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This paper considers the problem of designing accelerated gradient-based algorithms for optimization and saddle-point problems. The class of objective functions is defined by a generalized sector condition. This class of functions contains…

Optimization and Control · Mathematics 2020-11-17 Dennis Gramlich , Christian Ebenbauer , Carsten W. Scherer

Constraint satisfaction problems (CSPs) are ubiquitous in theoretical computer science. We study the problem of StrongCSPs, i.e. instances where a large induced sub-instance has a satisfying assignment. More formally, given a CSP instance…

Data Structures and Algorithms · Computer Science 2022-05-24 Suprovat Ghoshal , Anand Louis

We consider stochastic variational inequality problems where the mapping is monotone over a compact convex set. We present two robust variants of stochastic extragradient algorithms for solving such problems. Of these, the first scheme…

Optimization and Control · Mathematics 2014-03-25 Farzad Yousefian , Angelia Nedic , Uday V. Shanbhag

Continuous image super-resolution (SR) recently receives a lot of attention from researchers, for its practical and flexible image scaling for various displays. Local implicit image representation is one of the methods that can map the…

Image and Video Processing · Electrical Eng. & Systems 2023-07-19 Zhi-Song Liu , Zijia Wang , Zhen Jia

We focus on constrained, $L$-smooth, potentially stochastic and nonconvex-nonconcave min-max problems either satisfying $\rho$-cohypomonotonicity or admitting a solution to the $\rho$-weakly Minty Variational Inequality (MVI), where larger…

Optimization and Control · Mathematics 2024-08-14 Ahmet Alacaoglu , Donghwan Kim , Stephen J. Wright

In this work we propose to fit a sparse logistic regression model by a weakly convex regularized nonconvex optimization problem. The idea is based on the finding that a weakly convex function as an approximation of the $\ell_0$ pseudo norm…

Machine Learning · Computer Science 2018-05-23 Xinyue Shen , Yuantao Gu

We consider the inverse eigenvalue problem of constructing a substochastic matrix from the given spectrum parameters with the corresponding eigenvector constraints. This substochastic inverse eigenvalue problem (SstIEP) with the specific…

Optimization and Control · Mathematics 2024-09-17 Yujie Liu , Dacheng Yao , Hanqin Zhang

In structured prediction problems where we have indirect supervision of the output, maximum marginal likelihood faces two computational obstacles: non-convexity of the objective and intractability of even a single gradient computation. In…

Machine Learning · Statistics 2016-08-11 Aditi Raghunathan , Roy Frostig , John Duchi , Percy Liang

We consider the utility maximization problem under convex constraints with regard to theoretical results which allow the formulation of algorithmic solvers which make use of deep learning techniques. In particular for the case of random…

Computational Finance · Quantitative Finance 2022-02-17 Kristof Wiedermann

Visualizing graphs using virtual physical models is probably the most heavily used technique for drawing graphs in practice. There are many algorithms that are efficient and produce high-quality layouts. If one requires that the layout also…

Discrete Mathematics · Computer Science 2013-09-09 Emden R. Gansner , Yifan Hu , Shankar Krishnan

We consider a wide range of regularized stochastic minimization problems with two regularization terms, one of which is composed with a linear function. This optimization model abstracts a number of important applications in artificial…

Machine Learning · Computer Science 2018-02-02 Tianyi Lin , Linbo Qiao , Teng Zhang , Jiashi Feng , Bofeng Zhang

Numerous machine learning and industrial problems can be modeled as the minimization of a sum of $N$ so-called clipped convex functions (SCC), i.e. each term of the sum stems as the pointwise minimum between a constant and a convex…

Optimization and Control · Mathematics 2025-02-03 Guillaume Van Dessel , François Glineur

PDE-constrained optimization problems with control or state constraints are challenging from an analytical as well as numerical perspective. The combination of these constraints with a sparsity-promoting $\rm L^1$ term within the objective…

Optimization and Control · Mathematics 2019-02-13 John W. Pearson , Margherita Porcelli , Martin Stoll

This paper deals with approximate Pareto solutions of a nonsmooth interval-valued multiobjective optimization problem with data uncertainty in constraints. We first introduce some kinds of approximate Pareto solutions for the robust…

Optimization and Control · Mathematics 2025-02-25 Vu Hong Quan , Duong Thi Viet An , Nguyen Van Tuyen

We consider the optimization of pairwise objective functions, i.e., objective functions of the form $H(\mathbf{x}) = H(x_1,\ldots,x_N) = \sum_{1\leq i<j \leq N} H_{ij}(x_i,x_j)$ for $x_i$ in some continuous state spaces $\mathcal{X}_i$.…

Numerical Analysis · Mathematics 2020-12-21 Yian Chen , Yuehaw Khoo , Michael Lindsey

Signomial programs (SPs) are optimization problems specified in terms of signomials, which are weighted sums of exponentials composed with linear functionals of a decision variable. SPs are non-convex optimization problems in general, and…

Optimization and Control · Mathematics 2014-09-29 Venkat Chandrasekaran , Parikshit Shah

This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…

Optimization and Control · Mathematics 2026-05-11 Lixin Tang , Xingyu Wang , Liwei Zhang

We introduce a particular optimization problem that minimizes the sum of a non-convex quadratic function and logarithmic barrier-functions in a $\ell_\infty$-trust-region (i.e. cube). Our paper covers three topics. We explain the relevance…

Numerical Analysis · Mathematics 2018-06-20 Martin Neuenhofen

In this paper, we discuss scalar Lagrangian multipliers and vector Lagrangian multipliers for constrained set-valued optimization problems. We obtain some necessary conditions, sufficient conditions, as well as necessary and sufficient…

Optimization and Control · Mathematics 2017-06-13 Renying Zeng

In this paper we begin by discussing the simple bilevel programming problem (SBP) and its extension the simple mathematical programming problem under equilibrium constraints (SMPEC). Here we first define both these problems and study their…

Optimization and Control · Mathematics 2019-12-16 Stephan Dempe , Nguyen Dinh , Joydeep Dutta , Tanushree Pandit