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In this paper, we propose a descent method for composite optimization problems with linear operators. Specifically, we first design a structure-exploiting preconditioner tailored to the linear operator so that the resulting preconditioned…

Optimization and Control · Mathematics 2026-03-20 Jian Chen , Xinmin Yang

For the numerical solution of shape optimization problems, particularly those constrained by partial differential equations (PDEs), the quality of the underlying mesh is of utmost importance. Particularly when investigating complex…

Optimization and Control · Mathematics 2025-10-14 Sebastian Blauth , Christian Leithäuser

In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…

Multiagent Systems · Computer Science 2016-01-18 Gesualdo Scutari , Francisco Facchinei , Lorenzo Lampariello , Peiran Song

We propose an efficient residual minimization technique for the nonlinear model-order reduction of parameterized hyperbolic partial differential equations. Our nonlinear approximation space is a span of snapshots evaluated on a shifted…

Numerical Analysis · Mathematics 2021-01-21 Neeraj Sarna , Sara Grundel

We propose a domain decomposition method for the efficient simulation of nonlocal problems. Our approach is based on a multi-domain formulation of a nonlocal diffusion problem where the subdomains share "nonlocal" interfaces of the size of…

Numerical Analysis · Mathematics 2021-09-29 Xiao Xu , Christian Glusa , Marta D'Elia , John T. Foster

We introduce a class of first-order methods for smooth constrained optimization that are based on an analogy to non-smooth dynamical systems. Two distinctive features of our approach are that (i) projections or optimizations over the entire…

Optimization and Control · Mathematics 2025-04-15 Michael Muehlebach , Michael I. Jordan

Higher-order numerical methods are used to find accurate numerical solutions to hyperbolic partial differential equations and equations of transport type. Limiting is required to either converge to the correct type of solution or to adhere…

Numerical Analysis · Mathematics 2024-07-10 James Woodfield

We present an adaptive regularization algorithm that can be effectively applied to the optimization problem in deep learning framework. Our regularization algorithm aims to take into account the fitness of data to the current state of model…

Machine Learning · Computer Science 2019-09-02 Junghee Cho , Junseok Kwon , Byung-Woo Hong

It is well-known that the lower bound of iteration complexity for solving nonconvex unconstrained optimization problems is $\Omega(1/\epsilon^2)$, which can be achieved by standard gradient descent algorithm when the objective function is…

Optimization and Control · Mathematics 2022-11-02 Jiawei Zhang , Wenqiang Pu , Zhi-Quan Luo

In this paper, we propose and analyze algorithms for zeroth-order optimization of non-convex composite objectives, focusing on reducing the complexity dependence on dimensionality. This is achieved by exploiting the low dimensional…

Optimization and Control · Mathematics 2022-08-16 Weijia Shao , Sahin Albayrak

Second-order methods for neural network optimization have several advantages over methods based on first-order gradient descent, including better scaling to large mini-batch sizes and fewer updates needed for convergence. But they are…

Machine Learning · Computer Science 2017-12-21 Huishuai Zhang , Caiming Xiong , James Bradbury , Richard Socher

We propose an approach to construction of robust non-Euclidean iterative algorithms for convex composite stochastic optimization based on truncation of stochastic gradients. For such algorithms, we establish sub-Gaussian confidence bounds…

Statistics Theory · Mathematics 2019-07-08 Anatoli Juditsky , Alexander Nazin , Arkadi Nemirovsky , Alexandre Tsybakov

Metasurfaces are subwavelength-structured artificial media that can shape and localize electromagnetic waves in unique ways. The inverse design of these devices is a non-convex optimization problem in a high dimensional space, making global…

Computational Physics · Physics 2019-11-22 Jiaqi Jiang , Jonathan A. Fan

This paper deals with convex nonsmooth optimization problems. We introduce a general smooth approximation framework for the original function and apply random (accelerated) coordinate descent methods for minimizing the corresponding smooth…

Optimization and Control · Mathematics 2024-01-10 Flavia Chorobura , Ion Necoara

Non-convex optimization plays a key role in a growing number of machine learning applications. This motivates the identification of specialized structure that enables sharper theoretical analysis. One such identified structure is…

Optimization and Control · Mathematics 2023-06-06 Qiang Fu , Dongchu Xu , Ashia Wilson

We present a framework for smooth optimization of explicitly regularized objectives for (structured) sparsity. These non-smooth and possibly non-convex problems typically rely on solvers tailored to specific models and regularizers. In…

Machine Learning · Computer Science 2026-04-09 Chris Kolb , Christian L. Müller , Bernd Bischl , David Rügamer

We present a novel framework for PDE-constrained $r$-adaptivity of high-order meshes. The proposed method formulates mesh movement as an optimization problem, with an objective function defined as a convex combination of a mesh quality…

Numerical Analysis · Mathematics 2025-07-03 Tzanio Kolev , Boyan Lazarov , Ketan Mittal , Mathias Schmidt , Vladimir Tomov

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Andrei Patrascu

Despite having achieved real-time performance in mesh construction, most of the current LiDAR odometry and meshing methods may struggle to deal with complex scenes due to relying on explicit meshing schemes. They are usually sensitive to…

Robotics · Computer Science 2023-12-27 Yanjin Zhu , Xin Zheng , Jianke Zhu

This paper presents a subgradient-based algorithm for constrained nonsmooth convex optimization that does not require projections onto the feasible set. While the well-established Frank-Wolfe algorithm and its variants already avoid…

Optimization and Control · Mathematics 2024-09-04 Kamiar Asgari , Michael J. Neely