Related papers: Characterizations, Dynamical Systems and Gradient …
We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…
The starting assumptions to study the convergence and complexity of gradient-type methods may be the smoothness (also called Lipschitz continuity of gradient) and the strong convexity. In this note, we revisit these two basic properties…
In this paper, we investigate the inverse quasi-variational inequality problem in finite-dimensional spaces. First, we introduce a second-order dynamical system whose trajectory converges exponentially to the solution of the inverse…
Classical results show that gradient descent converges linearly to minimizers of smooth strongly convex functions. A natural question is whether there exists a locally nearly linearly convergent method for nonsmooth functions with quadratic…
This book is devoted to finite-dimensional problems of non-convex non-smooth optimization and numerical methods for their solution. The problem of nonconvexity is studied in the book on two main models of nonconvex dependencies: these are…
This paper is devoted to the investigation of inertial dynamical systems with implicit Hessian-driven damping for strongly quasiconvex optimization which is a specific class of nonconvex optimization problems. We first establish exponential…
We define a class of discrete quasi convex functions, called semi-strictly quasi L$^{\natural}$-convex functions, and show that the steepest descent algorithm for L$^{\natural}$-convex function minimization also works for this class of…
The standard assumption for proving linear convergence of first order methods for smooth convex optimization is the strong convexity of the objective function, an assumption which does not hold for many practical applications. In this…
In this work, we investigate a second-order dynamical system with Hessian-driven damping tailored for a class of nonconvex functions called strongly quasiconvex. Buil\-ding upon this continuous-time model, we derive two discrete-time…
The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant $L$. However, in many settings the…
In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with asymptotically vanishing damping term. The system is formulated in terms…
In this paper we consider large-scale composite optimization problems having the objective function formed as a sum of two terms (possibly nonconvex), one has (block) coordinate-wise Lipschitz continuous gradient and the other is…
The stochastic gradient descent has been widely used for solving composite optimization problems in big data analyses. Many algorithms and convergence properties have been developed. The composite functions were convex primarily and…
We introduce and study a new class of generalized convex functions termed star quasiconvex functions. This class includes convex, star-convex, quasiconvex, quasar-convex, and positively homogeneous functions of any degree $p>0$ as special…
In this paper some adaptive mirror descent algorithms for problems of minimization convex objective functional with several convex Lipschitz (generally, non-smooth) functional constraints are considered. It is shown that the methods are…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
In this paper, we analyze the mirror descent algorithm for non-smooth optimization problems in which the objective function is relatively strongly convex, without relying on the standard Lipschitz continuity assumption commonly used in the…
We establish existence of steepest descent curves emanating from almost every point of a regular locally Lipschitz quasiconvex functions, where regularity means that the sweeping process flow induced by the sublevel sets is reversible. We…
In this work, we approach the minimization of a continuously differentiable convex function under linear equality constraints by a second-order dynamical system with an asymptotically vanishing damping term. The system under consideration…
This paper is concerned with convergence of stochastic gradient algorithms with momentum terms in the nonconvex setting. A class of stochastic momentum methods, including stochastic gradient descent, heavy ball, and Nesterov's accelerated…