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In this paper, we consider the nonlinear constrained optimization problem (NCP) with constraint set $\{x \in \mathcal{X}: c(x) = 0\}$, where $\mathcal{X}$ is a closed convex subset of $\mathbb{R}^n$. We propose an exact penalty approach,…

Optimization and Control · Mathematics 2025-05-06 Nachuan Xiao , Tianyun Tang , Shiwei Wang , Kim-Chuan Toh

Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…

Optimization and Control · Mathematics 2019-05-15 Michael R. Metel , Akiko Takeda

We present a cut finite element method for shape optimization in the case of linear elasticity. The elastic domain is defined by a level-set function, and the evolution of the domain is obtained by moving the level-set along a velocity…

Numerical Analysis · Mathematics 2019-02-05 Erik Burman , Daniel Elfverson , Peter Hansbo , Mats G. Larson , Karl Larsson

While shape optimization using isogeometric shells exhibits appealing features by integrating design geometries and analysis models, challenges arise when addressing computer-aided design (CAD) geometries comprised of multiple non-uniform…

Optimization and Control · Mathematics 2024-07-02 Han Zhao , John T. Hwang , J. S. Chen

In this paper, we present a novel derivative-free optimization framework for solving unconstrained stochastic optimization problems. Many problems in fields ranging from simulation optimization to reinforcement learning involve settings…

Optimization and Control · Mathematics 2024-04-19 Raghu Bollapragada , Cem Karamanli , Stefan M. Wild

We consider the problem of optimizing the sum of a smooth, nonconvex function for which derivatives are unavailable, and a convex, nonsmooth function with easy-to-evaluate proximal operator. Of particular focus is the case where the smooth…

Optimization and Control · Mathematics 2024-07-23 Yanjun Liu , Kevin H. Lam , Lindon Roberts

We consider the problem of minimizing the sum of a smooth function $h$ with a bounded Hessian, and a nonsmooth function. We assume that the latter function is a composition of a proper closed function $P$ and a surjective linear map $\cal…

Optimization and Control · Mathematics 2015-11-17 Guoyin Li , Ting Kei Pong

Approximations of optimization problems arise in computational procedures and sensitivity analysis. The resulting effect on solutions can be significant, with even small approximations of components of a problem translating into large…

Optimization and Control · Mathematics 2022-08-10 Johannes O. Royset

This paper is concerned with a shape sensitivity analysis of a viscous incompressible fluid driven by Stokes equations with nonhomogeneous boundary condition. The structure of shape gradient with respect to the shape of the variable domain…

Optimization and Control · Mathematics 2007-05-23 Z. M. Gao , Y. C. Ma , H. W. Zhuang

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…

Optimization and Control · Mathematics 2023-05-31 Ilgee Hong , Sen Na , Michael W. Mahoney , Mladen Kolar

In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…

Optimization and Control · Mathematics 2023-05-09 Jie Liu , Xiaoqing Ou , Jiawei Chen

This article proposes a new discrete framework for approximating solutions to shape optimization problems under convexity constraints. The numerical method, based on the support function or the gauge function, is guaranteed to generate…

Optimization and Control · Mathematics 2022-03-15 Beniamin Bogosel

The high energy physics unfolding problem is an important statistical inverse problem in data analysis at the Large Hadron Collider (LHC) at CERN. The goal of unfolding is to make nonparametric inferences about a particle spectrum from…

Applications · Statistics 2017-06-09 Mikael Kuusela , Philip B. Stark

We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…

Optimization and Control · Mathematics 2012-10-05 Kazufumi Ito , Tomoya Takeuchi

Under the linear regression framework, we study the variable selection problem when the underlying model is assumed to have a small number of nonzero coefficients (i.e., the underlying linear model is sparse). Non-convex penalties in…

Statistics Theory · Mathematics 2018-12-19 Shanshan Cao , Xiaoming Huo , Jong-Shi Pang

We analyze stochastic algorithms for optimizing nonconvex, nonsmooth finite-sum problems, where the nonconvex part is smooth and the nonsmooth part is convex. Surprisingly, unlike the smooth case, our knowledge of this fundamental problem…

Optimization and Control · Mathematics 2016-05-24 Sashank J. Reddi , Suvrit Sra , Barnabas Poczos , Alex Smola

In this work, distortion gradient plasticity is used to gain insight into material deformation ahead of a crack tip. This also constitutes the first fracture mechanics analysis of gradient plasticity theories adopting Nye's tensor as primal…

Materials Science · Physics 2020-08-11 S. Fuentes-Alonso , E. Martínez-Pañeda

Transforming into an exact penalty function model with convex compact constraints yields efficient infeasible approaches for optimization problems with orthogonality constraints. For smooth and $\ell_{2,1}$-norm regularized cases, these…

Optimization and Control · Mathematics 2021-10-06 Nachuan Xiao , Xin Liu , Ya-xiang Yuan

The structured deformation theory is used within the thermodynamics of irreversible processes framework in order to build a damage model relevant for quasi-brittle materials. The cracks are supposed smeared in the body and their shape is…

Materials Science · Physics 2024-11-14 M. L. M. François

We are interested in shape sensitivity analysis for an optimization problem arising in medical applications of high intensity focused ultrasound. The goal is to find the optimal shape of a focusing acoustic lens so that the desired acoustic…

Optimization and Control · Mathematics 2015-06-10 Vanja Nikolic , Barbara Kaltenbacher