5 papers · 1 filter
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…
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…
Prediction techniques for dynamic imaging with online primal-dual methods
Neil Dizon, Jyrki Jauhiainen, Tuomo Valkonen
Online optimisation facilitates the solution of dynamic inverse problems, such as image stabilisation, fluid flow monitoring, and dynamic medical imaging. In this paper, we improve…