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In this paper, a descent method for nonsmooth multiobjective optimization problems on complete Riemannian manifolds is proposed. The objective functions are only assumed to be locally Lipschitz continuous instead of convexity used in…

Optimization and Control · Mathematics 2025-01-14 Chunming Tang , Hao He , Jinbao Jian , Miantao Chao

Functions that are not differentiable in the classical sense have become a central tool in modern mathematical models for imaging, inverse problems, machine learning, and optimal control of differential equations. These models are…

Optimization and Control · Mathematics 2026-04-17 Christian Clason , Tuomo Valkonen

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…

Optimization and Control · Mathematics 2025-02-05 Nguyen Duc Anh , Tran Ngoc Thang

This paper treats the problem of minimizing a general continuously differentiable function subject to sparsity constraints. We present and analyze several different optimality criteria which are based on the notions of stationarity and…

Information Theory · Computer Science 2012-03-22 Amir Beck , Yonina C. Eldar

We consider minimization of stochastic functionals that are compositions of a (potentially) non-smooth convex function $h$ and smooth function $c$ and, more generally, stochastic weakly-convex functionals. We develop a family of stochastic…

Optimization and Control · Mathematics 2018-09-25 John Duchi , Feng Ruan

The aim of this survey is to present the main important techniques and tools from variational analysis used for first and second order dynamical systems of implicit type for solving monotone inclusions and non-smooth optimization problems.…

Optimization and Control · Mathematics 2020-07-02 Ernö Robert Csetnek

Minimizing finite sums of functions is a central problem in optimization, arising in numerous practical applications. Such problems are commonly addressed using first-order optimization methods. However, these procedures cannot be used in…

Optimization and Control · Mathematics 2025-07-01 Marco Rando , Cheik Traoré , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

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 paper we study a Dirichlet-type differential inclusion involving the Finsler-Laplace operator on a complete Finsler manifold. Depending on the positive $\lambda$ parameter of the inclusion, we establish non-existence, as well as…

Analysis of PDEs · Mathematics 2023-09-12 Ágnes Mester , Károly Szilák

The paper extends the widely used in optimisation theory decoupling techniques to infinite collections of functions. Extended concepts of uniform lower semicontinuity and firm uniform lower semicontinuity are discussed. The main theorems…

Optimization and Control · Mathematics 2025-06-23 Abderrahim Hantoute , Alexander Y. Kruger , Marco A. Lopez

We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…

Optimization and Control · Mathematics 2018-09-14 Chris J. Maddison , Daniel Paulin , Yee Whye Teh , Brendan O'Donoghue , Arnaud Doucet

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

In this paper, we show that higher-order optimality conditions can be obtain for arbitrary nonsmooth function. We introduce a new higher-order directional derivative and higher-order subdifferential of Hadamard type of a given proper…

Optimization and Control · Mathematics 2013-11-12 Vsevolod Ivanov Ivanov

Motivated by a class of applied problems arising from physical layer based security in a digital communication system, in particular, by a secrecy sum-rate maximization problem, this paper studies a nonsmooth, difference-of-convex (dc)…

Optimization and Control · Mathematics 2015-11-06 Jong-Shi Pang , Meisam Razaviyayn , Alberth Alvarado

We consider stochastic optimization problems involving an expected value of a nonlinear function of a base random vector and a conditional expectation of another function depending on the base random vector, a dependent random vector, and…

Optimization and Control · Mathematics 2024-05-20 Andrzej Ruszczyński , Shangzhe Yang

We develop a new proximal-gradient method for minimizing the sum of a differentiable, possibly nonconvex, function plus a convex, possibly non differentiable, function. The key features of the proposed method are the definition of a…

Numerical Analysis · Mathematics 2016-05-13 Silvia Bonettini , Ignace Loris , Federica Porta , Marco Prato

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

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

Optimization and Control · Mathematics 2024-09-26 Gregorio M. Sempere , Welington de Oliveira , Johannes O. Royset

This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…

Optimization and Control · Mathematics 2025-02-10 Livia Betz

This paper develops a novel approach to necessary optimality conditions for constrained variational problems defined in generally incomplete subspaces of absolutely continuous functions. Our approach involves reducing a variational problem…

Optimization and Control · Mathematics 2021-11-01 Ashkan Mohammadi , Boris Mordukhovich
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