Epiconvergence D'une Suite De Sommes En Niveaux De Fonctions Convexes

We consider the problem of minimizing the max of two convex functions from both approximation and sensitivity point of view.This lead up to study the epiconvergence of a sequence of level sums of convex functions and the related dual problems.

Discrete approximations for strict convex continuous time problems and duality

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Primal Attainment in Convex Infinite Optimization Duality

This article provides results guarateeing that the optimal value of a given convex infinite optimization problem and its corresponding surrogate Lagrangian dual coincide and the primal optimal value is attainable. The conditions ensuring converse strong Lagrangian (in short, minsup) duality involve the weakly-inf-(locally) compactness of suitable functions and the linearity or relative closedness of some sets depending on the data. Applications are given to different areas of convex optimization, including an extension of the Clark-Duffin Theorem for ordinary convex programs.

New glimpses on convex infinite optimization duality

Given a convex optimization problem (P) in a locally convex topological vector space X with an arbitrary number of constraints, we consider three possible dual problems of (P), namely, the usual Lagrangian dual (D), the perturbational dual (Q), and the surrogate dual (Δ), the last one recently introduced in a previous paper of the authors (Goberna et al., J Convex Anal 21(4), 2014). As shown by simple examples, these dual problems may be all different. This paper provides conditions ensuring that inf(P)=max(D), inf(P)=max(Q), and inf(P)=max(Δ) (dual equality and existence of dual optimal solutions) in terms of the so-called closedness regarding to a set. Sufficient conditions guaranteeing min(P)=sup(Q) (dual equality and existence of primal optimal solutions) are also provided, for the nominal problems and also for their perturbational relatives. The particular cases of convex semi-infinite optimization problems (in which either the number of constraints or the dimension of X, but not both, is finite) and linear infinite optimization problems are analyzed. Finally, some applications to the feasibility of convex inequality systems are described.

A Stochastic View of Optimal Regret through Minimax Duality

We study the regret of optimal strategies for online convex optimization games. Using von Neumann's minimax theorem, we show that the optimal regret in this adversarial setting is closely related to the behavior of the empirical minimization algorithm in a stochastic process setting: it is equal to the maximum, over joint distributions of the adversary's action sequence, of the difference between a sum of minimal expected losses and the minimal empirical loss. We show that the optimal regret has a natural geometric interpretation, since it can be viewed as the gap in Jensen's inequality for a concave functional--the minimizer over the player's actions of expected loss--defined on a set of probability distributions. We use this expression to obtain upper and lower bounds on the regret of an optimal strategy for a variety of online learning problems. Our method provides upper bounds without the need to construct a learning algorithm; the lower bounds provide explicit optimal strategies for the adversary. Peter L. Bartlett, Alexander Rakhlin

Convex optimization framework for intermediate deadline assignment in soft and hard real-time distributed systems

It is generally challenging to determine end-to-end delays of applications for maximizing the aggregate system utility subject to timing constraints. Many practical approaches suggest the use of intermediate deadline of tasks in order to control and upper-bound their end-to-end delays. This paper proposes a unified framework for different time-sensitive, global optimization problems, and solves them in a distributed manner using Lagrangian duality. The framework uses global viewpoints to assign intermediate deadlines, taking resource contention among tasks into consideration. For soft real-time tasks, the proposed framework effectively addresses the deadline assignment problem while maximizing the aggregate quality of service. For hard real-time tasks, we show that existing heuristic solutions to the deadline assignment problem can be incorporated into the proposed framework, enriching their mathematical interpretation.

Continued fractions built from convex sets and convex functions

In a partially ordered semigroup with the duality (or polarity) transform, it is pos- sible to define a generalisation of continued fractions. General sufficient conditions for convergence of continued fractions are provided. Two particular applications concern the cases of convex sets with the Minkowski addition and the polarity transform and the family of non-negative convex functions with the Legendre–Fenchel and Artstein-Avidan–Milman transforms.

