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In this paper, we propose new methods to efficiently solve convex optimization problems encountered in sparse estimation, which include a new quasi-Newton method that avoids computing the Hessian matrix and improves efficiency, and we prove…

Optimization and Control · Mathematics 2023-09-06 Ryosuke Shimmura , Joe Suzuki

Newton's Method is widely used to find the solution of complex non-linear simulation problems in Computer Graphics. To guarantee a descent direction, it is common practice to clamp the negative eigenvalues of each element Hessian prior to…

Graphics · Computer Science 2026-05-26 José Antonio Fernández-Fernández , Fabian Löschner , Jan Bender

We consider minimizing finite-sum and expectation objective functions via Hessian-averaging based subsampled Newton methods. These methods allow for gradient inexactness and have fixed per-iteration Hessian approximation costs. The recent…

Optimization and Control · Mathematics 2024-08-15 Thomas O'Leary-Roseberry , Raghu Bollapragada

We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…

Optimization and Control · Mathematics 2026-04-07 Donald Goldfarb , Lexiao Lai , Tianyi Lin , Jiayu Zhang

We present a Newton-type method that converges fast from any initialization and for arbitrary convex objectives with Lipschitz Hessians. We achieve this by merging the ideas of cubic regularization with a certain adaptive…

Optimization and Control · Mathematics 2023-03-02 Konstantin Mishchenko

Motivated by recent advances in serverless cloud computing, in particular the "function as a service" (FaaS) model, we consider the problem of minimizing a convex function in a massively parallel fashion, where communication between workers…

Optimization and Control · Mathematics 2024-10-03 Elad Romanov , Fangzhao Zhang , Mert Pilanci

We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…

Optimization and Control · Mathematics 2022-08-12 Nikita Doikov , Konstantin Mishchenko , Yurii Nesterov

In this paper, a globally convergent Newton-type proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-25 Md Abu Talhamainuddin Ansary

A convergence analysis is developed for the regularized Newton method for training neural networks (NNs) in the overparameterized limit. As the number of hidden units tends to infinity, the NN training dynamics converge in probability to…

Machine Learning · Computer Science 2026-05-21 Konstantin Riedl , Konstantinos Spiliopoulos , Justin Sirignano

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…

Optimization and Control · Mathematics 2021-12-07 Nikita Doikov , Yurii Nesterov

In probabilistic modeling, parameter estimation is commonly formulated as a minimization problem on a parameter manifold. Optimization in such spaces requires geometry-aware methods that respect the underlying information structure. While…

Computation · Statistics 2025-11-17 Derun Zhou , Keisuke Yano , Mahito Sugiyama

In this paper, we consider a strongly convex finite-sum minimization problem over a decentralized network and propose a communication-efficient decentralized Newton's method for solving it. We first apply dynamic average consensus (DAC) so…

Optimization and Control · Mathematics 2022-10-04 Huikang Liu , Jiaojiao Zhang , Anthony Man-Cho So , Qing Ling

The differential-geometric structure of the manifold of smooth shapes is applied to the theory of shape optimization problems. In particular, a Riemannian shape gradient with respect to the first Sobolev metric and the Steklov-Poincar\'{e}…

Optimization and Control · Mathematics 2021-01-18 Kathrin Welker

We propose a distributed cubic regularization of the Newton method for solving (constrained) empirical risk minimization problems over a network of agents, modeled as undirected graph. The algorithm employs an inexact, preconditioned Newton…

Optimization and Control · Mathematics 2021-06-21 Amir Daneshmand , Gesualdo Scutari , Pavel Dvurechensky , Alexander Gasnikov

We present two new remarkably simple stochastic second-order methods for minimizing the average of a very large number of sufficiently smooth and strongly convex functions. The first is a stochastic variant of Newton's method (SN), and the…

Machine Learning · Computer Science 2019-12-04 Dmitry Kovalev , Konstantin Mishchenko , Peter Richtárik

This paper describes a method for solving smooth nonconvex minimization problems subject to bound constraints with good worst-case complexity guarantees and practical performance. The method contains elements of two existing methods: the…

Optimization and Control · Mathematics 2023-06-08 Yue Xie , Stephen J. Wright

We explore the use of the Gauss-Newton method for optimization in shape learning, including implicit neural surfaces and geometry-informed neural networks. The method addresses key challenges in shape learning, such as the ill-conditioning…

Machine Learning · Computer Science 2026-02-16 James King , Arturs Berzins , Siddhartha Mishra , Marius Zeinhofer

Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…

Optimization and Control · Mathematics 2022-10-17 Christian Kanzow , Theresa Lechner

We introduce new multilevel methods for solving large-scale unconstrained optimization problems. Specifically, the philosophy of multilevel methods is applied to Newton-type methods that regularize the Newton sub-problem using second order…

Optimization and Control · Mathematics 2024-07-16 Nick Tsipinakis , Panos Parpas

In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…

Optimization and Control · Mathematics 2022-03-15 Xi Chen , Bo Jiang , Tianyi Lin , Shuzhong Zhang