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This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a…

Optimization and Control · Mathematics 2014-03-03 Panagiotis Patrinos , Lorenzo Stella , Alberto Bemporad

We extend the standard notion of self-concordance to non-convex optimization and develop a family of second-order algorithms with global convergence guarantees. In particular, two function classes -- \textit{weakly self-concordant}…

Optimization and Control · Mathematics 2026-04-07 Donald Goldfarb , Lexiao Lai , Tianyi Lin , Jiayu Zhang

In recent years, numerous vision and learning tasks have been (re)formulated as nonconvex and nonsmooth programmings(NNPs). Although some algorithms have been proposed for particular problems, designing fast and flexible optimization…

Computer Vision and Pattern Recognition · Computer Science 2017-07-03 Yiyang Wang , Risheng Liu , Xiaoliang Song , Zhixun Su

Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…

Optimization and Control · Mathematics 2025-11-03 Yuhao Zhou , Jintao Xu , Bingrui Li , Chenglong Bao , Chao Ding , Jun Zhu

Accelerating the convergence of second-order optimization, particularly Newton-type methods, remains a pivotal challenge in algorithmic research. In this paper, we extend previous work on the \textbf{Quadratic Gradient (QG)} and rigorously…

Optimization and Control · Mathematics 2026-04-01 John Chiang

Quasi-Newton methods form an important class of methods for solving nonlinear optimization problems. In such methods, first order information is used to approximate the second derivative. The aim is to mimic the fast convergence that can be…

Optimization and Control · Mathematics 2025-02-20 Aban Ansari-Önnestam , Anders Forsgren

Finite elasticity problems commonly include material and geometric nonlinearities and are solved using various numerical methods. However, for highly nonlinear problems, achieving convergence is relatively difficult and requires small load…

Numerical Analysis · Mathematics 2018-05-01 Yue Mei , Daniel E. Hurtado , Sanjay Pant , Ankush Aggarwal

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

We consider variants of trust-region and cubic regularization methods for non-convex optimization, in which the Hessian matrix is approximated. Under mild conditions on the inexact Hessian, and using approximate solution of the…

Optimization and Control · Mathematics 2019-05-15 Peng Xu , Fred Roosta , Michael W. Mahoney

In this paper, we propose a new method that combines the inexact Newton method with a procedure to obtain a feasible inexact projection for solving constrained smooth and nonsmooth equations. The local convergence theorems are established…

Optimization and Control · Mathematics 2019-03-19 Fabiana R. de Oliveira , Orizon P. Ferreira

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

We propose a new proximal, path-following framework for a class of constrained convex problems. We consider settings where the nonlinear---and possibly non-smooth---objective part is endowed with a proximity operator, and the constraint set…

Optimization and Control · Mathematics 2016-12-28 Quoc Tran-Dinh , Anastasios Kyrillidis , Volkan Cevher

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods…

Machine Learning · Statistics 2014-03-19 Jason D. Lee , Yuekai Sun , Michael A. Saunders

This paper presents a weakly intrusive strategy for computing a low-rank approximation of the solution of a system of nonlinear parameter-dependent equations. The proposed strategy relies on a Newton-like iterative solver which only…

Numerical Analysis · Mathematics 2020-05-06 Loic Giraldi , Anthony Nouy

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

The Newton iteration is a popular method for minimising a cost function on Euclidean space. Various generalisations to cost functions defined on manifolds appear in the literature. In each case, the convergence rate of the generalised…

Optimization and Control · Mathematics 2014-08-06 Jonathan H. Manton

This paper suggests two novel ideas to develop new proximal variable-metric methods for solving a class of composite convex optimization problems. The first idea is a new parameterization of the optimality condition which allows us to…

Optimization and Control · Mathematics 2018-12-14 Quoc Tran-Dinh , Liang Ling , Kim-Chuan Toh

A new decomposition optimization algorithm, called \textit{path-following gradient-based decomposition}, is proposed to solve separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this…

Optimization and Control · Mathematics 2012-09-21 Quoc Tran Dinh , Ion Necoara , Moritz Diehl

We study a class of optimization problems including matrix scaling, matrix balancing, multidimensional array scaling, operator scaling, and tensor scaling that arise frequently in theory and in practice. Some of these problems, such as…

Computational Complexity · Computer Science 2024-11-19 Cole Franks , Philipp Reichenbach

We consider a multi-agent consensus optimization problem over a server-client (federated) network, where all clients are connected to a central server. Current distributed algorithms fail to capture the heterogeneity in clients' local…

Optimization and Control · Mathematics 2023-08-02 Xiaochun Niu , Ermin Wei