Strongly convex functions, Moreau envelopes, and the generic nature of convex functions with strong minimizers

DOI10.1137/15M1035550zbMATH Open1347.49023arXiv1507.07144OpenAlexW2240332484MaRDI QIDQ2816239FDOQ2816239

Authors: C. Planiden, Xianfu Wang 

Publication date: 4 July 2016

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Abstract: In this work, using Moreau envelopes, we define a complete metric for the set of proper lower semicontinuous convex functions. Under this metric, the convergence of each sequence of convex functions is epi-convergence. We show that the set of strongly convex functions is dense but it is only of the first category. On the other hand, it is shown that the set of convex functions with strong minima is of the second category.

Full work available at URL: https://arxiv.org/abs/1507.07144

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zbMATH Keywords

complete metric spacelower semicontinuityBaire categorystrongly convex functionsepi-convergencemeager setproximal mappingMoreau envelopesepi-topologyAttouch-Wets metricgeneric setstrong minimizers

Mathematics Subject Classification ID

Nonsmooth analysis (49J52) Methods involving semicontinuity and convergence; relaxation (49J45) Sensitivity, stability, well-posedness (49K40) Convex functions and convex programs in convex geometry (52A41) Existence theories in calculus of variations and optimal control (49J99) Baire category, Baire spaces (54E52)

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Cited In (10)

• A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
• Title not available (Why is that?)
• Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
• Conditions for the existence, identification and calculus rules of the threshold of prox-boundedness
• Monotonicity patterns and functional inequalities for modified Lommel functions of the first kind
• Epi-convergence: the Moreau envelope and generalized linear-quadratic functions
• The Bregman Proximal Average
• A linear-time algorithm to compute the conjugate of convex piecewise linear-quadratic bivariate functions
• An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints
• A Proximal Average for Prox-Bounded Functions

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