On proximal point-type algorithms for weakly convex functions and their connection to the backward Euler method

In this article we study the connection between proximal point methods for nonconvex optimization and the backward Euler method from numerical Ordinary Differential Equations (ODEs). We establish conditions for which these methods are equivalent. In the case of weakly convex functions, for small enough parameters, the implicit steps can be solved using a strongly convex … Read more


Generalized matrix-fractional (GMF) functions are a class of matrix support functions introduced by Burke and Hoheisel as a tool for unifying a range of seemingly divergent matrix optimization problems associated with inverse problems, regularization and learning. In this paper we dramatically simplify the support function representation for GMF functions as well as the representation of … Read more

On a new class of matrix support functionals with applications

A new class of matrix support functionals is presented which establish a connection between optimal value functions for quadratic optimization problems, the matrix-fractional function, the pseudo matrix-fractional function, and the nuclear norm. The support function is based on the graph of the product of a matrix with its transpose. Closed form expressions for the support … Read more

Gradient consistency for integral-convolution smoothing functions

Chen and Mangasarian (1995) developed smoothing approximations to the plus function built on integral-convolution with density functions. X. Chen (2012) has recently picked up this idea constructing a large class of smoothing functions for nonsmooth minimization through composition with smooth mappings. In this paper, we generalize this idea by substituting the plus function for an … Read more

Epi-convergent Smoothing with Applications to Convex Composite Functions

Smoothing methods have become part of the standard tool set for the study and solution of nondifferentiable and constrained optimization problems as well as a range of other variational and equilibrium problems. In this note we synthesize and extend recent results due to Beck and Teboulle on infimal convolution smoothing for convex functions with those … Read more