English
Related papers

Related papers: New second-order optimality conditions for directi…

200 papers

We discuss the (first- and second-order) optimality conditions for nonlinear programming under the relaxed constant rank constraint qualification. This condition generalizes the so-called linear independence constraint qualification.…

Optimization and Control · Mathematics 2022-04-28 Ademir Alves Ribeiro , Mael Sachine

This study introduces two second-order methods designed to provably avoid saddle points in composite nonconvex optimization problems: (i) a nonsmooth trust-region method and (ii) a curvilinear linesearch method. These developments are…

Optimization and Control · Mathematics 2025-06-30 Alexander Bodard , Masoud Ahookhosh , Panagiotis Patrinos

We study the trust-region subproblem (TRS) of minimizing a nonconvex quadratic function over the unit ball with additional conic constraints. Despite having a nonconvex objective, it is known that the classical TRS and a number of its…

Optimization and Control · Mathematics 2017-11-21 Nam Ho-Nguyen , Fatma Kilinc-Karzan

This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…

Optimization and Control · Mathematics 2015-06-29 Hannes Fendl , Hermann Schichl

Second-order methods are of great importance for composite convex optimization problems due to their local super-linear convergence rates (under appropriate assumptions). However, the presence of even a simple nonsmooth function in the…

Optimization and Control · Mathematics 2025-12-19 Dan Garber

Optimization in Deep Learning is mainly dominated by first-order methods which are built around the central concept of backpropagation. Second-order optimization methods, which take into account the second-order derivatives are far less…

Machine Learning · Computer Science 2021-04-09 Fares B. Mehouachi , Chaouki Kasmi

We maximize the production of biogas in a gradostat at steady state. The physical decision variables are the water, substrate, and biomass entering each tank and the flows through the interconnecting pipes. Our main technical focus is the…

Optimization and Control · Mathematics 2021-02-04 Josh Taylor , Alain Rapaport

This work is a continuation of the previous one in [{\it Optimization} (2023)], where the existence of optimal solutions and first-order necessary optimality conditions in both Pontryagin's maximum principle form and the variational form…

Optimization and Control · Mathematics 2024-10-01 Cung The Anh , Nguyen Hai Ha Giang

The presence of non-convexity in smooth optimization problems arising from deep learning have sparked new smoothness conditions in the literature and corresponding convergence analyses. We discuss these smoothness conditions, order them,…

Machine Learning · Computer Science 2024-09-23 Vivak Patel , Christian Varner

In this paper, we generalize (accelerated) Newton's method with cubic regularization under inexact second-order information for (strongly) convex optimization problems. Under mild assumptions, we provide global rate of convergence of these…

Optimization and Control · Mathematics 2017-10-17 Saeed Ghadimi , Han Liu , Tong Zhang

This paper initiates a systematic development of a theory of non-commutative optimization. It aims to unify and generalize a growing body of work from the past few years which developed and analyzed algorithms for natural geodesically…

Optimization and Control · Mathematics 2021-07-28 Peter Bürgisser , Cole Franks , Ankit Garg , Rafael Oliveira , Michael Walter , Avi Wigderson

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

This article develops a duality principle for a class of optimization problems in $\mathbb{R}^n$. The results are obtained based on standard tools of convex analysis and on a well known result of Toland for D.C. optimization. Global…

Optimization and Control · Mathematics 2019-04-02 Fabio Botelho

This paper considers a general convex constrained problem setting where functions are not assumed to be differentiable nor Lipschitz continuous. Our motivation is in finding a simple first-order method for solving a wide range of convex…

Optimization and Control · Mathematics 2021-03-19 Michael R. Metel , Akiko Takeda

Variational analysis provides the theoretical foundations and practical tools for constructing optimization algorithms without being restricted to smooth or convex problems. We survey the central concepts in the context of a concrete but…

Optimization and Control · Mathematics 2025-04-08 Johannes O. Royset

We consider variants of a recently-developed Newton-CG algorithm for nonconvex problems \citep{royer2018newton} in which inexact estimates of the gradient and the Hessian information are used for various steps. Under certain conditions on…

Optimization and Control · Mathematics 2022-04-12 Zhewei Yao , Peng Xu , Fred Roosta , Stephen J. Wright , Michael W. Mahoney

In this paper, we introduce a kind of approximate Karush--Kuhn--Tucker condition (AKKT) for a smooth cone-constrained vector optimization problem. We show that, without any constraint qualification, the AKKT condition is a necessary for a…

Optimization and Control · Mathematics 2019-02-21 Nguyen Van Tuyen , Yi-Bin Xiao , Ta Quang Son

Constrained second-order convex optimization algorithms are the method of choice when a high accuracy solution to a problem is needed, due to their local quadratic convergence. These algorithms require the solution of a constrained…

Optimization and Control · Mathematics 2025-06-13 Alejandro Carderera , Sebastian Pokutta

In this article we propose a new approach to an analysis of DC optimization problems. This approach was largely inspired by codifferential calculus and the method of codifferential descent and is based on the use of a so-called affine…

Optimization and Control · Mathematics 2020-01-10 M. V. Dolgopolik

The paper concerns optimal control of discontinuous differential inclusions of the normal cone type governed by a generalized version of the Moreau sweeping process with control functions acting in both nonconvex moving sets and additive…

Optimization and Control · Mathematics 2017-11-08 Tan H. Cao , B. S. Mordukhovich