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A local convergence analysis of Newton's method for solving nonlinear equations, under a majorant condition, is presented in this paper. Without assuming convexity of the derivative of the majorant function, which relaxes the Lipschitz…

Numerical Analysis · Mathematics 2010-02-25 O. P. Ferreira

In this paper, we consider the Forward--Backward proximal splitting algorithm to minimize the sum of two proper convex functions, one of which having a Lipschitz continuous gradient and the other being partly smooth relative to an active…

Optimization and Control · Mathematics 2015-03-11 Jingwei Liang , Jalal Fadili , Gabriel Peyré

We show that standard extragradient methods (i.e. mirror prox and dual extrapolation) recover optimal accelerated rates for first-order minimization of smooth convex functions. To obtain this result we provide a fine-grained…

Optimization and Control · Mathematics 2021-07-16 Michael B. Cohen , Aaron Sidford , Kevin Tian

We obtain a probabilistic proof of the local Lipschitz continuity for the optimal stopping boundary of a class of problems with state space $[0,T]\times\mathbb{R}^d$, $d\ge 1$. To the best of our knowledge this is the only existing proof…

Optimization and Control · Mathematics 2018-12-11 Tiziano De Angelis , Gabriele Stabile

We study the relation between sweeping processes with the cone of limiting normals and projection processes. We prove the existence of solution of a perturbed sweeping process with the cone of limiting normals and of nonstationary…

Optimization and Control · Mathematics 2017-11-10 Mira Bivas , Nadezhda Ribarska

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function so that along the iterations the objective function decreases. Such a simple principle allows to solve a large…

Optimization and Control · Mathematics 2025-03-04 Ion Necoara , Daniela Lupu

Optimization methods that make use of derivatives of the objective function up to order $p > 2$ are called tensor methods. Among them, ones that minimize a regularized $p$th-order Taylor expansion at each step have been shown to possess…

Optimization and Control · Mathematics 2025-10-30 Karl Welzel , Yang Liu , Raphael A. Hauser , Coralia Cartis

In this paper, we derive a randomized version of the Mirror-Prox method for solving some structured matrix saddle-point problems, such as the maximal eigenvalue minimization problem. Deterministic first-order schemes, such as Nesterov's…

Optimization and Control · Mathematics 2011-12-07 Michel Baes , Michael Bürgisser , Arkadi Nemirovski

We examine the last-iterate convergence rate of Bregman proximal methods - from mirror descent to mirror-prox and its optimistic variants - as a function of the local geometry induced by the prox-mapping defining the method. For generality,…

Optimization and Control · Mathematics 2024-12-13 Waïss Azizian , Franck Iutzeler , Jérôme Malick , Panayotis Mertikopoulos

The aim of this paper is to study a whole class of first order differential inclusions, which fit into the framework of perturbed sweeping process by uniformly prox-regular sets. After obtaining well-posedness results, we propose a…

Numerical Analysis · Mathematics 2009-10-14 Juliette Venel

The article introduces a new algorithm for solving a class ofequilibrium problems involving strongly pseudomonotone bifunctions with Lipschitz-type condition. We describe how to incorporate the proximal-like regularized technique with…

Optimization and Control · Mathematics 2018-04-26 Dang Van Hieu

In this paper, we study the well-posedness of state-dependent and state-independent sweeping processes driven by prox-regular sets and perturbed by a history-dependent operator. Our approach, based on an enhanced version of Gronwall's lemma…

Optimization and Control · Mathematics 2024-12-30 Matías Godoy , Manuel Torres-Valdebenito , Emilio Vilches

In this paper, we focus on finite volume approximation schemes to solve a non-local material flow model in two space dimensions. Based on the numerical discretisation with dimensional splitting, we prove the convergence of the approximate…

Analysis of PDEs · Mathematics 2019-02-19 Elena Rossi , Jennifer Kötz , Paola Goatin , Simone Göttlich

The paper is mostly devoted to applications of a novel optimal control theory for perturbed sweeping/Moreau processes to two practical dynamical models. The first model addresses mobile robot dynamics with obstacles, and the second one…

Optimization and Control · Mathematics 2018-11-06 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen

The pure traction problem of elasticity appears frequently in engineering applications, and its complexity stems from the fact that its solution is unique only up to (infinitesimal) rigid body motions. When finite elements are employed to…

Numerical Analysis · Mathematics 2026-02-05 Ahsan Kaleem , Cristian Gebhardt , Ignacio Romero

We introduce prox-convex for minimizing $F(x)=g(x)+h(C(x))+s(R(x))$, where $g$ and $h$ are convex, $C$ and $s$ are smooth, and each component of $R$ is convex (possibly nonsmooth). Here $g$ captures general convex objectives and indicator…

Optimization and Control · Mathematics 2025-12-24 Samet Uzun , Dayou Luo , Behçet Açıkmeşe , Aleksandr Y. Aravkin

Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…

Optimization and Control · Mathematics 2019-03-26 Jérôme Bolte , Zheng Chen , Edouard Pauwels

We present an analysis of sets of matrices with rank less than or equal to a specified number $s$. We provide a simple formula for the normal cone to such sets, and use this to show that these sets are prox-regular at all points with rank…

Optimization and Control · Mathematics 2018-09-24 D. Russell Luke

The paper is devoted to the study of a new class of optimal control problems governed by discontinuous constrained differential inclusions of the sweeping type with involving the duration of the dynamic process into optimization. We develop…

Optimization and Control · Mathematics 2023-10-18 Giovanni Colombo , Boris S. Mordukhovich , Dao Nguyen , Trang Nguyen

We consider a composite optimization problem where the sum of a continuously differentiable and a merely lower semicontinuous function has to be minimized. The proximal gradient algorithm is the classical method for solving such a problem…

Optimization and Control · Mathematics 2023-05-01 Xiaoxi Jia , Christian Kanzow , Patrick Mehlitz