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Classically, a mainstream approach for solving a convex-concave min-max problem is to instead solve the variational inequality problem arising from its first-order optimality conditions. Is it possible to solve min-max problems faster by…
Lifting methods allow to transform hard variational problems such as segmentation and optical flow estimation into convex problems in a suitable higher-dimensional space. The lifted models can then be efficiently solved to a global optimum,…
In this paper, we are concerned with the sign-changing solutions of variational inequality problems. In order to give the existence results of the sign-changing solutions for variational inequality problems, we first construct a suitable…
We consider a general decomposable convex optimization problem. By using right-hand side allocation technique, it can be transformed into a collection of small dimensional optimization problems. The master problem is a convex non-smooth…
Optimization problems, generalized equations, and the multitude of other variational problems invariably lead to the analysis of sets and set-valued mappings as well as their approximations. We review the central concept of set-convergence…
We consider a bilevel problem involving two monotone equilibrium bifunctions and we show that this problem can be solved by a proximal point method with generalized proximal distances. We propose a framework for the convergence analysis of…
In optimization-based image restoration models, the correct selection of hyperparameters is crucial for achieving superior performance. However, current research typically involves manual tuning of these hyperparameters, which is highly…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
We consider a multiobjective bilevel optimization problem with vector-valued upper- and lower-level objective functions. Such problems have attracted a lot of interest in recent years. However, so far, scalarization has appeared to be the…
We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function using proximal-gradient methods, where an error is present in the calculation of the gradient of the smooth term or in the proximity…
In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…
Recent quasi-optimal error estimates for the finite element approximation of total-variation regularized minimization problems require the existence of a Lipschitz continuous dual solution. We discuss the validity of this condition and…
We introduce a new system of split variational inequality problems which is a natural extension of split variational inequality problem in semi-inner product spaces. We use the retraction technique to propose an iterative algorithm for…
Interest in bilevel optimization has grown in recent years, partially due to its applications to tackle challenging machine-learning problems. Several exciting recent works have been centered around developing efficient gradient-based…
In this work, we investigate the convergence of numerical approximations to coercivity constants of variational problems. These constants are essential components of rigorous error bounds for reduced-order modeling; extension of these…
(Stochastic) bilevel optimization is a frequently encountered problem in machine learning with a wide range of applications such as meta-learning, hyper-parameter optimization, and reinforcement learning. Most of the existing studies on…
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…
The paper presents complexity results and performance guaranties for a family of approximation algorithms for an optimisation problem arising in software testing and manufacturing. The problem is formulated as a partitioning of a set where…
Low rank approximation is a commonly occurring problem in many computer vision and machine learning applications. There are two common ways of optimizing the resulting models. Either the set of matrices with a given rank can be explicitly…
Mean-Field is an efficient way to approximate a posterior distribution in complex graphical models and constitutes the most popular class of Bayesian variational approximation methods. In most applications, the mean field distribution…