Lower- and upper-$C^2$ integrands: a structured class of functions for stochastic nonconvex optimization

We study nonconvex stochastic functions that admit a structured second-order representation, a generalization of lower- and upper-$C^2$ functions to normal integrands. Similarly to the deterministic case, lower-$C^2$ normal integrands are defined as the pointwise maxima over a compact random index set of functions that are twice-continuously differentiable in the decision variable with an integrable bounded Hessian. Our main result is a local value function characterization of this class of functions, namely, that they satisfy a local sufficient ascent property almost surely. Equivalently, they differ from a convex normal integrand by a random quadratic. The upper-$C^2$ theory follows by a change of sign, and delivers the corresponding lower envelopes, the form in which these integrands appear as second-stage value functions of stochastic programs with compact recourse. We also show that for this class integrability of the function values, of the local Lipschitz moduli, and of the minimum-norm Clarke subgradients are equivalent. We then study smooth integrands, finite lower envelopes, difference-of-convex integrands, Moreau and forward--backward envelopes, compositions with a smooth map, monotone convex compositions, and compact-recourse stochastic programs within these classes of nonconvex stochastic functions. As an application, we show that the optimistic loss of partial-label regression and the variational formulation of the conditional value-at-risk fit within this framework.

Authors

Publication Details

Journal
arXiv (Cornell University)
Published
2026-10-27
DOI
https://doi.org/10.48550/arxiv.2610.37629
Primary Topic
Optimization and Variational Analysis
Type
preprint
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preprint

Lower- and upper-$C^2$ integrands: a structured class of functions for stochastic nonconvex optimization

Felipe Atenas, Pedro Pérez-Aros, David Torregrosa-Belén, Alejandro Jofré
arXiv (Cornell University)
Optimization and Variational Analysis
preprint

Lower- and upper-$C^2$ integrands: a structured class of functions for stochastic nonconvex optimization

Felipe Atenas, Pedro Pérez-Aros, David Torregrosa-Belén, Alejandro Jofré
preprint en

Abstract

We study nonconvex stochastic functions that admit a structured second-order representation, a generalization of lower- and upper-$C^2$ functions to normal integrands. Similarly to the deterministic case, lower-$C^2$ normal integrands are defined as the pointwise maxima over a compact random index set of functions that are twice-continuously differentiable in the decision variable with an integrable bounded Hessian. Our main result is a local value function characterization of this class of functions, namely, that they satisfy a local sufficient ascent property almost surely. Equivalently, they differ from a convex normal integrand by a random quadratic. The upper-$C^2$ theory follows by a change of sign, and delivers the corresponding lower envelopes, the form in which these integrands appear as second-stage value functions of stochastic programs with compact recourse. We also show that for this class integrability of the function values, of the local Lipschitz moduli, and of the minimum-norm Clarke subgradients are equivalent. We then study smooth integrands, finite lower envelopes, difference-of-convex integrands, Moreau and forward--backward envelopes, compositions with a smooth map, monotone convex compositions, and compact-recourse stochastic programs within these classes of nonconvex stochastic functions. As an application, we show that the optimistic loss of partial-label regression and the variational formulation of the conditional value-at-risk fit within this framework.

arXiv (Cornell University)
Optimization and Variational Analysis
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