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math.OC2026
On rates of convergence for sample average approximations without smoothness
Hien Duy Nguyen, Jacob Westerhout, Xin Guo
Sample average approximation (SAA) replaces an intractable expected objective by an empirical average and is a basic device of modern stochastic optimization. We develop a rate the…
math.OC2025
Continuity conditions weaker than lower semi-continuity
Jacob Westerhout, Xin Guo, Hien Duy Nguyen
Lower semi-continuity (\texttt{LSC}) is a critical assumption in many foundational optimisation theory results; however, in many cases, \texttt{LSC} is stronger than necessary. Thi…