Associate Professor · McGill University

Tim Hoheisel

Continuous optimization

Nonsmooth optimization and variational analysis, connecting convex geometry, solution stability, and numerical algorithms.

Tim Hoheisel
Associate Professor
McGill University

Research

Foundations, stability & computation

My research in nonsmooth optimization and variational analysis connects the geometry of optimization models with the well-posedness and stability of their solutions. I develop concrete conditions, sensitivity bounds, and algorithms for regularized optimization, with applications in statistics and signal recovery.

Another major direction is maximum entropy on the mean (MEM), which turns probabilistic prior information into convex models for inverse problems. My work develops this framework’s foundations and computational methods, including stability and statistical guarantees when priors are learned from data.

  • Nonsmooth optimization
  • Variational analysis
  • Inverse problems

News

Updates from research & academic life

Submitted for publication 4

  1. M. King-Roskamp, G. Rioux, R. Choksi, and Tim Hoheisel: On the Computational and Statistical Efficiency of the Empirical Maximum Entropy on the Mean Method. Submitted to Mathematics of Operations Research.
  2. L. Smulansky, T. Hoheisel, and N.T.A. Tran: Stability results for regularized least-squares problems via generalized Hessian expressions and monotone generalized equations. Submitted to Mathematics of Operations Research.
  3. N. Barnfield, J.V. Burke, M.P. Friedlander, and T. Hoheisel: A Scale-Shape Dual Newton Method for Entropic Least Squares. Submitted to SIAM Journal on Optimization.
  4. S. Brugiapaglia, R. Chiclana, T. Hoheisel, and M. Iwen: On Continuous Terminal Embeddings of Sets of Positive Reach. Submitted to Information and Inference.

Conference proceedings 3

  1. G. Orfanides, T. Hoheisel, and M. El Halabi: Discrete and Continuous Difference of Submodular Minimization. International Conference on Machine Learning (ICML), 2025.
  2. M. El Halabi, G. Orfanides, and T. Hoheisel: Difference of Submodular Minimization via DC Programming. International Conference on Machine Learning (ICML), 2023.
  3. A. Pooladian, C. Finlay, T. Hoheisel, and A. Oberman: A principled approach to generating adversarial attacks under non-smooth dissimilarity metrics. Proceedings of the 23rd International Conference on Artificial Intelligence and Statistics (AISTATS), 2020.

