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Jen-Chih Yao

Publications and source records attributed to Jen-Chih Yao.

At least 19 recordsLinked to original sources

Accelerated Gradient Flow with Endogenous Gradient-Memory Anchor: Selection and Restoring Damping

We introduce an accelerated gradient flow with an endogenous gradient-memory anchor and a nonlinear restoring--damping feedback. The anchor evolves from a weighted history of the gradients, while the nonlinear feedback is modulated by the squared coordinatewise displacement from the anchor. The resulting dynamics uses only first-order information from the objective function and does not involve explicit Hessian information. Under suitable assumptions, we establish global existence and uniqueness of strong solutions. A Lyapunov analysis yields the accelerated objective-value estimate $F(x(t))-F^\star=\mathcal{O}(t^{-2})$, with the nonlinear restoring--damping term contributing additional dissipation. Under similar assumptions, the primal trajectory converges strongly to a minimizer. When, in addition, the solution set $S$ is affine, the limit is identified explicitly as the Euclidean projection $P_S(z_0)$ of the initial anchor $z_0$ onto $S$. In particular, for rank-deficient least-squares problems, the dynamics selects the least-squares solution closest to $z_0$. We also establish a finite weighted dissipation estimate for the phase variable. Moreover, in coordinates where the nonlinear feedback is active, if the trajectory remains separated from the anchor over an interval, then the corresponding homogeneous phase dynamics acquires an additional polynomial decay factor. Numerical experiments illustrate the minimizer-selection, accelerated objective-value decay, and restoring--damping mechanisms.

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The structure of optimal dual frames for probabilistic erasures under Hilbert--Schmidt norm

Frames provide redundant representations that enable stable signal reconstruction under coefficient losses. In this paper, we study optimal dual frames for probabilistic erasures using the Hilbert--Schmidt norm of the associated error operators. We characterize dual frames that are optimal for $1-$erasures and establish conditions under which the canonical dual is not only optimal but also unique. We further derive lower bounds for the probabilistic reconstruction error for any $m-$ erasure and identify classes of frames for which the canonical dual remains optimal. In addition, we analyze the geometric structure of the set of optimal dual frames, showing that it is a nonempty compact convex set. These results provide new insights into robustness and optimal reconstruction in probabilistic erasure models.

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Ball-proximal point method on a Hadamard Manifolds

We consider the problem of minimizing a proper, lower semicontinuous, geodesically convex function on a Hadamard manifold. Building on ball-proximal (broximal) ideas in the Euclidean setting, viewed as an abstract proximal-type algorithm, we propose and analyze a Riemannian ball-proximal point method (RB-PPM) whose basic step consists of minimizing the objective function over a metric ball centred at the current iterate. We first introduce the Riemannian broximal map, prove existence and uniqueness of broximal points on Hadamard manifolds, and derive a KKT-type characterization involving a scalar parameter and the Riemannian subdifferential. We then show that RB-PPM enjoys a strict decrease of the squared distance to the solution set whenever the current ball does not contain a minimizer. This leads to quasi-Fej\'er monotonicity, finite termination for constant radii, and a product-form linear decay of the objective values up to the hitting time of the solution set. We also obtain nonasymptotic complexity bounds for the norms of suitable subgradients and for the function values, including a linear rate in the number of iterations under constant radii. Finally, we establish an asymptotic dichotomy, if the sum of the radii diverges, then the objective values converge to the optimal value, and, when the solution set is nonempty, the entire sequence of iterates converges to a minimizer. The resulting scheme provides a geometry-aware, ball-based analog of classical Riemannian proximal point methods.

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Non-Lipschitz Inertial Contraction-Type Method for Monotone Variational Inclusion problems

This study explores an inertial-based contraction-type approach for addressing monotone variational inclusion problems (in short, MVIP) within real Hilbert spaces. Most contraction-type techniques assume Lipschitz continuity and monotonicity or co-coercivity (inverse strongly monotone) of the single-valued operator. However, the key advantage of the proposed method is that it does not rely on the coercivity condition and the Lipschitz continuity for the single-valued operator. A weak convergence result has been achieved for the proposed algorithm with a convergence rate $\mathcal{O}\left(1/\sqrt{k}\right)$. In addition, the maximal and strong monotonicity of the set-valued operator is used to establish a strong convergence result with the linear convergence rate. To demonstrate the effectiveness of our proposed method, we conduct numerical experiments focused on signal recovery problems.

