Related papers: Convergence of a Solution Algorithm in Indefinite …
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
We propose a divide-and-conquer (DAC) algorithm for constrained convex optimization over networks, where the global objective is the sum of local objectives attached to individual agents. The algorithm is fully distributed: each iteration…
A new computational algorithm, the discrete singular convolution (DSC), is introduced for computational electromagnetics. The basic philosophy behind the DSC algorithm for the approximation of functions and their derivatives is studied.…
Mathematical programs with complementarity constraints (MPCCs) are a challenging class of nonlinear optimization problems, because their nonlinear programming reformulations violate standard constraint qualifications at every feasible…
We consider a class of difference-of-convex (DC) optimization problems whose objective is level-bounded and is the sum of a smooth convex function with Lipschitz gradient, a proper closed convex function and a continuous concave function.…
We address the problem of computing stationary points for non-smooth, non-convex optimization problems. While this topic is well studied in the smooth setting, fewer algorithmic and theoretical results exist for the non-smooth case. Within…
We propose an input convex neural network (ICNN)-based self-supervised learning framework to solve continuous constrained optimization problems. By integrating the augmented Lagrangian method (ALM) with the constraint correction mechanism,…
We introduce an extension of the Difference of Convex Algorithm (DCA) in the form of a randomized block coordinate approach for problems with separable structure. For $n$ coordinate-blocks and $k$ iterations, our main result proves a…
This paper proposes an algorithmic framework for solving parametric optimization problems which we call adjoint-based predictor-corrector sequential convex programming. After presenting the algorithm, we prove a contraction estimate that…
We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…
In this paper, the proximal point algorithm for quasi-convex minimization problem in nonpositive curvature metric spaces is studied. We prove $\Delta$-convergence of the generated sequence to a critical point (which is defined in the text)…
Due to the possible lack of primal-dual-type error bounds, the superlinear convergence for the Karush-Kuhn-Tucker (KKT) residues of the sequence generated by augmented Lagrangian method (ALM) for solving convex composite conic programming…
There is an existing exact algorithm that solves DC programming problems if one component of the DC function is polyhedral convex (Loehne, Wagner, 2017). Motivated by this, first, we consider two cutting-plane algorithms for generating an…
This paper introduces an efficient perturbed difference-of-convex algorithm (pDCA) for computing d-stationary points of an important class of structured nonsmooth difference-of-convex problems. Compared to the principal algorithms…
This paper addresses the class of continuous-time nonlinear programming problems with equality and inequality constraints. The paper presents necessary optimality conditions of the sequential form. To be more precise, a sequence of…
In the setting of CAT(k) spaces, common fixed point iterations built from prox mappings (e.g. prox-prox, Krasnoselsky-Mann relaxations, nonlinear projected-gradients) converge locally linearly under the assumption of linear metric…
As the number of processor cores on supercomputers becomes larger and larger, algorithms with high degree of parallelism attract more attention. In this work, we propose a novel space-time coupled algorithm for solving an inverse problem…
This article explores distributed convex optimization with globally-coupled constraints, where the objective function is a general nonsmooth convex function, the constraints include nonlinear inequalities and affine equalities, and the…
We propose a novel decomposition framework for the distributed optimization of Difference Convex (DC)-type nonseparable sum-utility functions subject to coupling convex constraints. A major contribution of the paper is to develop for the…
Computing the rate-distortion function for continuous sources is commonly regarded as a standard continuous optimization problem. When numerically addressing this problem, a typical approach involves discretizing the source space and…