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This work introduces the class of generalized linear-quadratic functions, constructed using maximally monotone symmetric linear relations. Calculus rules and properties of the Moreau envelope for this class of functions are developed. In…

Functional Analysis · Mathematics 2019-09-12 Chayne Planiden , Xianfu Wang

The notion of ordinal concavity of utility functions has recently been considered by Hafalir, Kojima, Yenmez, and Yokote in economics while there exist earlier related works in discrete optimization and operations research. In the present…

Combinatorics · Mathematics 2024-11-14 Satoru Fujishige , Fuhito Kojima , Koji Yokote

We provide theory for computing the lower semi-continuous convex envelope of functionals of the type f(x) plus an l2 misfit, and discuss applications to various non-convex optimization problems. The latter term is a data fit term whereas f…

Optimization and Control · Mathematics 2018-11-12 Marcus Carlsson

This note deals with certain properties of convex functions. We provide results on the convexity of the set of minima of these functions, the behaviour of their subgradient set under restriction, and optimization of these functions over an…

Optimization and Control · Mathematics 2017-03-21 Miel Sharf , Daniel Zelazo

We give several unequivalent notions of convergency of meromorphic functions and more generally meromorphic mappings (strong, weak, $\Gamma $-convergency and some others). Relations between them are investigated. A version of Rouche theorem…

Complex Variables · Mathematics 2016-09-07 Sergei Ivashkovich

The concept of convex compactness, weaker than the classical notion of compactness, is introduced and discussed. It is shown that a large class of convex subsets of topological vector spaces shares this property and that is can be used in…

Functional Analysis · Mathematics 2010-06-02 Gordan Zitkovic

This paper presents a study of generalized polyhedral convexity under basic operations on multifunctions. We address the preservation of generalized polyhedral convexity under sums and compositions of multifunctions, the domains and ranges…

Optimization and Control · Mathematics 2023-10-19 Nguyen Ngoc Luan , Nguyen Mau Nam , Nguyen Dong Yen

We consider a class of nonsmooth and nonconvex optimization problems over the Stiefel manifold where the objective function is the summation of a nonconvex smooth function and a nonsmooth Lipschitz continuous convex function composed with…

Optimization and Control · Mathematics 2023-03-28 Jinlai Zhu , Jianfeng Huang , Lihua Yang , Qia Li

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

For bilevel programs with a convex lower level program, the classical approach replaces the lower level program with its Karush-Kuhn-Tucker condition and solve the resulting mathematical program with complementarity constraint (MPCC). It is…

Optimization and Control · Mathematics 2024-03-12 Kuang Bai , Jane Ye , Shangzhi Zeng

Entropy functionals (i.e. convex integral functionals) and extensions of these functionals are minimized on convex sets. This paper is aimed at reducing as much as possible the assumptions on the constraint set. Dual equalities and…

Optimization and Control · Mathematics 2015-05-13 Christian Léonard

Quite recently, a new property related to norm-attaining operators has been introduced: the weak maximizing property (WMP). In this note, we define a generalised version of it considering other topologies than the weak one (mainly the…

Functional Analysis · Mathematics 2021-06-08 Luis C. Garcia-Lirola , Colin Petitjean

In this article we propose a method for solving unconstrained optimization problems with convex and Lipschitz continuous objective functions. By making use of the Moreau envelopes of the functions occurring in the objective, we smooth the…

Optimization and Control · Mathematics 2012-07-16 Radu Ioan Bot , Christopher Hendrich

The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space,…

Functional Analysis · Mathematics 2014-03-14 Keita Owari

The augmented Lagrangian method (ALM) is one of the most useful methods for constrained optimization. Its convergence has been well established under convexity assumptions or smoothness assumptions, or under both assumptions. ALM may…

Optimization and Control · Mathematics 2021-12-10 Jinshan Zeng , Wotao Yin , Ding-Xuan Zhou

This paper presents a novel loss function referred to as hybrid ordinary-Welsch (HOW) and a new sparsity-inducing regularizer associated with HOW. We theoretically show that the regularizer is quasiconvex and that the corresponding Moreau…

Image and Video Processing · Electrical Eng. & Systems 2023-10-10 Zhi-Yong Wang , Hing Cheung So , Abdelhak M. Zoubir

In a recent paper, we showed that the stochastic subgradient method applied to a weakly convex problem, drives the gradient of the Moreau envelope to zero at the rate $O(k^{-1/4})$. In this supplementary note, we present a stochastic…

Optimization and Control · Mathematics 2018-02-26 Damek Davis , Dmitriy Drusvyatskiy

In large-scale optimization, the presence of nonsmooth and nonconvex terms in a given problem typically makes it hard to solve. A popular approach to address nonsmooth terms in convex optimization is to approximate them with their…

Optimization and Control · Mathematics 2024-04-17 Miguel Simões , Andreas Themelis , Panagiotis Patrinos

Covering a convex body by its homothets is a classical notion in discrete geometry that has resulted in a number of interesting and long-standing problems. Swanepoel introduced the covering parameter of a convex body as a means of…

Metric Geometry · Mathematics 2017-04-25 Karoly Bezdek , Muhammad A. Khan

The softmax function is a ubiquitous component at the output of neural networks and increasingly in intermediate layers as well. This paper provides convex lower bounds and concave upper bounds on the softmax function, which are compatible…

Machine Learning · Computer Science 2023-03-06 Dennis Wei , Haoze Wu , Min Wu , Pin-Yu Chen , Clark Barrett , Eitan Farchi