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On Generalized Forward-Reflected-Backward Method for Monotone Inclusion Problems

We study the generalized forward-reflected-backward (GFRB) method, an extension of the forward-reflected-backward (FRB) scheme due to Malitsky and Tam, for solving monotone inclusion problems in real Hilbert spaces. We first analyze GFRB equipped with a non-decreasing step-size rule that does not require prior knowledge of the Lipschitz constant of the operator involved. We then present two illustrative examples: in the first, we show that the convergence rate of GFRB is bounded from below by that of FRB, and in the second, we obtain an improved convergence rate for GFRB via an appropriate choice of initial parameters. In the sequel, we propose an extended primal-dual twice-reflected (PDTR) algorithm and show that it can be recovered from GFRB under suitable metric selections. Finally, we validate the proposed approach on several state-of-the-art problems and demonstrate better numerical performance compared to the existing ones.

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Complexity of Error Bounds for Systems of Linear Inequalities

Error bounds have been studied for more than seventy years, beginning with the seminal result of Hoffman (1952) [{\it J. Res. Natl. Bur. Standards}, 49 (1952), 263--265], which establishes an upper bound for the distance from an arbitrary point to the solution set of a linear system. Despite this long history, relatively little is known about the intrinsic computational complexity of error bounds. In this paper, we investigate the complexity of error bounds for systems of linear inequalities. We first reformulate the problem as a finite collection of min--max optimization problems defined on the unit sphere and associated with subsets of the rows of the given matrix. We then prove that the problem does not belong to the class {\bf P}, while it is {\bf co\mbox{-}NP}-complete. Furthermore, we establish the existence of a pseudo-polynomial-time algorithm for solving the complementary problem. In particular, the complement may be regarded as a number problem, although it is not {\bf NP}-complete in the strong sense unless {\bf P} = {\bf NP}.

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Metric Subregularity of Multifunctions and Applications to Characterizations of Asplund Spaces

In this paper, we investigate metric subregularity of multifunctions between Asplund spaces. Using Mordukhovich normal cones and coderivatives, we introduce the limiting Basic Constraint Qualification (BCQ) associated with a given multifunction. This BCQ provides necessary dual conditions for the metric subregularity of multifunctions in the Asplund space setting. Furthermore, we establish characterizations of Asplund spaces in terms of the limiting BCQ condition implied by metric subregularity. By employing Frechet normal cones and coderivatives, we derive necessary dual conditions for metric subregularity expressed as fuzzy inclusions, and we also obtain characterizations of Asplund spaces via these fuzzy inclusions. As an application, we examine metric subregularity of the conic inequality defined by a vector-valued function and a closed (not necessarily convex) cone with a nontrivial recession cone. By using Mordukhovich and Frechet subdifferentials relative to the given cone, we establish necessary dual conditions for the metric subregularity of such inequalities in Asplund spaces. The results based on Mordukhovich subdifferentials characterize Asplund spaces, while those based on Frechet subdifferentials yield necessary or sufficient conditions for Asplund spaces. These conditions recover, as special cases, the known error-bound results for inequalities defined by extended-real-valued functions on Asplund spaces. Overall, this work highlights that the validity of necessary conditions formulated via normal cones and subdifferentials for error bounds of convex or nonconvex inequalities depends crucially on the Asplund property of the underlying space.

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Radial Epiderivative Based Fritz John and KKT Conditions in Nonsmooth Nonconvex Optimization

In this study, we examine Fritz John (FJ) and Karush-Kuhn-Tucker (KKT) type optimality conditions for a class of nonsmooth and nonconvex optimization problems with inequality constraints, where the objective and constraint functions all are assumed to be radially epidifferentiable. The concept of the radial epiderivative constitutes a distinct generalization of classical derivative notions, as it replaces the conventional limit operation with an infimum-based construction. This formulation permits the analysis of directional behavior without invoking standard neighborhood-based assumptions and constructions commonly required in generalized differentiation. This leads to one of the key advantages of the radial epiderivative which lies in its applicability even to discrete domains, where classical and generalized derivatives are often inapplicable or undefined. The other advantage of this concept is that it provides a possibility to inverstigate KKT conditions for global minimums. Consequently, this approach necessitates a reformulation of fundamental analytical tools such as gradient vectors, feasible direction sets, constraint qualifications and other concepts which are central to the derivation of optimality conditions in smooth optimization theory. The primary contribution of this paper is the development of a comprehensive theoretical framework for KKT conditions tailored to the radially epidifferentiable setting. We introduce novel definitions of the radial gradient vector, of the set of feasible directions, and examine how classical constraint qualifications may be interpreted and extended within this new framework.

