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In this paper, we develop a regularized higher-order Taylor based method for solving composite (e.g., nonlinear least-squares) problems. At each iteration, we replace each smooth component of the objective function by a higher-order Taylor…
We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…
Enhancing the FedProx federated learning algorithm (Li et al., 2020) with server-side extrapolation, Li et al. (2024a) recently introduced the FedExProx method. Their theoretical analysis, however, relies on the assumption that each client…
We consider optimization methods for convex minimization problems under inexact information on the objective function. We introduce inexact model of the objective, which as a particular cases includes $(\delta,L)$ inexact oracle and…
The convergence rate is analyzed for the SpaSRA algorithm (Sparse Reconstruction by Separable Approximation) for minimizing a sum $f (\m{x}) + \psi (\m{x})$ where $f$ is smooth and $\psi$ is convex, but possibly nonsmooth. It is shown that…
Regularization and interior point approaches offer valuable perspectives to address constrained nonlinear optimization problems in view of control applications. This paper discusses the interactions between these techniques and proposes an…
The de-facto standard approach of promoting sparsity by means of $\ell_1$-regularization becomes ineffective in the presence of simplex constraints, i.e.,~the target is known to have non-negative entries summing up to a given constant. The…
We propose a new family of inexact sequential quadratic approximation (SQA) methods, which we call the inexact regularized proximal Newton ($\textsf{IRPN}$) method, for minimizing the sum of two closed proper convex functions, one of which…
This paper concerns the composite problem of minimizing the sum of a twice continuously differentiable function $f$ and a nonsmooth convex function. For this class of nonconvex and nonsmooth problems, by leveraging a practical inexactness…
A wide class of regularization problems in machine learning and statistics employ a regularization term which is obtained by composing a simple convex function \omega with a linear transformation. This setting includes Group Lasso methods,…
In this paper, a continuous and non-convex promoting sparsity fraction function is studied in two sparse portfolio selection models with and without short-selling constraints. Firstly, we study the properties of the optimal solution to the…
Nonlinear convex problems arise in various areas of applied mathematics and engineering. Classical techniques such as the relaxed proximal point algorithm (PPA) and the prediction correction (PC) method were proposed for linearly…
This paper proposes a precise signal recovery method with multilayered non-convex regularization, enhancing sparsity/low-rankness for high-dimensional signals including images and videos. In optimization-based signal recovery, multilayered…
In this paper we introduce the class of infinite infimal convolution functionals and apply these functionals to the regularization of ill-posed inverse problems. The proposed regularization involves an infimal convolution of a continuously…
Many problems arising in image processing and signal recovery with multi-regularization can be formulated as minimization of a sum of three convex separable functions. Typically, the objective function involves a smooth function with…
We present a trust-region-based adaptive finite-element algorithm for numerically solving a class of nonsmooth PDE-constrained optimization problems that includes problems with sparsifying regularizers and convex constraints. In particular,…
A Halpern-type relaxed inertial inexact progressive hedging algorithm (PHA) is proposed for solving multi-stage stochastic variational inequalities in general probability spaces. The subproblems in this algorithm are allowed to be…
Robust learning aims to maintain model performance under noise, corruption, and distributional shifts, which are prevalent in modern machine learning applications. This work shows that examples of robust learning problems can be formulated…
This paper is concerned with the numerical minimization of energy functionals in Hilbert spaces involving convex constraints coinciding with a semi-norm for a subspace. The optimization is realized by alternating minimizations of the…
An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…