Related papers: Geometric characterizations of Lipschitz stability…
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…
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…
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…
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…
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…
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…
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.…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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…
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 \[…