Related papers: More Virtuous Smoothing

We revisit the smooth convex-concave bilinearly-coupled saddle-point problem of the form $\min_x\max_y f(x) + \langle y,\mathbf{B} x\rangle - g(y)$. In the highly specific case where each of the functions $f(x)$ and $g(y)$ is either affine…

We study one class of continuous functions $f$ defined on segment $[0,1]$ by equality $$ f(x)=\delta_{\alpha_1(x)1}+\sum^{\infty}_{k=2}\left[\delta_{\alpha_k(x)k}\prod^{k-1}_{j=1}g_{\alpha_j…

The idea of partial smoothness in optimization blends certain smooth and nonsmooth properties of feasible regions and objective functions. As a consequence, the standard first-order conditions guarantee that diverse iterative algorithms…

We study the problem of global maximization of a function f given a finite number of evaluations perturbed by noise. We consider a very weak assumption on the function, namely that it is locally smooth (in some precise sense) with respect…

Here is a sample of the results proved in this paper: Let $f:{\bf R}\to {\bf R}$ be a continuous function, let $\rho>0$ and let $\omega:[0,\rho[\to [0,+\infty[$ be a continuous increasing function such that $\lim_{\xi\to…

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Coven and Meyerowitz formulated two conditions which have since been conjectured to characterize all finite sets that tile the integers by translation. By periodicity, this conjecture is reduced to sets which tile a finite cyclic group…

This paper studies first order methods for solving smooth minimax optimization problems $\min_x \max_y g(x,y)$ where $g(\cdot,\cdot)$ is smooth and $g(x,\cdot)$ is concave for each $x$. In terms of $g(\cdot,y)$, we consider two settings --…

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 $f(x)$…

In this paper we provide in $\bFp$ expanding lower bounds for two variables functions $f(x,y)$ in connection with the product set or the sumset. The sum-product problem has been hugely studied in the recent past. A typical result in…

In this paper we prove that there exists a smooth classical solution to the HJB equation for a large class of constrained problems with utility functions that are not necessarily differentiable or strictly concave. The value function is…

In this paper, we consider the problem of minimizing a difference-of-convex objective over a nonlinear conic constraint, where the cone is closed, convex, pointed and has a nonempty interior. We assume that the support function of a compact…

The classical ``$H=W$" theorem establishes the identity between two function spaces on an arbitrary nonempty open set in the Euclidean spaces: the space $W$ defined via weak derivatives, and the space $H$ defined as the closure of smooth…

Let $\omega_\varphi^k(f,\delta)_{w,L_q}$ be the Ditzian-Totik modulus with weight $w$, $M^k$ be the cone of $k$-monotone functions on $(-1,1)$, i.e., those functions whose $k$th divided differences are nonnegative for all selections of…

We define and study classes of smooth functions which are less regular than Gevrey functions. To that end we introduce two-parameter dependent sequences which do not satisfy Komatsu's condition (M.2)', which implies stability under…

We study the problem of optimizing a function under a \emph{budgeted number of evaluations}. We only assume that the function is \emph{locally} smooth around one of its global optima. The difficulty of optimization is measured in terms of…

Let f be a non-negative concave function on the positive half-line. Let A and B be two positive matrices. Then, for all symmetric norms, || f(A+B) || is less than || f(A)+f(B) ||. When f is operator concave, this was proved by Ando and…

We consider the family of all meromorphic functions $f$ of the form $$ f(z)=\frac{1}{z}+b_0+b_1z+b_2z^2+\cdots $$ analytic and locally univalent in the puncture disk $\mathbb{D}_0:=\{z\in\mathbb{C}:\,0<|z|<1\}$. Our first objective in this…

We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…

This paper studies the long-existing idea of adding a nice smooth function to "smooth" a non-differentiable objective function in the context of sparse optimization, in particular, the minimization of $||x||_1+1/(2\alpha)||x||_2^2$, where…