Moreau envelope of supremum functions with applications to infinite and stochastic programming

In this paper, we investigate the Moreau envelope of the supremum of a family of convex, proper, and lower semicontinuous functions. Under mild assumptions, we prove that the Moreau envelope of a supremum is the supremum of Moreau envelopes, which allows us to approximate possibly nonsmooth supremum functions by smooth functions that are also the … 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