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We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…

Optimization and Control · Mathematics 2026-02-13 Jan Harold Alcantara , Ching-pei Lee

This paper proposes and justifies two globally convergent Newton-type methods to solve unconstrained and constrained problems of nonsmooth optimization by using tools of variational analysis and generalized differentiation. Both methods are…

Optimization and Control · Mathematics 2023-04-27 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

We propose a new gradient descent algorithm with added stochastic terms for finding the global optimizers of nonconvex optimization problems. A key component in the algorithm is the adaptive tuning of the randomness based on the value of…

Optimization and Control · Mathematics 2025-06-16 Björn Engquist , Kui Ren , Yunan Yang

This paper describes a node relocation algorithm based on nonlinear optimization which delivers excellent results for both unstructured and structured plane triangle meshes over convex as well as non-convex domains with high curvature. The…

Numerical Analysis · Computer Science 2014-10-23 Daniel Aubram

The adjoint method allows efficient calculation of the gradient with respect to the design variables of a topology optimization problem. This method is almost exclusively used in combination with traditional Finite-Element-Analysis, whereas…

Computational Engineering, Finance, and Science · Computer Science 2022-06-20 Indre Jödicke , Richard J. Leute , Till Junge , Lars Pastewka

In this paper, we present a conditional gradient type (CGT) method for solving a class of composite optimization problems where the objective function consists of a (weakly) smooth term and a (strongly) convex regularization term. While…

Optimization and Control · Mathematics 2018-01-03 Saeed Ghadimi

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…

Optimization and Control · Mathematics 2016-04-08 Xiaojun Chen , Zhaosong Lu , Ting Kei Pong

In this paper, we propose a proximal gradient method and an accelerated proximal gradient method for solving composite optimization problems, where the objective function is the sum of a smooth and a convex, possibly nonsmooth, function. We…

Optimization and Control · Mathematics 2025-07-22 Raghu Bollapragada , Shagun Gupta

Unconstrained optimization problems become more common in scientific computing and engineering applications with the rapid development of artificial intelligence, and numerical methods for solving them more quickly and efficiently have been…

Optimization and Control · Mathematics 2025-04-17 Lin Li , Pengcheng Xie , Li Zhang

For minimizing a strongly convex objective function subject to linear inequality constraints, we consider a penalty approach that allows one to utilize stochastic methods for problems with a large number of constraints and/or objective…

Optimization and Control · Mathematics 2022-02-16 Meng Li , Paul Grigas , Alper Atamturk

Due to the multi-linearity of tensors, most algorithms for tensor optimization problems are designed based on the block coordinate descent method. Such algorithms are widely employed by practitioners for their implementability and…

Optimization and Control · Mathematics 2022-01-14 Ke Ye , Shenglong Hu

We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…

Optimization and Control · Mathematics 2024-03-01 Yiming Zhou , Wei Dai

This paper presents a particle-based optimization method designed for addressing minimization problems with equality constraints, particularly in cases where the loss function exhibits non-differentiability or non-convexity. The proposed…

Optimization and Control · Mathematics 2026-03-31 José A. Carrillo , Shi Jin , Haoyu Zhang , Yuhua Zhu

We propose an adaptive accelerated gradient method for solving smooth convex optimization problems. The method incorporates a scheme to determine the step size adaptively, by means of a local estimation of the smoothness constant, which is…

Optimization and Control · Mathematics 2025-12-24 Zepeng Wang , Juan Peypouquet

In this paper, we consider a nonconvex optimization problem with nonlinear equality constraints. We assume that both, the objective function and the functional constraints are locally smooth. For solving this problem, we propose a…

Optimization and Control · Mathematics 2025-05-08 Lahcen El Bourkhissi , Ion Necoara

We propose a framework to use Nesterov's accelerated method for constrained convex optimization problems. Our approach consists of first reformulating the original problem as an unconstrained optimization problem using a continuously…

Optimization and Control · Mathematics 2021-03-12 Priyank Srivastava , Jorge Cortes

In this work, we present an efficiently computational approach for designing material micro-structures by means of topology optimization. The central idea relies on using the isogeometric analysis integrated with the parameterized level set…

Computational Engineering, Finance, and Science · Computer Science 2023-07-19 Chuong Nguyen , Xiaoying Zhuang , Ludovic Chamoin , Hung Nguyen-Xuan , Xianzhong Zhao , Timon Rabczuk

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

Optimization and Control · Mathematics 2018-03-12 Andre Milzarek , Xiantao Xiao , Shicong Cen , Zaiwen Wen , Michael Ulbrich

This paper considers a class of convex constrained nonsmooth convex stochastic composite optimization problems whose objective function is given by the summation of a differentiable convex component, together with a general nonsmooth but…

Optimization and Control · Mathematics 2021-12-08 Ruyu Wang , Chao Zhang