相关论文: Existence of Weak Pareto Efficient Solutions of a …

We study the problem of parameter-free stochastic optimization, inquiring whether, and under what conditions, do fully parameter-free methods exist: these are methods that achieve convergence rates competitive with optimally tuned methods,…

We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Given a graph $G = (V,E)$, a threshold function $t~ :~ V \rightarrow \mathbb{N}$ and an integer $k$, we study the Harmless Set problem, where the goal is to find a subset of vertices $S \subseteq V$ of size at least $k$ such that every…

This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…

We study point sets arising from cut-and-project constructions. An important class is weak model sets, which include squarefree numbers and visible lattice points. For such model sets, we give a non-trivial upper bound on their pattern…

We consider a parametric quasi-variational inequality (QVI) without any convexity assumption. Using the concept of \emph{optimal value function}, we transform the problem into that of solving a nonsmooth system of inequalities. Based on…

We employ a fuzzy optimality condition for the Frechet subdifferential and some advanced techniques of variational analysis such as formulae for the subdifferentials of an infinite family of nonsmooth functions and the coderivative…

Recent developments in set optimization are surveyed and extended including various set relations as well as fundamental constructions of a convex analysis for set- and vector-valued functions, and duality for set optimization problems.…

This paper devises a novel lowest-order conforming virtual element method (VEM) for planar linear elasticity with the pure displacement/traction boundary condition. The main trick is to view a generic polygon $K$ as a new one…

We consider the problem of stochastic convex optimization under convex constraints. We analyze the behavior of a natural variance reduced proximal gradient (VRPG) algorithm for this problem. Our main result is a non-asymptotic guarantee for…

In this paper, we prove the existence of minimizers of a class of multi-constrained variational problems. We consider systems involving a nonlinearity that does not satisfy compactness, monotonicity, neither symmetry properties. Our…

Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…

We consider minimization problems with structured objective function and smooth constraints, and present a flexible framework that combines the beneficial regularization effects of (exact) penalty and interior-point methods. In the fully…

This paper is concerned with the derivation of necessary conditions for the optimal shape of a design problem governed by a non-smooth PDE. The main particularity thereof is the lack of differentiability of the nonlinearity in the state…

We consider a constrained minimal energy problem with an external field over noncompact classes of infinite dimensional vector measures on a locally compact space. The components are positive measures (charges) that are constrained from…

We propose a variable smoothing algorithm for solving nonconvexly constrained nonsmooth optimization problems. The target problem has two issues that need to be addressed: (i) the nonconvex constraint and (ii) the nonsmooth term. To handle…

We introduce and study a notion of directional Pareto minimality with respect to a set that generalizes the classical concept of Pareto efficiency. Then we give separate necessary and sufficient conditions for the newly introduced…

We study the connection between a multitime scalar variational problem (SVP), a multitime vector variational problem (VVP) and a multitime vector fractional variational problem (VFP). For (SVP), we establish necessary optimality conditions.…

We consider the problem of finding local minimizers in non-convex and non-smooth optimization. Under the assumption of strict saddle points, positive results have been derived for first-order methods. We present the first known results for…