Search

We consider optimal control problems for partial differential equations where the controls take binary values but vary over the time horizon; they can thus be seen as dynamic switches. The switching patterns may be sub ject to combinatorial constraints such as, e.g., an upper bound on the total number of switchings or a lower bound on the time between two switchings. In a companion paper [C. Buchheim, A. Gruütering, and C. Meyer, SIAM J. Optim., arXiv:2203.07121, 2024], we describe the Lp -closure of the convex hull of feasible switching patterns as the intersection of convex sets derived from finite-dimensional pro jections. In this paper, the resulting outer description is used for the construction of an outer approximation algorithm in function space, whose iterates are proven to converge strongly in L² to the global minimizer of the convexified optimal control problem. The linear-quadratic subproblems arising in each iteration of the outer approximation algorithm are solved by means of a semismooth Newton method. A numerical example in two spatial dimensions illustrates the efficiency of the overall algorithm. [ABSTRACT FROM AUTHOR]

The separation of two sets (or more specific of two cones) plays an important role in different fields of mathematics such as variational analysis, convex analysis, convex geometry, and optimization. In the paper, we derive some new results for the separation of two not necessarily convex cones by a (convex) cone/conical surface in real (topological) linear spaces. Basically, we follow the separation approach by Kasimbeyli [SIAM J. Optim., 20 (2010), pp. 1591-1619] based on augmented dual cones and Bishop--Phelps type (normlinear) separating functions. Classical separation theorems for convex sets are the key tool for proving our main nonlinear cone separation theorems. [ABSTRACT FROM AUTHOR]

This corrigendum provides a variant of the Brondsted-Rockafellar theorem, which helps to correct an error in the proof of the sufficiency part of Theorem 2.8 in [X. Y. Zheng, SIAM J. Optim., 33 (2023), pp. 338-359] and to establish the correct characterization for a closed convex set to be Cp-differentiable. In particular, in the original paper, Theorem 2.8 holds with εp 1+p replacing εp2, and Theorem 3.2 holds with "1+pp-order-well-posed solvable" replacing"2 p -order-well-posed solvable." All other results remain true. [ABSTRACT FROM AUTHOR]

Given a closed convex set A in a Banach space X, motivated by the continuity and Fréchet differentiability of A introduced, respectively, in [D. Gale and V. Klee, Math. Scand., 7 (1959), pp. 379-391] and [X. Y. Zheng, SIAM J. Optim., 30 (2020), pp. 490-512], this paper considers the Cp-differentiability, subdifferentiability, and G\^ateaux differentiability of A. Using the technique of variational analysis, it is proved that A is Cp-differentiable (resp., subdifferentiable or G\^ateaux differentiable) if and only if for every continuous convex function f : X → R with infx∈A f(x) > infx∈X f(x) the corresponding constrained optimization problem PA(f) is 2/p-order-well-posed solvable (resp., generalized well-posed solvable or weak well-posed solvable). It is also proved that if the conjugate function f* of a continuous convex function f on X is Cp-differentiable on dom(f*), then for every closed convex set A in X with infx∈A f(x) > -∞ the corresponding optimization problem PA(f) is 2/p-order-well-posed solvable. As a byproduct, every constrained convex optimization problem with a strongly convex quadratic objective function is proved to be globally second-order-well-posed solvable. Our main results are new even in the case of finite dimensional spaces. [ABSTRACT FROM AUTHOR]

