One to beat them all: “RYU” – a unifying framework for the construction of safe balls

In this paper, we present a new framework, called “RYU”, for constructing “safe” regions – specifically, sets that are guaranteed to contain the dual solution of a target optimization problem. Our framework applies to the standard case where the objective function is composed of two components: a closed, proper, convex function with Lipschitz-smooth gradient and another closed, proper, convex function. We show that the RYU framework not only encompasses but also improves upon the state-of-the-art methods proposed over the past decade for this class of optimization problems.

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Publication Details

Journal
Open Journal of Mathematical Optimization
Published
2025-09-24
DOI
https://doi.org/10.5802/ojmo.45
Primary Topic
Anomaly Detection Techniques and Applications
Type
article
Field-Weighted Citation Impact
0.00

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article

One to beat them all: “RYU” – a unifying framework for the construction of safe balls

Clément Elvira, Cédric Herzet, Hong-Phuong Dang, T. M. Tran
Open Journal of Mathematical Optimization
Anomaly Detection Techniques and Applications
article

One to beat them all: “RYU” – a unifying framework for the construction of safe balls

Clément Elvira, Cédric Herzet, Hong-Phuong Dang, T. M. Tran
article en

Abstract

In this paper, we present a new framework, called “RYU”, for constructing “safe” regions – specifically, sets that are guaranteed to contain the dual solution of a target optimization problem. Our framework applies to the standard case where the objective function is composed of two components: a closed, proper, convex function with Lipschitz-smooth gradient and another closed, proper, convex function. We show that the RYU framework not only encompasses but also improves upon the state-of-the-art methods proposed over the past decade for this class of optimization problems.

Open Journal of Mathematical OptimizationVol. 6
Supélec (FR), Centre National de la Recherche Scientifique (FR), Can Tho University (VN), Centre de Recherche en Économie et Management (FR), Institut d'Électronique et des Technologies du numéRique (FR), Institut de recherche mathématique de Rennes (FR), Université de Rennes (FR)
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Anomaly Detection Techniques and Applications
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One to beat them all: “RYU” – a unifying framework for the construction of safe balls — Clément Elvira, Cédric Herzet, et al. · Open Journal of Mathematical Optimization (2025) | TGRS Research Map | TGRS