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We propose a regularized Hessian-free Newton-type method for minimizing smooth convex functions with Lipschitz continuous Hessians. The algorithm constructs an approximate Hessian by finite differences and selects the regularization…
We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…
We introduce a proximal limited--memory quasi--Newton scheme for minimizing the sum of a continuously differentiable function and a proper, lower semicontinuous and prox-bounded, possibly nonsmooth, function. Both functions might be…
In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…
In recent years, the proximal gradient method and its variants have been generalized to Riemannian manifolds for solving optimization problems with an additively separable structure, i.e., $f + h$, where $f$ is continuously differentiable,…
The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…
This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a…
In this paper, we modify and apply the recently introduced Mixed Newton Method, which is originally designed for minimizing real-valued functions of complex variables, to the minimization of real-valued functions of real variables by…
We propose a higher-order method for solving non-smooth optimization problems on manifolds. In order to obtain superlinear convergence, we apply a Riemannian Semi-smooth Newton method to a non-smooth non-linear primal-dual optimality system…
In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…
Imaging inverse problems aim to recover high-dimensional signals from undersampled, noisy measurements, a fundamentally ill-posed task with infinite solutions in the null-space of the sensing operator. To resolve this ambiguity, prior…
This paper addresses a class of nonsmooth and nonconvex optimization problems defined on complete Riemannian manifolds. The objective function has a composite structure, combining convex, differentiable, and lower semicontinuous terms,…
In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain…
Many inverse problems and signal processing problems involve low-rank regularizers based on the nuclear norm. Commonly, proximal gradient methods (PGM) are adopted to solve this type of non-smooth problems as they can offer fast and…
In this paper, we present a dynamic non-diagonal regularization for interior point methods. The non-diagonal aspect of this regularization is implicit, since all the off-diagonal elements of the regularization matrices are cancelled out by…
This work investigates a dynamical system functioning as a nonsmooth adaptation of the continuous Newton method, aimed at minimizing the sum of a primal lower-regular and a locally Lipschitz function, both potentially nonsmooth. The…
The growing prevalence of nonsmooth optimization problems in machine learning has spurred significant interest in generalized smoothness assumptions. Among these, the (L0, L1)-smoothness assumption has emerged as one of the most prominent.…
We introduce a notion of self-concordant smoothing for minimizing the sum of two convex functions, one of which is smooth and the other nonsmooth. The key highlight is a natural property of the resulting problem's structure that yields a…
For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…
We propose a new fast algorithm for solving one of the standard formulations of image restoration and reconstruction which consists of an unconstrained optimization problem where the objective includes an $\ell_2$ data-fidelity term and a…