Penalty-Based Smoothing of Convex Nonsmooth Supremum Functions with Accelerated Inertial Dynamics
Abstract
We propose a penalty-based smoothing framework for convex nonsmooth functions with a supremum structure. The regularization yields a differentiable surrogate with controlled approximation error, a single-valued dual maximizer, and explicit gradient formulas. We then study an accelerated inertial dynamic with vanishing damping driven by a time-dependent regularized function whose parameter decreases to zero. Under mild integrability and boundedness conditions on the regularization schedule, we establish an accelerated O(t-2) decay estimate for the regularized residual and, in the regime α>3, a sharper o(t-2) decay together with weak convergence of trajectories to a minimizer of the original nonsmooth problem via an Opial-type argument. Applications to multiobjective optimization (through Chebyshev/max scalarization) and to distributionally robust optimization (via entropic regularization over ambiguity sets) illustrate the scope of the framework.
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