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In this paper we develop a higher-order method for solving composite (non)convex minimization problems with smooth (non)convex functional constraints. At each iteration our method approximates the smooth part of the objective function and…

Optimization and Control · Mathematics 2025-03-04 Yassine Nabou , Ion Necoara

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

Optimization and Control · Mathematics 2021-12-20 Yiyuan She , Zhifeng Wang , Jiuwu Jin

We consider the problem of minimizing the composition of a nonsmooth function with a smooth mapping in the case where the proximity operator of the nonsmooth function can be explicitly computed. We first show that this proximity operator…

Optimization and Control · Mathematics 2023-08-29 Gilles Bareilles , Franck Iutzeler , Jérôme Malick

The proximal point algorithm, which is a well-known tool for finding minima of convex functions, is generalized from the classical Hilbert space framework into a nonlinear setting, namely, geodesic metric spaces of nonpositive curvature. We…

Optimization and Control · Mathematics 2012-07-02 Miroslav Bacak

The primal-dual hybrid gradient (PDHG) method is one of the most popular algorithms for solving saddle point problems. However, when applying the PDHG method and its many variants to some real-world models commonly encountered in signal…

Optimization and Control · Mathematics 2025-06-10 Jintao Yu , Hongjin He

The Boosted Difference of Convex functions Algorithm (BDCA) was recently proposed for minimizing smooth difference of convex (DC) functions. BDCA accelerates the convergence of the classical Difference of Convex functions Algorithm (DCA)…

Optimization and Control · Mathematics 2019-07-24 Francisco J. Aragón Artacho , Phan T. Vuong

In this paper we develop a Bregman regularized proximal point algorithm for solving monotone equilibrium problems on Hadamard manifolds. It has been shown that the regularization term induced by a Bregman function is, in general, nonconvex…

Optimization and Control · Mathematics 2026-01-21 Shikher Sharma , Simeon Reich

Non-smooth and non-convex global optimization poses significant challenges across various applications, where standard gradient-based methods often struggle. We propose the Ball-Proximal Point Method, Broximal Point Method, or Ball Point…

Optimization and Control · Mathematics 2025-07-31 Kaja Gruntkowska , Hanmin Li , Aadi Rane , Peter Richtárik

We introduce an abstract algorithm that aims to find the Bregman projection onto a closed convex set. As an application, the asymptotic behaviour of an iterative method for finding a fixed point of a quasi Bregman nonexpansive mapping with…

Functional Analysis · Mathematics 2013-09-26 Heinz H. Bauschke , Jiawei Chen , Xianfu Wang

In this paper, we consider a class of single-ratio fractional minimization problems, where both the numerator and denominator of the objective are convex functions satisfying positive homogeneity. Many nonsmooth optimization problems on the…

Optimization and Control · Mathematics 2025-10-23 Anna Qi , Jianfeng Huang , Lihua Yang , Chao Huang

We propose a variable metric framework for minimizing the sum of a self-concordant function and a possibly non-smooth convex function, endowed with an easily computable proximal operator. We theoretically establish the convergence of our…

Machine Learning · Statistics 2014-04-15 Quoc Tran-Dinh , Anastasios Kyrillidis , Volkan Cevher

We present a forward-backward-based algorithm to minimize a sum of a differentiable function and a nonsmooth function, both being possibly nonconvex. The main contribution of this work is to consider the challenging case where the nonsmooth…

Optimization and Control · Mathematics 2021-02-02 Audrey Repetti , Yves Wiaux

Optimizing strongly convex functions subject to linear constraints is a fundamental problem with numerous applications. In this work, we propose a block (accelerated) randomized Bregman-Kaczmarz method that only uses a block of constraints…

Numerical Analysis · Mathematics 2024-04-04 Lionel Tondji , Ion Necoara , Dirk A. Lorenz

The problem of minimization of the sum of two convex functions has various theoretical and real-world applications. One of the popular methods for solving this problem is the proximal gradient method (proximal forward-backward algorithm). A…

Optimization and Control · Mathematics 2019-11-12 Daniel Reem , Simeon Reich , Alvaro De Pierro

Nonnegative matrix factorization (NMF) is a popular method in machine learning and signal processing to decompose a given nonnegative matrix into two nonnegative matrices. In this paper, we propose new algorithms, called…

Optimization and Control · Mathematics 2025-09-29 Shota Takahashi , Mirai Tanaka , Shiro Ikeda

Most non-convex optimization theory is built around gradient dynamics, leaving global convergence largely unexplored. The dominant paradigm focuses on stationarity, certifying only that the gradient norm vanishes, which is often a weak…

Optimization and Control · Mathematics 2026-04-16 Kaja Gruntkowska , Hanmin Li , Xun Qian , Peter Richtárik

The Bregman proximal gradient method (BPGM), which uses the Bregman distance as a proximity measure in the iterative scheme, has recently been re-developed for minimizing convex composite problems without the global Lipschitz gradient…

Optimization and Control · Mathematics 2025-04-16 Lei Yang , Kim-Chuan Toh

We introduce a particular optimization problem that minimizes the sum of a non-convex quadratic function and logarithmic barrier-functions in a $\ell_\infty$-trust-region (i.e. cube). Our paper covers three topics. We explain the relevance…

Numerical Analysis · Mathematics 2018-06-20 Martin Neuenhofen

We consider in this paper a class of single-ratio fractional minimization problems, in which the numerator part of the objective is the sum of a nonsmooth nonconvex function and a smooth nonconvex function while the denominator part is a…

Optimization and Control · Mathematics 2020-12-23 Na Zhang , Qia Li

In this paper, we consider the convergence of an abstract inexact nonconvex and nonsmooth algorithm. We promise a pseudo sufficient descent condition and a pseudo relative error condition, which are both related to an auxiliary sequence,…

Optimization and Control · Mathematics 2018-11-29 Tao Sun , Hao Jiang , Lizhi Cheng , Wei Zhu