Related papers: Smooth approximation is not a selection principle …
In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…
An important problem that arises in many engineering applications is the boundary value problem for ordinary differential equations. There have been many computational methods proposed for dealing with this problem. The convergence of the…
We consider the problem of minimizing a convex function over the intersection of finitely many simple sets which are easy to project onto. This is an important problem arising in various domains such as machine learning. The main difficulty…
We prove an enhanced limit theorem for additive functionals of a multi-dimensional Volterra process $(y_t)_{t\geq 0}$ in the rough path topology. As an application, we establish weak convergence as $\varepsilon\to 0$ of the solution of the…
In this Note, we study a transport-diffusion equation with rough coefficients and we prove that solutions are unique in a low-regularity class.
In this paper, we address a manifold constrained nonsmooth optimization problem involving the composition of a weakly convex function and a smooth mapping under the availability of a parametrization of the manifold. To find a stationary…
We study a selection problem for degenerate viscous Hamilton--Jacobi equations with convex Hamiltonians, in which the approximation procedure combines a nonlinear discounted approximation with a small potential perturbation. A key question…
Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…
Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the nonsmooth objective is equipped with…
We consider a sequence of approximate solutions to the compressible Euler system admitting uniform energy bounds and/or satisfying the relevant field equations modulo an error vanishing in the asymptotic limit. We show that such a sequence…
We establish that solving an optimal transportation problem in which the source and target densities are defined on manifolds with different dimensions, is equivalent to solving a new nonlocal analog of the Monge-Amp\`ere equation,…
We consider a suboptimal solution path algorithm for the Support Vector Machine. The solution path algorithm is an effective tool for solving a sequence of a parametrized optimization problems in machine learning. The path of the solutions…
We investigate the well-posedness and approximation of mild solutions to a class of linear transport equations on the unit interval $[0,1]$ endowed with a linear discontinuous production term, formulated in the space $\mathcal{M}([0,1])$ of…
Variable projection solves structured optimization problems by completely minimizing over a subset of the variables while iterating over the remaining variables. Over the last 30 years, the technique has been widely used, with empirical and…
In this paper, we introduce a stochastic projected subgradient method for weakly convex (i.e., uniformly prox-regular) nonsmooth, nonconvex functions---a wide class of functions which includes the additive and convex composite classes. At a…
We deal with the vanishing viscosity scheme for the transport/continuity equation $\partial_t u + \text{div }(u\boldsymbol{b} ) = 0$ drifted by a divergence-free vector field $\boldsymbol{b}$. Under general Sobolev assumptions on…
The quadratically regularized optimal transport problem is empirically known to have sparse solutions: its optimal coupling $\pi_{\varepsilon}$ has sparse support for small regularization parameter $\varepsilon$, in contrast to entropic…
In this paper, we study the property of weak approximation with Brauer-Manin obstruction for surfaces with respect to field extensions of number fields. For any nontrivial extension of number fields L/K, assuming a conjecture of M. Stoll,…
This article is concerned with the study of weak solutions of a linear transport equation on a bounded domain with coupled boundary data for general non smooth space and time dependent velocity fields. The existence of solutions, its…
We study a perturbation theory for embedding gravity equations in a background for which corrections to the embedding function are linear with respect to corrections to the flat metric. The arbitrariness remaining after solving the…