Related papers: The Ball-Proximal (="Broximal") Point Method: a Ne…

We combine two advanced ideas widely used in optimization for machine learning: shuffling strategy and momentum technique to develop a novel shuffling gradient-based method with momentum, coined Shuffling Momentum Gradient (SMG), for…

We introduce a proximal limited--memory quasi--Newton scheme for minimizing the sum of a continuously differentiable function and a proper, lower semicontinuous and prox-bounded, possibly nonsmooth, function. Both functions might be…

This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…

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…

We develop a stochastic trust-region algorithm for minimizing the sum of a possibly nonconvex Lipschitz-smooth function that can only be evaluated stochastically and a nonsmooth, deterministic, convex function. This algorithm, which we call…

In this paper we introduce two conceptual algorithms for minimising abstract convex functions. Both algorithms rely on solving a proximal-type subproblem with an abstract Bregman distance based proximal term. We prove their convergence when…

Nonconvex sparse models have received significant attention in high-dimensional machine learning. In this paper, we study a new model consisting of a general convex or nonconvex objectives and a variety of continuous nonconvex…

We introduce a novel approach addressing global analysis of a difficult class of nonconvex-nonsmooth optimization problems within the important framework of Lagrangian-based methods. This genuine nonlinear class captures many problems in…

We present a novel convex formulation that weakly couples the Material Point Method (MPM) with rigid body dynamics through frictional contact, optimized for efficient GPU parallelization. Our approach features an asynchronous time-splitting…

Stochastic gradient methods for minimizing nonconvex composite objective functions typically rely on the Lipschitz smoothness of the differentiable part, but this assumption fails in many important problem classes like quadratic inverse…

In this paper, we introduce a novel convex formulation that seamlessly integrates the Material Point Method (MPM) with articulated rigid body dynamics in frictional contact scenarios. We extend the linear corotational hyperelastic model…

Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…

In this paper we study the problems of minimizing the sum of two nonconvex functions: one is differentiable and satisfies smooth adaptable property. The smooth adaptable property, also named relatively smooth condition, is weaker than the…

We present the Branch-and-Bound Performance Estimation Programming (BnB-PEP), a unified methodology for constructing optimal first-order methods for convex and nonconvex optimization. BnB-PEP poses the problem of finding the optimal…

In this paper the problem of maximizing the distance to a given fixed point over an intersection of balls is considered. It is known that this problem is NP complete in the general case, since any subset sum problem can be solved upon…

The Ball Pit Algorithm (BPA) is a novel Markov chain Monte Carlo (MCMC) algorithm for sampling marginal posterior distributions developed from the path integral formulation of the Bayesian analysis for Markov chains. The BPA yielded…

We consider strongly-convex-strongly-concave saddle-point problems with general non-bilinear objective and different condition numbers with respect to the primal and the dual variables. First, we consider such problems with smooth composite…

The problem of minimization of the sum of two convex functions has various theoretical and real-world applications. One of the popular methods for solving this problem is the proximal gradient method (proximal forward-backward algorithm). A…

This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…

Probabilistic smoothing is a standard tool for global optimization, but existing methods rely on Gaussian kernels and specific transforms, often resulting in strong hyperparameter sensitivity and limited robustness. We propose a general…