Analysis of a Class of Penalty Methods for Computing Singular Minimizers

Penalty Methods for a Class of Non-Lipschitz Optimization Problems

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range of applications in data science, where the objective is used for inducing sparsity in the solutions while the constraint set models the noise tolerance and ...

A novel technique for a class of singular boundary value problems

In this paper, Lagrange interpolation in Chebyshev-Gauss-Lobatto nodes is used to develop a procedure for finding discrete and continuous approximate solutions of a singular boundary value problem. At first, a continuous time optimization problem related to the original singular boundary value problem is proposed. Then, using the Chebyshev- Gauss-Lobatto nodes, we convert the continuous time op...

Efficient quadrature rules for a class of cordial Volterra integral equations: A comparative study

‎A natural algorithm with an optimal order of convergence is proposed for numerical solution of a class of cordial weakly singular Volterra integral equations‎. ‎The equations of this class appear in heat conduction problems with mixed boundary conditions‎. ‎The algorithm is based on a representation of the solution and compound Gaussian quadrature rules with graded meshes‎. ‎A comparative stud...

A Numerical Method for Computing Singular Minimizers

Characterizing Global Minimizers of the Difference of Two Positive Valued Affine Increasing and Co-radiant Functions

‎Many optimization problems can be reduced to a problem with an increasing and co-radiant objective function by a suitable transformation of variables. Functions, which are increasing and co-radiant, have found many applications in microeconomic analysis. In this paper, the abstract convexity of positive valued affine increasing and co-radiant (ICR) functions are discussed. Moreover, the ...