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We investigate the method of conjugate gradients, exploiting inaccurate matrix-vector products, for the solution of convex quadratic optimization problems. Theoretical performance bounds are derived, and the necessary quantities occurring…

Numerical Analysis · Computer Science 2020-09-22 S. Gratton , E. Simon , D. Titley-Peloquin , Ph. L. Toint

We study the optimal lower and upper complexity bounds for finding approximate solutions to the composite problem $\min_x\ f(x)+h(Ax-b)$, where $f$ is smooth and $h$ is convex. Given access to the proximal operator of $h$, for strongly…

Optimization and Control · Mathematics 2023-08-15 Zhenyuan Zhu , Fan Chen , Junyu Zhang , Zaiwen Wen

In this paper we consider the variable inequality problem, that is, to find a solution of the inclusion given by the sum of a function and a point-to-cone application. This problem can be seen as a generalization of the classical system…

Optimization and Control · Mathematics 2014-09-10 J. Y. Bello Cruz , L. R. Lucambio Perez , G. Bouza Allende

The convergence behavior of gradient methods for minimizing convex differentiable functions is one of the core questions in convex optimization. This paper shows that their well-known complexities can be achieved under conditions weaker…

Optimization and Control · Mathematics 2013-09-10 Hui Zhang , Wotao Yin

We propose faster methods for unconstrained optimization of \emph{structured convex quartics}, which are convex functions of the form \begin{equation*} f(x) = c^\top x + x^\top \mathbf{G} x + \mathbf{T}[x,x,x] + \frac{1}{24} \mathopen\|…

Optimization and Control · Mathematics 2018-12-27 Brian Bullins

We study the iteration complexity of Lipschitz convex optimization problems satisfying a general error bound. We show that for this class of problems, subgradient descent with either Polyak stepsizes or decaying stepsizes achieves minimax…

Optimization and Control · Mathematics 2025-12-17 Alex L. Wang

This work addresses arbitrary convex vector optimization problems, which constitute a general framework for multi-criteria decision-making in diverse real-world applications. Due to their complexity, such problems are typically tackled…

Optimization and Control · Mathematics 2026-03-31 Daniel Dörfler , Rebecca Köhler , Andreas Löhne

This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization…

Optimization and Control · Mathematics 2022-05-27 Anjali Parashar , Priyank Srivastava , Anuradha M. Annaswamy

Minimization of a smooth function on a sphere or, more generally, on a smooth manifold, is the simplest non-convex optimization problem. It has a lot of applications. Our goal is to propose a version of the gradient projection algorithm for…

Optimization and Control · Mathematics 2019-06-28 Maxim Balashov , Boris Polyak , Andrey Tremba

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Andrei Patrascu

When given a generalized matrix separation problem, which aims to recover a low rank matrix $L_0$ and a sparse matrix $S_0$ from $M_0=L_0+HS_0$, the work \cite{CW25} proposes a novel convex optimization problem whose objective function is…

Optimization and Control · Mathematics 2026-05-05 Xuemei Chen , Owen Deen

In this paper we consider three minimization problems, namely quadratic, $\rho$-convex and quadratic fractional programing problems. The quadratic problem is considered with quadratic inequality constraints with bounded continuous and…

Optimization and Control · Mathematics 2018-04-09 B. Muraleetharan , S. Selvarajan , S. Srisatkunarajah , K. Thirulogasanthar

We consider the following basic problem: given an $n$-variate degree-$d$ homogeneous polynomial $f$ with real coefficients, compute a unit vector $x \in \mathbb{R}^n$ that maximizes $|f(x)|$. Besides its fundamental nature, this problem…

Data Structures and Algorithms · Computer Science 2017-04-25 Vijay Bhattiprolu , Mrinalkanti Ghosh , Venkatesan Guruswami , Euiwoong Lee , Madhur Tulsiani

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

This work studies the problem of maximizing a higher degree real homogeneous multivariate polynomial over the unit sphere. This problem is equivalent to finding the leading eigenvalue of the associated symmetric tensor of higher order,…

Optimization and Control · Mathematics 2019-10-02 Yuning Yang , Guoyin Li

The relaxation in the calculus of variation motivates the numerical analysis of a class of degenerate convex minimization problems with non-strictly convex energy densities with some convexity control and two-sided $p$-growth. The…

Numerical Analysis · Mathematics 2024-07-03 C. Carstensen , N. T. Tran

This work aims to accelerate the convergence of proximal gradient methods used to solve regularized linear inverse problems. This is achieved by designing a polynomial-based preconditioner that targets the eigenvalue spectrum of the normal…

We investigate fast and communication-efficient algorithms for the classic problem of minimizing a sum of strongly convex and smooth functions that are distributed among $n$ different nodes, which can communicate using a limited number of…

Optimization and Control · Mathematics 2021-06-21 Foivos Alimisis , Peter Davies , Dan Alistarh

In this paper we consider a class of optimization problems with a strongly convex objective function and the feasible set given by an intersection of a simple convex set with a set given by a number of linear equality and inequality…

Optimization and Control · Mathematics 2016-05-11 Alexey Chernov , Pavel Dvurechensky , Alexander Gasnikov

This paper presents a canonical dual approach for solving a nonconvex global optimization problem governed by a sum of fourth-order polynomial and a log-sum-exp function. Such a problem arises extensively in engineering and sciences. Based…

Optimization and Control · Mathematics 2014-01-30 Yi Chen , David Y Gao