Thabo Samakhoana We consider the design of smoothings of the (coordinate-wise) max function in $\mathbb{R}^d$ in the infinity norm. The LogSumExp function $f(x)=\ln(\sum^d_i\exp(x_i))$ provides a classical smoothing, differing from the max function in value by at most $\ln(d)$. We provide an elementary construction of a lower bound, establishing that every overestimating smoothing of the max function must … Read more
This paper considers the problem of smoothing convex functions and sets, seeking the nearest smooth convex function or set to a given one. For convex cones and sublinear functions, a full characterization of the set of all optimal smoothings is given. These provide if and only if characterizations of the set of optimal smoothings for … Read more
Recent works have developed new projection-free first-order methods based on utilizing linesearches and normal vector computations to maintain feasibility. These oracles can be cheaper than orthogonal projection or linear optimization subroutines but have the drawback of requiring a known strictly feasible point to do these linesearches with respect to. In this work, we develop new … Read more