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相关论文: The Minimization of Piecewise Functions: Pseudo St…

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In this paper, we propose a successive pseudo-convex approximation algorithm to efficiently compute stationary points for a large class of possibly nonconvex optimization problems. The stationary points are obtained by solving a sequence of…

最优化与控制 · 数学 2018-12-17 Yang Yang , Marius Pesavento

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

信息论 · 计算机科学 2012-03-22 Amir Beck , Yonina C. Eldar

Motivated by a class of applied problems arising from physical layer based security in a digital communication system, in particular, by a secrecy sum-rate maximization problem, this paper studies a nonsmooth, difference-of-convex (dc)…

最优化与控制 · 数学 2015-11-06 Jong-Shi Pang , Meisam Razaviyayn , Alberth Alvarado

We show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to stationarity of order $1$),…

最优化与控制 · 数学 2023-02-10 Matúš Benko , Patrick Mehlitz

This paper is devoted to studying the stationary solutions of a general constrained optimization problem through its associated unconstrained penalized problems. We aim to answer the question, "what do the stationary solutions of a…

最优化与控制 · 数学 2022-06-28 Ashkan Mohammadi

This paper considers the problem of minimizing a differentiable function with locally Lipschitz continuous gradient on the algebraic variety of real matrices of upper-bounded rank. This problem is known to enable the formulation of various…

最优化与控制 · 数学 2026-03-13 Guillaume Olikier , Kyle A. Gallivan , P. -A. Absil

The paper explores the differential inclusion of a special form. It is supposed that the support function of the set in the right-hand side of an inclusion may contain the sum of the maximum and the minimum of the finite number of…

最优化与控制 · 数学 2025-02-05 Alexander Fominyh

Many combinatorial optimisation problems can be modelled as valued constraint satisfaction problems. In this paper, we present a polynomial-time algorithm solving the valued constraint satisfaction problem for a fixed number of variables…

最优化与控制 · 数学 2020-03-03 Manuel Bodirsky , Marcello Mamino , Caterina Viola

We propose a novel method for planning shortest length piecewise-linear motions through complex environments punctured with static, moving, or even morphing obstacles. Using a moment optimization approach, we formulate a hierarchy of…

机器人学 · 计算机科学 2020-10-19 Bachir El Khadir , Jean Bernard Lasserre , Vikas Sindhwani

Approximate necessary optimality conditions in terms of Fr\'echet subgradients and normals for a rather general optimization problem with a potentially non-Lipschitzian objective function are established with the aid of Ekeland's…

最优化与控制 · 数学 2021-10-15 Alexander Y. Kruger , Patrick Mehlitz

We introduce new variants of classical regression-based algorithms for optimal stopping problems based on computation of regression coefficients by Monte Carlo approximation of the corresponding $L^2$ inner products instead of the…

计算金融 · 定量金融 2019-04-29 Christian Bayer , Martin Redmann , John Schoenmakers

We consider the sparse optimization problem with nonlinear constraints and an objective function, which is given by the sum of a general smooth mapping and an additional term defined by the $ \ell_0 $-quasi-norm. This term is used to obtain…

最优化与控制 · 数学 2022-10-19 Christian Kanzow , Alexandra Schwarz , Felix Weiß

The paper explores the differential inclusion of a special form. It is supposed that the support function of the set in the right-hand side of an inclusion may contain the maximum of the finite number of continuously differentiable (in…

最优化与控制 · 数学 2023-05-04 Alexander Fominyh

In this paper, we analyze some theoretical properties of the problem of minimizing a quadratic function with a cubic regularization term, arising in many methods for unconstrained and constrained optimization that have been proposed in the…

最优化与控制 · 数学 2018-09-05 Andrea Cristofari , Tayebeh Dehghan Niri , Stefano Lucidi

As a starting point of our research, we show that, for a fixed order $\gamma\geq 1$, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M-stationary in the classical sense (corresponding to…

最优化与控制 · 数学 2024-02-27 Matúš Benko , Patrick Mehlitz

Many computer vision and human-computer interaction applications developed in recent years need evaluating complex and continuous mathematical functions as an essential step toward proper operation. However, rigorous evaluation of this kind…

最优化与控制 · 数学 2017-11-10 Daniel Berjón , Guillermo Gallego , Carlos Cuevas , Francisco Morán , Narciso García

Minimization methods that search along a curvilinear path composed of a non-ascent nega- tive curvature direction in addition to the direction of steepest descent, dating back to the late 1970s, have been an effective approach to finding a…

最优化与控制 · 数学 2017-06-06 Donald Goldfarb , Cun Mu , John Wright , Chaoxu Zhou

A sequential piecewise linear programming method is presented where bounded domains of non-convex functions are successively contracted about the solution of a piecewise linear program at each iteration of the algorithm. Although…

最优化与控制 · 数学 2020-04-21 James P. L. Tan

The first-order optimality conditions of sparse bilinear least squares problems are studied. The so-called T-type and N-type stationary points for this problem are characterized in terms of tangent cone and normal cone in Bouligand and…

最优化与控制 · 数学 2026-01-21 Zixin Deng , Zheng-Hai Huang , Yun-Bin Zhao

In this paper, we are concerned with stationarity conditions and qualification conditions for optimization problems with disjunctive constraints. This class covers, among others, optimization problems with complementarity, vanishing, or…

最优化与控制 · 数学 2025-10-14 Isabella Käming , Patrick Mehlitz
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