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We provide the asymptotic minimax detection boundary for a bump, i.e. an abrupt change, in the mean function of a stationary Gaussian process. This will be characterized in terms of the asymptotic behavior of the bump length and height as…

Statistics Theory · Mathematics 2020-04-07 Farida Enikeeva , Axel Munk , Markus Pohlmann , Frank Werner

Penalty methods relax the incompressibility condition and uncouple velocity and pressure. Experience with them indicates that the velocity error is sensitive to the choice of penalty parameter $\epsilon$. So far, there is no effective \'a…

Numerical Analysis · Mathematics 2024-04-19 Rui Fang

In this paper, we consider the problem of minimizing a difference-of-convex objective over a nonlinear conic constraint, where the cone is closed, convex, pointed and has a nonempty interior. We assume that the support function of a compact…

Optimization and Control · Mathematics 2026-04-13 Jiefeng Xu , Ting Kei Pong , Nung-sing Sze

Penalized methods are applied to quasi likelihood analysis for stochastic differential equation models. In this paper, we treat the quasi likelihood function and the associated statistical random field for which a polynomial type large…

Statistics Theory · Mathematics 2019-10-30 Yoshiki Kinoshita , Nakahiro Yoshida

A purely state-dependent cost function can be modified by introducing a control-dependent term rewarding submaximal control utilization. A moderation incentive is identically zero on the boundary of the admissible control region and…

Optimization and Control · Mathematics 2010-01-05 Debra Lewis

In this paper we study a rate-independent system for the propagation of damage and plasticity. To construct solutions we resort to approximation in terms of viscous evolutions, where viscosity affects both damage and plasticity with the…

Analysis of PDEs · Mathematics 2024-09-02 Vito Crismale , Giuliano Lazzaroni , Riccarda Rossi

This paper deals with a general form of variational problems in Banach spaces which encompasses variational inequalities as well as minimization problems. We prove a characterization of local error bounds for the distance to the…

Optimization and Control · Mathematics 2018-07-12 Christian Kanzow , Daniel Steck

To derive bounds on the strain and stress response of a two-component composite material with viscoelastic phases, we revisit the so-called analytic method (Bergman 1978), which allows one to approximate the complex effective tensor,…

Mathematical Physics · Physics 2016-02-11 Ornella Mattei , Graeme W. Milton

This paper identifies necessary and sufficient conditions for the exactness of penalty functions in optimization problems whose constraint sets are not necessarily bounded. The case where the data of problems is locally Lipschitz,…

Optimization and Control · Mathematics 2025-10-21 Liguo Jiao , Tien-Son Pham , Nguyen Van Tuyen

The alternating direction method of multipliers (ADMM) has been widely adopted in low-rank approximation and low-order model identification tasks; however, the performance of nonconvex ADMM is highly reliant on the choice of penalty…

Optimization and Control · Mathematics 2023-09-11 Qingyuan Liu , Zhengchao Huang , Hao Ye , Dexian Huang , Chao Shang

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

A constrained version of the online convex optimization (OCO) problem is considered. With slotted time, for each slot, first an action is chosen. Subsequently the loss function and the constraint violation penalty evaluated at the chosen…

Machine Learning · Computer Science 2023-01-25 Rahul Vaze

In topology optimization of fluid-dependent problems, there is a need to interpolate within the design domain between fluid and solid in a continuous fashion. In density-based methods, the concept of inverse permeability in the form of a…

Numerical Analysis · Mathematics 2023-03-01 Mohamed Abdelhamid , Aleksander Czekanski

In this paper we give a comprehensive treatment of a two-penalty boundary obstacle problem for a divergence form elliptic operator, motivated by applications to fluid dynamics and thermics. Specifically, we prove existence, uniqueness and…

Analysis of PDEs · Mathematics 2020-05-13 Donatella Danielli , Brian Krummel

We consider the estimation of a regression function with random design and heteroscedastic noise in a nonparametric setting. More precisely, we address the problem of characterizing the optimal penalty when the regression function is…

Statistics Theory · Mathematics 2015-06-29 Adrien Saumard

We propose smoothed primal-dual algorithms for solving stochastic and smooth nonconvex optimization problems with linear inequality constraints. Our algorithms are single-loop and only require a single stochastic gradient based on one…

Optimization and Control · Mathematics 2025-04-11 Ruichuan Huang , Jiawei Zhang , Ahmet Alacaoglu

This paper aims to compare and evaluate various obstacle approximation techniques employed in the context of the steady incompressible Navier-Stokes equations. Specifically, we investigate the effectiveness of a standard volume penalization…

Analysis of PDEs · Mathematics 2024-01-05 Piotr Krzyżanowski , Sadokat Malikova , Piotr B. Mucha , Tomasz Piasecki

The error incurred in the representation of the contact pressure at the edges of incomplete contacts by first order asymptotes is treated, and the maximum value of the relative error found for a range of geometries, both symmetric and…

Classical Physics · Physics 2022-03-15 Matthew R. Moore , David A. Hills

We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…

Optimization and Control · Mathematics 2012-09-04 Silvia Villa , Lorenzo Rosasco , Sofia Mosci , Alessandro Verri

This paper considers the problem of minimizing the time average of a stochastic process subject to time average constraints on other processes. A canonical example is minimizing average power in a data network subject to multi-user…

Optimization and Control · Mathematics 2014-12-03 Michael J. Neely