Related papers: A Non-Monotone Conjugate Subgradient Type Method f…
In this paper, in order to find critical points of vector-valued functions with respect to the partial order induced by a closed, convex, and pointed cone with nonempty interior, we propose a nonlinear modified Polak-Ribiere-Polyak type…
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…
We give a derivation of the method of conjugate gradients based on the requirement that each iterate minimizes a strictly convex quadratic on the space spanned by the previously observed gradients. Rather than verifying that the search…
We consider minimizing nonsmooth convex functions with bounded subgradients. However, instead of directly observing a subgradient at every step $k\in [0, \dots, N-1]$, we assume that the optimizer receives an adversarially corrupted…
Subgradient methods are the natural extension to the non-smooth case of the classical gradient descent for regular convex optimization problems. However, in general, they are characterized by slow convergence rates, and they require…
This paper describes a new efficient conjugate subgradient algorithm which minimizes a convex function containing a least squares fidelity term and an absolute value regularization term. This method is successfully applied to the inversion…
In this paper we present a nonmonotone line search subgradient algorithm tailored to upper-$\mathcal{C}^2$ functions. This is a family of nonsmooth and nonconvex functions that satisfies a nonsmooth and local version of the descent lemma,…
This paper deals with nonsmooth convex optimization problems in Euclidean spaces. We identify special elements of the subdifferential of a convex function, called specular gradients. Based on this observation, we propose three numerical…
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…
A generalized conditional gradient method for minimizing the sum of two convex functions, one of them differentiable, is presented. This iterative method relies on two main ingredients: First, the minimization of a partially linearized…
We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…
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 present an adaptive step-size method, which does not include line-search techniques, for solving a wide class of nonconvex multiobjective programming problems on an unbounded constraint set. We also prove convergence of a general…
This paper proposes a new steepest gradient descent method for solving nonconvex finite minimax problems using non-monotone adaptive step sizes and providing proof of convergence results in cases of the nonconvex, quasiconvex, and…
Nonlinear conjugate gradients are among the most popular techniques for solving continuous optimization problems. Although these schemes have long been studied from a global convergence standpoint, their worst-case complexity properties…
Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…
In this paper, we propose a new non-monotone conjugate gradient method for solving unconstrained nonlinear optimization problems. We first modify the non-monotone line search method by introducing a new trigonometric function to calculate…
This paper presents and investigates an inexact proximal gradient method for solving composite convex optimization problems characterized by an objective function composed of a sum of a full-domain differentiable convex function and a…
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…
We consider a variable metric linesearch based proximal gradient method for the minimization of the sum of a smooth, possibly nonconvex function plus a convex, possibly nonsmooth term. We prove convergence of this iterative algorithm to a…