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Motivated by applications in wireless communications, this paper develops semidefinite programming (SDP) relaxation techniques for some mixed binary quadratically constrained quadratic programs (MBQCQP) and analyzes their approximation…

Optimization and Control · Mathematics 2014-03-18 Zi Xu , Mingyi Hong , Zhi-Quan Luo

In this paper, we study the fundamental open question of finding the optimal high-order algorithm for solving smooth convex minimization problems. Arjevani et al. (2019) established the lower bound $\Omega\left(\epsilon^{-2/(3p+1)}\right)$…

Optimization and Control · Mathematics 2022-05-20 Dmitry Kovalev , Alexander Gasnikov

We prove tight H\"olderian error bounds for all $p$-cones. Surprisingly, the exponents differ in several ways from those that have been previously conjectured; moreover, they illuminate $p$-cones as a curious example of a class of objects…

Optimization and Control · Mathematics 2024-03-29 Scott B. Lindstrom , Bruno F. Lourenço , Ting Kei Pong

The purpose of this paper is to prove a uniform convergence rate of the solutions of the $p$-Laplace equation $\Delta_p u = 0$ with Dirichlet boundary conditions to the solution of the infinity-Laplace equation $\Delta_\infty u = 0$ as…

Analysis of PDEs · Mathematics 2024-01-23 Leon Bungert

This paper investigates a Halpern acceleration of the inexact proximal point method for solving maximal monotone inclusion problems in Hilbert spaces. The proposed Halpern inexact proximal point method (HiPPM) is shown to be globally…

Optimization and Control · Mathematics 2026-01-08 Liwei Zhang , Fanli Zhuang , Ning Zhang

Consider the problem of finding a point in a unit $n$-dimensional $\ell_p$-ball ($p\ge 2$) such that the minimum of the weighted Euclidean distance from given $m$ points is maximized. We show in this paper that the recent…

Optimization and Control · Mathematics 2016-06-22 Zuping Wu , Yong Xia , Shu Wang

Minimizing a convex risk function is the main step in many basic learning algorithms. We study protocols for convex optimization which provably leak very little about the individual data points that constitute the loss function.…

Machine Learning · Computer Science 2020-08-11 Di Wang , Adam Smith , Jinhui Xu

Many popular learning algorithms (E.g. Regression, Fourier-Transform based algorithms, Kernel SVM and Kernel ridge regression) operate by reducing the problem to a convex optimization problem over a vector space of functions. These methods…

Machine Learning · Computer Science 2014-05-13 Amit Daniely , Nati Linial , Shai Shalev-Shwartz

We study the expressibility and learnability of convex optimization solution functions and their multi-layer architectural extension. The main results are: \emph{(1)} the class of solution functions of linear programming (LP) and quadratic…

Machine Learning · Computer Science 2022-12-05 Ming Jin , Vanshaj Khattar , Harshal Kaushik , Bilgehan Sel , Ruoxi Jia

In this paper, we establish lower bounds for the oracle complexity of the first-order methods minimizing regularized convex functions. We consider the composite representation of the objective. The smooth part has H\"older continuous…

Optimization and Control · Mathematics 2022-02-10 Nikita Doikov

We consider the problem of finding an optimal transport plan between an absolutely continuous measure $\mu$ on $\mathcal{X} \subset \mathbb{R}^d$ and a finitely supported measure $\nu$ on $\mathbb{R}^d$ when the transport cost is the…

Numerical Analysis · Mathematics 2018-10-08 Valentin Hartmann , Dominic Schuhmacher

We study the exponent of the exponential rate of convergence in terms of the number of degrees of freedom for various non-standard {$p$-version} finite element spaces employing reduced cardinality basis. More specifically, we show that…

Numerical Analysis · Mathematics 2019-03-11 Zhaonan Dong

We consider a general linear parabolic problem with extended time boundary conditions (including initial value problems and periodic ones), and approximate it by the implicit Euler scheme in time and the Gradient Discretisation method in…

Numerical Analysis · Mathematics 2023-08-22 J Droniou , R Eymard , T Gallouët , C Guichard , R Herbin

For unconstrained control problems, a local convergence rate is established for an $hp$-method based on collocation at the Radau quadrature points in each mesh interval of the discretization. If the continuous problem has a sufficiently…

Numerical Analysis · Mathematics 2021-07-20 William W. Hager , Hongyan Hou , Subhashree Mohapatra , Anil V. Rao

In this paper we obtain the rates of convergence of the algorithms given in [13] and [14] for an automatic computation of the centered Hausdorff and packing measures of a totally disconnected self-similar set. We evaluate these rates…

Dynamical Systems · Mathematics 2017-04-26 Marta Llorente , M. Eugenia Mera , Manuel Moran

We propose a family of recursive cutting-plane algorithms to solve feasibility problems with constrained memory, which can also be used for first-order convex optimization. Precisely, in order to find a point within a ball of radius…

Optimization and Control · Mathematics 2023-06-21 Moïse Blanchard , Junhui Zhang , Patrick Jaillet

A regularization algorithm (AR1pGN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and regularization term involving a possibly non-smooth norm. It is shown…

Optimization and Control · Mathematics 2021-05-31 Serge Gratton , Philippe L. Toint

We consider upper bounds for the approximation error E|g(X)-g(\hat X)|^p, where X and \hat X are random variables such that \hat X is an approximation of X in the L_p-norm, and the function g belongs to certain function classes, which…

Probability · Mathematics 2007-12-24 Rainer Avikainen

The paper provides a description of the large deviation behavior for the Euclidean norm of projections of $\ell_p^n$-balls to high-dimensional random subspaces. More precisely, for each integer $n\geq 1$, let $k_n\in\{1,\ldots,n-1\}$,…

Probability · Mathematics 2017-06-20 David Alonso-Gutiérrez , Joscha Prochno , Christoph Thaele

Consider an oracle which takes a point $x$ and returns the minimizer of a convex function $f$ in an $\ell_2$ ball of radius $r$ around $x$. It is straightforward to show that roughly $r^{-1}\log\frac{1}{\epsilon}$ calls to the oracle…

Optimization and Control · Mathematics 2020-03-19 Yair Carmon , Arun Jambulapati , Qijia Jiang , Yujia Jin , Yin Tat Lee , Aaron Sidford , Kevin Tian