In this paper, we study the sequential convex programming method with monotone line search (SCPls) in [Z. Lu, Sequential Convex Programming Methods for a Class of Structured Nonlinear Programming, https://arxiv.org/abs/1210.3039, 2012] for a class of difference-of-convex optimization problems with multiple smooth inequality constraints. The SCPls is a representative variant of moving-ball-approximation-type algorithms [A. Auslender, R. Shefi, and M. Teboulle, SIAM J. Optim., 20 (2010), pp. 3232-3259; J. Bolte, Z. Chen, and E. Pauwels, Math. Program., 182 (2020) pp. 1-36; J. Bolte and E. Pauwels, Math. Oper. Res., 41 (2016), pp. 442-465; R. Shefi and M. Teboulle, Math. Program., 159 (2016), pp. 137-164] for constrained optimization problems. We analyze the convergence rate of the sequence generated by SCPls in both nonconvex and convex settings by imposing suitable Kurdyka--Löjasiewicz (KL) assumptions. Specifically, in the nonconvex settings, we assume that a special potential function related to the ob jective and the constraints is a KL function, while in the convex settings we impose KL assumptions directly on the extended ob jective function (i.e., sum of the ob jective and the indicator function of the constraint set). A relationship between these two different KL assumptions is established in the convex settings under additional differentiability assumptions. We also discuss how to deduce the KL exponent of the extended ob jective function from its Lagrangian in the convex settings, under additional assumptions on the constraint functions. Thanks to this result, the extended ob jectives of some constrained optimization models such as minimizing\ell1 sub ject to logistic/Poisson loss are found to be KL functions with exponent 1 under mild assumptions. To illustrate how our results can be applied, we consider SCPs for minimizing 1-2 [P-Yin, Y. Lou, Q. He, and J. Xin, SIAM J. Sci. Comput., 37 (2015), pp. A536--A563] subject to residual error measured by norm/Lorentzian norm [R. E. Carrillo, A. B. Ramirez, G. R. Arce, K. E. Barner, and B. M. Sadler, EURASIP J. Adv. Signal Process. (2016), 108]. We first discuss how the various conditions required in our analysis can be verified, and then perform numerical experiments to illustrate the convergence behaviors of SCPls. [ABSTRACT FROM AUTHOR]

In this paper, through an intuitive vanil la proximal method perspective, we derive a concise unified acceleration framework (UAF) for minimizing a convex function that has H\"older continuous derivatives with respect to general (non-Euclidean) norms. The UAF reconciles two different high-order acceleration approaches, one by Nesterov [Math. Program., 112 (2008), pp. 159-181] and one by Monteiro and Svaiter [SIAM J. Optim., 23 (2013), pp. 1092-1125]. As a result, the UAF unifies the high-order acceleration instances of the two approaches by only two problem-related parameters and two additional parameters for framework design. Meanwhile, the UAF (and its analysis) is the first approach to make high-order methods applicable for high-order smoothness conditions with respect to non-Euclidean norms. Furthermore, the UAF is the first approach that can match the existing lower bound of iteration complexity for minimizing a convex function with H\"older continuous derivatives. For practical implementation, we introduce a new and effective heuristic that significantly simplifies the binary search procedure required by the framework. We use experiments on logistic regression to verify the effectiveness of the heuristic. Finally, the UAF is proposed directly in the general composite convex setting and shows that the existing high-order algorithms can be naturally extended to the general composite convex setting. [ABSTRACT FROM AUTHOR]

In this paper, we combine the S-iteration process introduced by Agarwal et al. (J. Nonlinear Convex Anal., 8(1), 61–79 2007) with the proximal point algorithm introduced by Rockafellar (SIAM J. Control Optim., 14, 877–898 1976) to propose a new modified proximal point algorithm based on the S-type iteration process for approximating a common element of the set of solutions of convex minimization problems and the set of fixed points of nearly asymptotically quasi-nonexpansive mappings in the framework of CAT(0) spaces and prove the △-convergence of the proposed algorithm for solving common minimization problem and common fixed point problem. Our result generalizes, extends and unifies the corresponding results of Dhompongsa and Panyanak (Comput. Math. Appl., 56, 2572–2579 2008), Khan and Abbas (Comput. Math. Appl., 61, 109–116 2011), Abbas et al. (Math. Comput. Modelling, 55, 1418–1427 2012) and many more. [ABSTRACT FROM AUTHOR]

One important task in image segmentation is to find a region of interest, which is, in general, a solution of a nonlinear and nonconvex problem. The authors of Chan and Esedoglu (Aspects of total variation regularized L 1 function approximation. SIAM J. Appl. Math. 2005;65:1817–1837) proposed a convex T V − L 1 problem for finding such a region Σ and proved that when a binary input f is given, a solution u ∗ to the convex problem gives rise to other solutions 1 { u ∗ ≥ μ } for a.e. μ ∈ (0 , 1) from which they raised a question of whether or not u ∗ must be binary. The same is to ask if the two-phase Mumford–Shah model in image processing has a unique solution with a binary input. In this paper, we will discuss how to construct a non-binary solution that provides a negative answer to the question through a connection of two ideas, one from the two-phase Mumford–Shah model in image segmentation and the other from mean curvature motions discussed in some geometric problems (e.g. Alter, Caselles, Chambolle. A characterization of convex calibrable sets in R N . Math. Ann. 2005;322:329–366; Chambolle. An algorithm for mean curvature motion. Interfaces Free Boundaries 2004;6:195–218) revealing the nature of non-uniqueness in image segmentation. [ABSTRACT FROM AUTHOR]