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Mathematics of Operations Research
Article . 2025 . Peer-reviewed
Data sources: Crossref
https://dx.doi.org/10.48550/ar...
Article . 2023
License: arXiv Non-Exclusive Distribution
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Variational Theory and Algorithms for a Class of Asymptotically Approachable Nonconvex Problems

Authors: Hanyang Li; Ying Cui;

Variational Theory and Algorithms for a Class of Asymptotically Approachable Nonconvex Problems

Abstract

We investigate a class of composite nonconvex functions, where the outer function is the sum of univariate extended-real-valued convex functions and the inner function is the limit of difference-of-convex functions. A notable feature of this class is that the inner function may fail to be locally Lipschitz continuous. It covers a range of important, yet challenging, applications, including inverse optimal value optimization and problems under value-at-risk constraints. We propose an asymptotic decomposition of the composite function that guarantees epi-convergence to the original function, leading to necessary optimality conditions for the corresponding minimization problem. The proposed decomposition also enables us to design a numerical algorithm such that any accumulation point of the generated sequence, if it exists, satisfies the newly introduced optimality conditions. These results expand on the study of so-called amenable functions introduced by Poliquin and Rockafellar in 1992, which are compositions of convex functions with smooth maps, and the prox-linear methods for their minimization. To demonstrate that our algorithmic framework is practically implementable, we further present verifiable termination criteria and preliminary numerical results. Funding: Financial support from the National Science Foundation Division of Computing and Communication Foundations [Grant CCF-2416172] and Division of Mathematical Sciences [Grant DMS-2416250] and the National Cancer Institute, National Institutes of Health [Grant 1R01CA287413-01] is gratefully acknowledged.

Keywords

Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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