Robust linear semi-infinite programming duality under uncertainty

In this paper, we propose a duality theory for semi-infinite linear programming problems under uncertainty in the constraint functions, the objective function, or both, within the framework of robust optimization. We present robust duality by establishing strong duality between the robust counterpart of an uncertain semi-infinite linear program and the optimistic counterpart of its uncertain Lagrangian dual. We show that robust duality holds whenever a robust moment cone is closed and convex. We then establish that the closed-convex robust moment cone condition in the case of constraint-wise uncertainty is in fact necessary and sufficient for robust duality. In other words, the robust moment cone is closed and convex if and only if robust duality holds for every linear objective function of the program. In the case of uncertain problems with affinely parameterized data uncertainty, we establish that robust duality is easily satisfied under a Slater type constraint qualification. Consequently, we derive robust forms of the Farkas lemma for systems of uncertain semi-infinite linear inequalities.

Duality in Constrained DC-Optimization via Toland’s Duality Approach

2000 Mathematics Subject Classification: 90C48, 49N15, 90C25

Optimal strategies and minimax lower bounds for online convex games

A number of learning problems can be cast as an Online Convex Game: on each round, a learner makes a prediction x from a convex set, the environment plays a loss function f, and the learner’s long-term goal is to minimize regret. Algorithms have been proposed by Zinkevich, when f is assumed to be convex, and Hazan et al., when f is assumed to be strongly convex, that have provably low regret. We consider these two settings and analyze such games from a minimax perspective, proving minimax strategies and lower bounds in each case. These results prove that the existing algorithms are essentially optimal.

Cryptanalysis of the convex hull click human identification protocol

Recently, a convex hull-based human identification protocol was proposed by Sobrado and Birget, whose steps can be performed by humans without additional aid. The main part of the protocol involves the user mentally forming a convex hull of secret icons in a set of graphical icons and then clicking randomly within this convex hull. While some rudimentary security issues of this protocol have been discussed, a comprehensive security analysis has been lacking. In this paper, we analyze the security of this convex hull-based protocol. In particular, we show two probabilistic attacks that reveal the user’s secret after the observation of only a handful of authentication sessions. These attacks can be efficiently implemented as their time and space complexities are considerably less than brute force attack. We show that while the first attack can be mitigated through appropriately chosen values of system parameters, the second attack succeeds with a non-negligible probability even with large system parameter values that cross the threshold of usability.

Cryptanalysis of the convex hull click human identification protocol

Recently a convex hull based human identification protocol was proposed by Sobrado and Birget, whose steps can be performed by humans without additional aid. The main part of the protocol involves the user mentally forming a convex hull of secret icons in a set of graphical icons and then clicking randomly within this convex hull. In this paper we show two efficient probabilistic attacks on this protocol which reveal the user’s secret after the observation of only a handful of authentication sessions. We show that while the first attack can be mitigated through appropriately chosen values of system parameters, the second attack succeeds with a non-negligible probability even with large system parameter values which cross the threshold of usability.

Matching image sets via adaptive multi convex hull

Traditional nearest points methods use all the samples in an image set to construct a single convex or affine hull model for classification. However, strong artificial features and noisy data may be generated from combinations of training samples when significant intra-class variations and/or noise occur in the image set. Existing multi-model approaches extract local models by clustering each image set individually only once, with fixed clusters used for matching with various image sets. This may not be optimal for discrimination, as undesirable environmental conditions (eg. illumination and pose variations) may result in the two closest clusters representing different characteristics of an object (eg. frontal face being compared to non-frontal face). To address the above problem, we propose a novel approach to enhance nearest points based methods by integrating affine/convex hull classification with an adapted multi-model approach. We first extract multiple local convex hulls from a query image set via maximum margin clustering to diminish the artificial variations and constrain the noise in local convex hulls. We then propose adaptive reference clustering (ARC) to constrain the clustering of each gallery image set by forcing the clusters to have resemblance to the clusters in the query image set. By applying ARC, noisy clusters in the query set can be discarded. Experiments on Honda, MoBo and ETH-80 datasets show that the proposed method outperforms single model approaches and other recent techniques, such as Sparse Approximated Nearest Points, Mutual Subspace Method and Manifold Discriminant Analysis.