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We study the quantitative stability of the mapping that to a measure associates its pushforward measure by a fixed (non-smooth) optimal transport map. We exhibit a tight H\"older-behavior for this operation under minimal assumptions. Our…

Optimization and Control · Mathematics 2024-01-08 Guillaume Carlier , Alex Delalande , Quentin Mérigot

We prove Lipschitz continuity results for solutions to a class of obstacle problems under standard growth conditions of $p$-type, $p \geq 2$. The main novelty is the use of a linearization technique going back to [28] in order to interpret…

Analysis of PDEs · Mathematics 2022-10-13 Carlo Benassi , Michele Caselli

Much is known about when a locally optimal solution depends in a single-valued Lipschitz continuous way on the problem's parameters, including tilt perturbations. Much less is known, however, about when that solution and a uniquely…

Optimization and Control · Mathematics 2024-01-02 Matus Benko , R. Tyrrell Rockafellar

This article is devoted to the stability of error bounds (local and global) for semi-infinite convex constraint systems in Banach spaces. We provide primal characterizations of the stability of local and global error bounds when systems are…

Optimization and Control · Mathematics 2023-02-07 Zhou Wei , Michel Théra , Jen-Chih Yao

In this paper, we consider the inverse problem of recovering a diffusion and absorption coefficients in steady-state optical tomography problem from the Neumann-to-Dirichlet map. We first prove a Global uniqueness and Lipschitz stability…

Analysis of PDEs · Mathematics 2020-12-21 Houcine Meftahi

Linear systems of neutral type are considered using the infinite dimensional approach. The main problems are asymptotic, non-exponential stability, exact controllability and regular asymptotic stabilizability. The main tools are the moment…

Optimization and Control · Mathematics 2009-10-28 Rabah Rabah , Grigory M. Sklyar

This paper takes an initial step to systematically investigate the generalization bounds of algorithms for solving nonconvex-(strongly)-concave (NC-SC/NC-C) stochastic minimax optimization measured by the stationarity of primal functions.…

Optimization and Control · Mathematics 2023-02-08 Siqi Zhang , Yifan Hu , Liang Zhang , Niao He

This work concerns the local convergence theory of Newton and quasi-Newton methods for convex-composite optimization: minimize f(x):=h(c(x)), where h is an infinite-valued proper convex function and c is C^2-smooth. We focus on the case…

Optimization and Control · Mathematics 2018-06-19 James V. Burke , Abraham Engle

This work deals with Lipschitz stability for a parametric version of the general second order Ordinary Differential Equation (ODE) initial-value Cauchy problem. We first establish a Lipschitz stability result for this problem under a…

Optimization and Control · Mathematics 2024-01-23 Z. Mazgouri , A. El Ayoubi

The main goal of this paper is to provide a point-based expression for the Hoffman constant of the argmin mapping in linear optimization, understood as the sharp Lipschitz constant restricted to its domain. The work is mainly developed in…

Optimization and Control · Mathematics 2026-05-21 J. Camacho , M. J. Cánovas , H. Gfrerer , J. Parra

Convex risk measures play a foundational role in the area of stochastic optimization. However, in contrast to risk neutral models, their applications are still limited due to the lack of efficient solution methods. In particular, the mean…

Optimization and Control · Mathematics 2024-12-30 Zhichao Jia , Guanghui Lan , Zhe Zhang

This paper presents two direct parameterizations of stable and robust linear parameter-varying state-space (LPV-SS) models. The model parametrizations guarantee a priori that for all parameter values during training, the allowed models are…

Systems and Control · Electrical Eng. & Systems 2024-01-24 Chris Verhoek , Ruigang Wang , Roland Tóth

We analyze stability of conservative solutions of the Cauchy problem on the line for the Camassa--Holm (CH) equation. Generically, the solutions of the CH equation develop singularities with steep gradients while preserving continuity of…

Analysis of PDEs · Mathematics 2022-01-17 J. A. Carrillo , K. Grunert , H. Holden

We study a family of sparse estimators defined as minimizers of some empirical Lipschitz loss function -- which include the hinge loss, the logistic loss and the quantile regression loss -- with a convex, sparse or group-sparse…

Machine Learning · Statistics 2021-09-23 Antoine Dedieu

We present a novel method for mixed-integer optimization problems with multivariate and Lipschitz continuous nonlinearities. In particular, we do not assume that the nonlinear constraints are explicitly given but that we can only evaluate…

Optimization and Control · Mathematics 2023-03-22 Julia Grübel , Richard Krug , Martin Schmidt , Winnifried Wollner

This paper considers a large class of linear operator equations, including linear boundary value problems for partial differential equations, and treats them as linear recovery problems for objects from their data. Well-posedness of the…

Numerical Analysis · Mathematics 2014-03-17 Robert Schaback

We study constrained nonconvex optimization problems in machine learning, signal processing, and stochastic control. It is well-known that these problems can be rewritten to a minimax problem in a Lagrangian form. However, due to the lack…

Machine Learning · Computer Science 2019-10-29 Zhehui Chen , Xingguo Li , Lin F. Yang , Jarvis Haupt , Tuo Zhao

This paper revisits the Polyak step size schedule for convex optimization problems, proving that a simple variant of it simultaneously attains near optimal convergence rates for the gradient descent algorithm, for all ranges of strong…

Optimization and Control · Mathematics 2022-08-03 Elad Hazan , Sham Kakade

We consider a Serrin-type problem in convex cones in the Euclidean space and motivated by recent rigidity results we study the quantitative stability issue for this problem. In particular, we prove both sharp Lipschitz estimates for an…

Analysis of PDEs · Mathematics 2023-09-06 Filomena Pacella , Giorgio Poggesi , Alberto Roncoroni

We solve the negative constant-curvature case of the COLT 2023 open problem of Criscitiello, Mart\'inez-Rubio, and Boumal on deterministic first-order methods for Lipschitz geodesically convex optimization. Let \[…

Data Structures and Algorithms · Computer Science 2026-05-28 Yutong Zhang , Yaoran Yang , Yifan Zhu , Wentao Zhang