Related papers: Penalty approximation for non smooth constraints i…

Given an infeasible, unbounded, or pathological convex optimization problem, a natural question to ask is: what is the smallest change we can make to the problem's parameters such that the problem becomes solvable? In this paper, we address…

Beam tracking software for accelerators typically falls into two categories: fast envelope simulations limited to linear beam optics, and slower multiparticle simulations that can model nonlinear effects. To find a middle ground between…

This paper studies the $d$-dimensional extension of a fictitious domain penalization technique that we previously proposed for Neumann or Robin boundary conditions. We apply Droniou's approach for non-coercive linear elliptic problems to…

This paper analyzes the iteration-complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs. More specifically, the objective function is of the form $f + h$…

This paper investigates quantile regression in the presence of non-convex and non-smooth sparse penalties, such as the minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD). The non-smooth and non-convex nature of…

In this paper, we propose a proximal splitting methodology with a non-convex penalty function based on the heavy-tailed Cauchy distribution. We first suggest a closed-form expression for calculating the proximal operator of the Cauchy…

If a variational problem comes with no boundary conditions prescribed beforehand, and yet these arise as a consequence of the variation process itself, we speak of a free boundary values variational problem. Such is, for instance, the…

A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…

We establish a variety of results extending the well-known Pontryagin maximum principle of optimal control to discrete-time optimal control problems posed on smooth manifolds. These results are organized around a new theorem on critical and…

This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…

We present a new algorithm based on posterior sampling for learning in Constrained Markov Decision Processes (CMDP) in the infinite-horizon undiscounted setting. The algorithm achieves near-optimal regret bounds while being advantageous…

We consider the exterior free boundary Bernoulli problem in the case of a rough given domain. An asymptotic analysis shows that the solution of the initial problem can be approximated by the solution of a non-rough Bernoulli problem at…

We consider reinforcement learning (RL) in episodic Markov decision processes (MDPs) with linear function approximation under drifting environment. Specifically, both the reward and state transition functions can evolve over time but their…

We study the dynamics of pairs of connected masses in the plane, when nonholonomic (knife-edge) constraints are realized by forces of viscous friction, in particular its relation to constrained dynamics, and its approximation by the method…

The penalization method is a popular technique to provide particle swarm optimizers with the ability to handle constraints. The downside is the need of penalization coefficients whose settings are problem-specific. While adaptive…

We consider the free endpoint Mayer problem for a controlled Moreau process, the control acting as a perturbation of the dynamics driven by the normal cone, and derive necessary optimality conditions of Pontryagin's Maximum Principle type.…

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…

We consider the motion of a rigid body immersed in a two-dimensional viscous incompressible fluid with Navierslip-with-friction conditions at the solid boundary. The fluid-solid system occupies the whole plane. We provethe small-time exact…

We introduce a new weakly-convex penalty function for signals with a group behavior. The penalty promotes signals with a few number of active groups, where within each group, only a few high magnitude coefficients are active. We derive the…

In [1], the distributed linear-quadratic problem with fixed communication topology (DFT-LQ) and the sparse feedback LQ problem (SF-LQ) are formulated into a nonsmooth and nonconvex optimization problem with affine constraints. Moreover, a…