相关论文: The natural ordering cone of a polyhedral convex s…
We consider a problem of optimizing convex functionals over matroid bases. It is richly expressive and captures certain quadratic assignment and clustering problems. While generally NP-hard, we show it is polynomial time solvable when a…
We study a cutting-plane method for semidefinite optimization problems (SDOs), and supply a proof of the method's convergence, under a boundedness assumption. By relating the method's rate of convergence to an initial outer approximation's…
We rephrase Monge's optimal transportation (OT) problem with quadratic cost--via a Monge-Amp\`ere equation--as an infinite-dimensional optimization problem, which is in fact a convex problem when the target is a log-concave measure with…
The second-order cone plays an important role in convex optimization and has strong expressive abilities despite its apparent simplicity. Second-order cone formulations can also be solved more efficiently than semidefinite programming in…
Previous algorithms can solve convex-concave minimax problems $\min_{x \in \mathcal{X}} \max_{y \in \mathcal{Y}} f(x,y)$ with $\mathcal{O}(\epsilon^{-2/3})$ second-order oracle calls using Newton-type methods. This result has been…
Sets of $d\times d$ matrices sharing a common invariant cone enjoy special properties, which are widely used in applications. However, finding this cone or even proving its existence/non-existence is hard. This problem is known to be…
Online optimization covers problems such as online resource allocation, online bipartite matching, adwords (a central problem in e-commerce and advertising), and adwords with separable concave returns. We analyze the worst case competitive…
In the first part of this article, we study linear cones over totally ordered fields. We show that for each such cone there uniquely exists a universal vector space (called its spanned vector space) into which it embeds as a generating…
We prove that every homogeneous convex polyhedron with only one unstable equilibrium (known as a mono-unstable convex polyhedron) has at least $7$ vertices. Although it has been long known that no mono-unstable tetrahedra exist, and…
A planar order is a special linear extension of the edge poset (partially ordered set) of a processive plane graph. The definition of a planar order makes sense for any finite poset and is equivalent to the one of a conjugate order. Here it…
First-order conic optimization solvers are sensitive to problem conditioning and typically perform poorly in the face of ill-conditioned problem data. To mitigate this, we propose an approach to preconditioning--the hypersphere…
In this paper, Kernel PCA is reinterpreted as the solution to a convex optimization problem. Actually, there is a constrained convex problem for each principal component, so that the constraints guarantee that the principal component is…
In many naturally occurring optimization problems one needs to ensure that the definition of the optimization problem lends itself to solutions that are tractable to compute. In cases where exact solutions cannot be computed tractably, it…
We define the finest order on inductive limits of ordered cones which makes the linear mappings monotone and gives rise to the definition of inductive limit topologies for cones. Using the polars of neighborhoods, we establish embeddings…
A multi-convex optimization problem is one in which the variables can be partitioned into sets over which the problem is convex when the other variables are fixed. Multi-convex problems are generally solved approximately using variations on…
Motivated by some applications in signal processing and machine learning, we consider two convex optimization problems where, given a cone $K$, a norm $\|\cdot\|$ and a smooth convex function $f$, we want either 1) to minimize the norm over…
We study a natural extension to the well-known convex hull problem by introducing multiplicity: if we are given a set of convex polygons, and we are allowed to partition the set into multiple components and take the convex hull of each…
Multiobjective combinatorial optimization deals with problems considering more than one viewpoint or scenario. The problem of aggregating multiple criteria to obtain a globalizing objective function is of special interest when the number of…
We introduce a novel definition of orientation on the triples of a family of pairwise intersecting planar convex sets and study its properties. In particular, we compare it to other systems of orientations on triples that satisfy a…
This paper studies the isolated calmness of the optimal solution mapping and the associated Lagrange system for regularized convex composite optimization problems. Several necessary and sufficient conditions for this property are…