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Second order necessary and sufficient conditions for convex nonsmooth optimization

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#real-analysis #convex-analysis #convex-optimization #non-smooth-optimization
248
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Uses of nonsmooth analysis in mathematical research

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#real-analysis #convex-analysis #convex-optimization #non-smooth-optimization #non-smooth-analysis
485
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Optimization with parametric constraints: solution maps

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#real-analysis #convex-optimization #nonlinear-optimization #non-smooth-optimization
102
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Formulate the solution of a zero sum game with a payoff matrix A as an optimization problem.

Published on
#optimization #constraints #non-smooth-optimization
423
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Minimizing a composite non-differentiable convex function over a $2$-norm ball

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#optimization #reference-request #convex-optimization #reference-works #non-smooth-optimization
735
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How to avoid overflow when evaluating the exponential smoothing function?

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#numerical-methods #numerical-linear-algebra #nonlinear-optimization #numerical-optimization #non-smooth-optimization
41
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Sub-differential of a convex function along a particular direction

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#convex-analysis #non-smooth-analysis #non-smooth-optimization
37
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Optimality check for non-differentiable convex function

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#optimization #convex-analysis #subgradient #non-smooth-analysis #non-smooth-optimization
43
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Maximum of pseudoconvex function

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#continuity #convex-analysis #convex-optimization #maxima-minima #non-smooth-optimization
38
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Example of empty Clarke subdifferential for function lipschitz over a closed convex set

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#non-convex-optimization #variational-analysis #non-smooth-optimization
40
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Same result in every iterations from subgradient and proximal gradient method.

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#convex-optimization #linear-regression #subgradient #proximal-operators #non-smooth-optimization
86
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Let $f$ be convex, and $g$ be a convex surrogate of $f$. Does a Lipschitz-smooth $g-f$ imply $f$ and $g$ have the same subgradients?

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#convex-analysis #convex-optimization #non-smooth-analysis #non-smooth-optimization
31
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Question about Newton derivative of $\max(0,x)$.

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#functional-analysis #derivatives #non-smooth-optimization
53
Views

Dynamics of Loss in Homogeneous, Non-Smooth Models Using Clarke Subdifferential

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#derivatives #optimization #non-convex-optimization #non-smooth-analysis #non-smooth-optimization
33
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Directional derivative of maximum function

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#convex-analysis #convex-optimization #non-smooth-analysis #non-smooth-optimization

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