Properties of the Moreau-Yosida regularization of a piecewise C2 convex function

On Second-order Properties of the Moreau-Yosida Regularization for Constrained Nonsmooth Convex Programs

In this paper, we attempt to investigate a class of constrained nonsmooth convex optimization problems, that is, piecewise C2 convex objectives with smooth convex inequality constraints. By using the Moreau-Yosida regularization, we convert these problems into unconstrained smooth convex programs. Then, we investigate the second-order properties of the Moreau-Yosida regularization η. By introdu...

Lagrangian-Dual Functions and Moreau--Yosida Regularization

In this paper, we consider the Lagrangian dual problem of a class of convex optimization problems. We first discuss the semismoothness of the Lagrangian-dual function φ. This property is then used to investigate the second-order properties of the Moreau-Yosida regularization η of the function φ, e.g., the semismoothness of the gradient g of the regularized function η. We show that φ and g are p...

Practical Aspects of the Moreau-Yosida Regularization: Theoretical Preliminaries

When computing the infimal convolution of a convex function f with the squared norm, the so-called Moreau–Yosida regularization of f is obtained. Among other things, this function has a Lipschitzian gradient. We investigate some more of its properties, relevant for optimization. The most important part of our study concerns second-order differentiability: existence of a secondorder development ...

Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization

We show that a locally Lipschitz homeomorphism function is semismooth at a given point if and only if its inverse function is semismooth at its image point. We present a sufficient condition for the semismoothness of solutions to generalized equations over cone reducible (nonpolyhedral) convex sets. We prove that the semismoothness of solutions to the Moreau-Yosida regularization of a lower sem...

On Se ond-order Properties of the Moreau-Yosida Regularization for Constrained Nonsmooth Convex Programs