相关论文: Differential analysis of matrix convex functions

We discuss the following question: For a function f of two or more variables which is convex in the directions of coordinate axes, how can its trace g(x) = f(x, x, ..., x) look like? In the two-dimensional case, we provide some necessary…

In this paper we develop a classification of real functions based on growth rates of repeated iteration. We show how functions are naturally distinguishable when considering inverses of repeated iterations. For example, $n+2\to 2n\to 2^n\to…

It has been recently discovered that a convex function can be determined by its slopes and its infimum value, provided this latter is finite. The result was extended to nonconvex functions by replacing the infimum value by the set of all…

In this paper we consider stochastic composite convex optimization problems with the objective function satisfying a stochastic bounded gradient condition, with or without a quadratic functional growth property. These models include the…

We establish the functional convex order results for two scaled McKean-Vlasov processes $X=(X_{t})_{t\in[0, T]}$ and $Y=(Y_{t})_{t\in[0, T]}$ defined on a filtered probability space $(\Omega, \mathcal{F}, (\mathcal{F}_{t})_{t\geq0},…

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…

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}…

In this paper, we introduce a new higher-order directional derivative and higher-order subdifferential of Hadamard type of a given proper extended real function. This derivative is harmonized with the classical higher-order Fr\'echet…

In this note, we briefly introduce the background and motivation of the collaborative work [arXiv:2508.20797], and provide an outline of the main results. The latter relates to matrix and higher order scalar differential equations satisfied…

The article is devoted to investigation of the classes of functions belonging to the gaps between classes $P_{n+1}(I)$ and $P_{n}(I)$ of matrix monotone functions for full matrix algebras of successive dimensions. In this paper we address…

In this paper, we study the general problem of optimizing a convex function $F(L)$ over the set of $p \times p$ matrices, subject to rank constraints on $L$. However, existing first-order methods for solving such problems either are too…

Stochastic methods for minimizing a convex integral functional, as initiated by Robbins and Monro in the early 1950s, rely on the evaluation of a gradient (or subgradient if the function is not smooth) and moving in the corresponding…

Results of research of possibility of transformation of a difference equation into a system of the first-order difference equation are presented. In contrast to the method used previously, an unknown grid function is split into two new…

We study various convex functions on $R^n$ associated with positive definite matrices. This yiels some exotic Holder matrix inequalities.

We introduce a class of doubly infinite complex Jacobi matrices determined by a simple convergence condition imposed on the diagonal and off-diagonal sequences. For each Jacobi matrix belonging to this class, an analytic function, called a…

The Kantorovich function $(x^TAx)(x^T A^{-1} x)$, where $A$ is a positive definite matrix, is not convex in general. From matrix/convex analysis point of view, it is interesting to address the question: When is this function convex? In this…

This paper presents a general study of one-dimensional differentiability for functionals defined on convex domains that are not necessarily open. The local approximation is carried out using affine functionals, as opposed to linear…

We show that $C^0$-fine approximation of convex functions by smooth (or real analytic) convex functions on $\R^d$ is possible in general if and only if $d=1$. Nevertheless, for $d\geq 2$ we give a characterization of the class of convex…

It is established that general s-convex functions are a new class of generalized convex functions. In a similar vein, a new class of general s-convex sets is introduced, which are generalizations of s-convex sets. Additionally, certain…

Fractional integral operators connected with real-valued scalar functions of matrix argument are applied in problems of mathematics, statistics and natural sciences. In this article we start considering the case of a Gauss hypergeometric…