Related papers: The subdifferentials of the first and second order…
In this paper we develop general formulas for the subdifferential of the pointwise supremum of convex functions, which cover and unify both the compact continuous and the non-compact non-continuous settings. From the non-continuous to the…
We introduce a discrete-time fractional calculus of variations. First and second order necessary optimality conditions are established. Examples illustrating the use of the new Euler-Lagrange and Legendre type conditions are given. They…
In this paper we investigate the approximation of continuous functions on the Wasserstein space by smooth functions, with smoothness meant in the sense of Lions differentiability. In particular, in the case of a Lipschitz function we are…
We give a rigorous formulation of the intuitive idea that a differentiable map should be thesame thing as a locally, or infinitesimally, linear map: just as a linear map respects the operations of addition and multiplication by scalars ina…
A class of Stieltjes functions of finite type is introduced. These satisfy Widder's conditions on the successive derivatives up to some finite order, and are not necessarily smooth. We show that such functions have a unique integral…
We give a definition of integration by quadratures of first-order ordinary differential equations, and recover a little known result by Maximovic which states that a first-order ordinary differential equation can be integrated by…
We study stochastic zeroth order gradient and Hessian estimators for real-valued functions in $\mathbb{R}^n$. We show that, via taking finite difference along random orthogonal directions, the variance of the stochastic finite difference…
When training large models, such as neural networks, the full derivatives of order 2 and beyond are usually inaccessible, due to their computational cost. Therefore, among the second-order optimization methods, it is common to bypass the…
We generalise the outer subdifferential constructon suggested by C\'anovas, Henrion, L\'opez and Parra for max type functions to pointwise minima of regular Lipschitz functions. We also answer an open question about the relation between the…
"Classical" First Order (FO) algorithms of convex optimization, such as Mirror Descent algorithm or Nesterov's optimal algorithm of smooth convex optimization, are well known to have optimal (theoretical) complexity estimates which do not…
We study the gradient flow of the length functional on the space of planar immersed closed curves, where the gradient is taken with respect to a family of homogeneous Sobolev $H^1$-type Riemannian metrics depending on parameters $\lambda>0$…
Multi-task learning (MTL) has emerged as a pivotal paradigm in machine learning by leveraging shared structures across multiple related tasks. Despite its empirical success, the development of likelihood-based efficiently solvable…
The author studies the structure of space $ \mathbf {L} _ {2} (G) $ of vector-valued functions that are square integrable in a bounded connected domain $ G $ of the three-dimensional space with a smooth boundary and the role of gradient…
For a nonlinear ordinary differential equation with time delay, the differentiation of the solution with respect to the delay is investigated. Special emphasis is laid on the second-order derivative. The results are applied to an associated…
We prove lower bounds on the complexity of finding $\epsilon$-stationary points (points $x$ such that $\|\nabla f(x)\| \le \epsilon$) of smooth, high-dimensional, and potentially non-convex functions $f$. We consider oracle-based complexity…
Let $n \ge 2$ and $\Omega \subset \mathbb{R}^n$ be a bounded Lipschitz domain. In this article, we establish first-order global regularity estimates in the scale of BMO spaces on $\Omega$ for weak solutions to the second-order elliptic…
Motivated by the problem of solving the Einstein equations, we discuss high order finite difference discretizations of first order in time, second order in space hyperbolic systems.Particular attention is paid to the case when first order…
This paper is devoted to the study of the second-order variational analysis of spectral functions. It is well-known that spectral functions can be expressed as a composite function of symmetric functions and eigenvalue functions. We…
The convergence behavior of gradient methods for minimizing convex differentiable functions is one of the core questions in convex optimization. This paper shows that their well-known complexities can be achieved under conditions weaker…
We consider semiclassical orthogonal polynomials on the unit circle associated with a weight function that satisfy a Pearson-type differential equation involving two polynomials of degree at most three. Structure relations and difference…