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Several important algorithms for machine learning and data analysis use pairwise distances as input. On Riemannian manifolds these distances may be prohibitively costly to compute, in particular for large datasets. To tackle this problem,…

Differential Geometry · Mathematics 2019-04-29 Philipp Harms , Elodie Maignant , Stefan Schlager

We consider a class of nonconvex nonsmooth optimization problems whose objective is the sum of a smooth function and a finite number of nonnegative proper closed possibly nonsmooth functions (whose proximal mappings are easy to compute),…

Optimization and Control · Mathematics 2018-05-29 Tianxiang Liu , Ting Kei Pong , Akiko Takeda

In this paper, a globally convergent trust region proximal gradient method is developed for composite multi-objective optimization problems where each objective function can be represented as the sum of a smooth function and a nonsmooth…

Optimization and Control · Mathematics 2024-10-28 Md Abu Talhamainuddin Ansary

The computational complexity of some depths that satisfy the projection property, such as the halfspace depth or the projection depth, is known to be high, especially for data of higher dimensionality. In such scenarios, the exact depth is…

Statistics Theory · Mathematics 2021-05-28 Stanislav Nagy , Rainer Dyckerhoff , Pavlo Mozharovskyi

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

Optimization and Control · Mathematics 2018-03-12 Andre Milzarek , Xiantao Xiao , Shicong Cen , Zaiwen Wen , Michael Ulbrich

We prove novel convergence results for a stochastic proximal gradient algorithm suitable for solving a large class of convex optimization problems, where a convex objective function is given by the sum of a smooth and a possibly non-smooth…

Optimization and Control · Mathematics 2016-08-11 Lorenzo Rosasco , Silvia Villa , Bang Công Vũ

We consider solving nonconvex composite optimization problems in which the sum of a smooth function and a nonsmooth function is minimized. Many of convergence analyses of proximal gradient-type methods rely on global descent property…

Optimization and Control · Mathematics 2026-04-09 Shotaro Yagishita , Masaru Ito

Approximate nearest-neighbor search is a fundamental algorithmic problem that continues to inspire study due its essential role in numerous contexts. In contrast to most prior work, which has focused on point sets, we consider…

Computational Geometry · Computer Science 2021-04-01 Ahmed Abdelkader , David M. Mount

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

Optimization and Control · Mathematics 2023-08-17 Vladimir Norkin , Alois Pichler , Anton Kozyriev

In this article, we consider the problem of approximating a finite set of data (usually huge in applications) by invariant subspaces generated through a small set of smooth functions. The invariance is either by translations under a…

Optimization and Control · Mathematics 2023-11-22 Davide Barbieri , Eugenio Hernández , Carlos Cabrelli , Ursula Molter

This paper demonstrates that the space of piecewise smooth functions can be well approximated by the space of functions defined by a set of simple (non-linear) operations on smooth uniform splines. The examples include bivariate functions…

Numerical Analysis · Mathematics 2024-05-13 David Levin

Structured convex optimization problems typically involve a mix of smooth and nonsmooth functions. The common practice is to activate the smooth functions via their gradient and the nonsmooth ones via their proximity operator. We show that,…

Optimization and Control · Mathematics 2019-09-11 Patrick L. Combettes , Lilian E. Glaudin

In computer graphics, smooth data reconstruction on 2D or 3D manifolds usually refers to subdivision problems. Such a method is only valid based on dense sample points. The manifold usually needs to be triangulated into meshes (or patches)…

Numerical Analysis · Mathematics 2011-05-30 Li Chen , Feng Luo

Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…

Numerical Analysis · Mathematics 2019-11-11 Chaitanya Joshi , Paul T. Brown , Stephen Joe

We propose novel smooth approximations to the classical rounding function, suitable for differentiable optimization and machine learning applications. Our constructions are based on two approaches: (1) localized sigmoid window functions…

Machine Learning · Computer Science 2025-04-29 Stanislav Semenov

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

Let $\mathcal{T}$ be a rooted and weighted tree, where the weight of any node is equal to the sum of the weights of its children. The popular Treemap algorithm visualizes such a tree as a hierarchical partition of a square into rectangles,…

Computational Geometry · Computer Science 2013-12-17 Mark de Berg , Krzysztof Onak , Anastasios Sidiropoulos

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

Optimization and Control · Mathematics 2022-01-10 Jared Miller , Yang Zheng , Mario Sznaier , Antonis Papachristodoulou

The proximal gradient algorithm for minimizing the sum of a smooth and a nonsmooth convex function often converges linearly even without strong convexity. One common reason is that a multiple of the step length at each iteration may…

Optimization and Control · Mathematics 2016-06-29 Dmitriy Drusvyatskiy , Adrian S. Lewis

In this paper, we present a generic framework to extend existing uniformly optimal convex programming algorithms to solve more general nonlinear, possibly nonconvex, optimization problems. The basic idea is to incorporate a local search…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan , Hongchao Zhang