Refining the partition for multifold conic optimization problems
- Authors: Ramirez, Hector , Roshchina, Vera
- Date: 2020
- Type: Text , Journal article
- Relation: Optimization Vol. 69, no. 11 (2020), p. 2489-2507
- Full Text:
- Reviewed:
- Description: In this paper, we give a unified treatment of two different definitions of complementarity partition of multifold conic programs introduced independently in Bonnans and Ramirez [Perturbation analysis of second-order cone programming problems, Math Program. 2005;104(2-30):205-227] for conic optimization problems, and in Pena and Roshchina [A complementarity partition theorem for multifold conic systems, Math Program. 2013;142(1-2):579-589] for homogeneous feasibility problems. We show that both can be treated within the same unified geometric framework and extend the latter notion to optimization problems. We also show that the two partitions do not coincide, and their intersection gives a seven-set index partition. Finally, we demonstrate that the partitions are preserved under the application of nonsingular linear transformations, and in particular, that a standard conversion of a second-order cone program into a semidefinite programming problem preserves the partitions.
- Description: This research was partially supported by ANID (Chile) under REDES project number 180032 and by the Australian Research Council grant DE150100240. The second author was supported by FONDECYT (Fondo de Fomento al Desarrollo Cientifico y Tecnologico) regular projects 1160204 and 1201982, and Basal Program CMM-AFB 170001 (Comision Nacional de Investigacion Cientifica y Tecnologica), all from ANID (Chile).
A counterexample to De Pierro's conjecture on the convergence of under-relaxed cyclic projections
- Authors: Cominetti, Roberto , Roshchina, Vera , Williamson, Andrew
- Date: 2019
- Type: Text , Journal article
- Relation: Optimization Vol. 68, no. 1 (2019), p. 3-12
- Full Text:
- Reviewed:
- Description: The convex feasibility problem consists in finding a point in the intersection of a finite family of closed convex sets. When the intersection is empty, a best compromise is to search for a point that minimizes the sum of the squared distances to the sets. In 2001, de Pierro conjectured that the limit cycles generated by the ε-under-relaxed cyclic projection method converge when ε ↓ 0 towards a least squares solution. While the conjecture has been confirmed under fairly general conditions, we show that it is false in general by constructing a system of three compact convex sets in R3 for which the ε-under-relaxed cycles do not converge. © 2018 Informa UK Limited, trading as Taylor & Francis Group.
Outer limits of subdifferentials for min–max type functions
- Authors: Eberhard, Andrew , Roshchina, Vera , Sang, Tian
- Date: 2019
- Type: Text , Journal article
- Relation: Optimization Vol. 68, no. 7 (2019), p. 1391-1409
- Full Text:
- Reviewed:
- Description: We generalize the outer subdifferential construction suggested by Cánovas, Henrion, López and Parra for max type functions to pointwise minima of regular Lipschitz functions. We also answer an open question about the relation between the outer subdifferential of the support of a regular function and the end set of its subdifferential posed by Li, Meng and Yang.
The Demyanov–Ryabova conjecture is false
- Authors: Roshchina, Vera
- Date: 2019
- Type: Text , Journal article
- Relation: Optimization Letters Vol. 13, no. 1 (2019), p. 227-234. http://purl.org/au-research/grants/arc/DP180100602
- Full Text:
- Reviewed:
- Description: It was conjectured by Demyanov and Ryabova (Discrete Contin Dyn Syst 31(4):1273–1292, 2011) that the minimal cycle in the sequence obtained via repeated application of the Demyanov converter to a finite family of polytopes is at most two. We construct a counterexample for which the minimal cycle has length 4.
Variational analysis Down Under open problem session
- Authors: Bui, Hoa , Lindstrom, Scott , Roshchina, Vera
- Date: 2019
- Type: Text , Journal article
- Relation: Journal of Optimization Theory and Applications Vol. 182, no. 1 (2019), p. 430-437
- Full Text:
- Reviewed:
- Description: We state the problems discussed in the open problem session at Variational Analysis Down Under conference held in honour of Prof. Asen Dontchev on 19-21 February 2018 at Federation University Australia.
Facially exposed cones are not always nice
- Authors: Roshchina, Vera
- Date: 2014
- Type: Text , Journal article
- Relation: SIAM Journal on Optimization Vol. 24, no. 1 (2014), p. 257-268
- Full Text:
- Reviewed:
- Description: We address the conjecture proposed by Gábor Pataki that every facially exposed cone is nice. We show that the conjecture is true in the three-dimensional case; however, there exists a four-dimensional counterexample of a cone that is facially exposed but is not nice.
Fractal bodies invisible in 2 and 3 directions
- Authors: Plakhov, Alexander , Roshchina, Vera
- Date: 2013
- Type: Text , Journal article
- Relation: Discrete and Continuous Dynamical Systems - Series A Vol. 33, no. 4 (2013), p. 1615-1631
- Full Text:
- Reviewed:
- Description: We study the problem of invisibility for bodies with a mirror surface in the framework of geometrical optics. We show that for any two given directions it is possible to construct a two-dimensional fractal body invisible in these directions. Moreover, there exists a three-dimensional fractal body invisible in three orthogonal directions. The work continues the previous study in [1, 12], where two-dimensional bodies invisible in one direction and threedimensional bodies invisible in one and two orthogonal directions were constructed.
- Description: 2003010679