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We consider the problem of optimizing the sum of a smooth, nonconvex function for which derivatives are unavailable, and a convex, nonsmooth function with easy-to-evaluate proximal operator. Of particular focus is the case where the smooth…

Optimization and Control · Mathematics 2024-07-23 Yanjun Liu , Kevin H. Lam , Lindon Roberts

This article offers sharp spatial and temporal mean-square regularity results for a class of semi-linear parabolic stochastic partial differential equations (SPDEs) driven by infinite dimensional fractional Brownian motion with the Hurst…

Numerical Analysis · Mathematics 2020-08-04 Xiaojie Wang , Ruisheng Qi , Fengze Jiang

Subgradient methods comprise a fundamental class of nonsmooth optimization algorithms. Classical results show that certain subgradient methods converge sublinearly for general Lipschitz convex functions and converge linearly for convex…

Optimization and Control · Mathematics 2022-01-13 Vasileios Charisopoulos , Damek Davis

We study a semilinear fractional-in-time Rayleigh-Stokes problem for a generalized second-grade fluid with a Lipschitz continuous nonlinear source term and initial data $u_0\in\dot{H}^\nu(\Omega)$, $\nu\in[0,2]$. We discuss stability of…

Numerical Analysis · Mathematics 2020-12-08 Mariam Al-Maskari , Samir Karaa

In this contribution we are interested in the quantitative homogenization properties of linear elliptic equations with homogeneous Dirichlet boundary data in polygonal domains with corners. To begin our study of this situation, we consider…

Analysis of PDEs · Mathematics 2022-01-26 Marc Josien , Claudia Raithel , Mathias Schäffner

We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is only assumed to be lower semi-continuous and prox-bounded. We combine an adaptive…

Machine Learning · Statistics 2022-06-20 Dounia Lakhmiri , Dominique Orban , Andrea Lodi

This paper is devoted to the theoretical and numerical study of an optimal design problem in high-temperature superconductivity (HTS). The shape optimization problem is to find an optimal superconductor shape which minimizes a certain cost…

Optimization and Control · Mathematics 2020-06-18 Antoine Laurain , Malte Winckler , Irwin Yousept

We consider the following class of online optimization problems with functional constraints. Assume, that a finite set of convex Lipschitz-continuous non-smooth functionals are given on a closed set of $n$-dimensional vector space. The…

Optimization and Control · Mathematics 2021-12-30 Alexander Titov , Fedor Stonyakin , Alexander Gasnikov , Mohammad Alkousa

The Euler scheme is one of the standard schemes to obtain numerical approximations of stochastic differential equations (SDEs). Its convergence properties are well-known in the case of globally Lipschitz continuous coefficients. However, in…

Numerical Analysis · Mathematics 2019-01-29 S. Göttlich , K. Lux , A. Neuenkirch

Several approaches are discussed how to understand the solution of the Dirichlet problem for the Poisson equation when the Dirichlet data are non-smooth such as if they are in $L^2$ only. For the method of transposition (sometimes called…

Numerical Analysis · Mathematics 2015-05-07 Thomas Apel , Serge Nicaise , Johannes Pfefferer

We investigate the average minimum cost of a bipartite matching, with respect to the squared Euclidean distance, between two samples of n i.i.d. random points on a bounded Lipschitz domain in the Euclidean plane, whose common law is…

Analysis of PDEs · Mathematics 2021-10-28 Luigi Ambrosio , Michael Goldman , Dario Trevisan

In this article, we addressed the numerical solution of a non-linear evolutionary variational inequality, which is encountered in the investigation of quasi-static contact problems. Our study encompasses both the semi-discrete and…

Numerical Analysis · Mathematics 2024-01-05 Kamana Porwal , Tanvi Wadhawan

We consider shape optimization problems involving functionals depending on perimeter, torsional rigidity and Lebesgue measure. The scaling free cost functionals are of the form $P(\Omega)T^q(\Omega)|\Omega|^{-2q-1/2}$ and the class of…

Optimization and Control · Mathematics 2021-01-20 L. Briani , G. Buttazzo , F. Prinari

We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…

Optimization and Control · Mathematics 2011-07-01 Qihang Lin , Xi Chen , Javier Pena

Built upon previous work of the authors in (Deckelnick, Herbert, and Hinze, ESAIM: COCV 28 (2022)), we present a general shape optimisation framework based on the method of mappings in the $W^{1,\infty}$ topology together with a suitable…

Numerical Analysis · Mathematics 2025-06-02 Klaus Deckelnick , Philip J. Herbert , Michael Hinze

This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…

Optimization and Control · Mathematics 2026-01-12 Dimitris Boskos , Jorge Cortés , Sonia Martínez

This work considers the problem of finding a first-order stationary point of a non-convex function with potentially unbounded smoothness constant using a stochastic gradient oracle. We focus on the class of $(L_0,L_1)$-smooth functions…

Machine Learning · Statistics 2023-02-14 Matthew Faw , Litu Rout , Constantine Caramanis , Sanjay Shakkottai

We develop a higher regularity theory for general quasilinear elliptic equations and systems in divergence form with random coefficients. The main result is a large-scale $L^\infty$-type estimate for the gradient of a solution. The estimate…

Analysis of PDEs · Mathematics 2016-01-27 Scott N. Armstrong , Jean-Christophe Mourrat

We propose a penalty-based smoothing framework for convex nonsmooth functions with a supremum structure. The regularization yields a differentiable surrogate with controlled approximation error, a single-valued dual maximizer, and explicit…

Optimization and Control · Mathematics 2026-01-22 Samir Adly , Juan José Maulén , Emilio Vilches

Recent years have brought significant advances in the theory of higher order elliptic equations in non-smooth domains. Sharp pointwise estimates on derivatives of polyharmonic functions in arbitrary domains were established, followed by the…

Analysis of PDEs · Mathematics 2015-08-21 Ariel Barton , Svitlana Mayboroda
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