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The main goal of this paper is to investigate strong duality of non-convex semidefinite programming problems (SDPs). In the optimization community, it is well-known that a convex optimization problem satisfies strong duality if the Slater's…

Optimization and Control · Mathematics 2024-08-23 Donghwan Lee

The problem of finding the sparsest vector (direction) in a low dimensional subspace can be considered as a homogeneous variant of the sparse recovery problem, which finds applications in robust subspace recovery, dictionary learning,…

Machine Learning · Computer Science 2020-01-22 Qing Qu , Zhihui Zhu , Xiao Li , Manolis C. Tsakiris , John Wright , René Vidal

This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…

Optimization and Control · Mathematics 2025-12-12 Chenglong Bao , Yancheng Yuan , Shulan Zhu

We consider the problem of computing the maximal invariant set of discrete-time linear systems subject to a class of non-convex constraints that admit quadratic relaxations. These non-convex constraints include semialgebraic sets and other…

Systems and Control · Electrical Eng. & Systems 2020-11-30 Zheming Wang , Raphaël M. Jungers , Chong-Jin Ong

In this work, we provide some novel results that establish both the existence of Henig global proper efficient points and their density in the efficient set for vector optimization problems in arbitrary normed spaces. Our results do not…

Optimization and Control · Mathematics 2024-11-01 Fernando García-Castaño , Miguel Ángel Melguizo-Padial

Piecewise linear vector optimization problems in a locally convex Hausdorff topological vector spaces setting are considered in this paper. The efficient solution set of these problems are shown to be the unions of finitely many semi-closed…

Optimization and Control · Mathematics 2017-09-27 Nguyen Ngoc Luan

Sparsity constrained minimization captures a wide spectrum of applications in both machine learning and signal processing. This class of problems is difficult to solve since it is NP-hard and existing solutions are primarily based on…

Optimization and Control · Mathematics 2018-12-31 Ganzhao Yuan , Bernard Ghanem

In this article, we view the approximate version of Pareto and weak Pareto solutions of the multiobjective optimization problem through the lens of KKT type conditions. We also focus on an improved version of Geoffrion proper Pareto…

Optimization and Control · Mathematics 2019-09-04 Poonam Kesarwani , Pradyuman K. Shukla , Joydeep Dutta , Kalyanmoy Deb

In this paper, we study a nonsmooth/nonconvex multiobjective optimization problem with uncertain constraints in arbitrary Asplund spaces. We first provide necessary optimality condition in a fuzzy form for approximate weakly robust…

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

By applying some techniques of set-valued and variational analysis, we study solution stability of nonhomogeneous split equality problems and nonhomogeneous split feasibility problems, where the constraint sets need not be convex. Necessary…

Optimization and Control · Mathematics 2024-11-19 Vu Thi Huong , Hong-Kun Xu , Nguyen Dong Yen

Stochastic nonconvex optimization problems with nonlinear constraints have a broad range of applications in intelligent transportation, cyber-security, and smart grids. In this paper, first, we propose an inexact-proximal accelerated…

Optimization and Control · Mathematics 2021-07-08 Morteza Boroun , Afrooz Jalilzadeh

This paper provides a zeroth-order optimisation framework for non-smooth and possibly non-convex cost functions with matrix parameters that are real and symmetric. We provide complexity bounds on the number of iterations required to ensure…

Optimization and Control · Mathematics 2021-06-29 Alejandro I. Maass , Chris Manzie , Iman Shames , Hayato Nakada

Improperly efficient solutions in the sense of Geoffrion in linear fractional vector optimization problems with unbounded constraint sets are studied in this paper. We give two sets of conditions which assure that all the efficient…

Optimization and Control · Mathematics 2020-08-04 N. T. T. Huong , N. D. Yen

We present a detailed set of performance comparisons of two state-of-the-art solvers for the application of designing time-delay compensators, an important problem in the field of robust control. Formulating such robust control mechanics as…

Optimization and Control · Mathematics 2019-01-01 Vyacheslav Kungurtsev , Tim Mitchell , Tomas Vyhlidal

In the literature, necessary and sufficient conditions in terms of variational inequalities are introduced to characterize minimizers of convex set valued functions with values in a conlinear space. Similar results are proved for a weaker…

Optimization and Control · Mathematics 2016-12-02 Giovanni P. Crespi , Carola Schrage

Composite convex optimization problems which include both a nonsmooth term and a low-rank promoting term have important applications in machine learning and signal processing, such as when one wishes to recover an unknown matrix that is…

Machine Learning · Computer Science 2018-09-28 Dan Garber , Atara Kaplan

The object of investigation in this paper are vector nonlinear programming problems with cone constraints. We introduce the notion of a Fritz John pseudoinvex cone-constrained vector problem. We prove that a problem with cone constraints is…

Optimization and Control · Mathematics 2014-08-26 Vsevolod I. Ivanov

In this paper we study nonconvex and nonsmooth optimization problems with semi-algebraic data, where the variables vector is split into several blocks of variables. The problem consists of one smooth function of the entire variables vector…

Optimization and Control · Mathematics 2017-02-09 Thomas Pock , Shoham Sabach

In this paper, vector optimization is considered in the framework of decision making and optimization in general spaces. Interdependencies between domination structures in decision making and domination sets in vector optimization are…

Optimization and Control · Mathematics 2017-12-06 Petra Weidner

In this paper, we address two main topics. First, we study the problem of minimizing the sum of a smooth function and the composition of a weakly convex function with a linear operator on a closed vector subspace. For this problem, we…

Optimization and Control · Mathematics 2025-02-04 Sergio López-Rivera , Pedro Pérez-Aros , Emilio Vilches