Journal articles 36

  1. A. De Marchi, T. Hoheisel, P. Mehlitz: Augmented Lagrangian methods for fully convex composite optimization. Mathematics of Operations Research, to appear.
  2. M. King-Roskamp, R. Choksi, and T. Hoheisel: Data-driven priors in the maximum entropy on the mean method for linear inverse problems. SIAM Journal on Mathematics of Data Science 8(1), 2026, pp. 108–140.
  3. Y. Cui, T. Hoheisel, N.T.A. Tran, and D. Sun: Lipschitz stability of least-squares problems regularized by functions with C2-cone reducible conjugates. Mathematics of Operations Research, Articles in Advance, published online January 5, 2026.
  4. T. Chuna, N. Barnfield, T. Dornheim, J. Vorberger, M.P. Friedlander, and T. Hoheisel: Estimates of the dynamic structure factor for the finite temperature electron liquid via analytic continuation of path integral Monte Carlo data. Physics Review B 112, 2025, 125112.
  5. T. Chuna, N. Barnfield, T. Dornheim, M.P. Friedlander, and T. Hoheisel: Dual formulation of the maximum entropy method applied to analytic continuation of quantum Monte Carlo data. Journal of Physics A: Mathematical and Theoretical 58(33), 2025, 335203.
  6. Y. Vaisbourd, R. Choksi, A. Goodwin, T. Hoheisel and C.-B. Schönlieb: Maximum Entropy on the Mean and the Cramer Rate Function in Statistical Estimation and Inverse Problems: Properties, Models, and Algorithms. Mathematical Programming 214, 2025, pp. 441-490.
  7. A. Berk, S. Brugiapaglia, and T. Hoheisel:Square Root LASSO: well-posedness, Lipschitz stability and the tuning trade off. SIAM Journal on Optimization 34(3), 2024, pp. 2609-2637
  8. A. Berk, S. Brugiapaglia, and T. Hoheisel:LASSO reloaded: a variational analysis perspective with applications to compressed sensing. SIAM Journal on Mathematics of Data Science 5(4), 2023, pp. 1102-1129.
  9. T. Hoheisel and Elliot Paquette:Flatness of the nuclear norm sphere, simultaneous polarization, and uniqueness in nuclear norm minimization. Journal of Optimization Theory and Applications 197, 2023, pp. 252-276.
  10. M.P. Friedlander, A. Goodwin, and T. Hoheisel: From perspective maps to epigraphical projections. Mathematics Operations of Research 48(2), 2023, pp. 1712-1740.
  11. A. Gissler and T. Hoheisel: A note on the K-epigraph. Optimization 72, 2023, pp. 2251-2285.
  12. T. Hoheisel, B. Pablos, A. Pooladian, L. Steverango, and A. Schwartz: A study of one-parameter regularizations for mathematical programs with vanishing constraints. Optimization Methods and Software 37(2), 2022, pp. 503-545.
  13. M. Benko, M. Cervinka, and T. Hoheisel: Sufficient conditions for metric subregularity of constraint systems with applications to disjunctive and ortho-disjunctive programs. Set-valued and Variational Analysis 30, 2022, pp. 143-177.
  14. J. V. Burke, T. Hoheisel, and Q. Van Nguyen: A study of convex convex-composite functions via infimal convolution with applications. Mathematics of Operations Research 46 (4), 2021, pp. 1235-1657.
  15. G. Rioux, R. Choksi, T. Hoheisel, C. Scarvelis, and P. Maréchal: The Maximum Entropy on the Mean Method for Image Deblurring. Inverse Problems 37, 2021 (29 pp.).
  16. G. Rioux, C. Scarvelis, R. Choksi, T. Hoheisel, and P. Maréchal: Blind Deblurring of Barcodes via Kullback-Leibler Divergence. IEEE Transactions on Pattern Analysis and Machine Intelligence 43(1), 2021, pp.77-88.
  17. T. Hoheisel, M. Laborde, and A. Oberman: A regularization interpretation of the proximal point method for weakly convex functions. Journal of Dynamics and Games 7(1), 2020, pp. 79-96.
  18. J. V. Burke, Y. Gao, and T. Hoheisel: Variational properties of matrix functions via the generalized matrix-fractional function. SIAM Journal on Optimization 29(3), 2019, pp. 1958-1987.
  19. J. V. Burke, Y. Gao, and T. Hoheisel: Convex geometry of the generalized matrix-fractional function. SIAM Journal on Optimization 28(3), 2018, pp. 2189-2200.
  20. J. V. Burke and T. Hoheisel: Epi-convergence properties of smoothing by infimal convolution. Set-valued and Variational Analysis 25(1), 2017, pp. 1-23.
  21. J. V. Burke and T. Hoheisel: Matrix support functionals for inverse problems, regularization, and learning. SIAM Journal on Optimization 25(2), 2015, pp. 1135-1159.
  22. Nadja Harms, Tim Hoheisel, and Christian Kanzow: On a smooth dual gap function for a class of player convex generalized Nash equilibrium problems. Journal of Optimization Theory and Applications 166(2), 2015, pp. 659–685.
  23. N. Harms, T. Hoheisel, and C. Kanzow: On a Smooth Dual Gap Function for a Class of Quasi-Variational Inequalities. Journal of Optimization Theory and Applications 163, 2014, pp. 413-438.
  24. J. V. Burke and T. Hoheisel: Epi-convergent smoothing with applications to convex composite functions. SIAM Journal on Optimization 23(3), 2013, pp. 1457-1479.
  25. J. V. Burke, T. Hoheisel, and C. Kanzow: Gradient consistency for integral-convolution smoothing functions. Set-valued and Variational Analysis 21(2), 2013, pp. 359-376.
  26. W. Achtziger, T. Hoheisel and C. Kanzow: A smoothing-regularization approach to mathematical programs with vanishing constraints. Computational Optimization and Applications 55(3), 2013, pp. 733-767.
  27. T. Hoheisel, C. Kanzow, and A. Schwartz: Theoretical and Numerical Comparison of Relaxation Methods for Mathematical Programs with Complementarity Constraints. Mathematical Programming 137, 2013, pp. 257-288.
  28. W. Achtziger, C. Kanzow, and T. Hoheisel: On a relaxation method for mathematical programs with vanishing constraints. GAMM-Mitteilungen 35, 2012, pp. 110-130.
  29. T. Hoheisel, C. Kanzow, and A. Schwartz: Mathematical Programs with Vanishing Constraints: A New Regularization Approach with Strong Convergence Properties. Optimization 61(6), 2012, pp. 619-636.
  30. T. Hoheisel, C. Kanzow, B. S. Mordukhovich, and H. Phan: Generalized Newton's Method Based on Graphical Derivatives. Nonlinear Analysis Series A: Theory, Methods, and Applications 75(3), 2012, pp. 1324-1340.
  31. T. Hoheisel, C. Kanzow, and A. Schwartz: Convergence of a local regularization approach for mathematical programs with complementarity or vanishing constraints. Optimization Methods and Software 27(3), 2012, 483-512.
  32. T. Hoheisel, C. Kanzow, and A. Schwartz: Improved Convergence Properties of the Lin-Fukushima-Regularization Method for Mathematical Programs with Complementarity Constraints. Numerical Algebra, Control, and Optimization 1(1), 2011, pp.49-60.
  33. T. Hoheisel, C. Kanzow and J. Outrata: Exact penalty results for mathematical programs with vanishing constraints. Nonlinear Analysis: Theory, Methods, and Applications 72, 2010, 2514-2526.
  34. T. Hoheisel and C. Kanzow: On the Abadie and Guignard Constraint Qualification for Mathematical Programs with Vanishing Constraints, Optimization 58, Issue 4, 2009, pp. 431 - 448.
  35. T. Hoheisel and C. Kanzow: Stationary Conditions for Mathematical Programs with Vanishing Constraints Using Weak Constraint Qualifications, Journal of Mathematical Analysis and Applications 337, 2008, pp. 292-310.
  36. T. Hoheisel and C. Kanzow: First- and Second-Order Optimality Conditions for Mathematical Programs with Vanishing Constraints, Applications of Mathematics 52, 2007, pp. 495-514 (special issue dedicated to J.V. Outrata's 60th birthday).

