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We propose a new bundle-based augmented Lagrangian framework for solving constrained convex problems. Unlike the classical (inexact) augmented Lagrangian method (ALM) that has a nested double-loop structure, our framework features a…

Optimization and Control · Mathematics 2025-02-14 Feng-Yi Liao , Yang Zheng

Recently, a Riemannian proximal Newton method has been developed for optimizing problems in the form of $\min_{x\in\mathcal{M}} f(x) + \mu \|x\|_1$, where $\mathcal{M}$ is a compact embedded submanifold and $f(x)$ is smooth. Although this…

Optimization and Control · Mathematics 2025-03-25 Wen Huang , Wutao Si

In this paper, a descent method for nonsmooth multiobjective optimization problems on complete Riemannian manifolds is proposed. The objective functions are only assumed to be locally Lipschitz continuous instead of convexity used in…

Optimization and Control · Mathematics 2025-01-14 Chunming Tang , Hao He , Jinbao Jian , Miantao Chao

A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al., and later generalized to the Riemannian manifold setting in Duruisseaux and Leok. This variational framework was…

Numerical Analysis · Mathematics 2022-05-18 Valentin Duruisseaux , Melvin Leok

This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a…

Optimization and Control · Mathematics 2014-03-03 Panagiotis Patrinos , Lorenzo Stella , Alberto Bemporad

Optimization in engineering requires appropriate models. In this article, a regression method for enhancing the predictive power of a model by exploiting expert knowledge in the form of shape constraints, or more specifically, monotonicity…

Optimization of frame structures is formulated as a~non-convex optimization problem, which is currently solved to local optimality. In this contribution, we investigate four optimization approaches: (i) general non-linear optimization, (ii)…

Optimization and Control · Mathematics 2019-09-17 Marek Tyburec , Jan Zeman , Martin Kružík , Didier Henrion

Our aim is to do a come back on Schiffer's and Pompeiu's conjectures with shape optimization tools, maximum principles and Serrin's symmetry method. We propose a way to get affirmative answers in some cases. We propose also sufficient…

Analysis of PDEs · Mathematics 2024-05-21 Diaraf Seck

Optimization under the symplecticity constraint is an approach for solving various problems in quantum physics and scientific computing. Building on the results that this optimization problem can be transformed into an unconstrained problem…

Optimization and Control · Mathematics 2024-06-21 Bin Gao , Nguyen Thanh Son , Tatjana Stykel

Riemannian submanifold optimization with momentum is computationally challenging because, to ensure that the iterates remain on the submanifold, we often need to solve difficult differential equations. Here, we simplify such difficulties…

Machine Learning · Statistics 2024-03-19 Wu Lin , Valentin Duruisseaux , Melvin Leok , Frank Nielsen , Mohammad Emtiyaz Khan , Mark Schmidt

The 'exact subgraph' approach was recently introduced as a hierarchical scheme to get increasingly tight semidefinite programming relaxations of several NP-hard graph optimization problems. Solving these relaxations is a computational…

Optimization and Control · Mathematics 2019-08-09 Elisabeth Gaar , Franz Rendl

In this work, we introduce a novel strategy for tackling constrained optimization problems through a modified penalty method. Conventional penalty methods convert constrained problems into unconstrained ones by incorporating constraints…

Optimization and Control · Mathematics 2024-09-05 Shilin Ma , Yukun Yue

Recent progress in PDE constrained optimization on shape manifolds is based on the Hadamard form of shape derivatives, i.e., in the form of integrals at the boundary of the shape under investigation, as well as on intrinsic shape metrics.…

Optimization and Control · Mathematics 2017-01-03 Volker Schulz , Martin Siebenborn , Kathrin Welker

We propose a variant of the classical augmented Lagrangian method for constrained optimization problems in Banach spaces. Our theoretical framework does not require any convexity or second-order assumptions and allows the treatment of…

Optimization and Control · Mathematics 2018-07-13 Christian Kanzow , Daniel Steck , Daniel Wachsmuth

In this paper, we study structured quasi-Newton methods for optimization problems with orthogonality constraints. Note that the Riemannian Hessian of the objective function requires both the Euclidean Hessian and the Euclidean gradient. In…

Optimization and Control · Mathematics 2018-09-05 Jiang Hu , Bo Jiang , Lin Lin , Zaiwen Wen , Yaxiang Yuan

Tensor networks provide compact and scalable representations of high-dimensional data, enabling efficient computation in fields such as quantum physics, numerical partial differential equations (PDEs), and machine learning. This paper…

Numerical Analysis · Mathematics 2025-08-28 Julia Wei , Alec Dektor , Chungen Shen , Zaiwen Wen , Chao Yang

This paper proposes a generalized framework with joint normalization which learns lower-dimensional subspaces with maximum discriminative power by making use of the Riemannian geometry. In particular, we model the similarity/dissimilarity…

Computer Vision and Pattern Recognition · Computer Science 2017-11-20 Tianci Liu , Zelin Shi , Yunpeng Liu

We propose two variants of Newton method for solving unconstrained minimization problem. Our method leverages optimization techniques such as penalty and augmented Lagrangian method to generate novel variants of the Newton method namely the…

Optimization and Control · Mathematics 2022-05-24 Md Sarowar Morshed

Adjoint-based shape optimization most often relies on Eulerian flow field formulations. However, since Lagrangian particle methods are the natural choice for solving sedimentation problems in oceanography, extensions to the Lagrangian…

Fluid Dynamics · Physics 2022-09-07 Luka Schlegel , Volker Schulz

Riemannian geometry provides the fundamental framework for optimization on nonlinear spaces such as matrix manifolds, which arise in machine learning, signal processing, and robotics. While the underlying theory is classical, existing…

Differential Geometry · Mathematics 2026-05-05 Benyamin Ghojogh