Related papers: Multiple Scale Methods For Optimization Of Discret…
Randomized smoothing is a widely adopted technique for optimizing nonsmooth objective functions. However, its efficiency analysis typically relies on global Lipschitz continuity, a condition rarely met in practical applications. To address…
A subgradient method is presented for solving general convex optimization problems, the main requirement being that a strictly-feasible point is known. A feasible sequence of iterates is generated, which converges to within user-specified…
In this article we propose a method for solving unconstrained optimization problems with convex and Lipschitz continuous objective functions. By making use of the Moreau envelopes of the functions occurring in the objective, we smooth the…
A framework is presented whereby a general convex conic optimization problem is transformed into an equivalent convex optimization problem whose only constraints are linear equations and whose objective function is Lipschitz continuous.…
Current state-of-the-art multi-objective optimization solvers, by computing gradients of all $m$ objective functions per iteration, produce after $k$ iterations a measure of proximity to critical conditions that is upper-bounded by…
It is known that the solution of a conservative steady-state two-sided fractional diffusion problem can exhibit singularities near the boundaries. As consequence of this, and due to the conservative nature of the problem, we adopt a finite…
The best techniques for the constrained maximum-entropy sampling problem, a discrete-optimization problem arising in the design of experiments, are via a variety of concave continuous relaxations of the objective function. A standard…
In this paper, we propose a distributed first-order algorithm with backtracking linesearch for solving multi-agent minimisation problems, where each agent handles a local objective involving nonsmooth and smooth components. Unlike existing…
Composite optimization offers a powerful modeling tool for a variety of applications and is often numerically solved by means of proximal gradient methods. In this paper, we consider fully nonconvex composite problems under only local…
We present the Multilevel Bregman Proximal Gradient Descent (ML BPGD) method, a novel multilevel optimization framework tailored to constrained convex problems with relative Lipschitz smoothness. Our approach extends the classical…
We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…
We consider the application of multilevel Monte Carlo methods to steady state Darcy flow in a random porous medium, described mathematically by elliptic partial differential equations with random coefficients. The levels in the multilevel…
We consider geometric multigrid methods for the solution of linear systems arising from isogeometric discretizations of elliptic partial differential equations. For classical finite elements, such methods are well known to be fast solvers…
This paper studies proximal gradient iterations for solving simple bilevel optimization problems where both the upper and the lower level cost functions are split as the sum of differentiable and (possibly nonsmooth) proximable functions.…
Current state-of-the-art discrete optimization methods struggle behind when it comes to challenging contrast-enhancing discrete energies (i.e., favoring different labels for neighboring variables). This work suggests a multiscale approach…
The paper is devoted to the study of regularized versions of multiobjective optimization problems described by directionally Lipschitzian functions. Such regularizations appear in proximal-type algorithms of multiobjective optimization,…
Decentralized optimization has become a fundamental tool for large-scale learning systems; however, most existing methods rely on the classical Lipschitz smoothness assumption, which is often violated in problems with rapidly varying…
In this paper we present a locally and dimension-adaptive sparse grid method for interpolation and integration of high-dimensional functions with discontinuities. The proposed algorithm combines the strengths of the generalised sparse grid…
We consider the problem of analyzing and designing gradient-based discrete-time optimization algorithms for a class of unconstrained optimization problems having strongly convex objective functions with Lipschitz continuous gradient. By…
This paper deals with composite optimization problems having the objective function formed as the sum of two terms, one has Lipschitz continuous gradient along random subspaces and may be nonconvex and the second term is simple and…