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Efficient Convex Optimization for Non-convex Non-smooth Image Restoration
This work focuses on recovering images from various forms of corruption, for which a challenging non-smooth, non-convex optimization model is...
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Convex Optimization
Convex optimization or convex programming refers to the problem of minimizing convex functions over convex sets. Observe that we have been careful to...
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Equivalence Relations in Convex Optimization
AbstractSeveral useful correspondences between general convex optimization problems, support functions, and projection operations are established....
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An online convex optimization-based framework for convex bilevel optimization
We propose a new framework for solving the convex bilevel optimization problem, where one optimizes a convex objective over the optimal solutions of...
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Non-Convex Optimization of Resource Allocation in Fog Computing Using Successive Approximation
Fog computing can deliver low delay and advanced IT services to end users with substantially reduced energy consumption. Nevertheless, with soaring...
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Localization and Approximations for Distributed Non-convex Optimization
Distributed optimization has many applications, in communication networks, sensor networks, signal processing, machine learning, and artificial...
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Robust Bond Portfolio Construction via Convex–Concave Saddle Point Optimization
The minimum (worst case) value of a long-only portfolio of bonds, over a convex set of yield curves and spreads, can be estimated by its...
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Information complexity of mixed-integer convex optimization
We investigate the information complexity of mixed-integer convex optimization under different types of oracles. We establish new lower bounds for...
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Non-convex scenario optimization
Scenario optimization is an approach to data-driven decision-making that has been introduced some fifteen years ago and has ever since then grown...
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Convex optimization over risk-neutral probabilities
We consider a collection of derivatives that depend on the price of an underlying asset at expiration or maturity. The absence of arbitrage is...
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Subdifferentials and Coderivatives of Efficient Point Multifunctions in Parametric Convex Vector Optimization
In this paper, by revisiting coderivative calculus rules for convex multifunctions in finite-dimensional spaces, we derive formulae for...
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On semidefinite programming relaxations for a class of robust SOS-convex polynomial optimization problems
In this paper, we deal with a new class of SOS-convex (sum of squares convex) polynomial optimization problems with spectrahedral uncertainty data in...
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A Solver for Multiobjective Mixed-Integer Convex and Nonconvex Optimization
This paper proposes a general framework for solving multiobjective nonconvex optimization problems, i.e., optimization problems in which multiple...
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Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective
Chance constraints are a valuable tool for the design of safe decisions in uncertain environments; they are used to model satisfaction of a...
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Portfolio construction with Gaussian mixture returns and exponential utility via convex optimization
We consider the problem of choosing an optimal portfolio, assuming the asset returns have a Gaussian mixture distribution, with the objective of...
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Fundamentals of Convex Analysis and Optimization A Supremum Function Approach
This book aims at an innovative approach within the framework of convex analysis and optimization, based on an in-depth study of the behavior and...
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Differential Stability Properties of Convex Optimization and Optimal Control Problems
This paper studies the solution stability of convex optimization and discrete convex optimal control problems in Banach spaces, where the solution...
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Golden Ratio Proximal Gradient ADMM for Distributed Composite Convex Optimization
This paper introduces a golden ratio proximal gradient alternating direction method of multipliers (GRPG-ADMM) for distributed composite convex...
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An asynchronous subgradient-proximal method for solving additive convex optimization problems
In this paper, we consider additive convex optimization problems in which the objective function is the sum of a large number of convex...
