Related papers: $L^0$--convex compactness and its applications to …
In 2010, the first author of this paper introduced the notion of $\sigma$--stability for a nonempty subset of an $L^0(\mathcal{F},K)$--module in [T.X. Guo, Relations between some basic results derived from two kinds of topologies for a…
Smoothness of the subdiagonals of the Cholesky factor of large covariance matrices is closely related to the degrees of nonstationarity of autoregressive models for time series and longitudinal data. Heuristically, one expects for a nearly…
In applications that use knowledge representation (KR) techniques, in particular those that combine data-driven and logic methods, the domain of objects is not an abstract unstructured domain, but it exhibits a dedicated, deep structure of…
A dual pair formulation for asymmetric locally convex spaces is developed that strictly generalises the ordinary vector space setting. The concept of a polar topology carries over to the asymmetric case and some familiar results are…
Stochastic differentiable approximation schemes are widely used for solving high dimensional problems. Most of existing methods satisfy some desirable properties, including conditional descent inequalities, and almost sure (a.s.)…
Kurdyka-Lojasiewicz (KL) exponent plays an important role in estimating the convergence rate of many contemporary first-order methods. In particular, a KL exponent of $\frac12$ for a suitable potential function is related to local linear…
This paper is devoted to the theoretical and numerical investigation of an augmented Lagrangian method for the solution of optimization problems with geometric constraints. Specifically, we study situations where parts of the constraints…
In this paper, we investigate a continuous time version of the Stochastic Langevin Monte Carlo method, introduced in [WT11], that incorporates a stochastic sampling step inside the traditional over-damped Langevin diffusion. This method is…
The aim of this paper is to establish a theory of Galerkin approximations to the space of convex and compact subsets of $\R^d$ with favorable properties, both from a theoretical and from a computational perspective. These Galerkin spaces…
We introduce the post-processing preorder and equivalence relations for general measurements on a possibly infinite-dimensional general probabilistic theory described by an order unit Banach space $E$ with a Banach predual. We define the…
Standard complexity analyses for weakly convex optimization rely on the Moreau envelope technique proposed by Davis and Drusvyatskiy (2019). The main insight is that nonsmooth algorithms, such as proximal subgradient, proximal point, and…
In this paper we prove some new Stone-type duality theorems for some subcategories of the category $\ZLC$ of locally compact zero-dimensional Hausdorff spaces and continuous maps. These theorems are new even in the compact case. They…
We introduce a compositional framework for convex analysis based on the notion of convex bifunction of Rockafellar. This framework is well-suited to graphical reasoning, and exhibits rich dualities such as the Legendre-Fenchel transform,…
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…
The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…
We introduce new global and local inexact oracle concepts for a wide class of convex functions in composite convex minimization. Such inexact oracles naturally come from primal-dual framework, barrier smoothing, inexact computations of…
Many optimization problems arising in high-dimensional statistics decompose naturally into a sum of several terms, where the individual terms are relatively simple but the composite objective function can only be optimized with iterative…
This paper considers stochastic weakly convex optimization without the standard Lipschitz continuity assumption. Based on new adaptive regularization (stepsize) strategies, we show that a wide class of stochastic algorithms, including the…
This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…
We introduce a primal-dual framework for solving linearly constrained nonconvex composite optimization problems. Our approach is based on a newly developed Lagrangian, which incorporates \emph{false penalty} and dual smoothing terms. This…