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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…

Machine Learning · Statistics 2014-04-15 Quoc Tran-Dinh , Anastasios Kyrillidis , Volkan Cevher

This note provides another proof for the {\em convexity} ({\em strict convexity}) of $\log \det ( I + KX^{-1} )$ over the positive definite cone for any given positive semidefinite matrix $K \succeq 0$ (positive definite matrix $K \succ 0$)…

Information Theory · Computer Science 2021-08-10 Kwang-Ki K. Kim

We develop a technique for establishing lower bounds on the sample complexity of Least Squares (or, Empirical Risk Minimization) for large classes of functions. As an application, we settle an open problem regarding optimality of Least…

Statistics Theory · Mathematics 2020-06-09 Gil Kur , Alexander Rakhlin , Adityanand Guntuboyina

In this paper we introduce the class of infinite infimal convolution functionals and apply these functionals to the regularization of ill-posed inverse problems. The proposed regularization involves an infimal convolution of a continuously…

Optimization and Control · Mathematics 2024-12-17 Kristian Bredies , Marcello Carioni , Martin Holler , Yury Korolev , Carola-Bibiane Schönlieb

Let $D$ be a convex subset of a real vector space. It is shown that a radially lower semicontinuous function $f: D\to \mathbf{R}\cup \{+\infty\}$ is convex if and only if for all $x,y \in D$ there exists $\alpha=\alpha(x,y) \in (0,1)$ such…

Classical Analysis and ODEs · Mathematics 2017-09-26 Paolo Leonetti

Given a subset $A\times B$ of a locally convex space $X\times Y$ (with $A$ compact) and a function $f:A\times B\rightarrow\overline{\mathbb{R}}$ such that $f(\cdot,y),$ $y\in B,$ are concave and upper semicontinuous, the minimax inequality…

Optimization and Control · Mathematics 2023-08-21 M. I. A. Ghitri , A. Hantoute

This article addresses structure-preserving smooth approximation of semiconcave functions. semiconcave functions are of particular interest because they naturally arise in a variety of variational problems, including {optimal feedback…

Optimization and Control · Mathematics 2026-02-10 Karl Kunisch , Donato Vásquez-Varas

This paper introduces a new subtraction operation for convex sets, which defines their difference as a collection of inclusion-minimal convex sets with appropriate definitions of linear operations on them. With these operations the set of…

Optimization and Control · Mathematics 2018-06-18 Evgeni Nurminski , Stan Uryasev

John's fundamental theorem characterizing the largest volume ellipsoid contained in a convex body $K$ in $\mathbb{R}^d$ has seen several generalizations and extensions. One direction, initiated by V. Milman is to replace ellipsoids by…

Metric Geometry · Mathematics 2023-12-01 Grigory Ivanov , Márton Naszódi

Using polarity, we give an outer polyhedral approximation for the epigraph of set functions. For a submodular function, we prove that the corresponding polar relaxation is exact; hence, it is equivalent to the Lov\'asz extension. The polar…

Optimization and Control · Mathematics 2020-12-09 Alper Atamturk , Vishnu Narayanan

The geometric problem of estimating an unknown compact convex set from evaluations of its support function arises in a range of scientific and engineering applications. Traditional approaches typically rely on estimators that minimize the…

Statistics Theory · Mathematics 2021-02-26 Yong Sheng Soh , Venkat Chandrasekaran

In this paper, in particular, we prove the following result: Let $E$ be a reflexive real Banach space and let $C\subset E$ be a closed convex set, with non-empty interior, whose boundary is sequentially weakly closed and non-convex. Then,…

Functional Analysis · Mathematics 2023-08-15 Biagio Ricceri

Submodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the lovasz extension of submodular functions provides a useful…

Machine Learning · Computer Science 2013-10-09 Francis Bach

In our previous paper [SIMAX 31 n.3 1491-1506(2010)], we studied the condition metric in the space of maximal rank matrices. Here, we show that this condition metric induces a Lipschitz-Riemann structure on that space. After investigating…

Differential Geometry · Mathematics 2012-05-09 Carlos Beltrán , Jean-Pierre Dedieu , Gregorio Malajovich , Mike Shub

Exhausters are families of compact, convex sets which provide minmax or maxmin representations of positively homogeneous functions and they are efficient tools for the study of nonsmooth function. Upper and lower exhausters of positively…

Optimization and Control · Mathematics 2020-09-08 Didem Tozkan

The generalized circumradius of a set of points $A \subseteq \mathbb{R}^d$ with respect to a convex body $K$ equals the minimum value of $\lambda \geq 0$ such that $A$ is contained in a translate of $\lambda K$. Each choice of $K$ gives a…

Metric Geometry · Mathematics 2023-02-02 David Bryant , Katharina T. Huber , Vincent Moulton , Paul F. Tupper

Convex geometry is a closure space $(G,\phi)$ with the anti-exchange property. A classical result of Edelman and Jamison (1985) claims that every finite convex geometry is a join of several linear sub-geometries, and the smallest number of…

Combinatorics · Mathematics 2018-08-09 Kira Adaricheva , Gent Gjonbalaj

Theorem 1 of [14], a minimax result for functions $f:X\times Y\to {\bf R}$, where $Y$ is a real interval, was partially extended to the case where $Y$ is a convex set in a Hausdorff topological vector space ([15], Theorem 3.2). In doing…

Functional Analysis · Mathematics 2017-01-13 Biagio Ricceri

Let $X$ be a locally compact topological space, $(Y,d)$ be a boundedly compact metric space and $LB(X,Y)$ be the space of all locally bounded functions from $X$ to $Y$. We characterize compact sets in $LB(X,Y)$ equipped with the topology of…

General Topology · Mathematics 2018-03-29 Ľubica Holá , Dušan Holý

We provide a unified framework for a systematic analysis of the existence of solutions to general nonconvex problems, relying on asymptotic and retractive cones for functions and sets. Using this framework we develop new necessary and…

Optimization and Control · Mathematics 2025-05-28 Rohan Rele , Angelia Nedich
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