Related papers: Two trust region type algorithms for solving nonco…
In this paper, we develop new affine-invariant algorithms for solving composite convex minimization problems with bounded domain. We present a general framework of Contracting-Point methods, which solve at each iteration an auxiliary…
In this paper, we extend our previous results and formally propose the SCvx-fast algorithm, a new addition to the Successive Convexification algorithmic framework. The said algorithm solves non-convex optimal control problems with specific…
We develop a worst-case evaluation complexity bound for trust-region methods in the presence of unbounded Hessian approximations. We use the algorithm of arXiv:2103.15993v3 as a model, which is designed for nonsmooth regularized problems,…
A strategy is proposed for characterizing the worst-case performance of algorithms for solving nonconvex smooth optimization problems. Contemporary analyses characterize worst-case performance by providing, under certain assumptions on an…
In this paper, we propose two algorithms for solving convex optimization problems with linear ascending constraints. When the objective function is separable, we propose a dual method which terminates in a finite number of iterations. In…
We introduce a novel variant of the recursive multilevel trust-region (RMTR) method, called MASTR. The method is designed for solving non-convex bound-constrained minimization problems, which arise from the finite element discretization of…
A decision rule is epsilon-minimax if it is minimax up to an additive factor epsilon. We present an algorithm for provably obtaining epsilon-minimax solutions for a class of statistical decision problems. In particular, we are interested in…
We introduce a variant of the proximal gradient method in which the quadratic term is diagonal but may be indefinite, and is safeguarded by a trust region. Our method is a special case of the proximal quasi-Newton trust-region method of…
Recent applications that arise in machine learning have surged significant interest in solving min-max saddle point games. This problem has been extensively studied in the convex-concave regime for which a global equilibrium solution can be…
Topology optimization problems often support multiple local minima due to a lack of convexity. Typically, gradient-based techniques combined with continuation in model parameters are used to promote convergence to more optimal solutions;…
This article devotes to developing robust but simple correction techniques and efficient algorithms for a class of second-order time stepping methods, namely the shifted fractional trapezoidal rule (SFTR), for subdiffusion problems to…
We present a reusable, open-source software implementation of the second-order trust region algorithm in the new OpenTrustRegion library. We apply the implementation to the general-purpose optimization of molecular orbitals in various…
We consider the task of decentralized minimization of the sum of smooth strongly convex functions stored across the nodes of a network. For this problem, lower bounds on the number of gradient computations and the number of communication…
In this paper, we study multi-block min-max bilevel optimization problems, where the upper level is non-convex strongly-concave minimax objective and the lower level is a strongly convex objective, and there are multiple blocks of dual…
We address the problem of finding a local solution to a nonconvex-nonconcave minmax optimization using Newton type methods, including interior-point ones. We modify the Hessian matrix of these methods such that, at each step, the modified…
Adaptive trust-region methods attempt to maintain strong convergence guarantees without depending on conservative estimates of problem properties such as Lipschitz constants. However, on close inspection, one can show existing adaptive…
In this paper, we explore a broad class of constrained saddle point problems with a bilevel structure, wherein the upper-level objective function is nonconvex-concave and smooth over compact and convex constraint sets, subject to a strongly…
Trust-region algorithms can be applied to very abstract optimization problems because they do not require a specific direction of descent or gradient. This has lead to recent interest in them, in particular in the area of integer optimal…
In the paper, we develop a composite version of Mirror Prox algorithm for solving convex-concave saddle point problems and monotone variational inequalities of special structure, allowing to cover saddle point/variational analogies of what…
Nonconvex and nonsmooth optimization problems are frequently encountered in much of statistics, business, science and engineering, but they are not yet widely recognized as a technology in the sense of scalability. A reason for this…