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This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…

Applications · Statistics 2015-11-02 Isabell M. Franck , P. S. Koutsourelakis

We examine a new optimization problem formulated in the tropical mathematics setting as a further extension of certain known problems. The problem is to minimize a nonlinear objective function, which is defined on vectors over an idempotent…

Optimization and Control · Mathematics 2017-01-24 N. Krivulin

We review the finite element approximation of the classical obstacle problem in energy and max-norms and derive error estimates for both the solution and the free boundary. On the basis of recent regularity results we present an optimal…

Numerical Analysis · Mathematics 2016-02-17 Ricardo H. Nochetto , Enrique Otárola , Abner J. Salgado

A common representation of a three dimensional object in computer applications, such as graphics and design, is in the form of a triangular mesh. In many instances, individual or groups of triangles in such representation need to satisfy…

Optimization and Control · Mathematics 2019-04-08 Valentin R. Koch , Hung M. Phan

Recently wide application in engineering-economic problems was received with problems of vector optimization. Development of methods of the decision of these problems it is executed in works A. Messac and others. Complexity of the offered…

Optimization and Control · Mathematics 2007-09-03 A. A. Bosov , G. N. Kodola , L. N. Savchenko

This paper studies a class of simple bilevel optimization problems where we minimize a composite convex function at the upper-level subject to a composite convex lower-level problem. Existing methods either provide asymptotic guarantees for…

Optimization and Control · Mathematics 2024-03-06 Jiulin Wang , Xu Shi , Rujun Jiang

Many problems in machine learning can be solved by rounding the solution of an appropriate linear program (LP). This paper shows that we can recover solutions of comparable quality by rounding an approximate LP solution instead of the ex-…

Numerical Analysis · Computer Science 2013-11-19 Srikrishna Sridhar , Victor Bittorf , Ji Liu , Ce Zhang , Christopher Ré , Stephen J. Wright

In this paper, we provide a theoretical analysis of the recently introduced weakly adversarial networks (WAN) method, used to approximate partial differential equations in high dimensions. We address the existence and stability of the…

Numerical Analysis · Mathematics 2024-01-31 Silvia Bertoluzza , Erik Burman , Cuiyu He

In an ordinary feature selection procedure, a set of important features is obtained by solving an optimization problem such as the Lasso regression problem, and we expect that the obtained features explain the data well. In this study,…

Machine Learning · Statistics 2018-10-16 Satoshi Hara , Takanori Maehara

We discuss non-Euclidean deterministic and stochastic algorithms for optimization problems with strongly and uniformly convex objectives. We provide accuracy bounds for the performance of these algorithms and design methods which are…

Optimization and Control · Mathematics 2014-01-09 Anatoli Iouditski , Yuri Nesterov

We give local conditions at the infinite places of a number field K ensuring that the intersection of n quadrics in projective N-space over K, N >> n, satisfies weak approximation.

Number Theory · Mathematics 2007-05-23 Bo-Hae Im , Michael Larsen

Finding approximate stationary points, i.e., points where the gradient is approximately zero, of non-convex but smooth objective functions $f$ over unrestricted $d$-dimensional domains is one of the most fundamental problems in classical…

Optimization and Control · Mathematics 2024-09-13 Alexandros Hollender , Manolis Zampetakis

We study the complexity of geometric problems on spaces of low fractal dimension. It was recently shown by [Sidiropoulos & Sridhar, SoCG 2017] that several problems admit improved solutions when the input is a pointset in Euclidean space…

Computational Complexity · Computer Science 2017-12-14 Anastasios Sidiropoulos , Kritika Singhal , Vijay Sridhar

We establish local boundedness for solutions to fractional porous medium-type equations in the fast diffusion regime, under optimal tail assumptions.

Analysis of PDEs · Mathematics 2026-02-27 Filomena De Filippis

We give polynomial-time approximation schemes for monotone maximization problems expressible in terms of distances (up to a fixed upper bound) and efficiently solvable in graphs of bounded treewidth. These schemes apply in all fractionally…

Data Structures and Algorithms · Computer Science 2021-05-06 Zdeněk Dvořák , Abhiruk Lahiri

We establish lower semi-continuity and strict convexity of the energy functionals for a large class of vector equilibrium problems in logarithmic potential theory. This in particular implies the existence and uniqueness of a minimizer for…

Classical Analysis and ODEs · Mathematics 2012-05-29 Adrien Hardy , Arno B. J. Kuijlaars

In this paper, we discuss an approximation strategy for solving the Linear Quadratic Tracking that is both forward and local in time. We exploit the known form of the value function along with a time reversal transformation that nicely…

Optimization and Control · Mathematics 2023-01-02 Alessandro Betti , Michele Casoni , Marco Gori

The numerical performance of algorithms can be studied using test sets or procedures that generate such problems. This paper proposes various methods for generating linear, semidefinite, and second-order cone optimization problems.…

Optimization and Control · Mathematics 2023-02-03 Mohammadhossein Mohammadisiahroudi , Ramin Fakhimi , Brandon Augustino , Tamás Terlaky

We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…

Optimization and Control · Mathematics 2020-05-29 Rohit Kannan , James Luedtke

This study delves into equilibrium problems, focusing on the identification of finite solutions for feasible solution sequences. We introduce an innovative extension of the weak sharp minimum concept from convex programming to equilibrium…

Optimization and Control · Mathematics 2024-01-15 Ruyu Wang , Wenling Zhao , Daojin Song , Yaozhong Hu