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Quasi-normal-eigenvalue optimization is studied under constraints $b_1(x) \le B(x) \le b_2 (x)$ on structure functions $B$ of 2-side open optical or mechanical resonators. We prove existence of various optimizers and provide an example when…
Local solutions for variational and quasi-variational inequalities are usually the best type of solutions that could practically be obtained when in case of lack of convexity or else when available numerical techniques are too limited for…
With the extensive application of submodularity, its generalizations are constantly being proposed. However, most of them are tailored for special problems. In this paper, we focus on quasi-submodularity, a universal generalization, which…
Positive semi-definite matrices commonly occur as normal matrices of least squares problems in statistics or as kernel matrices in machine learning and approximation theory. They are typically large and dense. Thus algorithms to solve…
In this paper, we discuss adaptive approximations of an elliptic eigenvalue optimization problem in a phase-field setting by a conforming finite element method. An adaptive algorithm is proposed and implemented in several two dimensional…
Eigenmaps are important in analysis, geometry, and machine learning, especially in nonlinear dimension reduction. Approximation of the eigenmaps of a Laplace operator depends crucially on the scaling parameter $\epsilon$. If $\epsilon$ is…
Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning or batch Bayesian optimization, the objective function…
We generalize $\epsilon$-pseudospectra and the associated computational algorithms to the generalized eigenvalue problem. Rank one perturbations are used to determine the $\epsilon$-pseudospectra.
We deal with the convergence of the value function of an approximate control problem with uncertain dynamics to the value function of a nonlinear optimal control problem. The assumptions on the dynamics and the costs are rather general and…
We propose a general framework to study the stability of the subspace spanned by $P$ consecutive eigenvectors of a generic symmetric matrix ${\bf H}_0$, when a small perturbation is added. This problem is relevant in various contexts,…
Much of statistics relies upon four key elements: a law of large numbers, a calculus to operationalize stochastic convergence, a central limit theorem, and a framework for constructing local approximations. These elements are…
The optimal value function is one of the basic objects in the field of mathematical optimization, as it allows the evaluation of the variations in the cost/revenue generated while minimizing/maximizing a given function under some…
This paper considers an optimization problem for a dynamical system whose evolution depends on a collection of binary decision variables. We develop scalable approximation algorithms with provable suboptimality bounds to provide…
Submodular maximization generalizes many fundamental problems in discrete optimization, including Max-Cut in directed/undirected graphs, maximum coverage, maximum facility location and marketing over social networks. In this paper we…
This paper addresses the robust counterparts of optimization problems containing sums of maxima of linear functions. These problems include many practical problems, e.g.~problems with sums of absolute values, and arise when taking the…
We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of…
Given a strictly positive measure, we characterize inner semicontinuous solid convex-valued mappings for which continuous functions which are selections almost everywhere are selections. This class contains continuous mappings as well as…
We present a unified description of extremal metrics for the Laplace and Steklov eigenvalues on manifolds of arbitrary dimension using the notion of $n$-harmonic maps. Our approach extends the well-known results linking extremal metrics for…
We deal with the following eigenvalue optimization problem: Given a bounded domain $D\subset \R^2$, how to place an obstacle $B$ of fixed shape within $D$ so as to maximize or minimize the fundamental eigenvalue $\lambda_1$ of the Dirichlet…
In this paper, we propose the first continuous optimization algorithms that achieve a constant factor approximation guarantee for the problem of monotone continuous submodular maximization subject to a linear constraint. We first prove that…