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We study the non-smooth optimization problems in machine learning, where both the loss function and the regularizer are non-smooth functions. Previous studies on efficient empirical loss minimization assume either a smooth loss function or…

Machine Learning · Computer Science 2013-07-29 Tianbao Yang , Mehrdad Mahdavi , Rong Jin , Shenghuo Zhu

A rational approximation by a ratio of polynomial functions is a flexible alternative to polynomial approximation. In particular, rational functions exhibit accurate estimations to nonsmooth and non- Lipschitz functions, where polynomial…

Optimization and Control · Mathematics 2020-02-27 V. Peiris , N. Sharon , N. Sukhorukova J. Ugon

We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…

Optimization and Control · Mathematics 2018-09-25 John Duchi , Feng Ruan

We present a new algorithm for solving optimization problems with objective functions that are the sum of a smooth function and a (potentially) nonsmooth regularization function, and nonlinear equality constraints. The algorithm may be…

Optimization and Control · Mathematics 2024-04-12 Yutong Dai , Xiaoyi Qu , Daniel P. Robinson

We consider distributions on a closed compact manifold $M$ as maps on smoothing operators. Thus spaces of certain maps between $\Psi^{-\infty}(M)\to \mathcal{C}^{\infty}(M)$ are considered as generalized functions. For any collection of…

Analysis of PDEs · Mathematics 2009-06-09 Shantanu Dave

In this work, we study the well-posedness of certain sparse regularized linear regression problems, i.e., the existence, uniqueness and continuity of the solution map with respect to the data. We focus on regularization functions that are…

Statistics Theory · Mathematics 2024-09-06 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

Although the property of strong metric subregularity of set-valued mappings has been present in the literature under various names and with various definitions for more than two decades, it has attracted much less attention than its older…

Optimization and Control · Mathematics 2018-05-15 Radek Cibulka , Asen Dontchev , Alexander Kruger

The geometric problem of estimating an unknown compact convex set from evaluations of its support function arises in a range of scientific and engineering applications. Traditional approaches typically rely on estimators that minimize the…

Statistics Theory · Mathematics 2021-02-26 Yong Sheng Soh , Venkat Chandrasekaran

In this work, we propose and study a framework of generalized proximal point algorithms associated with a maximally monotone operator. We indicate sufficient conditions on the regularization and relaxation parameters of generalized proximal…

Optimization and Control · Mathematics 2022-03-29 Hui Ouyang

We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…

Optimization and Control · Mathematics 2020-01-30 Coralia Cartis , Nick Gould , Philippe L. Toint

We show how to infer sharp partial regularity results for relaxed minimizers of degenerate, nonuniformly elliptic quasiconvex functionals, using tools from Nonlinear Potential Theory. In particular, in the setting of functionals with…

Analysis of PDEs · Mathematics 2022-04-12 Cristiana De Filippis

Proximal gradient methods are a popular tool for the solution of structured, nonsmooth minimization problems. In this work, we investigate an extension of the former to general Banach spaces and provide worst-case convergence rates for,…

Optimization and Control · Mathematics 2025-09-30 Gerd Wachsmuth , Daniel Walter

Some properties of generalized convexity for sets and for functions are identified in case of the reliability polynomials of two dual minimal networks. A method of approximating the reliability polynomials of two dual minimal network is…

Discrete Mathematics · Computer Science 2021-12-14 Gabriela Cristescu , Vlad-Florin Dragoi , Sorin-Horatiu Hoara

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

Optimization and Control · Mathematics 2021-12-20 Yiyuan She , Zhifeng Wang , Jiuwu Jin

This paper is concerned with the regularity of shape optimizers of a class of isoperimetric problems under convexity constraint. We prove that minimizers of the sum of the perimeter and a perturbative term, among convex shapes, are C…

Optimization and Control · Mathematics 2024-02-02 Jimmy Lamboley , Raphaël Prunier

This paper presents a study of generalized polyhedral convexity under basic operations on multifunctions. We address the preservation of generalized polyhedral convexity under sums and compositions of multifunctions, the domains and ranges…

Optimization and Control · Mathematics 2023-10-19 Nguyen Ngoc Luan , Nguyen Mau Nam , Nguyen Dong Yen

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave…

Probability · Mathematics 2021-05-25 Peter Baxendale , Ting-Kam Leonard Wong

We show that the set of fixed points of the average of two resolvents can be found from the set of fixed points for compositions of two resolvents associated with scaled monotone operators. Recently, the proximal average has attracted…

Functional Analysis · Mathematics 2010-03-26 Xianfu Wang , Heinz H. Bauschke

In the first part of this doctoral thesis we develop a regularity theory for a polyconvex functional in compressible elasticity. In the second part, we will concentrate on uniqueness questions in various situations of finite elasticity.…

Analysis of PDEs · Mathematics 2022-10-27 Marcel Dengler

Optimization problems with rank constraints appear in many diverse fields such as control, machine learning and image analysis. Since the rank constraint is non-convex, these problems are often approximately solved via convex relaxations.…

Optimization and Control · Mathematics 2018-11-12 Christian Grussler , Pontus Giselsson
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