相关论文: A novel approach to find the minimum of real funct…
This paper studies simple bilevel problems, where a convex upper-level function is minimized over the optimal solutions of a convex lower-level problem. We first show the fundamental difficulty of simple bilevel problems, that the…
Our contribution in this paper is two folded. We consider first the case of linear programming with real coefficients and give a method which allows the computation of a new upper bound on the distance from the origin to a feasible point.…
In this paper we introduce two conceptual algorithms for minimising abstract convex functions. Both algorithms rely on solving a proximal-type subproblem with an abstract Bregman distance based proximal term. We prove their convergence when…
We identity the optimal non-infinitesimal direction of descent for a convex function. An algorithm is developed that can theoretically minimize a subset of (non-convex) functions.
Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…
Several optimization schemes have been known for convex optimization problems. However, numerical algorithms for solving nonconvex optimization problems are still underdeveloped. A progress to go beyond convexity was made by considering the…
We study the problem of minimizing a convex function on a nonempty, finite subset of the integer lattice when the function cannot be evaluated at noninteger points. We propose a new underestimator that does not require access to…
This paper presents an algorithmic framework for the minimization of strictly convex quadratic functions. The framework is flexible and generic. At every iteration the search direction is a linear combination of the negative gradient, as…
A new algorithm for one-dimensional minimization is described in detail and the results of some tests on practical cases are reported and illustrated. The method requires only punctual computation of the function, and is suitable to be…
We consider the problem of optimizing an approximately convex function over a bounded convex set in $\mathbb{R}^n$ using only function evaluations. The problem is reduced to sampling from an \emph{approximately} log-concave distribution…
Making the gradients small is a fundamental optimization problem that has eluded unifying and simple convergence arguments in first-order optimization, so far primarily reserved for other convergence criteria, such as reducing the…
We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…
The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios…
Estimation of convex functions finds broad applications in engineering and science, while convex shape constraint gives rise to numerous challenges in asymptotic performance analysis. This paper is devoted to minimax optimal estimation of…
Min-max problems have broad applications in machine learning, including learning with non-decomposable loss and learning with robustness to data distribution. Convex-concave min-max problem is an active topic of research with efficient…
Finding the global minimum of non-convex functions is one of the main and most difficult problems in modern optimization. In the first part of the paper, we consider a certain class of "good" non-convex functions that can be bounded above…
Detecting hidden convexity is one of the tools to address nonconvex minimization problems. After giving a formal definition of hidden convexity, we introduce the notion of conditional infimum, as it will prove instrumental in detecting…
The problem of minimizing convex functionals of probability distributions is solved under the assumption that the density of every distribution is bounded from above and below. A system of sufficient and necessary first-order optimality…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
An inexact Newton type method for numerical minimization of convex piecewise quadratic functions is considered and its convergence is analyzed. Earlier, a similar method was successfully applied to optimizaton problems arising in numerical…