相关论文: Interval optimization problems on Hadamard manifol…
We address the problem of testing weak optimality of a given solution of a given interval linear program. The problem was recently wrongly stated to be polynomially solvable. We disprove it. We show that the problem is NP-hard in general.…
We consider a project that consists of activities to be performed in parallel under various temporal constraints, which include start-start, start-finish and finish-start precedence relationships, release times, deadlines, and due dates.…
In this paper, we exploit the so-called value function reformulation of the bilevel optimization problem to develop duality results for the problem. Our approach builds on Fenchel-Lagrange-type duality to establish suitable results for the…
The idea of embedding optimization problems into deep neural networks as optimization layers to encode constraints and inductive priors has taken hold in recent years. Most existing methods focus on implicitly differentiating…
Bilevel optimization has gained prominence in various applications. In this study, we introduce a framework for solving bilevel optimization problems, where the variables in both the lower and upper levels are constrained on Riemannian…
The classical method to solve a quadratic optimization problem with nonlinear equality constraints is to solve the Karush-Kuhn-Tucker (KKT) optimality conditions using Newton's method. This approach however is usually computationally…
This article studies problems of optimal transport, by embedding them in a general functional analytic framework of convex optimization. This provides a unified treatment of a large class of related problems in probability theory and allows…
We study a class of bilevel optimization problems in which both the upper- and lower-level problems have minimax structures. This setting captures a broad range of emerging applications. Despite the extensive literature on bilevel…
This paper proposes a general duality framework for the problem of minimizing a convex integral functional over a space of stochastic processes adapted to a given filtration. The framework unifies many well-known duality frameworks from…
In this paper, we study the analytic properties of solutions to the Vafa-Witten equation over a compact Kaehler manifold. Simple obstructions to the existence of nontrivial solutions are identified. The gauge theoretical compactness for the…
In this paper we consider a method of solving optimal stopping problems in discrete and continuous time based on their dual representation. A novel and generic simulation-based optimization algorithm not involving nested simulations is…
In optimization the duality gap between the primal and the dual problems is a measure of the suboptimality of any primal-dual point. In classical mechanics the equations of motion of a system can be derived from the Hamiltonian function,…
In this paper an inexact proximal point method for variational inequalities in Hadamard manifolds is introduced and studied its convergence properties. The main tool used for presenting the method is the concept of enlargement of monotone…
In this paper we study some optimization problems for nonlinear elastic membranes. More precisely, we consider the problem of optimizing the cost functional $\J(u)=\int_{\partial\Omega} f(x) u \rd \H^{N-1}$ over some admissible class of…
We consider a multidimensional extremal problem formulated in terms of tropical mathematics. The problem is to minimize a nonlinear objective function, which is defined on a finite-dimensional semimodule over an idempotent semifield,…
In this paper, using the technical tools in \cite{TW5}, we solve the complex Hessian equation on closed Hermitian manifolds, which generalizes the the K\"ahler case results in \cite{HMW} and \cite{DK}.
A new multidimensional optimization problem is considered in the tropical mathematics setting. The problem is to minimize a nonlinear function defined on a finite-dimensional semimodule over an idempotent semifield and given by a conjugate…
A class of optimal control problems governed by semilinear parabolic equations with mixed constraints and a box constraint for control variable is considered. We show that if the separation condition is satisfied, then both optimality…
We investigate the convergence of the primal-dual algorithm for composite optimization problems when the objective functions are weakly convex. We introduce a modified duality gap function, which is a lower bound of the standard duality gap…
This note establishes a limiting formula for the conic Lagrangian dual of a convex infinite optimization problem, correcting the classical version of Karney [Math. Programming 27 (1983) 75-82] for convex semi-infinite programs. A…