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Nash Equilibria of Noncooperative/Mixed Differential Games with Density Constraints in Infinite Dimensions

Motivated by Cournot models, this paper proposes novel models of the noncooperative and cooperative differential games with density constraints in infinite dimensions, where markets consist of infinite firms and demand dynamics are governed by controlled differential equations. Markets engage in noncooperative competition with each other, while firms within each market engage in noncooperative or cooperative games. The main problems are to find the noncooperative Nash equilibrium (NNE) of the noncooperative differential game and the mixed Nash equilibrium (MNE) of the mixed noncooperative and cooperative differential game. Moreover, fundamental relationship is established between noncooperative/mixed differential game with density constraints and infinite-dimensional differential variational inequalities with density constraints. By variational analysis, it is proved under two conditions with certain symmetry that both of the two equilibrium problems can be reduced to solving systems of finite-dimensional projection equations with integral constraints by iterative computational methods. Crucially, the two conditions with certain symmetry, ensuring the uniqueness of the NNE and the MNE, provide theoretical foundations for strategic decision making regarding competitive versus cooperative market behaviors. Finally, the theoretical framework is validated through numerical simulations demonstrating the efficacy of our results.

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Quasi-Newton Method for Set Optimization Problems with Set-Valued Mapping Given by Finitely Many Vector-Valued Functions

In this article, we propose a quasi-Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The set-valued objective mapping under consideration is given by a finite number of vector-valued functions that are twice continuously differentiable. To find the necessary optimality condition for weak minimal points with the help of the proposed quasi-Newton method, we use the concept of partition and formulate a family of vector optimization problems. The evaluation of necessary optimality condition for finding the weakly minimal points involves the computation of the approximate Hessian of every objective function, which is done by a quasi-Newton scheme for vector optimization problems. In the proposed quasi-Newton method, we derive a sequence of iterative points that exhibits convergence to a point which satisfies the derived necessary optimality condition for weakly minimal points. After that, we find a descent direction for a suitably chosen vector optimization problem from this family of vector optimization problems and update from the current iterate to the next iterate. The proposed quasi-Newton method for set optimization problems is not a direct extension of that for vector optimization problems, as the selected vector optimization problem varies across the iterates. The well-definedness and convergence of the proposed method are analyzed. The convergence of the proposed algorithm under some regularity condition of the stationary points, a condition on nonstationary points, the boundedness of the norm of quasi-Newton direction, and the existence of step length that satisfies the Armijo condition are derived. We obtain a local superlinear convergence of the proposed method under uniform continuity of the Hessian approximation function.

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Nonlinear Conjugate Gradient Methods for Optimization of Set-Valued Mappings of Finite Cardinality

This article presents nonlinear conjugate gradient methods for finding local weakly minimal points of set-valued optimization problems under a lower set less ordering relation. The set-valued objective function of the optimization problem under consideration is defined by finitely many continuously differentiable vector-valued functions. For such optimization problems, at first, we propose a general scheme for nonlinear conjugate gradient methods and then introduce Dai-Yuan, Polak-Ribi{è}re-Polyak, and Hestenes-Stiefel conjugate gradient parameters for set-valued functions. Toward deriving the general scheme, we introduce a condition of sufficient decrease and Wolfe line searches for set-valued functions. For a given sequence of descent directions of a set-valued function, it is found that if the proposed standard Wolfe line search technique is employed, then the generated sequence of iterates for set optimization follows a Zoutendijk-like condition. With the help of the derived Zoutendijk-like condition, we report that all the proposed nonlinear conjugate gradient schemes are globally convergent under usual assumptions. It is important to note that the ordering cone used in the entire study is not restricted to be finitely generated, and no regularity assumption on the solution set of the problem is required for any of the reported convergence analyses. Finally, we demonstrate the performance of the proposed methods through numerical experiments. In the numerical experiments, we demonstrate the effectiveness of the proposed methods not only on the commonly used test instances for set optimization but also on a few newly introduced problems under general ordering cones that are neither nonnegative hyper-octant nor finitely generated.

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Subtransversality and Strong CHIP of Closed Sets in Asplund Spaces

In this paper, we mainly study subtransversality and two types of strong CHIP (given via Fréchet and limiting normal cones) for a collection of finitely many closed sets. We first prove characterizations of Asplund spaces in terms of subtransversality and intersection formulae of Fréchet normal cones. Several necessary conditions for subtransversality of closed sets are obtained via Fréchet/limiting normal cones in Asplund spaces. Then, we consider subtransversality for some special closed sets in convex-composite optimization. In this frame we prove an equivalence result on subtransversality, strong Fréchet CHIP and property (G) so as to extend a duality characterization of subtransversality of finitely many closed convex sets via strong CHIP and property (G) to the possibly non-convex case. As applications, we use these results on subtransversality and strong CHIP to study error bounds of inequality systems and give several dual criteria for error bounds via Fréchet normal cones and subdifferentials.

