Related papers: Convex analysis for composite functions without K-…
The motivation behind this paper is threefold. Firstly, to study, characterize and realize operator concavity along with its applications to operator monotonicity of free functions on operator domains that are not assumed to be matrix…
Analytical formulae for functional differentiation under simultaneous K-conservation constraints, with K the integral of some function of the functional variable, are derived, making the proper account for the simultaneous conservation of…
This paper associates a dual problem to the minimization of an arbitrary linear perturbation of the robust sum function introduced in DOI 10.1007/s11228-019-00515-2. It provides an existence theorem for primal optimal solutions and, under…
We consider the problem of obtaining interpolation constraints for function classes, i.e., necessary and sufficient constraints that a set of points, function values and (sub)gradients must satisfy to ensure the existence of a global…
Based on concepts like kth convex hull and finer characterization of nonconvexity of a function, we propose a refinement of the Shapley-Folkman lemma and derive a new estimate for the duality gap of nonconvex optimization problems with…
In this paper we established new integral inequalities which are more general results for coordinated convex functions on the coordinates by using some classical inequalities.
Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…
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…
Proximal operators with affine constraints arise in numerous models in nonconvex projection, composite optimization, and structured regularization. However, their efficient computation remains challenging due to the simultaneous presence of…
This paper defines a convertible nonconvex function(CN function for short) and a weak (strong) uniform (decomposable, exact) CN function, proves the optimization conditions for their global solutions and proposes algorithms for solving the…
Often in the analysis of first-order methods for both smooth and nonsmooth optimization, assuming the existence of a growth/error bound or KL condition facilitates much stronger convergence analysis. Hence separate analysis is typically…
The minimization of convex objectives coming from linear supervised learning problems, such as penalized generalized linear models, can be formulated as finite sums of convex functions. For such problems, a large set of stochastic…
In this article we develop a new primal dual variational formulation suitable for a large class of non-convex problems in the calculus of variations. The results are obtained through basic tools of convex analysis, duality theory, the…
Hidden convexity is a powerful idea in optimization: under the right transformations, nonconvex problems that are seemingly intractable can be solved efficiently using convex optimization. We introduce the notion of a Lagrangian dual…
In the article the necessary and sufficient conditions for a representation of Lipschitz function of two variables as a difference of two convex functions are formulated. An algorithm of this representation is given. The outcome of this…
We consider an optimization problem with positively homogeneous functions in its objective and constraint functions. Examples of such positively homogeneous functions include the absolute value function and the $p$-norm function, where $p$…
A parametrized convex function depends on a variable and a parameter, and is convex in the variable for any valid value of the parameter. Such functions can be used to specify parametrized convex optimization problems, i.e., a convex…
In [B1, Theorem 2.36] we proved the equivalence of six conditions on a continuous function f on an interval. These conditions define a subset of the set of operator convex functions, whose elements are called strongly operator convex. Two…
To deal with changing environments, a new performance measure -- adaptive regret, defined as the maximum static regret over any interval, was proposed in online learning. Under the setting of online convex optimization, several algorithms…
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…