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Nearly convex sets play important roles in convex analysis, optimization and theory of monotone operators. We give a systematic study of nearly convex sets, and construct examples of subdifferentials of lower semicontinuous convex functions…

Optimization and Control · Mathematics 2015-07-28 Sarah M. Moffat , Walaa M. Moursi , Xianfu Wang

This paper introduces a new subtraction operation for convex sets, which defines their difference as a collection of inclusion-minimal convex sets with appropriate definitions of linear operations on them. With these operations the set of…

Optimization and Control · Mathematics 2018-06-18 Evgeni Nurminski , Stan Uryasev

We propose a notion of operator monotonicity for functions of several variables, which extends the well known notion of operator monotonicity for functions of only one variable. The notion is chosen such that a fundamental relationship…

Operator Algebras · Mathematics 2007-05-23 Frank Hansen

A key idea in convex optimization theory is to use well-structured affine functions to approximate general functions, leading to impactful developments in conjugate functions and convex duality theory. This raises the question: what are the…

Optimization and Control · Mathematics 2025-04-22 Ningji Wei

Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…

Machine Learning · Computer Science 2016-02-24 Francis Bach

In this note we provide a full conjugacy and subdifferential calculus for convex convex-composite functions in finite-dimensional space. Our approach, based on infimal convolution and cone-convexity, is straightforward and yields the…

Optimization and Control · Mathematics 2019-08-22 James V. Burke , Tim Hoheisel , Quang V. Nguyen

In this paper we introduce two conceptual algorithms for minimising abstract convex functions. Both algorithms rely on solving a proximal-type subproblem with an abstract Bregman distance based proximal term. We prove their convergence when…

Optimization and Control · Mathematics 2026-01-09 Reinier Díaz Millán , Julien Ugon

The main contribution of this paper is that every convex function with non-empty relative algebraic interior of its domain is Lipschitz and subdifferentiable in some algebraic sense without any additional topological constraints. The…

Optimization and Control · Mathematics 2016-11-09 Dmytro Voloshyn

The first part of the paper provides new characterizations of the normal cone to the effective domain of the supremum of an arbitrary family of convex functions. These results are applied in the second part to give new formulas for the…

Optimization and Control · Mathematics 2020-12-10 R. Correa , A. Hantoute , M. A. López

We provide a new proof for maximal monotonicity of the subdifferential of a convex function.

Functional Analysis · Mathematics 2024-08-05 Milen Ivanov , Nadia Zlateva

Within convex analysis, a rich theory with various applications has been evolving since the proximal average of convex functions was first introduced over a decade ago. When one considers the subdifferential of the proximal average, a…

Optimization and Control · Mathematics 2015-05-12 Sedi Bartz , Heinz H. Bauschke , Sarah M. Moffat , Xianfu Wang

We generalize and improve the original characterization given by Valadier [18, Theorem 1] of the subdifferential of the pointwise supremum of convex functions, involving the subdifferentials of the data functions at nearby points. We remove…

Optimization and Control · Mathematics 2017-07-13 R. Correa , A. Hantoute , M. A. López

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

The most important open problem in Monotone Operator Theory concerns the maximal monotonicity of the sum of two maximal monotone operators provided that Rockafellar's constraint qualification holds. In this note, we provide a new maximal…

Functional Analysis · Mathematics 2010-01-05 Heinz H. Bauschke , Xianfu Wang , Liangjin Yao

We introduce and investigate a new generalized convexity notion for functions called prox-convexity. The proximity operator of such a function is single-valued and firmly nonexpansive. We provide examples of (strongly) quasiconvex, weakly…

Optimization and Control · Mathematics 2021-11-30 Sorin-Mihai Grad , Felipe Lara

The paper is devoted to a comprehensive second-order study of a remarkable class of convex extended-real-valued functions that is highly important in many aspects of nonlinear and variational analysis, specifically those related to…

Optimization and Control · Mathematics 2015-07-21 Boris S. Mordukhovich , M. Ebrahim Sarabi

Monotone operator theory and fixed point theory for nonexpansive mappings are central areas in modern nonlinear analysis and optimization. Although these areas are fairly well developed, almost all examples published are based on…

Functional Analysis · Mathematics 2018-05-25 Heinz H. Bauschke , Levi Miller , Walaa M. Moursi

A differentiable function is pseudoconvex if and only if its restrictions over straight lines are pseudoconvex. A differentiable function depending on one variable, defined on some closed interval $[a,b]$ is pseudoconvex if and only if…

Optimization and Control · Mathematics 2019-11-19 Vsevolod Ivanov Ivanov

In this paper we analyze a class of nonconvex optimization problem from the viewpoint of abstract convexity. Using the respective generalizations of the subgradient we propose an abstract notion proximal operator and derive a number of…

Optimization and Control · Mathematics 2024-02-29 Ewa Bednarczuk , Dirk Lorenz , The Hung Tran

Computing explicitly the {\epsilon}-subdifferential of a proper function amounts to computing the level set of a convex function namely the conjugate minus a linear function. The resulting theoretical algorithm is applied to the the class…

Optimization and Control · Mathematics 2017-09-26 Anuj Bajaj , Warren Hare , Yves Lucet