Second-Order Karush-Kuhn-Tucker Optimality Conditions for Vector Problems with Continuously Differentiable Data and Second-Order Constraint Qualifications [PDF]
, 2014 Some necessary and sufficient optimality conditions for inequality constrained problems with continuously differentiable data were obtained in the papers [I. Ginchev and V.I. Ivanov, Second-order optimality conditions for problems with C$\sp{1}$ data, J.
Ivanov, Vsevolod I.
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Global Solutions to Nonconvex Optimization of 4th-Order Polynomial and Log-Sum-Exp Functions [PDF]
, 2014 This paper presents a canonical dual approach for solving a nonconvex global optimization problem governed by a sum of fourth-order polynomial and a log-sum-exp function. Such a problem arises extensively in engineering and sciences.
Chen, Yi, Gao, David Y
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Adaptive inexact fast augmented Lagrangian methods for constrained convex optimization [PDF]
, 2015 In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in [15] and the ...
Necoara, Ion +2 more
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A delimitation of the support of optimal designs for Kiefer's $\phi_p$-class of criteria [PDF]
, 2013 The paper extends the result of Harman and Pronzato [Stat. & Prob. Lett., 77:90--94, 2007], which corresponds to $p=0$, to all strictly concave criteria in Kiefer's $\phi_p$-class.
Pronzato, Luc
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On the connection of facially exposed and nice cones [PDF]
, 2012 A closed convex cone K is called nice, if the set K^* + F^\perp is closed for all F faces of K, where K^* is the dual cone of K, and F^\perp is the orthogonal complement of the linear span of F.
Pataki, Gabor
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On the Aubin property of a class of parameterized variational systems [PDF]
, 2017 The paper deals with a new sharp criterion ensuring the Aubin property of solution maps to a class of parameterized variational systems. This class includes parameter-dependent variational inequalities with non-polyhedral constraint sets and also ...
Gfrerer, Helmut, Outrata, Jiří V
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Convex Optimal Uncertainty Quantification [PDF]
, 2015 Optimal uncertainty quantification (OUQ) is a framework for numerical extreme-case analysis of stochastic systems with imperfect knowledge of the underlying probability distribution.
Han, Shuo +4 more
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Exact upper and lower bounds on the difference between the arithmetic and geometric means
, 2015 Let $X$ denote a nonnegative random variable with $\mathsf{E ...
Pinelis, Iosif
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The Fastest Mixing Markov Process on a Graph and a Connection to a Maximum Variance Unfolding Problem [PDF]
, 2006 We consider a Markov process on a connected graph, with edges labeled with transition rates between the adjacent vertices. The distribution of the Markov process converges to the uniform distribution at a rate determined by the second smallest eigenvalue
Boyd, Stephen +3 more
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Coordinate shadows of semi-definite and Euclidean distance matrices [PDF]
, 2015 We consider the projected semi-definite and Euclidean distance cones onto a subset of the matrix entries. These two sets are precisely the input data defining feasible semi-definite and Euclidean distance completion problems.
Drusvyatskiy, D. +2 more
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