Related papers: Abstract convex optimal antiderivatives

We prove a nonsmooth implicit function theorem applicable to the zero set of the difference of convex functions. This theorem is explicit and global: it gives a formula representing this zero set as a difference of convex functions which…

Let $C$ be a compact convex subset of $\mathbb{R}^n$, $f:C\to\mathbb{R}$ be a convex function, and $m\in\{1, 2, ..., \infty\}$. Assume that, along with $f$, we are given a family of polynomials satisfying Whitney's extension condition for…

The present paper is concerned with Lipschitz properties of convex mappings. One considers the general context of mappings defined on an open convex subset $\Omega$ of a locally convex space $X$ and taking values in a locally convex space…

We propose an accelerated meta-algorithm, which allows to obtain accelerated methods for convex unconstrained minimization in different settings. As an application of the general scheme we propose nearly optimal methods for minimizing…

Monotonicity and convex analysis arise naturally in the framework of multi-marginal optimal transport theory. However, a comprehensive multi-marginal monotonicity and convex analysis theory is still missing. To this end we study extensions…

The primary goal of the paper is to establish characteristic properties of (extended) real-valued functions defined on normed vector spaces that admit the representation as the lower envelope of their minimal (with respect to pointwise…

Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…

The convergence theory for the gradient sampling algorithm is extended to directionally Lipschitz functions. Although directionally Lipschitz functions are not necessarily locally Lipschitz, they are almost everywhere differentiable and…

We show how our recent results on compositions of d.c. functions (and mappings) imply positive results on extensions of d.c. functions (and mappings). Examples answering two natural relevant questions are presented. Two further theorems,…

We view a conic optimization problem that has a unique solution as a map from its data to its solution. If sufficient regularity conditions hold at a solution point, namely that the implicit function theorem applies to the normalized…

A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…

In this paper we consider finite dimensional dynamical systems generated by a Lipschitz function. We prove a version of the Whitney's Extension Theorem on compact manifolds to obtain a version of the well-known Lambda Lemma for Lipschitz…

In this paper, we consider the problem of minimizing the sum of two convex functions subject to linear linking constraints. The classical alternating direction type methods usually assume that the two convex functions have relatively easy…

We introduce convex integrals of molecules in Lipschitz-free spaces $\mathcal{F}(M)$ as a continuous counterpart of convex series considered elsewhere, based on the de Leeuw representation. Using optimal transport theory, we show that these…

We generalize some fundamental results for noncompact Riemannian manfolds without boundary, that only require completeness and no curvature assumptions, to manifolds with boundary: let $M$ be a smooth Riemannian manifold with boundary…

We provide theory for computing the lower semi-continuous convex envelope of functionals of the type f(x) plus an l2 misfit, and discuss applications to various non-convex optimization problems. The latter term is a data fit term whereas f…

Let $C$ be a subset of $\mathbb{R}^n$ (not necessarily convex), $f:C\to\mathbb{R}$ be a function, and $G:C\to\mathbb{R}^n$ be a uniformly continuous function, with modulus of continuity $\omega$. We provide a necessary and sufficient…

The Convex Envelope of a given function was recently characterized as the solution of a fully nonlinear Partial Differential Equation (PDE). In this article we study a modified problem: the Dirichlet problem for the underlying PDE. The main…

We propose a variable metric framework for minimizing the sum of a self-concordant function and a possibly non-smooth convex function, endowed with an easily computable proximal operator. We theoretically establish the convergence of our…

A construction of reversible extensions of dynamical systems which applies to arbitrary mappings (not necessarily with open range) is presented. It is based on calculating the maximal ideal space of C*-algebras that extends endomorphisms to…