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We present an algorithm for the minimization of a nonconvex quadratic function subject to linear inequality constraints and a two-sided bound on the 2-norm of its solution. The algorithm minimizes the objective using an active-set method by…
We propose a sequential quadratic programming (SQP) method that can incorporate adaptive sampling for stochastic nonsmooth nonconvex optimization problems with upper-C^2 objectives. Upper-$\Ctwo$ functions can be viewed as…
We present a blended conditional gradient approach for minimizing a smooth convex function over a polytope P, combining the Frank--Wolfe algorithm (also called conditional gradient) with gradient-based steps, different from away steps and…
We develop subgradient- and gradient-based methods for minimizing strongly convex functions under a notion which generalizes the standard Euclidean strong convexity. We propose a unifying framework for subgradient methods which yields two…
In this paper, we propose an improved numerical algorithm for solving minimax problems based on nonsmooth optimization, quadratic programming and iterative process. We also provide a rigorous proof of convergence for our algorithm under…
In this paper we study convex bi-level optimization problems for which the inner level consists of minimization of the sum of smooth and nonsmooth functions. The outer level aims at minimizing a smooth and strongly convex function over the…
The choice of the stepsize in first-order convex optimization is typically based on the smoothness constant and plays a crucial role in the performance of algorithms. Recently, there has been a resurgent interest in introducing adaptive…
For various applications, the relations between the dependent and independent variables are highly nonlinear. Consequently, for large scale complex problems, neural networks and regression trees are commonly preferred over linear models…
In this paper, we propose a unified energy minimization model for the segmentation of non-smooth image structures. The energy of piecewise linear patch reconstruction is considered as an objective measure of the quality of the segmentation…
We introduce a cutting-plane framework for nonconvex quadratic programs (QPs) that progressively tightens convex relaxations. Our approach leverages the doubly nonnegative (DNN) relaxation to compute strong lower bounds and generate…
In this paper, we propose a computationally efficient quadratic programming (QP) approach for generating smooth, $C^1$ continuous paths for mobile robots using piece-wise quadratic Bezier (PWB) curves. Our method explicitly incorporates…
This paper introduces a novel system identification and tracking method for PieceWise Smooth (PWS) nonlinear stochastic hybrid systems. We are able to correctly identify and track challenging problems with diverse dynamics and low…
This paper considers non-smooth optimization problems where we seek to minimize the pointwise maximum of a continuously parameterized family of functions. Since the objective function is given as the solution to a maximization problem,…
The design of minimum-compliance bending-resistant structures with continuous cross-section parameters is a challenging task because of its inherent non-convexity. Our contribution develops a strategy that facilitates computing all…
We present and analyze a central cutting surface algorithm for general semi-infinite convex optimization problems, and use it to develop a novel algorithm for distributionally robust optimization problems in which the uncertainty set…
In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…
In this paper, a new theory is developed for first-order stochastic convex optimization, showing that the global convergence rate is sufficiently quantified by a local growth rate of the objective function in a neighborhood of the optimal…
Large-scale nonsmooth optimization problems arise in many real-world applications, but obtaining exact function and subgradient values for these problems may be computationally expensive or even infeasible. In many practical settings, only…
We propose a novel stochastic smoothing accelerated gradient (SSAG) method for general constrained nonsmooth convex composite optimization, and analyze the convergence rates. The SSAG method allows various smoothing techniques, and can deal…
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…