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math.OC2024
Proximal Projection Method for Stable Linearly Constrained Optimization
Howard Heaton
Many applications using large datasets require efficient methods for minimizing a proximable convex function subject to satisfying a set of linear constraints within a specified to…
math.OC2024
Laplace Meets Moreau: Smooth Approximation to Infimal Convolutions Using Laplace's Method
Ryan J. Tibshirani, Samy Wu Fung, Howard Heaton +1
We study approximations to the Moreau envelope -- and infimal convolutions more broadly -- based on Laplace's method, a classical tool in analysis which ties certain integrals to s…