P Mehlitz - Journal of Nonsmooth Analysis and Optimization, 2020 - jnsao.episciences.org
Based on the tools of limiting variational analysis, we derive a sequential necessary optimality condition for nonsmooth mathematical programs which holds without any …
R Lin, Y Yao, Y Liu - Neurocomputing, 2024 - Elsevier
Support vector machines (SVMs) are some of the most successful machine learning models for binary classification problems. Their key idea is maximizing the margin from the data to …
M Benko, P Mehlitz - Mathematical Programming, 2024 - Springer
As a starting point of our research, we show that, for a fixed order γ≥ 1, each local minimizer of a rather general nonsmooth optimization problem in Euclidean spaces is either M …
AY Kruger, P Mehlitz - ESAIM: Control, Optimisation and Calculus of …, 2022 - esaim-cocv.org
Approximate necessary optimality conditions in terms of Frechet subgradients and normals for a rather general optimization problem with a potentially non-Lipschitzian objective …
M Benko, M Červinka, T Hoheisel - Set-Valued and Variational Analysis, 2022 - Springer
This paper is devoted to the study of the metric subregularity constraint qualification for general optimization problems, with the emphasis on the nonconvex setting. We elaborate …
K Bai, JJ Ye - Mathematics of Operations Research, 2022 - pubsonline.informs.org
The bilevel program is an optimization problem in which the constraint involves solutions to a parametric optimization problem. It is well known that the value function reformulation …
H Gfrerer, JJ Ye, J Zhou - Mathematics of Operations …, 2022 - pubsonline.informs.org
In this paper, we study second-order optimality conditions for nonconvex set-constrained optimization problems. For a convex set-constrained optimization problem, it is well known …
We develop new perturbation techniques for conducting convergence analysis of various first-order algorithms for a class of nonsmooth optimization problems. We consider the …
K Bai, JJ Ye, S Zeng - Optimization, 2024 - Taylor & Francis
For bilevel programmes with a convex lower-level programme, the classical approach replaces the lower-level programme with its Karush-Kuhn-Tucker condition and solve the …