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We develop a line-search second-order algorithmic framework for minimizing finite sums. We do not make any convexity assumptions, but require the terms of the sum to be continuously differentiable and have Lipschitz-continuous gradients.…

Optimization and Control · Mathematics 2022-06-28 Daniela di Serafino , Nataša Krejić , Nataša Krklec Jerinkić , Marco Viola

We study alternating first-order algorithms with no inner loops for solving nonconvex-strongly-concave min-max problems. We show the convergence of the alternating gradient descent--ascent algorithm method by proposing a substantially…

Optimization and Control · Mathematics 2026-03-31 Guido Tapia-Riera , Camille Castera , Nicolas Papadakis

Model training algorithms which observe a small portion of the training set in each computational step are ubiquitous in practical machine learning, and include both stochastic and online optimization methods. In the vast majority of cases,…

Machine Learning · Computer Science 2024-06-19 Alex Shtoff

Dual decomposition has been successfully employed in a variety of distributed convex optimization problems solved by a network of computing and communicating nodes. Often, when the cost function is separable but the constraints are coupled,…

Optimization and Control · Mathematics 2017-09-18 Andrea Simonetto , Hadi Jamali-Rad

Recent advances in convex optimization have leveraged computer-assisted proofs to develop optimized first-order methods that improve over classical algorithms. However, each optimized method is specially tailored for a particular problem…

Optimization and Control · Mathematics 2025-07-01 Jinho Bok , Jason M. Altschuler

Solving dynamic topology optimization problems often yields low-performing local optima. Instead of converging towards a design that exploits dynamic mechanisms, a less interesting, mass-driven solution is often generated. This necessitates…

Optimization and Control · Mathematics 2025-09-30 Tom De Weer , Vanessa Cool , Elke Deckers

We present a proximal gradient method for solving convex multiobjective optimization problems, where each objective function is the sum of two convex functions, with one assumed to be continuously differentiable. The algorithm incorporates…

Optimization and Control · Mathematics 2024-04-18 Yunier Bello-Cruz , J. G. Melo , L. F. Prudente , R. V. G. Serra

We design a non-convex second-order optimization algorithm that is guaranteed to return an approximate local minimum in time which scales linearly in the underlying dimension and the number of training examples. The time complexity of our…

Optimization and Control · Mathematics 2017-04-26 Naman Agarwal , Zeyuan Allen-Zhu , Brian Bullins , Elad Hazan , Tengyu Ma

This paper considers a convex optimization problem with cost and constraints that evolve over time. The function to be minimized is strongly convex and possibly non-differentiable, and variables are coupled through linear constraints. In…

Systems and Control · Electrical Eng. & Systems 2021-01-13 Yijian Zhang , Emiliano Dall'Anese , Mingyi Hong

We propose a multistart algorithm to identify all local minima of a constrained, nonconvex stochastic optimization problem. The algorithm uniformly samples points in the domain and then starts a local stochastic optimization run from any…

Optimization and Control · Mathematics 2022-01-05 Prateek Jaiswal , Jeffrey Larson

A large number of application problems involve two levels of optimization, where one optimization task is nested inside the other. These problems are known as bilevel optimization problems and have been studied by both classical…

Optimization and Control · Mathematics 2017-05-09 Ankur Sinha , Zhichao Lu , Kalyanmoy Deb , Pekka Malo

In this article we provide a comprehensive review of the different evolutionary algorithm techniques used to address multimodal optimization problems, classifying them according to the nature of their approach. On the one hand there are…

Neural and Evolutionary Computing · Computer Science 2015-08-24 Noe Casas

In traditional topology optimization, the computing time required to iteratively update the material distribution within a design domain strongly depends on the complexity or size of the problem, limiting its application in real engineering…

Computational Engineering, Finance, and Science · Computer Science 2024-05-14 Gabriel Garayalde , Matteo Torzoni , Matteo Bruggi , Alberto Corigliano

This paper examines a variety of classical optimization problems, including well-known minimization tasks and more general variational inequalities. We consider a stochastic formulation of these problems, and unlike most previous work, we…

Optimization and Control · Mathematics 2025-11-11 Vladimir Solodkin , Andrew Veprikov , Aleksandr Beznosikov

Many real discrete optimization problems (DOPs) are $NP$-hard and contain a huge number of variables and/or constraints that make the models intractable for currently available solvers. Large DOPs can be solved due to their special tructure…

Discrete Mathematics · Computer Science 2009-03-26 O. Shcherbina

Topology optimization (TO) is a family of computational methods that derive near-optimal geometries from formal problem descriptions. Despite their success, established TO methods are limited to generating single solutions, restricting the…

Machine Learning · Computer Science 2025-06-18 Andreas Radler , Eric Volkmann , Johannes Brandstetter , Arturs Berzins

Consider the problem of minimizing the sum of a smooth convex function and a separable nonsmooth convex function subject to linear coupling constraints. Problems of this form arise in many contemporary applications including signal…

Optimization and Control · Mathematics 2014-01-29 Mingyi Hong , Tsung-Hui Chang , Xiangfeng Wang , Meisam Razaviyayn , Shiqian Ma , Zhi-Quan Luo

In this paper, we propose a novel solution for non-convex problems of multiple variables, especially for those typically solved by an alternating minimization (AM) strategy that splits the original optimization problem into a set of…

Machine Learning · Computer Science 2022-06-28 Jingyuan Xia , Shengxi Li , Jun-Jie Huang , Imad Jaimoukha , Deniz Gunduz

Primal-dual methods for solving convex optimization problems with functional constraints often exhibit a distinct two-stage behavior. Initially, they converge towards a solution at a sublinear rate. Then, after a certain point, the method…

Optimization and Control · Mathematics 2026-02-12 Mateo Díaz , Pedro Izquierdo Lehmann , Haihao Lu , Jinwen Yang

In this paper, we consider optimization problems with $L^0$-cost of the controls. Here, we take the support of the control as independent optimization variable. Topological derivatives of the corresponding value function with respect to…

Optimization and Control · Mathematics 2024-08-07 Daniel Wachsmuth
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