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This paper is devoted to minimizing the sum of a smooth function and a nonsmooth $\ell_1$-regularized term. This problem as a special cases includes the $\ell_1$-regularized convex minimization problem in signal processing, compressive…

Optimization and Control · Mathematics 2017-10-23 Yunhai Xiao , Soon-Yi Wu , Liqun Qi

In this work we propose a general nonmonotone line-search method for nonconvex multi\-objective optimization problems with convex constraints. At the $k$th iteration, the degree of nonmonotonicity is controlled by a vector $\nu_{k}$ with…

Optimization and Control · Mathematics 2024-11-15 Maria Eduarda Pinheiro , Geovani Nunes Grapiglia

In this paper, we propose AdaBB, an adaptive gradient method based on the Barzilai-Borwein stepsize. The algorithm is line-search-free and parameter-free, and essentially provides a convergent variant of the Barzilai-Borwein method for…

Optimization and Control · Mathematics 2024-01-17 Danqing Zhou , Shiqian Ma , Junfeng Yang

In this paper, by designing a normalized nonmonotone search strategy with the Barzilai--Borwein-type step-size, a novel local minimax method (LMM), which is a globally convergent iterative method, is proposed and analyzed to find multiple…

Numerical Analysis · Mathematics 2024-04-16 Wei Liu , Ziqing Xie , Wenfan Yi

We introduce a nonmonotone extension of the Front Descent framework for multiobjective optimization. The method uses novel nonmonotone line searches that allow temporary increases in some objective functions. To our knowledge, this is the…

Optimization and Control · Mathematics 2025-09-03 Pierluigi Mansueto

We consider optimization problems over the Stiefel manifold whose objective function is the summation of a smooth function and a nonsmooth function. Existing methods for solving this kind of problems can be classified into three classes.…

Optimization and Control · Mathematics 2019-05-14 Shixiang Chen , Shiqian Ma , Anthony Man-Cho So , Tong Zhang

In this paper, we study the alternating direction method for finding the Dantzig selectors, which are first introduced in [8]. In particular, at each iteration we apply the nonmonotone gradient method proposed in [17] to approximately solve…

Computation · Statistics 2010-11-23 Zhaosong Lu , Ting Kei Pong , Yong Zhang

This paper focus on the minimization of a possibly nonsmooth objective function over the Stiefel manifold. The existing approaches either lack efficiency or can only tackle prox-friendly objective functions. We propose a constraint…

Optimization and Control · Mathematics 2023-01-23 Xiaoyin Hu , Nachuan Xiao , Xin Liu , Kim-Chuan Toh

Monotonicity and nonmonotonicity play a key role in studying the global convergence and the efficiency of iterative schemes employed in the field of nonlinear optimization, where globally convergent and computationally efficient schemes are…

Optimization and Control · Mathematics 2014-08-21 Masoud Ahookhosh , Susan Ghaderi

In this paper, we first propose a new Levenberg-Marquardt method for solving constrained (and not necessarily square) nonlinear systems. Basically, the method combines the unconstrained Levenberg-Marquardt method with a type of feasible…

Optimization and Control · Mathematics 2019-08-20 Douglas S. Gonçalves , Max L. N. Gonçalves , Fabrícia R. Oliveira

This paper presents a comprehensive survey of methods which can be utilized to search for solutions to systems of nonlinear equations (SNEs). Our objectives with this survey are to synthesize pertinent literature in this field by presenting…

Mathematical Software · Computer Science 2022-08-19 Ilias S. Kotsireas , Panos M. Pardalos , Alexander Semenov , William T. Trevena , Michael N. Vrahatis

Orthogonality constrained optimization is widely used in applications from science and engineering. Due to the nonconvex orthogonality constraints, many numerical algorithms often can hardly achieve the global optimality. We aim at…

Optimization and Control · Mathematics 2019-06-18 Honglin Yuan , Xiaoyi Gu , Rongjie Lai , Zaiwen Wen

In this paper, we propose a globally convergent method for solving constrained nonlinear systems. The method combines an efficient Newton conditional gradient method with a derivative-free and nonmonotone linesearch strategy. The global…

Optimization and Control · Mathematics 2018-06-06 M. L. N. Gonçalves , F. R. Oliveira

This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…

Optimization and Control · Mathematics 2015-06-29 Hannes Fendl , Hermann Schichl

We present a novel view of nonlinear manifold learning using derivative-free optimization techniques. Specifically, we propose an extension of the classical multi-dimensional scaling (MDS) method, where instead of performing gradient…

This paper presents a comprehensive survey of methods which can be utilized to search for solutions to systems of nonlinear equations (SNEs). Our objectives with this survey are to synthesize pertinent literature in this field by presenting…

Mathematical Software · Computer Science 2022-08-19 Ilias S. Kotsireas , Panos M. Pardalos , Alexander Semenov , William T. Trevena , Michael N. Vrahatis

This paper presents an efficient gradient projection-based method for structural topological optimization problems characterized by a nonlinear objective function which is minimized over a feasible region defined by bilateral bounds and a…

Computational Engineering, Finance, and Science · Computer Science 2020-06-16 Zhi Zeng , Fulei Ma

Unconstrained optimization problems are typically solved using iterative methods, which often depend on line search techniques to determine optimal step lengths in each iteration. This paper introduces a novel line search approach.…

Optimization and Control · Mathematics 2024-05-20 Sören Laue , Tomislav Prusina

Many machine learning tasks, such as principal component analysis and low-rank matrix completion, give rise to manifold optimization problems. Although there is a large body of work studying the design and analysis of algorithms for…

Machine Learning · Computer Science 2024-06-13 Jiaojiao Zhang , Jiang Hu , Anthony Man-Cho So , Mikael Johansson

This paper considers the fixed point problem for a nonexpansive mapping on a real Hilbert space and proposes novel line search fixed point algorithms to accelerate the search. The termination conditions for the line search are based on the…

Optimization and Control · Mathematics 2015-09-21 Hideaki Iiduka