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We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

Optimization and Control · Mathematics 2016-05-24 Sashank J. Reddi , Suvrit Sra , Barnabas Poczos , Alex Smola

In this paper, two new classes of convex functions as a generalization of convexity which is called (h-s)_{1,2}-convex functions are given. We also prove some Hadamard-type inequalities and applications to the special means are given.

Classical Analysis and ODEs · Mathematics 2013-04-17 M. Emin Ozdemir , Mevlut Tunc , Ahmet Ocak Akdemir

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

Optimization and Control · Mathematics 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet

A new directional derivative and a new subdifferential for set-valued convex functions are constructed, and a set-valued version of the so-called 'max-formula' is proven. The new concepts are used to characterize solutions of convex…

Optimization and Control · Mathematics 2012-07-24 Andreas H. Hamel , Carola Schrage

In this paper, we introduce a new subclass of close-to-convex harmonic functions. We present a sufficient coefficient condition for a function to be a member of this class. Furthermore, we establish a distortion theorem. These results lay…

Complex Variables · Mathematics 2025-02-10 Serkan Çakmak , Sibel Yalçin

In this article, we introduce a novel concept for second-order information of a nonsmooth function inspired by the Goldstein eps-subdifferential. It comprises the coefficients of all existing second-order Taylor expansions in an eps-ball…

Optimization and Control · Mathematics 2025-01-06 Bennet Gebken

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

Machine Learning · Statistics 2018-05-21 Wenjie Huang

This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…

Optimization and Control · Mathematics 2026-01-12 Dimitris Boskos , Jorge Cortés , Sonia Martínez

In this paper, we investigate the concepts of generalized twice differentiability and quadratic bundles of nonsmooth functions that have been very recently proposed by Rockafellar in the framework of second-order variational analysis. These…

Optimization and Control · Mathematics 2025-01-07 Pham Duy Khanh , Boris S. Mordukhovich , Vo Thanh Phat , Le Duc Viet

We propose two new alternating direction methods to solve "fully" nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and…

Optimization and Control · Mathematics 2018-01-16 Quoc Tran-Dinh , Volkan Cevher

This paper concerns developing a numerical method of the Newton type to solve systems of nonlinear equations described by nonsmooth continuous functions. We propose and justify a new generalized Newton algorithm based on graphical…

Optimization and Control · Mathematics 2010-09-03 T. Hoheisel , C. Kanzow , B. S. Mordukhovich , H. Phan

Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…

Optimization and Control · Mathematics 2019-05-15 Michael R. Metel , Akiko Takeda

We introduce and investigate a new generalized convexity notion for functions called prox-convexity. The proximity operator of such a function is single-valued and firmly nonexpansive. We provide examples of (strongly) quasiconvex, weakly…

Optimization and Control · Mathematics 2021-11-30 Sorin-Mihai Grad , Felipe Lara

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

This work explores a novel perspective on solving nonconvex and nonsmooth optimization problems by leveraging sampling based methods. Instead of treating the objective function purely through traditional (often deterministic) optimization…

Optimization and Control · Mathematics 2025-05-21 Nahom Seyoum , Haoxiang You

In this paper, we obtain new estimates on generalization of Hermite-Hadamard, Simpson and Ostrowski type inequalities for functions whose second derivatives is $\varphi$-convex via fractional integrals.

Classical Analysis and ODEs · Mathematics 2016-07-19 M. Esra Yildirim , Abdullah Akkurt , Hüseyin Yildirim

This paper addresses the study of a new class of nonsmooth optimization problems, where the objective is represented as a difference of two generally nonconvex functions. We propose and develop a novel Newton-type algorithm to solving such…

Optimization and Control · Mathematics 2023-01-10 Francisco J. Aragón-Artacho , Boris S. Mordukhovich , Pedro Pérez-Aros

A class of real functions, which is the generalization of a family of convex functions, is introduced; in this connection, we have defined $X$-convex, strictly $X$-convex, quasi-$X$-convex, strictly quasi-$X$-convex, and semi-strictly…

Optimization and Control · Mathematics 2022-08-16 Musavvir Ali , Ehtesham Akhter

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

The first part of the paper provides new characterizations of the normal cone to the effective domain of the supremum of an arbitrary family of convex functions. These results are applied in the second part to give new formulas for the…

Optimization and Control · Mathematics 2020-12-10 R. Correa , A. Hantoute , M. A. López
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