Related papers: On the p-regularized trust region subproblem

This paper proposes a stochastic variant of a classic algorithm---the cubic-regularized Newton method [Nesterov and Polyak 2006]. The proposed algorithm efficiently escapes saddle points and finds approximate local minima for general…

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

In this paper we consider the training of single hidden layer neural networks by pseudoinversion, which, in spite of its popularity, is sometimes affected by numerical instability issues. Regularization is known to be effective in such…

We develop a novel stepsize based on \BB method for solving some challenging optimization problems efficiently, named regularized \BB (RBB) stepsize. We indicate that RBB stepsize is the close solution to a $\ell_{2}^{2}$-regularized least…

Many inverse problems in signal processing deal with the robust estimation of unknown data from underdetermined linear observations. Low dimensional models, when combined with appropriate regularizers, have been shown to be efficient at…

Overdetermined systems of first kind integral equations appear in many applications. When the right-hand side is discretized, the resulting finite-data problem is ill-posed and admits infinitely many solutions. We propose a numerical method…

For $N\ge 3$ and $2<p<N$, we find normalised solutions to the equation \begin{align*} -\Delta_p u+(1+V(x))|u|^{p-2}u+\lambda u&=|u|^{q-2}u\qquad\text{in $\mathbb{R}^N$}\\ \|u\|_2&=\rho \end{align*} in the mass supercritical and Sobolev…

In this paper, we propose two regularized proximal quasi-Newton methods with symmetric rank-1 update of the metric (SR1 quasi-Newton) to solve non-smooth convex additive composite problems. Both algorithms avoid using line search or other…

For unconstrained control problems, a local convergence rate is established for an $hp$-method based on collocation at the Radau quadrature points in each mesh interval of the discretization. If the continuous problem has a sufficiently…

Trust region and cubic regularization methods have demonstrated good performance in small scale non-convex optimization, showing the ability to escape from saddle points. Each iteration of these methods involves computation of gradient,…

Linear regression in $\ell_p$-norm is a canonical optimization problem that arises in several applications, including sparse recovery, semi-supervised learning, and signal processing. Generic convex optimization algorithms for solving…

We study a Newton-like method for the minimization of an objective function that is the sum of a smooth convex function and an l-1 regularization term. This method, which is sometimes referred to in the literature as a proximal Newton…

This paper proposes and develops a new Newton-type algorithm to solve subdifferential inclusions defined by subgradients of extended-real-valued prox-regular functions. The proposed algorithm is formulated in terms of the second-order…

The Proximal Point Method (PPM) (Rockafellar, 1976) is a fundamental tool for nonsmooth convex optimization. However, its convergence is not linear under general convexity in the absence of strong convexity or other structural assumptions.…

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…

We investigate local optimality conditions of first and second order for integer optimal control problems with total variation regularization via a finite-dimensional switching point problem. We show the equivalence of local optimality for…

In this paper, we propose a first second-order scheme based on arbitrary non-Euclidean norms, incorporated by Bregman distances. They are introduced directly in the Newton iterate with regularization parameter proportional to the square…

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…

In this paper, we focus on computing local minimizers of a multivariate polynomial optimization problem under certain genericity conditions. By using a technique in computer algebra and the second-order optimality condition, we provide a…

Extracting a small subset of representative tuples from a large database is an important task in multi-criteria decision making. The regret-minimizing set (RMS) problem is recently proposed for representative discovery from databases.…