Kurdyka–Łojasiewicz (KL) exponent plays an important role in estimating the convergence rate of many contemporary first-order methods. In particular, a KL exponent of 1/2 for a suitable potential function is related to local linear convergence. Nevertheless, KL exponent is in general extremely hard to estimate. In this paper, we show under mild assumptions that KL exponent is preserved via inf-projection. Inf-projection is a fundamental operation that is ubiquitous when reformulating optimization problems via the lift-and-project approach. By studying its operation on KL exponent, we show that the KL exponent is 1/2 for several important convex optimization models, including some semidefinite-programming-representable functions and some functions that involve C2-cone reducible structures, under conditions such as strict complementarity. Our results are applicable to concrete optimization models such as group-fused Lasso and overlapping group Lasso. In addition, for nonconvex models, we show that the KL exponent of many difference-of-convex functions can be derived from that of their natural majorant functions, and the KL exponent of the Bregman envelope of a function is the same as that of the function itself. Finally, we estimate the KL exponent of the sum of the least squares function and the indicator function of the set of matrices of rank at most k.

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This article reviews the literature on sparse high-dimensional models and discusses some applications in economics and finance. Recent developments in theory, methods, and implementations in penalized least-squares and penalized likelihood methods are highlighted. These variable selection methods are effective in sparse high-dimensional modeling. The limits of dimensionality that regularization methods can handle, the role of penalty functions, and their statistical properties are detailed. Some recent advances in sparse ultra-high-dimensional modeling are also briefly discussed.

Let M be a complete non-compact Riemannian manifold whose sectional curvature is bounded between two constants-k and K. Then one expects that the heat diffusion in such a manifold behaves like the heat diffusion in Euclidean space. The purpose of this paper is to give a justi-fication of such a statement.

We use the signal function from RLWE key exchange to derive an efficient zero knowledge authentication protocol to validate an RLWE key p=as+e with secret s and error e in the Random Oracle Model (ROM). With this protocol, a verifier can validate that a key presented to him by a prover P is of the form p=as+e with s,e small and that the prover knows s. We accompany the description of the protocol with proof to show that it has negligible soundness and completeness error. The soundness of our protocol relies directly on the hardness of the RLWE problem. The protocol is applicable for both LWE and RLWE but we focus on the RLWE based protocol for efficiency and practicality. We also present a variant of the main protocol with a commitment scheme to avoid using the ROM.