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This paper investigates projection-free algorithms for stochastic constrained multi-level optimization. In this context, the objective function is a nested composition of several smooth functions, and the decision set is closed and convex.…

最优化与控制 · 数学 2024-06-07 Wei Jiang , Sifan Yang , Wenhao Yang , Yibo Wang , Yuanyu Wan , Lijun Zhang

In large-scale optimization, the presence of nonsmooth and nonconvex terms in a given problem typically makes it hard to solve. A popular approach to address nonsmooth terms in convex optimization is to approximate them with their…

最优化与控制 · 数学 2024-04-17 Miguel Simões , Andreas Themelis , Panagiotis Patrinos

We investigate the existence, uniqueness, and $L^1$-contractivity of weak solutions to a porous medium equation with fractional diffusion on an evolving hypersurface. To settle the existence, we reformulate the equation as a local problem…

偏微分方程分析 · 数学 2016-01-22 Amal Alphonse , Charles M. Elliott

In this paper, we introduce new properties of the relative interior calculus for nearly convex sets, functions, and set-valued mappings. These properties are important for the development of duality theory in optimization. Then we…

最优化与控制 · 数学 2023-03-15 Nguyen Quang Huy , Nguyen Mau Nam , Nguyen Dong Yen

In this paper we generalize the estimation-control duality that exists in the linear-quadratic-Gaussian setting. We extend this duality to maximum a posteriori estimation of the system's state, where the measurement and dynamical system…

最优化与控制 · 数学 2016-07-12 Robert Bassett , Michael Casey , Roger J-B Wets

An interior-point algorithm framework is proposed, analyzed, and tested for solving nonlinearly constrained continuous optimization problems. The main setting of interest is when the objective and constraint functions may be nonlinear…

最优化与控制 · 数学 2024-08-30 Frank E. Curtis , Xin Jiang , Qi Wang

We consider the problem of guessing the realization of a random variable but under more general Tsallis' non-extensive entropic framework rather than the classical Maxwell-Boltzman-Gibbs-Shannon framework. We consider both the conditional…

信息论 · 计算机科学 2019-05-21 Abhik Ghosh

We consider supervised learning problems in which set predictions provide explicit uncertainty estimates. Using Choquet integrals (a.k.a. Lov{\'a}sz extensions), we propose a convex loss function for nondecreasing subset-valued functions…

机器学习 · 计算机科学 2025-12-23 Francis Bach

We employ a fuzzy optimality condition for the Frechet subdifferential and some advanced techniques of variational analysis such as formulae for the subdifferentials of an infinite family of nonsmooth functions and the coderivative…

最优化与控制 · 数学 2022-11-16 Maryam Saadati , Morteza Oveisiha

In this paper, we propose a successive convex approximation framework for sparse optimization where the nonsmooth regularization function in the objective function is nonconvex and it can be written as the difference of two convex…

机器学习 · 计算机科学 2018-10-26 Yang Yang , Marius Pesavento , Symeon Chatzinotas , Björn Ottersten

This article is devoted to investigate a nonsmooth/nonconvex uncertain multiobjective optimization problem with composition fields (CUP) for brevity) over arbitrary Asplund spaces. Employing some advanced techniques of variational analysis…

最优化与控制 · 数学 2024-03-12 Maryam Saadati , Morteza Oveisiha

This article develops a numerical approximation of a convex non-local and non-smooth minimization problem. The physical problem involves determining the optimal distribution, given by $h\colon \Gamma_I\to [0,+\infty)$, of a given amount…

数值分析 · 数学 2025-05-08 Harbir Antil , Alex Kaltenbach , Keegan L. A. Kirk

In communication networks, optimization is essential in enhancing performance metrics, e.g., network utility. These optimization problems often involve sum-of-products (or ratios) terms, which are typically non-convex and NP-hard, posing…

新兴技术 · 计算机科学 2025-01-10 Liangxin Qian , Wenhan Yu , Peiyuan Si , Jun Zhao

In this paper, we introduce a new method for applying the implicit function theorem to find nontrivial solutions to overdetermined problems with a fixed boundary (given) and a free boundary (to be determined). The novelty of this method…

偏微分方程分析 · 数学 2021-04-06 Lorenzo Cavallina

Various control schemes rely on a solution of a convex optimization problem involving a particular robust quadratic constraint, which can be reformulated as a linear matrix inequality using the well-known $\mathcal{S}$-lemma. However, the…

最优化与控制 · 数学 2020-12-10 Goran Banjac , Jianzhe Zhen , Dick den Hertog , John Lygeros

Topology optimization has matured to become a powerful engineering design tool that is capable of designing extraordinary structures and materials taking into account various physical phenomena. Despite the method's great advancements in…

计算工程、金融与科学 · 计算机科学 2024-10-29 Anna Dalklint , Rasmus E. Christiansen , Ole Sigmund

We consider the symmetric FEM-BEM coupling that connects two linear elliptic second order partial differential equations posed in a bounded domain $\Omega$ and its complement, where the exterior problem is restated by an integral equation…

数值分析 · 数学 2017-01-30 Jens Markus Melenk , Dirk Praetorius , Barbara Wohlmuth

We introduce a new approach to develop stochastic optimization algorithms for a class of stochastic composite and possibly nonconvex optimization problems. The main idea is to combine two stochastic estimators to create a new hybrid one. We…

最优化与控制 · 数学 2020-05-05 Quoc Tran-Dinh , Nhan H. Pham , Dzung T. Phan , Lam M. Nguyen

Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…

最优化与控制 · 数学 2026-02-05 Feng-Yi Liao , Lijun Ding , Yang Zheng

We provide novel theoretical results regarding local optima of regularized $M$-estimators, allowing for nonconvexity in both loss and penalty functions. Under restricted strong convexity on the loss and suitable regularity conditions on the…

统计理论 · 数学 2015-01-05 Po-Ling Loh , Martin J. Wainwright