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Perturbation Analysis of Error Bounds for Convex Functions on Banach Spaces

This paper focuses on the stability of both local and global error bounds for a proper lower semicontinuous convex function defined on a Banach space. Without relying on any dual space information, we first provide precise estimates of error bound moduli using directional derivatives. For a given proper lower semicontinuous convex function on a Banach space, we prove that the stability of local error bounds under small perturbations is equivalent to the directional derivative at a reference point having a non-zero minimum over the unit sphere. Additionally, the stability of global error bounds is shown to be equivalent to the infimum of the directional derivatives, at all points on the boundary of the solution set, being bounded away from zero over some neighborhood of the unit sphere.

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New Douglas-Rashford Splitting Algorithms for Generalized DC Programming with Applications in Machine Learning

In this work, we propose some new Douglas-Rashford splitting algorithms for solving a class of generalized DC (difference of convex functions) in real Hilbert spaces. The proposed methods leverage the proximal properties of the nonsmooth component and a fasten control parameter which improves the convergence rate of the algorithms. We prove the convergence of these methods to the critical points of nonconvex optimization under reasonable conditions. We evaluate the performance and effectiveness of our methods through experimentation with three practical examples in machine learning. Our findings demonstrated that our methods offer efficiency in problem-solving and outperform state-of-the-art techniques like the DCA (DC Algorithm) and ADMM.

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On the Maximal Monotone Operators in Hadamard Spaces

In this paper, some topics of monotone operator theory in the setting of Hadamard spaces are investigated. For a fixed element $p$ in a Hadamard space $X$, the notion of $p$-Fenchel conjugate is introduced and a type of the Fenchel-Young inequality is proved. Moreover, we examine the $p$-Fitzpatrick transform and its main properties for monotone set-valued operators in Hadamard spaces. Furthermore, some relations between maximal monotone operators and certain classes of proper, convex, l.s.c. extended real-valued functions on $X\times X^{\scalebox{0.7}{$^{\lozenge}$}}$, are given.

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Second-Order Strong Optimality and Second-Order Duality for Nonsmooth Constrained Multiobjective Fractional Programming Problems

This paper investigates constrained nonsmooth multiobjective fractional programming problem (NMFP) in real Banach spaces. It derives a quotient calculus rule for computing the first- and second-order Clarke derivatives of fractional functions involving locally Lipschitz functions. A novel second-order Abadie-type regularity condition is presented, defined with the help of the Clarke directional derivative and the Páles-Zeidan second-order directional derivative. We establish both first- and second-order strong necessary optimality conditions, which contain some new information on multipliers and imply the strong KKT necessary conditions, for a Borwein-type properly efficient solution of NMFP by utilizing generalized directional derivatives. Moreover, it derives second-order sufficient optimality conditions for NMFP under a second-order generalized convexity assumption. Additionally, we derive duality results between NMFP and its second-order dual problem under some appropriate conditions.

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Characterizations of Stability of Error Bounds for Convex Inequality Constraint Systems

In this paper, we mainly study error bounds for a single convex inequality and semi-infinite convex constraint systems, and give characterizations of stability of error bounds via directional derivatives. For a single convex inequality, it is proved that the stability of local error bounds under small perturbations is essentially equivalent to the non-zero minimun of the directional derivative at a reference point over the sphere, and the stability of global error bounds is proved to be equivalent to the strictly positive infimum of the directional derivatives, at all points in the boundary of the solution set, over the sphere as well as some mild constraint qualification. When these results are applied to semi-infinite convex constraint systems, characterizations of stability of local and global error bounds under small perturbations are also provided. In particular such stability of error bounds is proved to only require that all component functions in semi-infinite convex constraint systems have the same linear perturbation. Our work demonstrates that verifying the stability of error bounds for convex inequality constraint systems is, to some degree, equivalent to solving the convex optimization/minimization problems (defined by directional derivatives) over the sphere.

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Coderivatives with respect to a set of the normal cone mappings and their applications

Establishing explicit formulas of coderivatives with respect to a set of the normal cone mapping to a polyhedron, the solution set of a variational inequalities system, is one of the main goals of this paper. By using our coderivative formulas, we provide a characteristic of the Aubin property with respect to a set of that normal cone mapping and thereby give necessary optimality conditions for simple bilevel optimization problems under weak qualification conditions.

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