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Hidden convexity is a powerful idea in optimization: under the right transformations, nonconvex problems that are seemingly intractable can be solved efficiently using convex optimization. We introduce the notion of a Lagrangian dual…

最优化与控制 · 数学 2025-11-07 Venkat Chandrasekaran , Timothy Duff , Jose Israel Rodriguez , Kevin Shu

We provide a simple and short proof of the Karush-Kuhn-Tucker theorem with finite number of equality and inequality constraints. The proof relies on an elementary linear algebra lemma and the local inverse theorem.

最优化与控制 · 数学 2020-07-27 Ramzi May

In this paper we derive a new strong convergence theorem of Riesz logarithmic means of the one-dimensional Vilenkin-Fourier (Walsh-Fourier) series. The corresponding inequality is pointed out and it is also proved that the inequality is in…

经典分析与常微分方程 · 数学 2020-02-13 D. Lukkassen , L. E. Persson , G. Tephnadze , G. Tutberidze

Many practical problems need the output of a machine learning model to satisfy a set of constraints, $K$. Nevertheless, there is no known guarantee that classical neural network architectures can exactly encode constraints while…

机器学习 · 计算机科学 2022-02-10 Anastasis Kratsios , Behnoosh Zamanlooy , Tianlin Liu , Ivan Dokmanić

In this paper, we focus on nonlinear infinite-norm minimization problems that have many applications, especially in computer science and operations research. We set a reliable Lagrangian dual aproach for solving this kind of problems in…

计算复杂性 · 计算机科学 2011-06-07 Wajeb Gharibi , Yong Xia

Due to the possible lack of primal-dual-type error bounds, the superlinear convergence for the Karush-Kuhn-Tucker (KKT) residues of the sequence generated by augmented Lagrangian method (ALM) for solving convex composite conic programming…

最优化与控制 · 数学 2017-06-28 Ying Cui , Defeng Sun , Kim-Chuan Toh

Recently, versions of neural networks with infinite-dimensional affine operators inside the computational units (``neural operator'' networks) have been applied to learn solutions to differential equations. To enable practical computations,…

泛函分析 · 数学 2026-02-03 Vinícius Luz Oliveira , Vladimir G. Pestov

In this paper, we accomplish a unified convergence analysis of a second-order method of multipliers (i.e., a second-order augmented Lagrangian method) for solving the conventional nonlinear conic optimization problems.Specifically, the…

最优化与控制 · 数学 2021-10-01 Liang Chen , Junyuan Zhu , Xinyuan Zhao

In this paper, we give some extensions of K\"onig's extension of the Mazur-Orlicz theorem. These extensions include generalizations of a surprising recent result of Sun Chuanfeng, and generalizations to the product of more than two spaces…

泛函分析 · 数学 2015-12-29 Stephen Simons

A detailed account of the Kohn-Sham algorithm from quantum chemistry, formulated rigorously in the very general setting of convex analysis on Banach spaces, is given here. Starting from a Levy-Lieb-type functional, its convex and lower…

We address the issue of binary classification in Banach spaces in presence of uncertainty. We show that a number of results from classical support vector machines theory can be appropriately generalised to their robust counterpart in Banach…

机器学习 · 统计学 2022-02-18 Mohammed Sbihi , Nicolas Couellan

The Hahn-Banach theorem is an extension theorem for linear functionals which preserves certain properties. Specifically, if a linear functional is defined on a subspace of a real vector space which is dominated by a sublinear functional on…

泛函分析 · 数学 2016-11-09 A. T. Diab , S. I. Nada , D. L. Fearnley

In this paper, we introduce a discrete version of the nonlinear implicit Lax-Oleinik operator. We consider the associated vanishing discount problem with a non-degenerate condition and prove convergence of solutions as the discount factor…

最优化与控制 · 数学 2024-03-08 Panrui Ni , Maxime Zavidovique

We introduce a new form of Lagrangian and propose a simple first-order algorithm for nonconvex optimization with nonlinear equality constraints. We show the algorithm generates bounded dual iterates, and establish the convergence to KKT…

最优化与控制 · 数学 2023-05-10 Jong Gwang Kim

In this paper, using generalized metric projection, we propose a new extragradient method for finding a common element of the solutions set of a generalized equilibrium problem and a variational inequality for an $\alpha$-inverse-strongly…

泛函分析 · 数学 2016-11-01 Zeynab Jouymandi , Fridoun Moradlou

We propose a duality scheme for solving constrained nonsmooth and nonconvex optimization problems in a reflexive Banach space. We establish strong duality for a very general type of augmented Lagrangian, in which we assume a less…

最优化与控制 · 数学 2023-02-07 Regina S. Burachik , Xuemei Liu

In this paper, we study infinite-dimensional Lagrangian systems where the potential functions are periodic, rearrangement invariant and weakly upper semicontinuous. And we prove that there exists a calibrated curve for every $M\in…

动力系统 · 数学 2016-09-28 Guanghua Shi , Cheng Yang

This paper presents a novel approach to solving convex optimization problems by leveraging the fact that, under certain regularity conditions, any set of primal or dual variables satisfying the Karush-Kuhn-Tucker (KKT) conditions is…

机器学习 · 计算机科学 2024-10-22 Shreya Arvind , Rishabh Pomaje , Rajshekhar V Bhat

We generalize the classical K\"onig's and B\"ottcher's Theorems in complex dynamics to certain quasiregular mappings in the plane. Our approach to these results is unified in the sense that it does not depend on the local injectivity, or…

复变函数 · 数学 2023-08-21 Alastair N. Fletcher , Jacob Pratscher

We demonstrate that the Weihrauch lattice can be used to classify the uniform computational content of computability-theoretic properties as well as the computational content of theorems in one common setting. The properties that we study…

逻辑 · 数学 2018-11-12 Vasco Brattka , Matthew Hendtlass , Alexander P. Kreuzer