Related papers: Nonsmooth Exact Penalization Second-order Methods …
We propose a globally convergent Gauss-Newton algorithm for finding a local optimal solution of a non-convex and possibly non-smooth optimization problem. The algorithm that we present is based on a Gauss-Newton-type iteration for the…
We analyse and improve the volume-penalty method, a simple and versatile way to model objects in fluid flows. The volume-penalty method is a kind of fictitious-domain method that approximates no-slip boundary conditions with rapid linear…
We reformulate the zero-norm minimization problem as an equivalent mathematical program with equilibrium constraints and establish that its penalty problem, induced by adding the complementarity constraint to the objective, is exact. Then,…
We propose an adaptive accelerated smoothing technique for a nonsmooth convex optimization problem where the smoothing update rule is coupled with the momentum parameter. We also extend the setting to the case where the objective function…
We present a method to solve a special class of parameter identification problems for an elliptic optimal control problem to global optimality. The bilevel problem is reformulated via the optimal-value function of the lower-level problem.…
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…
In this paper, an inexact proximal-point penalty method is studied for constrained optimization problems, where the objective function is non-convex, and the constraint functions can also be non-convex. The proposed method approximately…
This paper develops a convex approach for sparse one-dimensional deconvolution that improves upon L1-norm regularization, the standard convex approach. We propose a sparsity-inducing non-separable non-convex bivariate penalty function for…
We present a volume penalization technique for simulating acoustically-actuated flows in geometrically complex microchannels. Using a perturbation approach, the nonlinear response of an acoustically-actuated compressible Newtonian fluid…
We consider a linearised model of incompressible inviscid flow. Using a regularisation based on the Hodge Laplacian we prove existence and uniqueness of weak solutions for smooth domains. The model problem is then discretised using…
In order to solve the minimization of a nonsmooth convex function, we design an inertial second-order dynamic algorithm, which is obtained by approximating the nonsmooth function by a class of smooth functions. By studying the asymptotic…
This paper investigates a modification of the fictitious domain method with continuation in the lower-order coefficients for the unsteady Navier-Stokes equations governing the motion of an incompressible homogeneous fluid in a bounded 2D or…
A general class of nonconvex optimization problems is considered, where the penalty is the composition of a linear operator with a nonsmooth nonconvex mapping, which is concave on the positive real line. The necessary optimality condition…
We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an…
This technical note considers a distributed convex optimization problem with nonsmooth cost functions and coupled nonlinear inequality constraints. To solve the problem, we first propose a modified Lagrangian function containing local…
We present a novel direct transcription method to solve optimization problems subject to nonlinear differential and inequality constraints. We prove convergence of our numerical method under reasonably mild assumptions: boundedness and…
We consider the general nonlinear optimization problem where the objective function has an additional term defined by the $ \ell_0 $-quasi-norm in order to promote sparsity of a solution. This problem is highly difficult due to its…
A new numerical scheme for solving incompressible Bingham flows with variable density, plastic viscosity and yield stress is proposed. The mathematical and computational difficulties due to the non-differentiable definition of the stress…
We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…
A new class of smooth exact penalty functions was recently introduced by Huyer and Neumaier. In this paper, we prove that the new smooth penalty function for a constrained optimization problem is exact if and only if the standard nonsmooth…