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In this paper we propose distributed dual gradient algorithms for linearly constrained separable convex problems and analyze their rate of convergence under different assumptions. Under the strong convexity assumption on the primal…

Optimization and Control · Mathematics 2014-02-04 Ion Necoara , Valentin Nedelcu

Block-coordinate algorithms are recognized to furnish efficient iterative schemes for addressing large-scale problems, especially when the computation of full derivatives entails substantial memory requirements and computational efforts. In…

Optimization and Control · Mathematics 2025-04-16 Pedro Pérez-Aros , David Torregrosa-Belén

We use the framework of a type of abstract convexity ($\Phi_{lsc}$-convexity) to investigate properties of lower semicontinuous quadratically minorized functions in Hilbert spaces. A new result, which states that, for every local…

Optimization and Control · Mathematics 2020-04-13 Monika Syga

In this paper, we study convex optimization problems where agents of a network cooperatively minimize the global objective function which consists of multiple local objective functions. Different from most of the existing works, the local…

Optimization and Control · Mathematics 2024-10-30 Huaqing Li , Lifeng Zheng , Zheng Wang , Yu Yan , Liping Feng , Jing Guo

The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant $L$. However, in many settings the…

Optimization and Control · Mathematics 2017-10-11 Haihao Lu , Robert M. Freund , Yurii Nesterov

In this paper we develop a geometric approach to convex subdifferential calculus in finite dimensions with employing some ideas of modern variational analysis. This approach allows us to obtain natural and rather easy proofs of basic…

Optimization and Control · Mathematics 2015-10-06 Boris Mordukhovich , Nguyen Mau Nam

We present a subgradient method for minimizing non-smooth, non-Lipschitz convex optimization problems. The only structure assumed is that a strictly feasible point is known. We extend the work of Renegar [5] by taking a different…

Optimization and Control · Mathematics 2018-02-28 Benjamin Grimmer

This paper introduces a subgradient extragradient algorithm with a conjugate gradient-type direction to solve pseudomonotone variational inequality problems in Hilbert spaces. The algorithm features a self-adaptive strategy that eliminates…

Optimization and Control · Mathematics 2025-05-07 Ibrahim Arzuka , Parin Chaipunya , Poom Kumam

Submodular functions are relevant to machine learning for at least two reasons: (1) some problems may be expressed directly as the optimization of submodular functions and (2) the lovasz extension of submodular functions provides a useful…

Machine Learning · Computer Science 2013-10-09 Francis Bach

This work considers the question: what convergence guarantees does the stochastic subgradient method have in the absence of smoothness and convexity? We prove that the stochastic subgradient method, on any semialgebraic locally Lipschitz…

Optimization and Control · Mathematics 2018-05-29 Damek Davis , Dmitriy Drusvyatskiy , Sham Kakade , Jason D. Lee

We analyze a preconditioned subgradient method for optimizing composite functions $h \circ c$, where $h$ is a locally Lipschitz function and $c$ is a smooth nonlinear mapping. We prove that when $c$ satisfies a constant rank property and…

Optimization and Control · Mathematics 2022-12-29 Damek Davis , Tao Jiang

The problem of minimizing the difference of two lower semicontinuous, proper, convex functions (a DC function) on a nonempty closed convex set in a locally convex Hausdorff topological vector space is studied in this paper. The focus is…

Optimization and Control · Mathematics 2024-12-02 Vu Thi Huong , Duong Thi Kim Huyen , Nguyen Dong Yen

In this paper, we consider the problem of minimizing the sum of two convex functions subject to linear linking constraints. The classical alternating direction type methods usually assume that the two convex functions have relatively easy…

Optimization and Control · Mathematics 2015-07-10 Tianyi Lin , Shiqian Ma , Shuzhong Zhang

This paper is devoted to the study of generalized differentiation properties of the infimal convolution. This class of functions covers a large spectrum of nonsmooth functions well known in the literature. The subdifferential formulas…

Optimization and Control · Mathematics 2014-11-04 Nguyen Mau Nam , Dang Van Cuong

The subdifferential of a function is a generalization for nonsmooth functions of the concept of gradient. It is frequently used in variational analysis, particularly in the context of nonsmooth optimization. The present work proposes…

Optimization and Control · Mathematics 2016-09-13 Charles Audet , Warren Hare

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

We consider gradient flow/gradient descent and heavy ball/accelerated gradient descent optimization for convex objective functions. In the gradient flow case, we prove the following: 1. If $f$ does not have a minimizer, the convergence…

Optimization and Control · Mathematics 2023-10-27 Jonathan W. Siegel , Stephan Wojtowytsch

We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…

Optimization and Control · Mathematics 2025-10-20 Simon Michalowsky , Carsten Scherer , Christian Ebenbauer

This work provides formulae for the $\epsilon$-subdifferential of integral functions in the framework of complete $\sigma$-finite measure spaces and locally convex spaces. In this work we present here new formulae for this…

Optimization and Control · Mathematics 2019-09-09 Rafael Correa , Abderrahim Hantoute , Pedro Pérez-Aros

This paper deals with the new concept of interval whose both the bounds themselves are also intervals. We name this new type of interval as Type-2 interval. Here we have introduced Type-2 interval-valued function and its properties. To…

Functional Analysis · Mathematics 2019-07-02 Md Sadikur Rahman , Ali Akbar Shaikh , Asoke Kumar Bhunia
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