Related papers: An Efficient Gradient Projection Method for Struct…
High dimensional and/or nonconvex optimization remains a challenging and important problem across a wide range of fields, such as machine learning, data assimilation, and partial differential equation (PDE) constrained optimization. Here we…
We propose an optimization proxy in terms of iterative implicit gradient methods for solving constrained optimization problems with nonconvex loss functions. This framework can be applied to a broad range of machine learning settings,…
We propose a new subgradient method for the minimization of nonsmooth convex functions over a convex set. To speed up computations we use adaptive approximate projections only requiring to move within a certain distance of the exact…
This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…
This paper investigates projection-free algorithms for stochastic constrained multi-level optimization. In this context, the objective function is a nested composition of several smooth functions, and the decision set is closed and convex.…
Conditional gradients constitute a class of projection-free first-order algorithms for smooth convex optimization. As such, they are frequently used in solving smooth convex optimization problems over polytopes, for which the computational…
In this paper we study proximal conditional-gradient (CG) and proximal gradient-projection type algorithms for a block-structured constrained nonconvex optimization model, which arises naturally from tensor data analysis. First, we…
An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…
Gradient-based optimization methods are commonly used to identify local optima in high-dimensional spaces. When derivatives cannot be evaluated directly, stochastic estimators can provide approximate gradients. However, these estimators'…
In computed tomography (CT), the projection geometry used for data acquisition needs to be known precisely to obtain a clear reconstructed image. Rigid patient motion is a cause for misalignment between measured data and employed geometry.…
In this paper, we explore a broad class of constrained saddle point problems with a bilevel structure, wherein the upper-level objective function is nonconvex-concave and smooth over compact and convex constraint sets, subject to a strongly…
We consider structured minimization problems subject to smooth inequality constraints and present a flexible algorithm that combines interior point (IP) and proximal gradient schemes. While traditional IP methods cannot cope with nonsmooth…
This paper investigates a category of constrained fractional optimization problems that emerge in various practical applications. The objective function for this category is characterized by the ratio of a numerator and denominator, both…
Variable order structures model situations in which the comparison between two points depends on a point-to-cone map. In this paper, an inexact projected gradient method for solving smooth constrained vector optimization problems on…
In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…
This article focuses on numerical efficiency of projection algorithms for solving linear optimization problems. The theoretical foundation for this approach is provided by the basic result that bounded finite dimensional linear optimization…
Local optimization presents a promising approach to expensive, high-dimensional black-box optimization by sidestepping the need to globally explore the search space. For objective functions whose gradient cannot be evaluated directly,…
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…
This paper focuses on convex constrained optimization problems, where the solution is subject to a convex inequality constraint. In particular, we aim at challenging problems for which both projection into the constrained domain and a…
This paper focuses on minimizing a smooth function combined with a nonsmooth regularization term on a compact Riemannian submanifold embedded in the Euclidean space under a decentralized setting. Typically, there are two types of approaches…