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Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…

最优化与控制 · 数学 2022-01-28 Digvijay Boob , Qi Deng , Guanghui Lan

In this paper, we consider first-order convergence theory and algorithms for solving a class of non-convex non-concave min-max saddle-point problems, whose objective function is weakly convex in the variables of minimization and weakly…

最优化与控制 · 数学 2021-07-08 Mingrui Liu , Hassan Rafique , Qihang Lin , Tianbao Yang

We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…

机器学习 · 计算机科学 2020-06-25 Yossi Arjevani , Yair Carmon , John C. Duchi , Dylan J. Foster , Ayush Sekhari , Karthik Sridharan

This paper develops a novel second order cone relaxation of the semidefinite programming formulation of optimal power flow, that does not imply the `angle relaxation'. We build on a technique developed by Kim et al., extend it for complex…

最优化与控制 · 数学 2021-04-15 Frederik Geth , James Foster

The aim of this work is to study, from an intrinsic and geometric point of view, second-order constrained variational problems on Lie algebroids, that is, optimization problems defined by a cost functional which depends on higher-order…

数学物理 · 物理学 2017-01-18 Leonardo Colombo

We consider nonlinear optimization problems with cardinality constraints. Based on a continuous reformulation we introduce second order necessary and sufficient optimality conditions. Under such a second order condition, we can guarantee…

最优化与控制 · 数学 2017-09-06 Max Bucher , Alexandra Schwartz

In this paper, using an optimal partition approach, we study the parametric analysis of a second-order conic optimization problem, where the objective function is perturbed along a fixed direction. We characterize the notions of so-called…

最优化与控制 · 数学 2021-06-11 Ali Mohammad-Nezhad , Tamas Terlaky

We describe and analyze an interior-point method to decide feasibility problems of second-order conic systems. A main feature of our algorithm is that arithmetic operations are performed with finite precision. Bounds for both the number of…

数值分析 · 数学 2013-08-01 Felipe Cucker , Javier Peña , Vera Roshchina

Second-order dynamical systems are important tools for solving optimization problems, and most of existing works in this field have focused on unconstrained optimization problems. In this paper, we propose an inertial primal-dual dynamical…

最优化与控制 · 数学 2022-05-23 Xin He , Rong Hu , Ya-Ping Fang

In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…

最优化与控制 · 数学 2021-12-20 Xin Qu , Wei Bian

In this paper, we aim to study non-convex minimization problems via second-order (in-time) dynamics, including a non-vanishing viscous damping and a geometric Hessian-driven damping. Second-order systems that only rely on a viscous damping…

最优化与控制 · 数学 2025-06-06 Rodrigo Maulen-Soto , Jalal Fadili , Peter Ochs

Necessary conditions for high-order optimality in smooth nonlinear constrained optimization are explored and their inherent intricacy discussed. A two-phase minimization algorithm is proposed which can achieve approximate first-, second-…

最优化与控制 · 数学 2021-05-31 C. Cartis , N. I. M. Gould , Ph. L. Toint

Motivated by TRACE algorithm [Curtis et al. 2017], we propose a trust region algorithm for finding second order stationary points of a linearly constrained non-convex optimization problem. We show the convergence of the proposed algorithm…

最优化与控制 · 数学 2019-04-16 Maher Nouiehed , Meisam Razaviyayn

Topology optimization problems often support multiple local minima due to a lack of convexity. Typically, gradient-based techniques combined with continuation in model parameters are used to promote convergence to more optimal solutions;…

数值分析 · 数学 2021-01-13 Ioannis P. A. Papadopoulos , Patrick E. Farrell , Thomas M. Surowiec

In this paper, we introduce the second-order subdifferentials for functions which are G\^ateaux differentiable on an open set and whose G\^ateaux derivative mapping is locally Lipschitz. Based on properties of this kind of second-order…

最优化与控制 · 数学 2019-09-24 Nguyen Quang Huy , Bui Trong Kien , Gue Myung Lee , Nguyen Van Tuyen

This paper investigates a recently introduced notion of strong variational sufficiency in optimization problems whose importance has been highly recognized in optimization theory, numerical methods, and applications. We address a general…

最优化与控制 · 数学 2025-07-15 Boris S. Mordukhovich , Peipei Tang , Chengjing Wang

This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…

最优化与控制 · 数学 2023-03-28 Dmitry A. Pasechnyuk , Alexander Gornov

This paper concerns the tilt stability of local optimal solutions to a class of nonlinear semidefinite programs, which involves a twice continuously differentiable objective function and a convex feasible set. By leveraging the second…

最优化与控制 · 数学 2024-12-24 Yulan Liu , Shaohua Pan , Shujun Bi

This paper studies duality and optimality conditions for general convex stochastic optimization problems. The main result gives sufficient conditions for the absence of a duality gap and the existence of dual solutions in a locally convex…

最优化与控制 · 数学 2022-06-01 Teemu Pennanen , Ari-Pekka Perkkiö

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…

最优化与控制 · 数学 2021-03-24 Nikita Doikov , Yurii Nesterov