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

DOI10.1137/15M1035550MaRDI QIDQ2816239zbMATHOpenAlexFDO

Authors C. Planiden, Xianfu Wang

Publication date 4 July 2016

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

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

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)

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.

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Cited in

(11)

• Epi-convergence: the Moreau envelope and generalized linear-quadratic functions
• Monotonicity patterns and functional inequalities for modified Lommel functions of the first kind
• A proximal average for prox-bounded functions
• A Variable Sample-Size Stochastic Quasi-Newton Method for Smooth and Nonsmooth Stochastic Convex Optimization
• A linear-time algorithm to compute the conjugate of convex piecewise linear-quadratic bivariate functions
• The Bregman proximal average
• Most convex functions have unique minimizers
• Smoothed Variable Sample-Size Accelerated Proximal Methods for Nonsmooth Stochastic Convex Programs
• Cyclical contractive mappings in hyperbolic spaces
• Conditions for the existence, identification and calculus rules of the threshold of prox-boundedness
• An adaptive sampling augmented Lagrangian method for stochastic optimization with deterministic constraints

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