相关论文: Convex minimization problems with weak constraint …

This paper develops a unified distributed method for solving two classes of constrained networked optimization problems, i.e., optimal consensus problem and resource allocation problem with non-identical set constraints. We first transform…

A central challenge to many fields of science and engineering involves minimizing non-convex error functions over continuous, high dimensional spaces. Gradient descent or quasi-Newton methods are almost ubiquitously used to perform such…

We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. Approximate solutions can be found by solving a convexified version of the problem, in which…

This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…

We propose to solve large instances of the non-convex optimization problems reformulated with canonical duality theory. To this aim we propose an interior point potential reduction algorithm based on the solution of the primal-dual total…

We proposed an iterate scheme for solving convex-concave saddle-point problems associated with general convex-concave functions. We demonstrated that when our iterate scheme is applied to a special class of convex-concave functions, which…

We present a primal-dual algorithmic framework to obtain approximate solutions to a prototypical constrained convex optimization problem, and rigorously characterize how common structural assumptions affect the numerical efficiency. Our…

Generalized polyhedral convex optimization problems in locally convex Hausdorff topological vector spaces are studied systematically in this paper. We establish solution existence theorems, necessary and sufficient optimality conditions,…

We propose and analyse primal-dual interior-point algorithms for convex optimization problems in conic form. The families of algorithms we analyse are so-called short-step algorithms and they match the current best iteration complexity…

Capacity constrained optimal transport is a variant of optimal transport, which adds extra constraints on the set of feasible couplings in the original optimal transport problem to limit the mass transported between each pair of source and…

Saddle-point models arise throughout optimization, optimal transport, robust learning, and control. In many applications, the relevant function f(x,y) is convex in x and concave in y, and preserving this geometry is essential for obtaining…

The aim of this paper is to implement some new techniques, based on conjugate duality in convex optimization, for proving the existence of global error bounds for convex inequality systems. We deal first of all with systems described via…

We consider the convex bilevel optimization problem, also known as simple bilevel programming. There are two challenges in solving convex bilevel optimization problems. Firstly, strong duality is not guaranteed due to the lack of Slater…

This chapter describes techniques for the numerical resolution of optimal transport problems. We will consider several discretizations of these problems, and we will put a strong focus on the mathematical analysis of the algorithms to solve…

In this paper, we present a unified analysis of methods for such a wide class of problems as variational inequalities, which includes minimization problems and saddle point problems. We develop our analysis on the modified Extra-Gradient…

We investigate the approximation of Monge--Kantorovich problems on general compact metric spaces, showing that optimal values, plans and maps can be effectively approximated via a fully discrete method. First we approximate optimal values…

We consider convex-concave saddle point problems, and more generally convex optimization problems we refer to as $\textit{saddle problems}$, which include the partial supremum or infimum of convex-concave saddle functions. Saddle problems…

These notes constitute a sort of Crash Course in Optimal Transport Theory. The different features of the problem of Monge-Kantorovitch are treated, starting from convex duality issues. The main properties of space of probability measures…

Decentralized optimization methods have been in the focus of optimization community due to their scalability, increasing popularity of parallel algorithms and many applications. In this work, we study saddle point problems of sum type,…

Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…