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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…

Classical Analysis and ODEs · Mathematics 2012-07-12 Imdat Iscan

We study a family of (potentially non-convex) constrained optimization problems with convex composite structure. Through a novel analysis of non-smooth geometry, we show that proximal-type algorithms applied to exact penalty formulations of…

Optimization and Control · Mathematics 2019-03-04 Yu Bai , John Duchi , Song Mei

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods…

Machine Learning · Statistics 2014-03-19 Jason D. Lee , Yuekai Sun , Michael A. Saunders

We introduce the concept of inexact first-order oracle of degree q for a possibly nonconvex and nonsmooth function, which naturally appears in the context of approximate gradient, weak level of smoothness and other situations. Our…

Optimization and Control · Mathematics 2024-01-22 Yassine Nabou , Francois Glineur , Ion Necoara

In this paper we present an inexact proximal point method for variational inequality problem on Hadamard manifolds and study its convergence properties. The proposed algorithm is inexact in two sense. First, each proximal subproblem is…

Optimization and Control · Mathematics 2021-03-04 G. C. Bento , O. P. Ferreira , E. A. Papa Quiroz

Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…

Optimization and Control · Mathematics 2022-01-28 Digvijay Boob , Qi Deng , Guanghui Lan

We propose a variable metric framework for minimizing the sum of a self-concordant function and a possibly non-smooth convex function, endowed with an easily computable proximal operator. We theoretically establish the convergence of our…

Machine Learning · Statistics 2014-04-15 Quoc Tran-Dinh , Anastasios Kyrillidis , Volkan Cevher

We prove mixed weak estimates of Sawyer type for fractional operators. More precisely, let $\mathcal{T}$ be either the maximal fractional function $M_\gamma$ or the fractional integral operator $I_\gamma$, $0<\gamma<n$, $1\leq p<n/\gamma$…

Analysis of PDEs · Mathematics 2017-12-25 Fabio Berra , Marilina Carena , Gladis Pradolini

The log-sum penalty is often adopted as a replacement for the $\ell_0$ pseudo-norm in compressive sensing and low-rank optimization. The hard-thresholding operator, i.e., the proximity operator of the $\ell_0$ penalty, plays an essential…

Optimization and Control · Mathematics 2021-03-09 Ashley Prater-Bennette , Lixin Shen , Erin E. Tripp

The (delta-) normal cone to an arbitrary intersection of sublevel sets of proper, lower semicontinuous, and convex functions is characterized, using either epsilon-subdifferentials at the nominal point or exact subdifferentials at nearby…

Optimization and Control · Mathematics 2017-10-30 Abderrahim Hantoute , Anton Svensson

Subgradient methods converge linearly on a convex function that grows sharply away from its solution set. In this work, we show that the same is true for sharp functions that are only weakly convex, provided that the subgradient methods are…

Optimization and Control · Mathematics 2018-03-08 Damek Davis , Dmitriy Drusvyatskiy , Kellie J. MacPhee , Courtney Paquette

Using a coupling argument, we establish a general weak law of large numbers for functionals of binomial point processes in d-dimensional space, with a limit that depends explicitly on the (possibly non-uniform) density of the point process.…

Probability · Mathematics 2007-05-23 Mathew D. Penrose , J. E. Yukich

This paper is devoted to studying the first-order variational analysis of non-convex and non-differentiable functions that may not be subdifferentially regular. To achieve this goal, we entirely rely on two concepts of directional…

Optimization and Control · Mathematics 2022-04-22 Ashkan Mohammadi

In this paper, we introduce and investigate a novel class of analytic and univalent functions of negative coefficients in the open unit disk. For this function class, we obtain characterization and distortion theorems as well as the radii…

Complex Variables · Mathematics 2017-10-11 P. N. Kamble , M. G. Shrigan , H. M. Srivastava

The use of proximal point operators for optimization can be computationally expensive when the dimensionality of a function (i.e., the number of variables) is high. In this study, we sought to reduce the cost of calculating proximal point…

Optimization and Control · Mathematics 2023-12-06 Wen-Liang Hwang , Chang-Wei Yueh

We prove boundedness and regularity estimates for weak solutions to a class of linear nonlocal equations involving integro-differential operators with almost no order of differentiability. In particular, we show that bounded weak solutions…

Analysis of PDEs · Mathematics 2025-03-04 Sven Jarohs , Moritz Kassmann , Tobias Weth

Convex and nonconvex finite-sum minimization arises in many scientific computing and machine learning applications. Recently, first-order and second-order methods where objective functions, gradients and Hessians are approximated by…

Optimization and Control · Mathematics 2020-05-12 Stefania Bellavia , Natasa Krejic , Benedetta Morini

Discrete convex functions are used in many areas, including operations research, discrete-event systems, game theory, and economics. The objective of this paper is to investigate basic operations such as direct sum, splitting, and…

Optimization and Control · Mathematics 2020-08-31 Kazuo Murota

In this manuscript we provide necessary and sufficient conditions for the $\textnormal{weak}(1,p)$ boundedness, $1< p<\infty,$ of discrete Fourier multipliers (Fourier multipliers on $\mathbb{Z}^n$). Our main goal is to apply the results…

Functional Analysis · Mathematics 2019-01-23 Duván Cardona

Our work considers the optimization of the sum of a non-smooth convex function and a finite family of composite convex functions, each one of which is composed of a convex function and a bounded linear operator. This type of problem is…

Optimization and Control · Mathematics 2019-08-30 Yu-Chao Tang , Chuan-Xi Zhu , Meng Wen , Ji-Gen Peng