Related papers: Implementing a smooth exact penalty function for e…
We present a novel direct transcription method to solve optimization problems subject to nonlinear differential and inequality constraints. We prove convergence of our numerical method under reasonably mild assumptions: boundedness and…
In high-dimensional and/or non-parametric regression problems, regularization (or penalization) is used to control model complexity and induce desired structure. Each penalty has a weight parameter that indicates how strongly the structure…
A popular approach in combinatorial optimization is to model problems as integer linear programs. Ideally, the relaxed linear program would have only integer solutions, which happens for instance when the constraint matrix is totally…
We consider the global minimization of smooth functions based solely on function evaluations. Algorithms that achieve the optimal number of function evaluations for a given precision level typically rely on explicitly constructing an…
Research of cycles through specific vertices is a central topic in graph theory. In this context, we focus on a well-studied computational problem, \textsc{$T$-Cycle}: given an undirected $n$-vertex graph $G$ and a set of $k$ vertices…
A new penalty-free neural network method, PFNN-2, is presented for solving partial differential equations, which is a subsequent improvement of our previously proposed PFNN method [1]. PFNN-2 inherits all advantages of PFNN in handling the…
We deal with monotone inclusion problems of the form $0\in Ax+Dx+N_C(x)$ in real Hilbert spaces, where $A$ is a maximally monotone operator, $D$ a cocoercive operator and $C$ the nonempty set of zeros of another cocoercive operator. We…
This paper proposes a new algorithm for solving constrained global optimization problems where both the objective function and constraints are one-dimensional non-differentiable multiextremal Lipschitz functions. Multiextremal constraints…
Convolutional neural network is a very important model of deep learning. It can help avoid the exploding/vanishing gradient problem and improve the generalizability of a neural network if the singular values of the Jacobian of a layer are…
Transforming into an exact penalty function model with convex compact constraints yields efficient infeasible approaches for optimization problems with orthogonality constraints. For smooth and $\ell_{2,1}$-norm regularized cases, these…
Nonconvex penalties are utilized for regularization in high-dimensional statistical learning algorithms primarily because they yield unbiased or nearly unbiased estimators for the parameters in the model. Nonconvex penalties existing in the…
We propose and study a version of the DCA (Difference-of-Convex functions Algorithm) using the $\ell_1$ penalty function for solving nonsmooth DC optimization problems with nonsmooth DC equality and inequality constraints. The method…
We propose a stochastic approximation method for approximating the efficient frontier of chance-constrained nonlinear programs. Our approach is based on a bi-objective viewpoint of chance-constrained programs that seeks solutions on the…
We investigate how to solve smooth matrix optimization problems with general linear inequality constraints on the eigenvalues of a symmetric matrix. We present solution methods to obtain exact global minima for linear objective functions,…
A natural and important generalization of submodularity -- $k$-submodularity -- applies to set functions with $k$ arguments and appears in a broad range of applications, such as infrastructure design, machine learning, and healthcare. In…
Augmenting a smooth cost function with an $\ell_1$ penalty allows analysts to efficiently conduct estimation and variable selection simultaneously in sophisticated models and can be efficiently implemented using proximal gradient methods.…
The symplectic eigenvalue problem for symmetric positive-definite (spd) matrices plays a crucial role in various scientific fields, including quantum mechanics and control theory. This paper introduces a trace-penalty minimization method,…
Penalized smoothing is a standard tool in regression analysis. Classical approaches often rely on basis or kernel expansions, which constrain the estimator to a fixed span and impose smoothness assumptions that may be restrictive for…
A sequential quadratic programming method is designed for solving general smooth nonlinear stochastic optimization problems subject to expectation equality constraints. We consider the setting where the objective and constraint function…
We propose a penalty-based smoothing framework for convex nonsmooth functions with a supremum structure. The regularization yields a differentiable surrogate with controlled approximation error, a single-valued dual maximizer, and explicit…