Related papers: Lipschitz Properties of Nonsmooth Functions and Se…
In this paper, a finite family of nonsmooth locally Lipschitz continuous functions that are invex with respect to the same function {\eta} are characterized in terms of their scalarized counterparts.
This paper presents an extension of stochastic gradient descent for the minimization of Lipschitz continuous loss functions. Our motivation is for use in non-smooth non-convex stochastic optimization problems, which are frequently…
In this article, we introduce the notion of the Riemann-Liouville fractional integral of set-valued mappings via integrable selections. We establish fundamental properties of this fractional integral, including convexity, boundedness, and…
We propose a new concept of generalized differentiation of set-valued maps that captures the first order information. This concept encompasses the standard notions of Frechet differentiability, strict differentiability, calmness and…
We prove that a (globally) subanalytic p-adic function which is locally Lipschitz continuous with some constant C is piecewise (globally on each piece) Lipschitz continuous with possibly some other constant, where the pieces can be taken…
We study the budget map and the indirect utility function of a parametric consumer problem in a Banach space setting by some advanced tools from set-valued and variational analysis. The Lipschitz-likeness and differentiability properties of…
The intent of this short note is to extend real valued Lipschitz functions on metric spaces, while locally preserving the asymptotic Lipschitz constant. We then apply this results to give a simple and direct proof of the fact that Sobolev…
We study conditions under which a piecewise affine mapping has the Lipschitz shadowing property. As an application, we show that there exists a homeomorphism with a nonisolated fixed point having the Lipschitz shadowing property.
In this note, we establish the Lipschitz continuity of finite-dimensional globally convex functions on all given balls and global Lipschitz continuity for eligible functions of that type. The Lipschitz constants in both situations draw…
We give a necessary and sufficient condition for a difference of convex (DC, for short) functions, defined on a locally convex space, to be Lipschitz continuous. Our criterion relies on the intersections of the "epsilon-subdifferentials of…
In the present paper, several properties concerning generalized derivatives of multifunctions implicitly defined by set-valued inclusions are studied by techniques of variational analysis. Set-valued inclusions are problems formalizing the…
It was already known that a p-adic, locally Lipschitz continuous semi-algebraic function is piecewise Lipschitz continuous, where the pieces can be taken semi-algebraic. We prove that if the function has locally Lipschitz constant 1, then…
Bilevel programming has recently received a great deal of attention due to its abundant applications in many areas. The optimal value function approach provides a useful reformulation of the bilevel problem, but its utility is often limited…
We propose a nonsmooth trust-region method for solving optimization problems with locally Lipschitz continuous functions, with application to problems constrained by variational inequalities of the second kind. Under suitable assumptions on…
The main contribution of this paper is that every convex function with non-empty relative algebraic interior of its domain is Lipschitz and subdifferentiable in some algebraic sense without any additional topological constraints. The…
The goal of the paper is development of an optimization method with the superlinear convergence rate for a nonsmooth convex function. For optimization an approximation is used that is similar to the Steklov integral averaging. The…
In this paper, we first study nonsmooth steepest descent method for nonsmooth functions defined on Hilbert space and establish the corresponding algorithm by proximal subgradients. Then, we use this algorithm to find stationary points for…
The subgradient method is one of the most fundamental algorithmic schemes for nonsmooth optimization. The existing complexity and convergence results for this method are mainly derived for Lipschitz continuous objective functions. In this…
The class of nonsmooth codifferentiable functions was introduced by professor V.F.~Demyanov in the late 1980s. He also proposed a method for minimizing these functions called the method of codifferential descent (MCD). However, until now…
We study unconstrained optimization problems of nonsmooth, nonconvex Lipschitz functions, using only noisy pairwise comparisons governed by a known link function. Our goal is to compute a $(\delta,\varepsilon)$-Goldstein stationary point.…