Related papers: Block BFGS Methods
We propose a novel trust region method for solving a class of nonsmooth, nonconvex composite-type optimization problems. The approach embeds inexact semismooth Newton steps for finding zeros of a normal map-based stationarity measure for…
This paper deals with regularized Newton methods, a flexible class of unconstrained optimization algorithms that is competitive with line search and trust region methods and potentially combines attractive elements of both. The particular…
This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…
We derive nonlinear acceleration methods based on the limited memory BFGS (L-BFGS) update formula for accelerating iterative optimization methods of alternating least squares (ALS) type applied to canonical polyadic (CP) and Tucker tensor…
A quasi-Newton method with cubic regularization is designed for solving Riemannian unconstrained nonconvex optimization problems. The proposed algorithm is fully adaptive with at most ${\cal O} (\epsilon_g^{-3/2})$ iterations to achieve a…
Quasi-Newton methods are widely used for solving convex optimization problems due to their ease of implementation, practical efficiency, and strong local convergence guarantees. However, their global convergence is typically established…
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…
In this paper, we propose a quasi Newton method to solve the robust counterpart of an uncertain multiobjective optimization problem under an arbitrary finite uncertainty set. Here the robust counterpart of an uncertain multiobjective…
Deep learning algorithms often require solving a highly non-linear and nonconvex unconstrained optimization problem. Methods for solving optimization problems in large-scale machine learning, such as deep learning and deep reinforcement…
We consider stochastic second-order methods for minimizing smooth and strongly-convex functions under an interpolation condition satisfied by over-parameterized models. Under this condition, we show that the regularized subsampled Newton…
In this paper we present a subgradient method with non-monotone line search for the minimization of convex functions with simple convex constraints. Different from the standard subgradient method with prefixed step sizes, the new method…
In this paper, we compute the stationary states of the multicomponent phase-field crystal model by formulating it as a block constrained minimization problem. The original infinite-dimensional non-convex minimization problem is approximated…
The Frank-Wolfe method and its extensions are well-suited for delivering solutions with desirable structural properties, such as sparsity or low-rank structure. We introduce a new variant of the Frank-Wolfe method that combines Frank-Wolfe…
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…
In this paper, we propose a quasi-Newton method for solving smooth and monotone nonlinear equations, including unconstrained minimization and minimax optimization as special cases. For the strongly monotone setting, we establish two global…
This paper investigates two inexact Levenberg-Marquardt (LM) methods for solving systems of nonlinear equations. Both approaches compute approximate search directions by solving the LM linear system inexactly, subject to specific…
In this paper, a new conjugate gradient-like algorithm is proposed to solve unconstrained optimization problems. The step directions generated by the new algorithm satisfy sufficient descent condition independent of the line search. The…
This paper deals with subsampled spectral gradient methods for minimizing finite sum. Subsample function and gradient approximations are employed in order to reduce the overall computational cost of the classical spectral gradient methods.…
We propose a descent subgradient algorithm for unconstrained nonsmooth nonconvex multiobjective optimization problems. To find a descent direction, we present an iterative process that efficiently approximates the Goldstein subdifferential…
In this paper, we introduce a new variant of the BFGS method designed to perform well when gradient measurements are corrupted by noise. We show that by treating the secant condition with a penalty method approach motivated by regularized…