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This paper develops the proximal method of multipliers for a class of nonsmooth convex optimization. The method generates a sequence of minimization problems (subproblems). We show that the sequence of approximations to the solutions of the…

Numerical Analysis · Mathematics 2020-01-14 Tomoya Takeuchi

We discuss two distinct minimality principles for general supremal first order functionals for maps and characterise them through solvability of associated second order PDE systems. Specifically, we consider Aronsson's standard notion of…

Analysis of PDEs · Mathematics 2019-04-10 Birzhan Ayanbayev , Nikos Katzourakis

In this paper we analyze a class of nonconvex optimization problem from the viewpoint of abstract convexity. Using the respective generalizations of the subgradient we propose an abstract notion proximal operator and derive a number of…

Optimization and Control · Mathematics 2024-02-29 Ewa Bednarczuk , Dirk Lorenz , The Hung Tran

In this paper we present a first-order method that admits near-optimal convergence rates for convex/concave min-max problems while requiring a simple and intuitive analysis. Similarly to the seminal work of Nemirovski and the recent…

Computer Science and Game Theory · Computer Science 2023-01-18 Volkan Cevher , Georgios Piliouras , Ryann Sim , Stratis Skoulakis

Estimation of convex functions finds broad applications in engineering and science, while convex shape constraint gives rise to numerous challenges in asymptotic performance analysis. This paper is devoted to minimax optimal estimation of…

Statistics Theory · Mathematics 2013-06-11 Teresa M. Lebair , Jinglai Shen , Xiao Wang

Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning or batch Bayesian optimization, the objective function…

Machine Learning · Computer Science 2022-03-10 Marwa El Halabi , Stefanie Jegelka

We prove existence of radially symmetric solutions and validity of Euler-Lagrange necessary conditions for a class of variational problems such that neither direct methods nor indirect methods of Calculus of Variations apply. We obtain…

Optimization and Control · Mathematics 2019-07-25 Graziano Crasta , Annalisa Malusa

Making the gradients small is a fundamental optimization problem that has eluded unifying and simple convergence arguments in first-order optimization, so far primarily reserved for other convergence criteria, such as reducing the…

Optimization and Control · Mathematics 2021-01-29 Jelena Diakonikolas , Puqian Wang

We propose novel optimal and parameter-free algorithms for computing an approximate solution with small (projected) gradient norm. Specifically, for computing an approximate solution such that the norm of its (projected) gradient does not…

Optimization and Control · Mathematics 2024-11-18 Guanghui Lan , Yuyuan Ouyang , Zhe Zhang

This article makes no claim to originality, other than, perhaps, the simple statement here called the {\it Abstract Maximum Principle}. Actually, the whole contents are strongly based on some H. Sussmann's and coauthors' papers, in which,…

Optimization and Control · Mathematics 2023-10-17 Monica Motta , Franco Rampazzo

We prove the convergence of the proximal point algorithm for finding the unique minimizer of a strongly quasiconvex function in general nonlinear Hadamard spaces, generalizing a recent result due to F. Lara. Our argument is rather…

Optimization and Control · Mathematics 2024-11-12 Nicholas Pischke

Recently, minimax optimization received renewed focus due to modern applications in machine learning, robust optimization, and reinforcement learning. The scale of these applications naturally leads to the use of first-order methods.…

Optimization and Control · Mathematics 2023-03-07 Saeed Hajizadeh , Haihao Lu , Benjamin Grimmer

Many partial differential equations (PDEs) such as Navier--Stokes equations in fluid mechanics, inelastic deformation in solids, and transient parabolic and hyperbolic equations do not have an exact, primal variational structure. Recently,…

Numerical Analysis · Mathematics 2025-03-04 N. Sukumar , Amit Acharya

This work introduces finite element methods for a class of elliptic fully nonlinear partial differential equations. They are based on a minimal residual principle that builds upon the Alexandrov--Bakelman--Pucci estimate. Under rather…

Numerical Analysis · Mathematics 2025-07-03 Dietmar Gallistl , Ngoc Tien Tran

We show how to infer sharp partial regularity results for relaxed minimizers of degenerate, nonuniformly elliptic quasiconvex functionals, using tools from Nonlinear Potential Theory. In particular, in the setting of functionals with…

Analysis of PDEs · Mathematics 2022-04-12 Cristiana De Filippis

In this paper we consider minimizers for nonlocal energy functionals generalizing elastic energies that are connected with the theory of peridynamics \cite{Silling2000} or nonlocal diffusion models \cite{Rossi}. We derive nonlocal versions…

Analysis of PDEs · Mathematics 2019-02-06 Mikil D. Foss , Petronela Radu , Cory Wright

We study the worst-case convergence rates of the proximal gradient method for minimizing the sum of a smooth strongly convex function and a non-smooth convex function whose proximal operator is available. We establish the exact worst-case…

Optimization and Control · Mathematics 2020-03-03 Adrien B. Taylor , Julien M. Hendrickx , François Glineur

We establish lower semi-continuity and strict convexity of the energy functionals for a large class of vector equilibrium problems in logarithmic potential theory. This in particular implies the existence and uniqueness of a minimizer for…

Classical Analysis and ODEs · Mathematics 2012-05-29 Adrien Hardy , Arno B. J. Kuijlaars

The nonlinear conjugate gradient methods are known to be an effective approach for standard unconstrained optimization problems especially for large-scale problems. This paper proposes a proximal nonlinear conjugate gradient method, which…

Optimization and Control · Mathematics 2026-04-14 Shodai Hamana , Yasushi Narushima

We present two novel methods for approximating minimizers of the abstract Rayleigh quotient $\Phi(u)/ \|u\|^p$. Here $\Phi$ is a strictly convex functional on a Banach space with norm $\|\cdot\|$, and $\Phi$ is assumed to be positively…

Analysis of PDEs · Mathematics 2016-02-16 Ryan Hynd , Erik Lindgren