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# Questions tagged [convex-optimization]

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### Minimizing a submodular function containing summation and production under partition matroid constraint

I'm having difficulty solving the following problem: We're given $n$ sets $X_1,\ldots, X_n$. Each set $X_i=\{(a_i,b_i)\}$ contains poly(n) many ordered pairs of non-negatives with $0\le a_i+b_i\le 1$. ...
• 483
1 vote
95 views

### Non-convex optimization with correlated minima

I am thinking of non-convex optimization problems where the minima are somehow correlated. Maybe there are symmetry relationships among minima or maybe there is regularity in spacing among minima in ...
• 651
30 views

### Variants of weak optimization problems for convex sets

In their famous book, Grotschel Lovasz and Schrijver (1993) present several algorithmic problems on convex sets. Each of these problems has a strong variant and a weak variant. In particular, the ...
• 2,294
50 views

### cutting plane method for convex optimization

The cutting plane approach in convex optimization is a general recipe for minimizing a convex function. The argument relies on the fact that using the gradient vector, we can cut the feasible set into ...
• 101
1 vote
44 views

### Convergence rates for the iterates of SGD on Lipschitz convex functions

Let $f:X \rightarrow \mathbb{R}$ be a convex and $L$-Lipschitz continuous function. Suppose $f^* = \min_{x \in X} f(x) \in \mathbb{R}$ and let $X^* = \{x \in X : f(x) = f^*\}$. For a non-negative ...
• 319
513 views

### Deciding whether a convex region is empty

Let $S\subseteq \mathbb{R}^n$ be a convex region defined by $$g_i(x)\leq 0, ~~i\in 1,\ldots,m,$$ where $g_i$ are convex functions. The goal is to decide whether $S$ is empty, and if not - find a point ...
• 2,294
137 views

### Convex optimization: is it possible to find solutions that are exactly feasible and approximately optimal in polynomial time?

In Nemirovxki's lecture notes on interior point methods, I found the following. He defines an approximate solution as satisfying the following, for any given $\epsilon>0$: that is: the ...
• 2,294
72 views

• 13.1k
1 vote
70 views

### Average case or beyond worse case analysis for non-convex optimization procedures?

I'm not sure if this is a well-formed question or not, but I thought I would ask to see if anyone is aware of related literature. It is known that global optimization of non-convex functions is NP-...
102 views

### Looking for an easy/pedantic exposition of Renegar's famous result on polynomial optimization

In September $1989$, Renegar had this famous sequence of 3 papers titled, "On the Computational Complexity and Geometry of the First-order Theory of the Reals, Part I/II/III". I was wondering if ...
• 1,453
1 vote