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
- Felipe Atenas (ORCID: https://orcid.org/0000-0002-8577-697X)
- Pedro Pérez-Aros (ORCID: https://orcid.org/0000-0002-8756-3011)
- David Torregrosa-Belén (ORCID: https://orcid.org/0000-0003-2361-2037)
- Alejandro Jofré (ORCID: https://orcid.org/0000-0002-3530-8115)
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