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P. D. Khanh

Publications and source records attributed to P. D. Khanh.

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Algebraic Farkas Lemma and Strong Duality for Perturbed Conic Linear Programming

This paper addresses the study of algebraic versions of Farkas lemma and strong duality results in the very broad setting of infinite-dimensional conic linear programming in dual pairs of vector spaces. To this end, purely algebraic properties of perturbed optimal value functions of both primal and dual problems and their corresponding hypergraph/epigraph are investigated. The newly developed hypergraphical/epigraphical sets, inspired by Kretschmer's closedness conditions \cite{Kretschmer61}, together with their novel convex separation-type characterizations, give rise to various perturbed Farkas-type lemmas which allow us to derive complete characterizations of ``zero duality gap''. Principally, when certain structures of algebraic or topological duals are imposed, illuminating implications of the developed condition are also explored.

math.OC

Inexact DC Algorithms in Hilbert Spaces with Applications to PDE-Constrained Optimization

In this paper, we design and apply novel inexact adaptive algorithms to deal with minimizing difference-of-convex (DC) functions in Hilbert spaces. We first introduce I-ADCA, an inexact adaptive counterpart of the well-recognized DCA (difference-of-convex algorithm), that allows inexact subgradient evaluations and inexact solutions to convex subproblems while still guarantees global convergence to stationary points. Under a Polyak-Lojasiewicz type property for DC objectives, we obtain explicit convergence rates for the proposed algorithm. Our main application addresses elliptic optimal control problems with control constraints and nonconvex $L^{1-2}$ sparsity-enhanced regularizers admitting a DC decomposition. Employing I-ADCA and appropriate versions of finite element discretization leads us to an efficient procedure for solving such problems with establishing its well-posedness and error bound estimates confirmed by numerical experiments.

math.OC