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We provide a general approach to Lipschitz regularity of solutions for a large class of vector-valued, nonautonomous variational problems exhibiting nonuniform ellipticity. The functionals considered here range amongst those with unbalanced…

Analysis of PDEs · Mathematics 2021-08-02 Cristiana De Filippis , Giuseppe Mingione

We prove a rate of convergence for finite element approximations of stationary, second-order mean field games with nondifferentiable Hamiltonians posed in general bounded polytopal Lipschitz domains with strongly monotone running costs. In…

Numerical Analysis · Mathematics 2026-03-20 Yohance A. P. Osborne , Iain Smears

Projected policy gradient (PPG) is a basic policy optimization method in reinforcement learning. Given access to exact policy evaluations, previous studies have established the sublinear convergence of PPG for sufficiently small step sizes…

Optimization and Control · Mathematics 2024-09-19 Jiacai Liu , Wenye Li , Dachao Lin , Ke Wei , Zhihua Zhang

We introduce a new regularizer in the total variation family that promotes reconstructions with a given Lipschitz constant (which can also vary spatially). We prove regularizing properties of this functional and investigate its connections…

Numerical Analysis · Mathematics 2019-03-13 Martin Burger , Yury Korolev , Carola-Bibiane Schönlieb , Christiane Stollenwerk

This work advances knowledge of the threshold of prox-boundedness of a function; an important concern in the use of proximal point optimization algorithms and in determining the existence of the Moreau envelope of the function. In finite…

Optimization and Control · Mathematics 2019-09-12 Chayne Planiden

We consider the subgradient method with constant step size for minimizing locally Lipschitz semi-algebraic functions. In order to analyze the behavior of its iterates in the vicinity of a local minimum, we introduce a notion of discrete…

Optimization and Control · Mathematics 2023-03-08 Cédric Josz , Lexiao Lai

In cooperative game theory, the primary focus is the equitable allocation of payoffs or costs among agents. However, in the practical applications of cooperative games, accurately representing games is challenging. In such cases, using an…

Computer Science and Game Theory · Computer Science 2024-05-21 Soh Kumabe , Yuichi Yoshida

We show that H\"older continuity of the gradient is not only a sufficient condition, but also a necessary condition for the existence of a global upper bound on the error of the first-order Taylor approximation. We also relate this global…

Optimization and Control · Mathematics 2020-01-23 Guillaume O. Berger , P. -A. Absil , Raphaël M. Jungers , Yurii Nesterov

The self-concordant-like property of a smooth convex function is a new analytical structure that generalizes the self-concordant notion. While a wide variety of important applications feature the self-concordant-like property, this concept…

Optimization and Control · Mathematics 2018-01-23 Quoc Tran-Dinh , Yen-Huan Li , Volkan Cevher

We discuss $p$-variation regularity of real-valued functions defined on $[0,T]^2$, based on rectangular increments. When $p>1$, there are two slightly different notions of $p$-variation; both of which are useful in the context of Gaussian…

Probability · Mathematics 2011-02-23 Peter Friz , Nicolas Victoir

Rademacher theorem asserts that Lipschitz continuous functions between Euclidean spaces are differentiable almost everywhere. In this work we extend this result to set-valued maps using an adequate notion of set-valued differentiability…

Classical Analysis and ODEs · Mathematics 2022-12-14 Aris Daniilidis , Marc Quincampoix

We examine $L^p$-viscosity solutions to fully nonlinear elliptic equations with bounded-measurable ingredients. By considering $p_0<p<d$, we focus on gradient-regularity estimates stemming from nonlinear potentials. We find conditions for…

Analysis of PDEs · Mathematics 2022-09-07 Edgard A. Pimentel , Miguel Walker

Particle gradient descent, which uses particles to represent a probability measure and performs gradient descent on particles in parallel, is widely used to optimize functions of probability measures. This paper considers particle gradient…

Machine Learning · Computer Science 2023-02-10 Hadi Daneshmand , Jason D. Lee , Chi Jin

In this paper, we prove the local gradient estimate for harmonic functions on complete, noncompact Finsler measure spaces under the condition that the weighted Ricci curvature has a lower bound. As applications, we obtain Liouville type…

Analysis of PDEs · Mathematics 2013-12-18 Chao Xia

We study the Dirichlet problem of the following discrete infinity Laplace equation on a subgraph with finite width $$\Delta_{\infty} u(x) = \inf_{y \sim x}u(y)+\sup_{y \sim x}u(y)-2u(x) = f(x).$$ We say that a subgraph has finite width if…

Analysis of PDEs · Mathematics 2023-11-06 Fengwen Han , Tao Wang

This paper studies a mean field game inspired by crowd motion in which agents evolve in a compact domain and want to reach its boundary minimizing the sum of their travel time and a given boundary cost. Interactions between agents occur…

Optimization and Control · Mathematics 2020-01-31 Samer Dweik , Guilherme Mazanti

We establish a gradient estimate for a very weak solution to a quasilinear elliptic equation with a nonstandard growth condition, which is a natural generalization of the $p$-Laplace equation. We investigate the maximum extent for the…

Analysis of PDEs · Mathematics 2022-02-14 Sun-Sig Byun , Minkyu Lim

We present a general way of defining various reduction games on \omega\ which "represent" corresponding topologically defined classes of functions. In particular, we will show how to construct games for piecewise defined functions, for…

Logic · Mathematics 2011-12-01 Luca Motto Ros

In this note, we establish the Lipschitz continuity of finite-dimensional globally convex functions on all given balls and global Lipschitz continuity for eligible functions of that type. The Lipschitz constants in both situations draw…

Optimization and Control · Mathematics 2024-08-02 Pham Duy Khanh , Vu Vinh Huy Khoa , Vo Thanh Phat , Le Duc Viet

The classical Rellich inequalities imply that the $L^2$-norms of the normal and tangential derivatives of a harmonic function are equivalent. In this note, we prove several refined inequalities, which make sense even if the domain is not…

Analysis of PDEs · Mathematics 2022-09-20 Siddhant Agrawal , Thomas Alazard