The 𝒰-Lagrangian of a convex function

DOI10.1090/S0002-9947-99-02243-6zbMath0939.49014OpenAlexW1532858628MaRDI QIDQ4699613

Oustry, François, Claudia A. Sagastizábal, Claude Lemaréchal

Publication date: 17 November 1999

Published in: Transactions of the American Mathematical Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1090/s0002-9947-99-02243-6

zbMATH Keywords

nonsmooth analysis generalized derivatives convex programming composite optimization mild regularity conditions secon-order derivative

Mathematics Subject Classification ID

Convex programming (90C25) Numerical optimization and variational techniques (65K10) Nonsmooth analysis (49J52) Differentiation theory (Gateaux, Fréchet, etc.) on manifolds (58C20) Sensitivity analysis for optimization problems on manifolds (49Q12)

Related Items (55)

Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization ⋮ On the relation between \(\mathcal U\)-Hessians and second-order epi-derivatives ⋮ Nonsmoothness in machine learning: specific structure, proximal identification, and applications ⋮ A proximal method for composite minimization ⋮ Proximal methods avoid active strict saddles of weakly convex functions ⋮ The \(\mathcal{VU}\)-decomposition to the proper convex function ⋮ DYNAMICAL ADJUSTMENT OF THE PROX-PARAMETER IN BUNDLE METHODS ⋮ Sensitivity Analysis for Mirror-Stratifiable Convex Functions ⋮ Partial Smoothness and Constant Rank ⋮ A Second-Order Bundle Method Based on -Decomposition Strategy for a Special Class of Eigenvalue Optimizations ⋮ What is a Lipschitzian manifold? ⋮ Local convergence properties of Douglas-Rachford and alternating direction method of multipliers ⋮ A bundle modification strategy for convex minimization ⋮ Composite proximal bundle method ⋮ Semi-algebraic functions have small subdifferentials ⋮ Fast Moreau envelope computation I: Numerical algorithms ⋮ The \(\mathcal{UV}\)-decomposition on a class of d.c. functions and optimality conditions ⋮ An approximate quasi-Newton bundle-type method for nonsmooth optimization ⋮ A space decomposition scheme for maximum eigenvalue functions and its applications ⋮ Nonsmooth optimization via quasi-Newton methods ⋮ An approximate \(\mathcal U\)-Lagrangian and algorithm to \(\mathcal{UV}\) decomposition ⋮ The degrees of freedom of partly smooth regularizers ⋮ On partial smoothness, tilt stability and the \({\mathcal {VU}}\)-decomposition ⋮ Newton acceleration on manifolds identified by proximal gradient methods ⋮ The space decomposition method for the sum of nonlinear convex maximum eigenvalues and its applications ⋮ The \(\mathcal{U}\)-Lagrangian, fast track, and partial smoothness of a prox-regular function ⋮ A decomposition algorithm for convex nondifferentiable minimization with errors ⋮ Role of subgradients in variational analysis of polyhedral functions ⋮ Accelerating inexact successive quadratic approximation for regularized optimization through manifold identification ⋮ A derivative-free 𝒱𝒰-algorithm for convex finite-max problems ⋮ Model selection with low complexity priors ⋮ Activity Identification and Local Linear Convergence of Forward--Backward-type Methods ⋮ A decomposition method with redistributed subroutine for constrained nonconvex optimization ⋮ The space decomposition theory for a class of eigenvalue optimizations ⋮ Stochastic methods based on \(\mathcal{VU}\)-decomposition methods for stochastic convex minimax problems ⋮ The space decomposition theory for a class of semi-infinite maximum eigenvalue optimizations ⋮ A \(\mathcal{UV}\)-decomposed method for solving an MPEC problem ⋮ \(\mathcal{UV}\)-theory of a class of semidefinite programming and its applications ⋮ A fast space-decomposition scheme for nonconvex eigenvalue optimization ⋮ A fast gradient and function sampling method for finite-max functions ⋮ 𝒱𝒰-smoothness and proximal point results for some nonconvex functions ⋮ A superlinear space decomposition algorithm for constrained nonsmooth convex program ⋮ An approximate decomposition algorithm for convex minimization ⋮ A \({\mathcal {VU}}\)-decomposition method for a second-order cone programming problem ⋮ The chain rule for VU-decompositions of nonsmooth functions ⋮ An \({\mathcal{UV}}\)-algorithm for semi-infinite multiobjective programming ⋮ Functions and sets of smooth substructure: relationships and examples ⋮ Low Complexity Regularization of Linear Inverse Problems ⋮ A Decomposition Algorithm for the Sums of the Largest Eigenvalues ⋮ Active‐Set Newton Methods and Partial Smoothness ⋮ Geometrical interpretation of the predictor-corrector type algorithms in structured optimization problems ⋮ A \(\mathcal{VU}\)-algorithm for convex minimization ⋮ Newton methods for nonsmooth convex minimization: connections among \(\mathcal U\)-Lagrangian, Riemannian Newton and SQP methods ⋮ Spectral bundle methods for non-convex maximum eigenvalue functions: second-order methods ⋮ On Solving the Convex Semi-Infinite Minimax Problems via Superlinear 𝒱𝒰 Incremental Bundle Technique with Partial Inexact Oracle

Cites Work

This page was built for publication: The 𝒰-Lagrangian of a convex function