Related papers: Prox-regular sweeping processes with bounded retra…

In this paper, we propose first-order feasible methods for difference-of-convex (DC) programs with smooth inequality and simple geometric constraints. Our strategy for maintaining feasibility of the iterates is based on a "retraction" idea…

The paper is devoted to a special Mirror Descent algorithm for problems of convex minimization with functional constraints. The objective function may not satisfy the Lipschitz condition, but it must necessarily have the Lipshitz-continuous…

In this paper, we first study nonsmooth steepest descent method for nonsmooth functions defined on Hilbert space and establish the corresponding algorithm by proximal subgradients. Then, we use this algorithm to find stationary points for…

In this paper, we study a new variant of Moreau's sweeping process with velocity constraint. Based on an adapted version of Moreau's catching-up algorithm, we show the well-posedness (in the sense existence and uniqueness) of this problem…

This paper addresses the minimization of a finite sum of prox-convex functions under Lipschitz continuity of each component. We propose two variants of the splitting proximal point algorithms proposed in \cite{Bacak,Bertsekas}: one…

We give a new proof of the Caffarelli contraction theorem, which states that the Brenier optimal transport map sending the standard Gaussian measure onto a uniformly log-concave probability measure is Lipschitz. The proof combines a recent…

We provide some necessary and sufficient conditions for a proper lower semicontinuous convex function, defined on a real Banach space, to be locally or globally Lipschitz continuous. Our criteria rely on the existence of a bounded selection…

We prove Lipschitz continuity results for solutions to a class of obstacle problems under standard growth conditions of $p$-type, $p \geq 2$. The main novelty is the use of a linearization technique going back to [28] in order to interpret…

We develop a theory which allows making qualitative conclusions about the dynamics of both monotone and non-monotone Moreau sweeping processes. Specifically, we first prove that any sweeping processes with almost periodic monotone…

Integro-differential sweeping processes with prox-regular sets in Hilbert spaces have been the subject of various recent studies. Diverse applications of such differential inclusions to complementarity problems, electrical circuits,…

We propose a new length formula that governs the iterates of the momentum method when minimizing differentiable semialgebraic functions with locally Lipschitz gradients. It enables us to establish local convergence, global convergence, and…

We consider a stochastic version of the proximal point algorithm for optimization problems posed on a Hilbert space. A typical application of this is supervised learning. While the method is not new, it has not been extensively analyzed in…

We study a catching-up algorithm for a class of differential inclusions driven by maximal monotone operators with continuous perturbations. Using a decomposition of the monotone operator into the closed convex hull of its single-valued part…

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…

In this study, we consider a class of backward SDE driven by jump Markov process. An existence and uniqueness result to this kind of equations is obtained in a locally Lipschitz case. We essentially approximate the initial problem by…

We consider a family of algorithms that successively sample and minimize simple stochastic models of the objective function. We show that under reasonable conditions on approximation quality and regularity of the models, any such algorithm…

We use the ideas of Adly-Attoych-Cabot [Adv. Mech. Math., 12, Springer, 2006] on finite-time stabilization of dry friction oscillators to establish a theorem on finite-time stabilization of differential inclusions with a moving polyhedral…

In Hilbert space setting we prove local lipchitzness of projections onto parametric polyhedral sets represented as solutions to systems of inequalities and equations with parameters appearing both in left-hand-sides and right-hand-sides of…

In this paper we study Newton's method for solving generalized equations in Banach spaces. We show that under strong regularity of the generalized equation, the method is locally convergent to a solution with superlinear/quadratic rate. The…

This paper proposes a robust algorithmic and computational framework to address the problem of modeling the volume obtained by sweeping a solid along a trajectory of rigid motions. The boundary representation (simply brep) of the input…