Thesis 1

  1. Mathematical Programs with Vanishing Constraints. Dissertation, Department of Mathematics, University of Wuerzburg, July 2009.

Other publications 1

  1. James V. Burke and Tim Hoheisel: A note on epi-convergence of sums under the inf-addition rule. Optimization Online, 2015.

Book reviews 3

  1. Review of An Optimization Primer by Johannes O. Royset and Roger J.-B. Wets. SIAM Review 66(3), p. 611-614.
  2. Featured Review of Convex Optimization: Introductory Course by Mikhail Moklyachuk. SIAM Review 66(1), p. 193-194.
  3. Review of First-Order Methods in Optimization by Amir Beck. SIAM Review 61(2), p. 393.

Presentations

Some recent(-ish) talks & lecture notes

Academic life

Service & memberships

Academic service

Memberships

  • I am a scientific investigator at INTER-MATH-AI (IMA), a collaborative training program in Math and AI hosted by the University of Ottawa, McGill University, Université de Montréal and the University of Guelph, with partners the Research Institutes Fields and CRM (in Math) and Vector and MILA (in AI).
  • I am a core member of the MTL MLOpt group which is an assembly of researchers from the Montreal area working at the interface of optimization and machine learning.
  • I am a member of the CRM Applied Math Lab.
  • I am a member of SIAM (Society of Industrial and Applied Mathematics).

Contact

McGill University
Montréal, Québec

Office

805 Sherbrooke St West
Room 1114
Montréal, Québec
Canada H3A 0B9