Related papers: Existence of Solutions and Relative Regularity Con…
This paper is concerned with the Frank--Wolfe algorithm for a special class of {\it non-compact} constrained optimization problems. The notion of asymptotic cone is used to introduce this class of problems as well as to establish that the…
In this paper, we study the local convergence of the standard ADMM scheme for a class of nonconvex composite problems arising from modern imaging and machine learning models. This problem is constrained by a closed convex set, while its…
The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…
In this paper, we introduce a new class of optimization problems whose objective functions are weakly homogeneous relative to the constraint sets. By using the normalization argument in asymptotic analysis, we prove two criteria for the…
In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…
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…
We consider convex optimization problems which are widely used as convex relaxations for low-rank matrix recovery problems. In particular, in several important problems, such as phase retrieval and robust PCA, the underlying assumption in…
We derive novel algorithms for optimization problems constrained by partial differential equations describing multiscale particle dynamics, including non-local integral terms representing interactions between particles. In particular, we…
The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…
We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…
In general, standard necessary optimality conditions cannot be formulated in a straightforward manner for semi-smooth shape optimization problems. In this paper, we consider shape optimization problems constrained by variational…
Finding the sparsest solutions to a tensor complementarity problem is generally NP-hard due to the nonconvexity and noncontinuity of the involved $\ell_0$ norm. In this paper, a special type of tensor complementarity problems with…
Frank-Wolfe methods are popular for optimization over a polytope. One of the reasons is because they do not need projection onto the polytope but only linear optimization over it. To understand its complexity, Lacoste-Julien and Jaggi…
This paper investigates regularity properties of two non-negative sparsity sets: non-negative sparse vectors, and low-rank positive semi-definite matrices. Novel formulae for their Mordukhovich normal cones are given and used to formulate…
This work aims to introduce the framework of polynomial optimization theory to solve fractional polynomial problems (FPPs). Unlike other widely used optimization frameworks, the proposed one applies to a larger class of FPPs, not…
We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…
This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…
We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…
Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…
Many problems in nonlinear analysis and optimization, among them variational inequalities and minimization of convex functions, can be reduced to finding zeros (namely, roots) of set-valued operators. Hence numerous algorithms have been…