相关论文: Minimization of the sum under product constraints
In this paper, we study a class of problems where the sum of truncated convex functions is minimized. In statistical applications, they are commonly encountered when $\ell_0$-penalized models are fitted and usually lead to NP-Hard…
In the literature, necessary and sufficient conditions in terms of variational inequalities are introduced to characterize minimizers of convex set valued functions with values in a conlinear space. Similar results are proved for a weaker…
In this paper, we focus on computing local minimizers of a multivariate polynomial optimization problem under certain genericity conditions. By using a technique in computer algebra and the second-order optimality condition, we provide a…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
This paper draws on diverse areas of computer science to develop a unified view of computation: (1) Optimization in operations research, where a numerical objective function is maximized under constraints, is generalized from the numerical…
We introduce and study four optimization problems that generalize the well-known subset sum problem. Given a node-weighted digraph, select a subset of vertices whose total weight does not exceed a given budget. Some additional constraints…
Parallel and cyclic projection algorithms are proposed for minimizing the sum of a finite family of convex functions over the intersection of a finite family of closed convex subsets of a Hilbert space. These algorithms are of…
We consider the problem of globally minimizing the sum of many rational functions over a given compact semialgebraic set. The number of terms can be large (10 to 100), the degree of each term should be small (up to 10), and the number of…
We revisit J. Shallit's minimization problem from 1994 SIAM Review concerning a two-term asymptotics of the minimum of a certain rational sum involving variables and products of their reciprocals, the number of variables being the large…
Many real-life optimization problems frequently contain one or more constraints or objectives for which there are no explicit formulas. If data is however available, these data can be used to learn the constraints. The benefits of this…
We consider a class of optimization problems that involve determining the maximum value that a function in a particular class can attain subject to a collection of difference constraints. We show that a particular linear programming…
An algorithm is proposed, analyzed, and tested for solving continuous nonlinear-equality-constrained optimization problems where the objective and constraint functions are defined by expectations or averages over large, finite numbers of…
In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…
In general, standard necessary optimality conditions cannot be formulated in a straightforward manner for semi-smooth shape optimization problems. In this paper, we consider shape optimization problems constrained by variational…
In this survey we consider polynomial optimization problems, asking to minimize a polynomial function over a compact semialgebraic set, defined by polynomial inequalities. This models a great variety of (in general, nonlinear nonconvex)…
Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…
In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…
We consider an assortment optimization problem under the multinomial logit choice model with general covering constraints. In this problem, the seller offers an assortment that should contain a minimum number of products from multiple…
Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…
A thesis submitted for the degree of Doctor of Philosophy of The Australian National University. In this work we introduce several new optimisation methods for problems in machine learning. Our algorithms broadly fall into two categories:…