相关论文: Directional derivatives and subdifferentials of se…

We identity the optimal non-infinitesimal direction of descent for a convex function. An algorithm is developed that can theoretically minimize a subset of (non-convex) functions.

Submodular set-functions have many applications in combinatorial optimization, as they can be minimized and approximately maximized in polynomial time. A key element in many of the algorithms and analyses is the possibility of extending the…

This paper introduces a new subtraction operation for convex sets, which defines their difference as a collection of inclusion-minimal convex sets with appropriate definitions of linear operations on them. With these operations the set of…

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,…

Functions with uniform sublevel sets can represent orders, preference relations or other binary relations and thus turn out to be a tool for scalarization that can be used in multicriteria optimization, decision theory, mathematical…

This paper is concerned with the directional derivative of the value function for a very general set-constrained optimization problem under perturbation. Under reasonable assumptions, we obtain upper and lower estimates for the upper and…

We consider the differentiation of the value function for parametric optimization problems. Such problems are ubiquitous in Machine Learning applications such as structured support vector machines, matrix factorization and min-min or…

Over the past years a theory of conjugate duality for set-valued functions that map into the set of upper closed subsets of a preordered topological vector space was developed. For scalar duality theory, continuity of convex functions plays…

In this paper we develop a geometric approach to convex subdifferential calculus in finite dimensions with employing some ideas of modern variational analysis. This approach allows us to obtain natural and rather easy proofs of basic…

Set-functions appear in many areas of computer science and applied mathematics, such as machine learning, computer vision, operations research or electrical networks. Among these set-functions, submodular functions play an important role,…

The paper is devoted to developing subdifferential theory for set-valued mappings taking values in ordered infinite-dimensional spaces. This study is motivated by applications to problems of vector and set optimization with various…

Extended real-valued functions are often used in optimization theory, but in different ways for infimum problems and for supremum problems. We present an approach to extended real-valued functions that works for all types of problems and…

We view a conic optimization problem that has a unique solution as a map from its data to its solution. If sufficient regularity conditions hold at a solution point, namely that the implicit function theorem applies to the normalized…

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…

A complete classification of continuous, dually epi-translation invariant, and rotation equivariant valuations on convex functions is established. This characterizes the recently introduced functional Minkowski vectors, which naturally…

In this paper, we mainly focus on the set-valued (stochastic) analysis on the space of convex, closed, but possibly unbounded sets, and try to establish a useful theoretical framework for studying the set-valued stochastic differential…

Higher-order tensor methods were recently proposed for minimizing smooth convex and nonconvex functions. Higher-order algorithms accelerate the convergence of the classical first-order methods thanks to the higher-order derivatives used in…

Motivated by extending the functional stochastic calculus, to important functionals to which it does not apply, a notion of functional derivative along a curve is introduced. This new setting is developed by incorporating path-dependent…

This paper investigates the behavior of sets and functions at infinity by introducing new concepts, namely directional normal cones at infinity for unbounded sets, along with limiting and singular subdifferentials at infinity in the…

In this note we provide a full conjugacy and subdifferential calculus for convex convex-composite functions in finite-dimensional space. Our approach, based on infimal convolution and cone-convexity, is straightforward and yields the…