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We investigate conditions of optimality for an infinite horizon control problem and consider their correspondence with the value function. Assuming Lipschitz continuity of the value function, we prove that sensitivity relations plus the…

Optimization and Control · Mathematics 2016-07-20 Dmitry Khlopin

This paper introduces new parameterizations of equilibrium neural networks, i.e. networks defined by implicit equations. This model class includes standard multilayer and residual networks as special cases. The new parameterization admits a…

Machine Learning · Computer Science 2020-10-06 Max Revay , Ruigang Wang , Ian R. Manchester

This paper examines the asymptotic convergence properties of Lipschitz interpolation methods within the context of bounded stochastic noise. In the first part of the paper, we establish probabilistic consistency guarantees of the classical…

Optimization and Control · Mathematics 2023-10-12 Julien Walden Huang , Stephen Roberts , Jan-Peter Calliess

Rational filter functions can be used to improve convergence of contour-based eigensolvers, a popular family of algorithms for the solution of the interior eigenvalue problem. We present a framework for the optimization of rational filters…

Computational Engineering, Finance, and Science · Computer Science 2017-05-01 Jan Winkelmann , Edoardo Di Napoli

In this paper, we consider a finite-dimensional optimization problem minimizing a continuous objective on a compact domain subject to a multi-dimensional constraint function. For the latter, we assume the availability of a global Lipschitz…

Optimization and Control · Mathematics 2026-02-11 Adrian Göß , Alexander Martin , Sebastian Pokutta , Kartikey Sharma

We consider a one--particle bound quantum mechanical system governed by a Schr\"odinger operator $\mathscr{H} = -\Delta + v\,f(r)$, where $f(r)$ is an attractive central potential, and $v>0$ is a coupling parameter. If $\phi \in…

Mathematical Physics · Physics 2019-07-24 Ryan Gibara , Richard L. Hall

We prove a version of the implicit function theorem for Lipschitz mappings $f:\mathbb{R}^{n+m}\supset A \to X$ into arbitrary metric spaces. As long as the pull-back of the Hausdorff content $\mathcal{H}_{\infty}^n$ by $f$ has positive…

Geometric Topology · Mathematics 2019-03-26 Piotr Hajłasz , Scott Zimmerman

In the paper, the global optimization problem of a multidimensional "black-box" function satisfying the Lipschitz condition over a hyperinterval with an unknown Lipschitz constant is considered. A new efficient algorithm for solving this…

Optimization and Control · Mathematics 2015-03-19 Yaroslav D. Sergeyev , Dmitri E. Kvasov

In this paper, we develop a theory of new classes of discrete convex functions, called L-extendable functions and alternating L-convex functions, defined on the product of trees. We establish basic properties for optimization: a…

Optimization and Control · Mathematics 2016-01-19 Hiroshi Hirai

Let $\mathrm{Lip}_0(M)$ be the space of Lipschitz functions on a complete metric space $(M,d)$ that vanish at a point $0\in M$. We investigate its dual $\mathrm{Lip}_0(M)^*$ using the de Leeuw transform, which allows representing each…

Functional Analysis · Mathematics 2026-03-17 Ramón J. Aliaga , E. Pernecká , Richard J. Smith

In this work we prove some abstract results about the existence of a minimizer for locally Lipschitz functionals, without any assumption of homogeneity, over a set which has its definition inspired in the Nehari manifold. As applications we…

Analysis of PDEs · Mathematics 2017-04-13 G. M. Figueiredo , M. T. O. Pimenta

We study online optimization of smoothed piecewise constant functions over the domain [0, 1). This is motivated by the problem of adaptively picking parameters of learning algorithms as in the recently introduced framework by Gupta and…

Machine Learning · Computer Science 2016-05-23 Vincent Cohen-Addad , Varun Kanade

Classical results show that gradient descent converges linearly to minimizers of smooth strongly convex functions. A natural question is whether there exists a locally nearly linearly convergent method for nonsmooth functions with quadratic…

Optimization and Control · Mathematics 2023-07-18 Damek Davis , Liwei Jiang

We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…

Optimization and Control · Mathematics 2020-12-22 Andrzej Ruszczynski

This paper investigates the minimax-optimality of Halpern fixed-point iterations for Lipschitz maps in general normed spaces. Starting from an a priori bound on the orbit of iterates, we derive non-asymptotic estimates for the fixed-point…

Optimization and Control · Mathematics 2026-01-23 Mario Bravo , Roberto Cominetti , Jongmin Lee

Let (X,d) be a metric space and $ \alpha > 0 $. In this paper, we study extensions of some complex-valued Lipschitz functions, from some special subset $ X_0 $ to X. These extensions are with no-increasing Lipschitz number or the smallest…

Functional Analysis · Mathematics 2021-12-21 Ali Rejali , M. Azizi

Given the damping factor $\alpha$ and precision tolerance $\epsilon$, \citet{andersen2006local} introduced Approximate Personalized PageRank (APPR), the \textit{de facto local method} for approximating the PPR vector, with runtime bounded…

Machine Learning · Computer Science 2024-10-22 Baojian Zhou , Yifan Sun , Reza Babanezhad Harikandeh , Xingzhi Guo , Deqing Yang , Yanghua Xiao

In this paper, we provide a generalization of the forward-backward splitting algorithm for minimizing the sum of a proper convex lower semicontinuous function and a differentiable convex function whose gradient satisfies a locally…

Optimization and Control · Mathematics 2023-06-29 Luis M. Briceno-Arias , Francisco José Silva , Xianjin Yang

In this paper, we study an optimal exit time problem with general running and terminal costs and a target $\mathcal{S}\subset\mathbb{R}^d$ having an inner ball property for a nonlinear control system that satisfies mild controllability…

Optimization and Control · Mathematics 2024-06-11 Piermarco Cannarsa , Marco Mazzola , Khai T. Nguyen

We propose an adaptive zeroth-order method for minimizing differentiable functions with $L$-Lipschitz continuous gradients. The method is designed to take advantage of the eventual compressibility of the gradient of the objective function,…

Optimization and Control · Mathematics 2025-07-16 Geovani Nunes Grapiglia , Daniel McKenzie