Related papers: The subdifferentials of the first and second order…
We propose and analyze a class of second-order dynamical systems for continuous-time optimization that incorporate fractional-order gradient terms. The system is given by \begin{equation} \ddot{x}(t) + \frac{\alpha}{t}\dot{x}(t) +…
We show that H\"older continuity of the gradient is not only a sufficient condition, but also a necessary condition for the existence of a global upper bound on the error of the first-order Taylor approximation. We also relate this global…
Expressions for the derivatives with respect to order of modified Bessel functions evaluated at integer orders and certain integral representations of associated Legendre functions with modulus argument greater than unity are used to…
High order discretization schemes play more important role in fractional operators than classical ones. This is because usually for classical derivatives the stencil for high order discretization schemes is wider than low order ones; but…
Simplex gradients are an essential feature of many derivative free optimization algorithms, and can be employed, for example, as part of the process of defining a direction of search, or as part of a termination criterion. The calculation…
Building on the inequalities for homogeneous tetrahedral polynomials in independent Gaussian variables due to R. Lata{\l}a we provide a concentration inequality for non-necessarily Lipschitz functions $f\colon \R^n \to \R$ with bounded…
Optimization models involving quaternion matrices are widely used in color image process and other engineering areas. These models optimize real functions of quaternion matrix variables. In particular, $\ell_0$-norms and rank functions of…
This paper sheds new light on several interrelated topics of second-order variational analysis, both in finite and infinite-dimensional settings. We establish new relationships between second-order growth conditions on functions, the basic…
Subdifferentials (in the sense of convex analysis) of matrix-valued functions defined on $\mathbb{R}^d$ that are convex with respect to the L\"{o}wner partial order can have a complicated structure and might be very difficult to compute…
We propose first order algorithms for convex optimization problems where the feasible set is described by a large number of convex inequalities that is to be explored by subgradient projections. The first algorithm is an adaptation of a…
A uniform gradient for functions u which satisfy a system of N second-order partial differential inequalities is given in this paper. Some structure conditions are given for the coefficients of the matrices of second-order terms and of…
We construct Green's function for second order elliptic operators of the form $Lu=-\nabla \cdot (\mathbf{A} \nabla u + \boldsymbol{b} u)+ \boldsymbol c \cdot \nabla u+ du$ in a domain and obtain pointwise bounds, as well as Lorentz space…
We consider flows of ordinary differential equations (ODEs) driven by path differentiable vector fields. Path differentiable functions constitute a proper subclass of Lipschitz functions which admit conservative gradients, a notion of…
This paper deals with two kinds of the one-dimensional global optimization problems over a closed finite interval: (i) the objective function $f(x)$ satisfies the Lipschitz condition with a constant $L$; (ii) the first derivative of $f(x)$…
Higher order derivatives of functions are structured high dimensional objects which lend themselves to many alternative representations, with the most popular being multi-index, matrix and tensor representations. The choice between them…
The order derivatives of the modified Bessel function of the second kind at s = .5 are obtained as finite expressions of integrals that generalize the exponential integral appearing in the first derivative (Theorem 1.) The derivatives arise…
We construct a differentiable locally Lipschitz function $f$ in $\mathbb{R}^{N}$ with the property that for every convex body $K\subset \mathbb{R}^N$ there exists $\bar x \in \mathbb{R}^N$ such that $K$ coincides with the set $\partial_L…
The derivation of combined prefactored compact schemes for first and second order derivatives is described here, relying on the Fourier analysis of the original prefactored compact schemes. By this approach, the order of accuracy of the…
In this paper, we readdress the classical topic of second-order sufficient optimality conditions for optimization problems with nonsmooth structure. Based on the so-called second subderivative of the objective function and of the indicator…
Functions with fixed initial coefficient have been widely studied. A new methodology is proposed in this paper by making appropriate modifications and improvements to the theory of second-order differential subordination. Several…