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Subdifferentials (in the sense of convex analysis) of matrix-valued functions defined on $\mathbb{R}^d$ that are convex with respect to the L\"{o}wner partial order can have a complicated structure and might be very difficult to compute…

Optimization and Control · Mathematics 2024-07-22 M. V. Dolgopolik

This note deals with certain properties of convex functions. We provide results on the convexity of the set of minima of these functions, the behaviour of their subgradient set under restriction, and optimization of these functions over an…

Optimization and Control · Mathematics 2017-03-21 Miel Sharf , Daniel Zelazo

We give an example of a convex, finite and lower semicontinuous function whose subdifferential is everywhere empty. This is possible since the function is defined on an incomplete normed space. The function serves as a universal…

Optimization and Control · Mathematics 2024-09-30 Gerd Wachsmuth

This article characterizes conjugates and subdifferentials of convex integral functionals over linear spaces of cadlag stochastic processes. The approach is based on new measurability results on the Skorokhod space and new interchange rules…

Optimization and Control · Mathematics 2018-12-12 Ari-Pekka Perkkiö , Erick Treviño-Aguilar

We consider the space of convex functions defined in the Euclidean $n$-dimensional space, which are lower semi-continuous and tend to infinity at infinity. We study real-valued valuations defined on this space of functions, which are…

Metric Geometry · Mathematics 2015-08-04 L. Cavallina , A. Colesanti

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

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

We analyze matrix convex functions of a fixed order defined on a real interval by differential methods as opposed to the characterization in terms of divided differences given by Kraus. We obtain for each order conditions for matrix…

Operator Algebras · Mathematics 2007-05-23 Frank Hansen , Jun Tomiyama

In this paper we show how the superquadratic functions can be used as a tool for researching other types of convex functions like $\phi $-convexity, strong-convexity and uniform convexity. We show how to use inequalities satisfied by…

Functional Analysis · Mathematics 2024-08-15 Shoshana Abramovich

We construct valuations on the space of finite-valued convex functions using integration of differential forms over the differential cycle associated to a convex function. We describe the kernel of this procedure and show that the…

Metric Geometry · Mathematics 2021-10-18 Jonas Knoerr

Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…

Machine Learning · Computer Science 2019-05-07 Andrew An Bian , Baharan Mirzasoleiman , Joachim M. Buhmann , Andreas Krause

We show that many important convex matrix functions can be represented as the partial infimal projection of the generalized matrix fractional (GMF) and a relatively simple convex function. This representation provides conditions under which…

Optimization and Control · Mathematics 2019-05-13 James V. Burke , Yuan Gao , Tim Hoheisel

The paper deals with the optimal control problem described by second order evolution differential inclusions; to this end first we use an auxiliary problem with second order discrete and discrete-approximate inclusions. Then applying…

Optimization and Control · Mathematics 2019-06-18 Elimhan N. Mahmudov

We investigate the method of conjugate gradients, exploiting inaccurate matrix-vector products, for the solution of convex quadratic optimization problems. Theoretical performance bounds are derived, and the necessary quantities occurring…

Numerical Analysis · Computer Science 2020-09-22 S. Gratton , E. Simon , D. Titley-Peloquin , Ph. L. Toint

A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…

Optimization and Control · Mathematics 2012-07-24 Andreas H. Hamel , Carola Schrage

In this paper we develop general formulas for the subdifferential of the pointwise supremum of convex functions, which cover and unify both the compact continuous and the non-compact non-continuous settings. From the non-continuous to the…

Optimization and Control · Mathematics 2020-04-03 Rafael Correa , Abderrahim Hantoute , Marco Antonio López

A broad range of inverse problems can be abstracted into the problem of minimizing the sum of several convex functions in a Hilbert space. We propose a proximal decomposition algorithm for solving this problem with an arbitrary number of…

Optimization and Control · Mathematics 2009-11-13 Patrick L. Combettes , Jean-Christophe Pesquet

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

Generalized polyhedral convex sets, generalized polyhedral convex functions on locally convex Hausdorff topological vector spaces, and the related constructions such as sum of sets, sum of functions, directional derivative, infimal…

Optimization and Control · Mathematics 2017-05-22 Nguyen Ngoc Luan , Jen-Chih Yao , Nguyen Dong Yen

We show how an operation of inf-convolution can be used to approximate convex functions with $C^{1}$ smooth convex functions on Riemannian manifolds with nonpositive curvature (in a manner that not only is explicit but also preserves some…

Differential Geometry · Mathematics 2007-05-23 Daniel Azagra , Juan Ferrera