Related papers: Derivative-free global minimization for a class of…
This paper establishes a strict mathematical relationship between an arbitrary continuous function on a compact set and its global minima, like the well-known first order optimality condition for convex and differentiable functions. By…
The difference-of-convex algorithm (DCA) and its variants are the most popular methods to solve the difference-of-convex optimization problem. Each iteration of them is reduced to a convex optimization problem, which generally needs to be…
In [1] we consider an optimal control problem subject to a semilinear elliptic PDE together with its variational discretization, where we provide a condition which allows to decide whether a solution of the necessary first order conditions…
This paper presents a new finite difference method, called {\varphi}-FD, inspired by the {\phi}-FEM approach for solving elliptic partial differential equations (PDEs) on general geometries. The proposed method uses Cartesian grids,…
We extend the method of Ghasemi and Marshall [SIAM. J. Opt. 22(2) (2012), pp 460-473], to obtain a lower bound $f_{{\rm gp},M}$ for a multivariate polynomial $f(x) \in \mathbb{R}[x]$ of degree $ \le 2d$ in $n$ variables $x = (x_1,...,x_n)$…
This paper proposes a new steepest gradient descent method for solving nonconvex finite minimax problems using non-monotone adaptive step sizes and providing proof of convergence results in cases of the nonconvex, quasiconvex, and…
The global minimum point of an optimization problem is of interest in engineering fields and it is difficult to be found, especially for a nonconvex large-scale optimization problem. In this article, we consider a new memetic algorithm for…
We propose a novel Caputo fractional derivative-based optimization algorithm. Upon defining the Caputo fractional gradient with respect to the Cartesian coordinate, we present a generic Caputo fractional gradient descent (CFGD) method. We…
We consider $\min\{f(x):g(x) \le 0, ~x\in X\},$ where $X$ is a compact convex subset of $\RR^m$, and $f$ and $g$ are continuous convex functions defined on an open neighbourhood of $X$. We work in the setting of derivative-free…
Though there exists a reasonable forward model for blur based on optical physics, recovering depth from a collection of defocused images remains a computationally challenging optimization problem. In this paper, we show that with…
We consider the optimization problem of the form $\min_{x \in \mathbb{R}^d} f(x) \triangleq \mathbb{E}_{\xi} [F(x; \xi)]$, where the component $F(x;\xi)$ is $L$-mean-squared Lipschitz but possibly nonconvex and nonsmooth. The recently…
In this paper, we consider a bilevel polynomial optimization problem where the objective and the constraint functions of both the upper and the lower level problems are polynomials. We present methods for finding its global minimizers and…
This paper proposes a distributed stochastic projection-free algorithm for large-scale constrained finite-sum optimization whose constraint set is complicated such that the projection onto the constraint set can be expensive. The global…
This paper optimizes the step coefficients of first-order methods for smooth convex minimization in terms of the worst-case convergence bound (i.e., efficiency) of the decrease in the gradient norm. This work is based on the performance…
Multivariate functions encountered in high-dimensional uncertainty quantification problems often vary most strongly along a few dominant directions in the input parameter space. We propose a gradient-based method for detecting these…
This paper considers the decision-dependent optimization problem, where the data distributions react in response to decisions affecting both the objective function and linear constraints. We propose a new method termed repeated projected…
Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…
We develop an algorithm for minimizing a function using $n$ batched function value measurements at each of $T$ rounds by using classifiers to identify a function's sublevel set. We show that sufficiently accurate classifiers can achieve…
In this work, multi-variable derivative-free optimization algorithms for unconstrained optimization problems are developed. A novel procedure for approximating the gradient of multi-variable objective functions based on non-commutative maps…
Many machine learning and data science tasks require solving non-convex optimization problems. When the loss function is a sum of multiple terms, a popular method is the stochastic gradient descent. Viewed as a process for sampling the loss…