Related papers: Directed Discrete Midpoint Convexity
Let $U\subseteq\mathbb{R}^d$ be open and convex. We prove that every (not necessarily Lipschitz or strongly) convex function $f:U\to\mathbb{R}$ can be approximated by real analytic convex functions, uniformly on all of $U$. We also show…
We study local asymptotic normality of M-estimates of convex minimization in an infinite dimensional parameter space. The objective function of M-estimates is not necessary differentiable and is possibly subject to convex constraints. In…
This paper develops and analyzes an online distributed proximal-gradient method (DPGM) for time-varying composite convex optimization problems. Each node of the network features a local cost that includes a smooth strongly convex function…
An invex function generalizes a convex function in the sense that every stationary point is a global minimizer. Recently, invex functions and their subclasses have attracted attention in signal processing and machine learning. However,…
The concept of convex compactness, weaker than the classical notion of compactness, is introduced and discussed. It is shown that a large class of convex subsets of topological vector spaces shares this property and that is can be used in…
This article reports an algorithm for multi-agent distributed optimization problems with a common decision variable, local linear equality and inequality constraints and set constraints with convergence rate guarantees.…
We propose a novel decomposition framework for the distributed optimization of Difference Convex (DC)-type nonseparable sum-utility functions subject to coupling convex constraints. A major contribution of the paper is to develop for the…
We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…
In this paper, we derive new estimates for the remainder term of the midpoint, trapezoid, and Simpson formulae for functions whose derivatives in absolute value at certain power are quasi-convex. Some applications to special means of real…
This paper presents an algorithm to solve non-convex optimal control problems, where non-convexity can arise from nonlinear dynamics, and non-convex state and control constraints. This paper assumes that the state and control constraints…
The curvature regularities are well-known for providing strong priors in the continuity of edges, which have been applied to a wide range of applications in image processing and computer vision. However, these models are usually non-convex,…
In this work, we present the convergence analysis of one-point large deviations rate functions (LDRFs) of the spatial finite difference method (FDM) for stochastic wave equations with small noise, which is essentially about the asymptotical…
We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…
Submodular Functions are a special class of set functions, which generalize several information-theoretic quantities such as entropy and mutual information [1]. Submodular functions have subgradients and subdifferentials [2] and admit…
This paper introduces a novel inexact gradient descent method with momentum (IGDm) considered as a general framework for various first-order methods with momentum. This includes, in particular, the inexact proximal point method (IPPm),…
We show that $C^0$-fine approximation of convex functions by smooth (or real analytic) convex functions on $\R^d$ is possible in general if and only if $d=1$. Nevertheless, for $d\geq 2$ we give a characterization of the class of convex…
By considering a fixed point in unit disk $\Delta$, a new class of univalent convex functions is defined. Coefficient inequalities, integral operator and extreme points of this class are obtained.
This paper proposes and develops inexact proximal methods for finding stationary points of the sum of a smooth function and a nonsmooth weakly convex one, where an error is present in the calculation of the proximal mapping of the nonsmooth…
We derive new prox-functions on the simplex from additive random utility models of discrete choice. They are convex conjugates of the corresponding surplus functions. In particular, we explicitly derive the convexity parameter of discrete…
Saddle-point models arise throughout optimization, optimal transport, robust learning, and control. In many applications, the relevant function f(x,y) is convex in x and concave in y, and preserving this geometry is essential for obtaining…