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Related papers: Nonsmooth method for constrained optimization

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We propose a framework to use Nesterov's accelerated method for constrained convex optimization problems. Our approach consists of first reformulating the original problem as an unconstrained optimization problem using a continuously…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

In this paper, we consider nonconvex optimization problems with nonlinear equality constraints. We assume that the objective function and the functional constraints are locally smooth. To solve this problem, we introduce a linearized…

Optimization and Control · Mathematics 2025-03-21 Lahcen El Bourkhissi , Ion Necoara

We propose a novel penalty method framework for the non-self-adjoint topology optimization problems, taking compliant mechanism problems as an example, by incorporating a convex nonlocal perimeter approximation scheme. We rigorously analyze…

Optimization and Control · Mathematics 2026-03-03 Wei Gong , Yuanda Ye

We consider the exact penalization of the incompressibility condition $div(u)=0$ for the velocity field of a Bingham fluid in terms of the $L^1$-norm. This penalization procedure results in a nonsmooth optimization problem for which we…

Optimization and Control · Mathematics 2020-10-05 Sergio González-Andrade , Sofía López , Pedro Merino

We propose several adaptive algorithmic methods for problems of non-smooth convex optimization. The first of them is based on a special artificial inexactness. Namely, the concept of inexact ($ \delta, \Delta, L$)-model of objective…

Optimization and Control · Mathematics 2020-08-25 Fedor Stonyakin

In this paper, a class of smoothing modulus-based iterative method was presented for solving implicit complementarity problems. The main idea was to transform the implicit complementarity problem into an equivalent implicit fixed-point…

Numerical Analysis · Mathematics 2023-06-09 Cong Guo , Chenliang Li , Tao Luo

Constrained optimization with multiple functional inequality constraints has significant applications in machine learning. This paper examines a crucial subset of such problems where both the objective and constraint functions are weakly…

Machine Learning · Computer Science 2026-02-09 Ming Yang , Gang Li , Quanqi Hu , Qihang Lin , Tianbao Yang

This paper analyzes the iteration-complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs. More specifically, the objective function is of the form $f + h$…

Optimization and Control · Mathematics 2019-07-17 Weiwei Kong , Jefferson G. Melo , Renato D. C. Monteiro

This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…

Optimization and Control · Mathematics 2015-06-29 Hannes Fendl , Hermann Schichl

Our work presents a new iterative scheme to approximate the fixed points of nonexpansive mapping. The proposed algorithm is constructed to enhance convergence efficiency while preserving theoretical robustness. Under appropriate assumptions…

Functional Analysis · Mathematics 2026-01-12 Nida Izhar Mallick , Izhar Uddin

In this paper we first extend the diminishing stepsize method for nonconvex constrained problems presented in [4] to deal with equality constraints and a nonsmooth objective function of composite type. We then consider the particular case…

Optimization and Control · Mathematics 2023-07-07 Francisco Facchinei , Vyacheskav Kungurtsevb , Lorenzo Lampariello , Gesualdo Scutari

This paper presents smoothing schemes for obtaining approximate stationary points of unconstrained or linearly-constrained composite nonconvex-concave min-max (and hence nonsmooth) problems by applying well-known algorithms to composite…

Optimization and Control · Mathematics 2021-06-18 Weiwei Kong , Renato D. C. Monteiro

In this paper, we consider the asymptotical regularization with convex constraints for nonlinear ill-posed problems. The method allows to use non-smooth penalty terms, including the L1-like and the total variation-like penalty functionals,…

Numerical Analysis · Mathematics 2022-03-23 Min Zhong , Wei Wang

We consider an optimization problem with strongly convex objective and linear inequalities constraints. To be able to deal with a large number of constraints we provide a penalty reformulation of the problem. As penalty functions we use a…

Optimization and Control · Mathematics 2020-04-29 Angelia Nedich , Tatiana Tatarenko

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu

In this paper, we propose a general class of algorithms for optimizing an extensive variety of nonsmoothly penalized objective functions that satisfy certain regularity conditions. The proposed framework utilizes the…

Computation · Statistics 2011-01-24 Elizabeth D. Schifano , Robert L. Strawderman , Martin T. Wells

We present a stochastic setting for optimization problems with nonsmooth convex separable objective functions over linear equality constraints. To solve such problems, we propose a stochastic Alternating Direction Method of Multipliers…

Machine Learning · Computer Science 2013-01-23 Hua Ouyang , Niao He , Alexander Gray

This paper proposes a distributed algorithm for a network of agents to solve an optimization problem with separable objective function and locally coupled constraints. Our strategy is based on reformulating the original constrained problem…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

A new class of smooth exact penalty functions was recently introduced by Huyer and Neumaier. In this paper, we prove that the new smooth penalty function for a constrained optimization problem is exact if and only if the standard nonsmooth…

Optimization and Control · Mathematics 2018-01-30 M. V. Dolgopolik

In regularized risk minimization, the associated optimization problem becomes particularly difficult when both the loss and regularizer are nonsmooth. Existing approaches either have slow or unclear convergence properties, are restricted to…

Machine Learning · Computer Science 2016-10-14 Shuai Zheng , Ruiliang Zhang , James T. Kwok