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An order theoretic and algebraic framework for the extended real numbers is established which includes extensions of the usual difference to expressions involving $-\infty$ and/or $+\infty$, so-called residuations. Based on this,…

Optimization and Control · Mathematics 2014-03-13 Andreas H. Hamel , Carola Schrage

We consider minimization of functions that are compositions of convex or prox-regular functions (possibly extended-valued) with smooth vector functions. A wide variety of important optimization problems fall into this framework. We describe…

Optimization and Control · Mathematics 2015-04-24 A. S. Lewis , S. J. Wright

We study distributed composite optimization over networks: agents minimize the sum of a smooth (strongly) convex function, the agents' sum-utility, plus a non-smooth (extended-valued) convex one. We propose a general algorithmic framework…

Optimization and Control · Mathematics 2019-10-23 Jinming Xu , Ying Sun , Ye Tian , Gesualdo Scutari

Generalized polyhedral convex sets, generalized polyhedral convex functions on locally convex Hausdorff topological vector spaces, and the related constructions such as sum of sets, sum of functions, directional derivative, infimal…

Optimization and Control · Mathematics 2017-05-22 Nguyen Ngoc Luan , Jen-Chih Yao , Nguyen Dong Yen

Geometrically convex functions constitute an interesting class of functions obtained by replacing the arithmetic mean with the geometric mean in the definition of convexity. As recently suggested, geometric convexity may be a sensible…

Risk Management · Quantitative Finance 2024-03-12 Mücahit Aygün , Fabio Bellini , Roger J. A. Laeven

We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…

Optimization and Control · Mathematics 2014-01-13 Bogdan Dumitrescu , Bogdan C. Sicleru , Florin Avram

We prove local inequalities for analytic functions defined on a convex body in $\Re^{n}$ which generalize well-known classical inequalities for polynomials.

Complex Variables · Mathematics 2007-05-23 Alexander Brudnyi

A broad class of optimization problems can be cast in composite form, that is, considering the minimization of the composition of a lower semicontinuous function with a differentiable mapping. This paper investigates the versatile template…

Optimization and Control · Mathematics 2024-08-07 Alberto De Marchi , Patrick Mehlitz

A fundamental theorem in discrete convex analysis states that a set function is M$^\natural$-concave if and only if its conjugate function is submodular. This paper gives a new proof to this fact.

Combinatorics · Mathematics 2022-12-14 Kazuo Murota , Akiyoshi Shioura

We give an example of a convex, finite and lower semicontinuous function whose subdifferential is everywhere empty. This is possible since the function is defined on an incomplete normed space. The function serves as a universal…

Optimization and Control · Mathematics 2024-09-30 Gerd Wachsmuth

A complete classification of all continuous, epi-translation and rotation invariant valuations on the space of super-coercive convex functions on ${\mathbb R}^n$ is established. The valuations obtained are functional versions of the…

Functional Analysis · Mathematics 2024-11-19 Andrea Colesanti , Monika Ludwig , Fabian Mussnig

Recently, Yamanaka and Yamashita proposed the so-called positively homogeneous optimization problem, which includes many important problems, such as the absolute-value and the gauge optimizations. They presented a closed form of the dual…

Optimization and Control · Mathematics 2020-12-29 Shota Yamanaka , Nobuo Yamashita

Submodular continuous functions are a category of (generally) non-convex/non-concave functions with a wide spectrum of applications. We characterize these functions and demonstrate that they can be maximized efficiently with approximation…

Machine Learning · Computer Science 2019-05-07 Andrew An Bian , Baharan Mirzasoleiman , Joachim M. Buhmann , Andreas Krause

Several optimization schemes have been known for convex optimization problems. However, numerical algorithms for solving nonconvex optimization problems are still underdeveloped. A progress to go beyond convexity was made by considering the…

Optimization and Control · Mathematics 2015-06-29 Nguyen Thai An , Nguyen Mau Nam

In discrete convex analysis, various convexity concepts are considered for discrete functions such as separable convexity, L-convexity, M-convexity, integral convexity, and multimodularity. These concepts of discrete convex functions are…

Combinatorics · Mathematics 2023-02-06 Satoko Moriguchi , Kazuo Murota

Shortened abstract: Given a constrained minimization problem, under what conditions does there exist a related, unconstrained problem having the same minimum points? This basic question in global optimization motivates this paper, which…

Statistical Mechanics · Physics 2007-05-23 M. Costeniuc , R. S. Ellis , H. Touchette , B. Turkington

Ultrafunctions are a particular class of functions defined on a Non Archimedean field E. They have been introduced and studied in some previous works. In this paper we develop the notion of fine ultrafunctions which improves the older…

Analysis of PDEs · Mathematics 2022-03-14 Vieri Benci

We introduce new global and local inexact oracle concepts for a wide class of convex functions in composite convex minimization. Such inexact oracles naturally come from primal-dual framework, barrier smoothing, inexact computations of…

Optimization and Control · Mathematics 2020-02-25 Tianxiao Sun , Ion Necoara , Quoc Tran-Dinh

The conjugate problem in stochastic optimal control can be formulated in terms of operators conjugated to the operators of stochastic integration [1, 2, 3]. In this paper we study some of such operators acting on the spaces of progressively…

Probability · Mathematics 2014-10-10 I. P. Smirnov

We first introduce a notion of convex structure in generalized metric spaces, then we introduce tripartite contractions, tripartite semi-contractions, tripartite coincidence points, as well as tripartite best proximity points for a given…

General Topology · Mathematics 2019-04-24 Masoud Norouzian , Ali Abkar