相关论文: Convexity of Second-Order Cone Program in the Righ…
We study an extended trust region subproblem minimizing a nonconvex function over the hollow ball $r \le \|x\| \le R$ intersected with a full-dimensional second order cone (SOC) constraint of the form $\|x - c\| \le b^T x - a$. In…
Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…
This paper studies the worst case iteration complexity of an infeasible interior point method (IPM) for seconder order cone programming (SOCP), which is more convenient for warmstarting compared with feasible IPMs. The method studied bases…
We discuss the application of random projections to conic programming: notably linear, second-order and semidefinite programs. We prove general approximation results on feasibility and optimality using the framework of formally real Jordan…
We propose a method of using a Weighted second-order cone programming twin support vector machine (WSOCP-TWSVM) for imbalanced data classification. This method constructs a graph based under-sampling method which is utilized to remove…
The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant $L$. However, in many settings the…
This paper is concerned with second-order optimality conditions for Tikhonov regularized optimal control problems governed by the obstacle problem. Using a simple observation that allows to characterize the structure of optimal controls on…
In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…
In this paper, we present the convergence analysis of the rectangular Morley element scheme utilised on the second order problem in arbitrary dimensions. Specifically, we prove that the convergence of the scheme is of $\mathcal{O}(h)$ order…
A general condition determining the optimal performance of a complex system has not yet been found and the possibility of its existence is unknown. To contribute in this direction, an optimization algorithm as a complex system is presented.…
Statistical problems often involve linear equality and inequality constraints on model parameters. Direct estimation of parameters restricted to general polyhedral cones, particularly when one is interested in estimating low dimensional…
The paper derives the optimal second-order coding rate for the continuous-time Poisson channel. We also obtain bounds on the third-order coding rate. This is the first instance of a second-order result for a continuous-time channel. The…
Let $P$ be a set of $n$ points in $\Re^2$. For a parameter $\varepsilon\in (0,1)$, a subset $C\subseteq P$ is an \emph{$\varepsilon$-kernel} of $P$ if the projection of the convex hull of $C$ approximates that of $P$ within…
Optimizing non-convex functions is of primary importance in the vast majority of machine learning algorithms. Even though many gradient descent based algorithms have been studied, successive convex approximation based algorithms have been…
Second-order conic optimization (SOCO) can be considered as a special case of semidefinite optimization (SDO). In the literature it has been advised that a SOCO problem can be embedded in an SDO problem using the arrow-head matrix…
This paper focuses on second-order necessary optimality conditions for constrained optimization problems on Banach spaces. For problems in the classical setting, where the objective function is $C^2$-smooth, we show that strengthened…
We observe that the maximal open set of constant curvature k in a Riemannian manifold with curvature bounded below or above by k has a convexity type property, which we call "two-convexity". This statement is used to prove a number of…
In the paper, we propose solving optimization problems (OPs) and understanding the Newton method from the optimal control view. We propose a new optimization algorithm based on the optimal control problem (OCP). The algorithm features…
The chromaticity diagram associated with the CIE 1931 color matching functions is shown to be slightly non-convex. While having no impact on practical colorimetric computations, the non-convexity does have a significant impact on the shape…
In this paper, we present a new Hyperfast Second-Order Method with convergence rate $O(N^{-5})$ up to a logarithmic factor for the convex function with Lipshitz the third derivative. This method based on two ideas. The first comes from the…