相关论文: New Characterizations of Nonsmooth Convex Function…

In this paper, a new identity for convex functions is derived. A consequence of the identity is that we can derive new estimates for the remainder term of the midpoint, trapezoid, and Simpson formulae for functions whose derivatives in…

Various optimal gradient-based algorithms have been developed for smooth nonconvex optimization. However, many nonconvex machine learning problems do not belong to the class of smooth functions and therefore the existing algorithms are…

We prove convergence of a single time-scale stochastic subgradient method with subgradient averaging for constrained problems with a nonsmooth and nonconvex objective function having the property of generalized differentiability. As a tool…

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…

We introduce a class of stochastic algorithms for minimizing weakly convex functions over proximally smooth sets. As their main building blocks, the algorithms use simplified models of the objective function and the constraint set, along…

This paper explores local second-order weak sharp minima for a broad class of nonconvex optimization problems. We propose novel second-order optimality conditions formulated through the use of classical and lower generalized support…

In this paper, we obtain some new inequalities for functions whose second derivatives' absolute value is s-convex and log-convex. Also, we give some applications for numerical integration.

We analyze nonlinearly preconditioned gradient methods for solving smooth minimization problems. We introduce a generalized smoothness property, based on the notion of abstract convexity, that is broader than Lipschitz smoothness and…

In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…

In this paper, a new identity for differentiable functions is derived. Thus we can obtain new estimates on generalization of Hadamard,Ostrowski and Simpson type inequalities for functions whose derivatives in absolute value at certain power…

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

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…

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…

A hypodifferential is a compact family of affine mappings that defines a local max-type approximation of a nonsmooth convex function. We present a general theory of hypodifferentials of nonsmooth convex functions defined on a Banach space.…

Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…

The theory of abstract convexity, also known as convexity without linearity, is an extension of the classical convex analysis. There are a number of remarkable results, mostly concerning duality, and some numerical methods, however, this…

The generalized divided differences are introduced. They are applied to investigate some properties characterizing generalized higher-order convexity. Among others some support-type property is proved.

We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…

For continuous functions, midpoint convexity characterizes convex functions. By considering discrete versions of midpoint convexity, several types of discrete convexities of functions, including integral convexity, L$^\natural$-convexity…

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…