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This paper proposes and justifies two globally convergent Newton-type methods to solve unconstrained and constrained problems of nonsmooth optimization by using tools of variational analysis and generalized differentiation. Both methods are…

Optimization and Control · Mathematics 2023-04-27 Pham Duy Khanh , Boris Mordukhovich , Vo Thanh Phat , Dat Ba Tran

The traditional Newton method for solving nonlinear operator equations in Banach spaces is discussed within the context of the continuous Newton method. This setting makes it possible to interpret the Newton method as a discrete dynamical…

Numerical Analysis · Mathematics 2016-07-13 Mario Amrein , Thomas P. Wihler

In this paper, we revisit the classical problem of solving over-determined systems of nonsmooth equations numerically. We suggest a nonsmooth Levenberg--Marquardt method for its solution which, in contrast to the existing literature, does…

Optimization and Control · Mathematics 2023-11-10 Lateef O. Jolaoso , Patrick Mehlitz , Alain B. Zemkoho

We propose a novel linesearch variant of the trust region normal map-based semismooth Newton method developed in [Ouyang and Milzarek, Math. Program. 212(1-2), 389--435 (2025)] for solving a class of nonsmooth, nonconvex composite-type…

Optimization and Control · Mathematics 2026-02-16 Hanfeng Zeng , Wenqing Ouyang , Andre Milzarek

We propose a novel trust region method for solving a class of nonsmooth, nonconvex composite-type optimization problems. The approach embeds inexact semismooth Newton steps for finding zeros of a normal map-based stationarity measure for…

Optimization and Control · Mathematics 2023-10-04 Wenqing Ouyang , Andre Milzarek

Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…

Optimization and Control · Mathematics 2022-10-17 Christian Kanzow , Theresa Lechner

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

This note is concerned with the problem of minimizing a separable, convex, composite (smooth and nonsmooth) function subject to linear constraints. We study a randomized block-coordinate interpretation of the Chambolle-Pock primal-dual…

Optimization and Control · Mathematics 2024-08-30 Olivier Bilenne

We propose a higher-order method for solving non-smooth optimization problems on manifolds. In order to obtain superlinear convergence, we apply a Riemannian Semi-smooth Newton method to a non-smooth non-linear primal-dual optimality system…

Optimization and Control · Mathematics 2023-08-17 Willem Diepeveen , Jan Lellmann

This paper proposes new proximal Newton-type methods with a diagonal metric for solving composite optimization problems whose objective function is the sum of a twice continuously differentiable function and a proper closed directionally…

Optimization and Control · Mathematics 2023-10-11 Shotaro Yagishita , Shummin Nakayama

In this paper we propose a primal-dual dynamical approach to the minimization of a structured convex function consisting of a smooth term, a nonsmooth term, and the composition of another nonsmooth term with a linear continuous operator. In…

Optimization and Control · Mathematics 2020-08-03 Radu Ioan Bot , Ernö Robert Csetnek , Szilard Laszlo

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…

Optimization and Control · Mathematics 2026-03-03 Mohammad S. Alkousa , Fedor S. Stonyakin

In this work, we consider methods for solving large-scale optimization problems with a possibly nonsmooth objective function. The key idea is to first specify a class of optimization algorithms using a generic iterative scheme involving…

Optimization and Control · Mathematics 2020-02-19 Sebastian Banert , Axel Ringh , Jonas Adler , Johan Karlsson , Ozan Öktem

Theoretical estimates of the convergence rate of many well-known gradient-type optimization methods are based on quadratic interpolation, provided that the Lipschitz condition for the gradient is satisfied. In this article we obtain a…

Optimization and Control · Mathematics 2018-12-18 Fedor S. Stonyakin

We propose two new alternating direction methods to solve "fully" nonsmooth constrained convex problems. Our algorithms have the best known worst-case iteration-complexity guarantee under mild assumptions for both the objective residual and…

Optimization and Control · Mathematics 2018-01-16 Quoc Tran-Dinh , Volkan Cevher

We introduce and investigate the asymptotic behaviour of the trajectories of a second order dynamical system with Tikhonov regularization for solving a monotone equation with single valued, monotone and continuous operator acting on a real…

Optimization and Control · Mathematics 2024-11-27 Ernö Robert Csetnek , Szilárd Csaba László

We consider (stochastic) subgradient methods for strongly convex but potentially nonsmooth non-Lipschitz optimization. We provide new equivalent dual descriptions (in the style of dual averaging) for the classic subgradient method, the…

Optimization and Control · Mathematics 2024-12-31 Benjamin Grimmer , Danlin Li

This paper concerns developing a numerical method of the Newton type to solve systems of nonlinear equations described by nonsmooth continuous functions. We propose and justify a new generalized Newton algorithm based on graphical…

Optimization and Control · Mathematics 2010-09-03 T. Hoheisel , C. Kanzow , B. S. Mordukhovich , H. Phan

We introduce new multilevel methods for solving large-scale unconstrained optimization problems. Specifically, the philosophy of multilevel methods is applied to Newton-type methods that regularize the Newton sub-problem using second order…

Optimization and Control · Mathematics 2024-07-16 Nick Tsipinakis , Panos Parpas

In this paper, we consider a large class of nonlinear equations derived from first-order type methods for solving composite optimization problems. Traditional approaches to establishing superlinear convergence rates of semismooth…

Optimization and Control · Mathematics 2023-07-31 Jiang Hu , Tonghua Tian , Shaohua Pan , Zaiwen Wen