Optimization Problems with Perturbations: A Guided Tour
The authors present an overview of some recent progress in the theory of optimization problems with perturbations of the form \[ \underset{x\in X}{\text{Minimum}} f(x,u),\qquad \text{subject to }x\;(u), \] where \(X\) is a Banach space and the perturbation parameter \(u\) can be a scalar, a finite-dimensional vector or an element of a metric space \(U\). Mainly, methods based on upper and lower estimates of the objective function of the perturbed problem are considered. Some illustrations are given by computing the equilibrium position of a chain that is almost vertical or horizontal.
- Convex semi-infinite parametric programming: Uniform convergence of the optimal value functions of discretized problems
- On parametric semidefinite programming
- First-order optimality conditions in generalized semi-infinite programming
- Asymptotic analysis of perturbed mathematical programs
- Deriving convex hulls through lifting and projection
- Wasserstein discriminant analysis
- Sufficient optimality and sensitivity analysis of a parameterized min-max programming
- Online optimization for max-norm regularization
- On the stabilization of singular identification problem of an unknown discontinuous diffusion parameter in elliptic equation
- Envelope theorems for static optimization and calculus of variations
- Nonlinear model predictive control with aggregated constraints
- Robustness of stochastic programs with endogenous randomness via contamination
- Persistence of heavy-tailed sample averages: principle of infinitely many big jumps
- Interval-valued value function and its application in interval optimization problems
- Stability of minimization problems and the error bound condition
- Calmness of the solution mapping of Navier-Stokes problems modeled by hemivariational inequalities
- On smoothness properties of optimal value functions at the boundary of their domain under complete convexity
- Perturbation analysis of nonlinear semidefinite programming under Jacobian uniqueness conditions
- Class-prior estimation for learning from positive and unlabeled data
- Estimates of approximate solutions and well-posedness in vector optimization
- A nonconvex separation property and some applications
- Asymptotic optimality in stochastic optimization
- Characterization of the robust isolated calmness for a class of conic programming problems
- Sensitivity results in stochastic optimal control: a Lagrangian perspective
- Conditional Analysis and a Principal-Agent Problem
- Regularization method for stochastic mathematical programs with complementarity constraints
- Extreme points of well-posed polytopes
- Perturbation analysis of optimization problems in banach spaces
- scientific article; zbMATH DE number 1976987 (Why is no real title available?)
- A measure approximation for distributionally robust PDE-constrained optimization problems
- Whitney differentiability of optimal-value functions for bound-constrained convex programming problems
- Optimality conditions for special semidefinite bilevel optimization problems
- Leave-One-Out Bounds for Support Vector Regression Model Selection
- Computationally relevant generalized derivatives: theory, evaluation and applications
- Sequential quadratic programming methods for parametric nonlinear optimization
- Radius Margin Bounds for Support Vector Machines with the RBF Kernel
- scientific article; zbMATH DE number 6128465 (Why is no real title available?)
- Mathematical programs with complementarity constraints in Banach spaces
- Information-theoretic representation learning for positive-unlabeled classification
- On the existence of continuous selections of a multivalued mapping related to the problem of minimizing a functional
- Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning
- Infimal convolution and duality in convex mathematical programming
- On the Algorithmic Power of Spiking Neural Networks
- A goal-oriented adaptive Moreau-Yosida algorithm for control- and state-constrained elliptic control problems
- Sufficient dimension reduction via direct estimation of the gradients of logarithmic conditional densities
- A vectorized regularization method for multivalued parameters identification
- Direct density derivative estimation
- An iterative minimization formulation for saddle point search
- A Predictor-Corrector Path-Following Algorithm for Dual-Degenerate Parametric Optimization Problems
- On Computing the Nonlinearity Interval in Parametric Semidefinite Optimization
- Well-posed and ill-posed optimal control problems
- Well-posedness and optimization under perturbations
- Stability of elliptic optimal control problems
- Characterizing the SLOPE trade-off: a variational perspective and the Donoho-Tanner limit
- Hyper-differential sensitivity analysis with respect to model discrepancy: optimal solution updating
- A new perspective on parameter study of optimization problems
- High order stability conditions for degenerate optimization problems; elements of \(p\)-regularity theory
- Clustering and the perturbed spatial median
- Strongly Stable Stationary Points for a Class of Generalized Equations
- Enabling Hyper-Differential Sensitivity Analysis for Ill-Posed Inverse Problems
- Profile Extrema for Visualizing and Quantifying Uncertainties on Excursion Regions: Application to Coastal Flooding
- Directional differentiability of the optimal value function in quadratic programming problem on Hilbert spaces
- Mind the gap: hole-filling and reconstruction of high-dimensional manifolds from noisy scattered data
- Regularity properties of optimization-based controllers
- Hyper-differential sensitivity analysis with respect to model discrepancy: posterior optimal solution sampling
- Characterizing stability of parametric nonconvex polynomial optimization problems under total perturbations
- Sharp bounds in perturbed smooth optimization
- Semi-infinite programming
- On generalized semi-infinite programming. (With comments and rejoinder).
- Closed formulas in local sensitivity analysis for some classes of linear and non-linear problems
- Generalized semi-infinite programming: a tutorial
- Primal-dual interior-point methods for PDE-constrained optimization
- Optimal control elliptic systems with distributed and boundary controls
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