Related papers: Fixed points of the smoothing transform: Two-sided…
In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…
Conjugation, or Legendre transformation, is a basic tool in convex analysis, rational mechanics, economics and optimization. It maps a function on a linear topological space into another one, defined in the dual of the linear space by…
Real-world decision-making problems often involve decision-dependent uncertainty, where the probability distribution of the random vector depends on the model decisions. Few studies focus on two-stage stochastic programs with this type of…
We introduce a new method for solving nonlinear continuous optimization problems with chance constraints. Our method is based on a reformulation of the probabilistic constraint as a quantile function. The quantile function is approximated…
The generalized smooth condition, $(L_{0},L_{1})$-smoothness, has triggered people's interest since it is more realistic in many optimization problems shown by both empirical and theoretical evidence. Two recent works established the…
This paper presents finite-time and fixed-time stabilization results for inhomogeneous abstract evolution problems, extending existing theories. We prove well-posedness for strong and weak solutions, and estimate upper bounds for settling…
The problem of change-point estimation is considered under a general framework where the data are generated by unknown stationary ergodic process distributions. In this context, the consistent estimation of the number of change-points is…
This work aims to solve a stochastic nonconvex nonsmooth composite optimization problem. Previous works on composite optimization problem requires the major part to satisfy Lipschitz smoothness or some relaxed smoothness conditions, which…
Let $X$ be a metric space. Recently in~[1] it was considered a new type of mappings $T\colon X\to X$ which can be characterized as mappings contracting perimeters of triangles. These mappings are defined by the condition based on the…
We study, in the periodic setting, the well-posedness of the Cauchy problem associated to the operator $P(t, D_{x}, D_{t}) = D_{t} - a_{2}(t) \Delta_{x} + \sum_{j = 1}^{N} a_{1, j}(t) D_{x_{j}} + a_{0}(t)$, with $T> 0$, $t \in [0, T]$ and…
In a wide range of applications, the stochastic properties of the observed time series change over time. The changes often occur gradually rather than abruptly: the properties are (approximately) constant for some time and then slowly start…
This paper is devoted to the study of a newly introduced tool, projectional coderivatives and the corresponding calculus rules in finite dimensions. We show that when the restricted set has some nice properties, more specifically, is a…
In optimization problems involving smooth functions and real and matrix variables, that contain matrix semidefiniteness constraints, consider the following change of variables: Replace the positive semidefinite matrix $X \in \mathbb{S}^d$,…
The non-smooth finite-sum minimization is a fundamental problem in machine learning. This paper develops a distributed stochastic proximal-gradient algorithm with random reshuffling to solve the finite-sum minimization over time-varying…
In this paper, we study the diffusion approximation for slow-fast stochastic differential equations with state-dependent switching, where the slow component $X^{\varepsilon}$ is the solution of a stochastic differential equation with…
We study random compositions of transformations having certain uniform fiberwise properties and prove bounds which in combination with other results yield a quenched central limit theorem equipped with a convergence rate, also in the…
We first establish a general random Sperner lemma by presenting a completely new approach for the theory of $L^{0}$-simplicial subdivisions of $L^{0}$-simplexes. Based on this, we are able to achieve a new complete proof of the random…
We construct two bijections of the symmetric group S_n onto itself that enable us to show that three new three-variable statistics are equidistributed with classical statistics involving the number of fixed points. The first one is…
We consider again the fast-slow motions setups in the continuous time $\frac {dX_N(t)}{dt}=N^{1/2} \sig(X_N(t))(\xi(tN))+b(X_N(t)),\, t\in [0,T]$ and the discrete time $X_N((n+1)/N)=X_N(n/N)+N^{-1/2}\sig(X_N(n/N))\xi(n)+N^{-1}b(X_N(n/N)),\,…
We consider the problem of finding critical points of functions that are non-convex and non-smooth. Studying a fairly broad class of such problems, we analyze the behavior of three gradient-based methods (gradient descent, proximal update,…