5 papers
Differential estimates for fast first-order multilevel nonconvex optimisation
Neil Dizon, Tuomo Valkonen
With a view on bilevel and PDE-constrained optimisation, we develop iterative estimates of for composite functions , where is the…
Convergent Lifted Lasserre Hierarchy of SDPs for Minimizing Expectation of Piecewise Polynomial Loss over Wasserstein Balls
N. D. Dizon, Q. Y. Huang, T. D. Chuong +2
This paper investigates the minimization of the expectation of piecewise polynomial loss functions over Wasserstein balls. This optimization problem often appears as a key sub-prob…
Interwoven SDP in Primal-Dual Proximal Splitting Methods for Adjustable Robust Convex Optimisation with SOS-Convex Polynomial Constraints
Neil D. Dizon, Bethany I. Caldwell, Vaithilingam Jeyakumar +1
We propose a novel methodology for solving a two-stage adjustable robust convex optimisation problem with a general (proximable) convex objective function and constraints defined b…
Quaternion-Valued Wavelets on the Plane: A Construction via the Douglas-Rachford Approach
Neil D. Dizon, Jeffrey A. Hogan
This paper presents a reformulation of the construction of nonseparable multiresolution quaternion-valued wavelets on the plane as a feasibility problem. The constraint sets in the…
Online optimisation for dynamic electrical impedance tomography
Neil Dizon, Jyrki Jauhiainen, Tuomo Valkonen
Online optimisation studies the convergence of optimisation methods as the data embedded in the problem changes. Based on this idea, we propose a primal dual online method for nonl…