: that is, each agent's decision variables are only directly coupled to few other agent's…

Multiagent Systems · Computer Science 2020-03-04 Robin Brown , Federico Rossi , Kiril Solovey , Michael T. Wolf , Marco Pavone

In this work, we present a systematic approach to investigate the existence, multiplicity, and local gradient regularity of solutions for nonlocal quasilinear equations with local gradient degeneracy. Our method involves an interactive…

Analysis of PDEs · Mathematics 2023-07-27 Damião J. Araújo , Disson dos Prazeres , Erwin Topp

An adaptive proximal method for a special class of variational inequalities and related problems is proposed. For example, the so-called mixed variational inequalities and composite saddle problems are considered. Some estimates of the…

Optimization and Control · Mathematics 2020-08-25 Fedor S. Stonyakin

In this paper we study the regularity of the local minima of integral functionals: in particular, not convexity (quasi-convexity, policonvexity or rank one convexity) hypothesis will be made on the density, neither structure hypothesis nor…

Optimization and Control · Mathematics 2023-02-07 Tiziano Granucci

Aussel et al. (J Optim Theory Appl 170 818-837 2016) introduced the concept of projected solutions for the quasi-variational inequalities with a non-self constraint map, that is, the case where the constraint map may take values outside the…

Optimization and Control · Mathematics 2025-06-30 Didier Aussel , Jauny , Asrifa Sultana , Shivani Valecha