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In this two-part paper, we propose a general algorithmic framework for the minimization of a nonconvex smooth function subject to nonconvex smooth constraints. The algorithm solves a sequence of (separable) strongly convex problems and…

Multiagent Systems · Computer Science 2016-01-18 Gesualdo Scutari , Francisco Facchinei , Lorenzo Lampariello , Peiran Song

We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…

Optimization and Control · Mathematics 2018-01-30 Anastasia Bayandina , Pavel Dvurechensky , Alexander Gasnikov , Fedor Stonyakin , Alexander Titov

Composite convex optimization models arise in several applications, and are especially prevalent in inverse problems with a sparsity inducing norm and in general convex optimization with simple constraints. The most widely used algorithms…

Optimization and Control · Mathematics 2016-07-15 Vahan Hovhannisyan , Panos Parpas , Stefanos Zafeiriou

We consider hierarchical variational inequality problems, or more generally, variational inequalities defined over the set of zeros of a monotone operator. This framework includes convex optimization over equilibrium constraints and…

Optimization and Control · Mathematics 2026-01-07 Daniel Cortild , Meggie Marschner , Mathias Staudigl

Estimating the orientations of nodes in a pose graph from relative angular measurements is challenging because the variables live on a manifold product with nontrivial topology and the maximum-likelihood objective function is non-convex and…

Robotics · Computer Science 2012-11-14 Luca Carlone , Andrea Censi

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…

Numerical Analysis · Mathematics 2021-04-05 Stefania Bellavia , Gianmarco Gurioli , Benedetta Morini , Philippe L. Toint

Linear programming has played a key role in the study of algorithms for combinatorial optimization problems. In the field of approximation algorithms, this is well illustrated by the uncapacitated facility location problem. A variety of…

Data Structures and Algorithms · Computer Science 2014-09-16 Hyung-Chan An , Mohit Singh , Ola Svensson

We consider location problems to find the optimal sites of placement of a new facility, which minimize the maximum weighted Chebyshev or rectilinear distance to existing facilities under constraints on a feasible location domain. We examine…

Optimization and Control · Mathematics 2020-07-10 Nikolai Krivulin

Higher-order regularization problem formulations are popular frameworks used in machine learning, inverse problems and image/signal processing. In this paper, we consider the computational problem of finding the minimizer of the Sobolev…

Numerical Analysis · Mathematics 2023-10-20 Adrien Weihs , Jalal Fadili , Matthew Thorpe

Recently there were proposed some innovative convex optimization concepts, namely, relative smoothness [1] and relative strong convexity [2,3]. These approaches have significantly expanded the class of applicability of gradient-type methods…

Optimization and Control · Mathematics 2024-04-19 Fedor Stonyakin , Alexander Titov , Mohammad Alkousa , Oleg Savchuk , Alexander Gasnikov

Many geometric optimization problems can be reduced to finding points in space (centers) minimizing an objective function which continuously depends on the distances from the centers to given input points. Examples are $k$-Means, Geometric…

Computational Geometry · Computer Science 2021-08-26 Vladimir Shenmaier

A new method for estimating the relative positions of location-unaware nodes from the location-aware nodes and the received signal strength (RSS) between the nodes, in a wireless sensor network (WSN), is proposed. In the method, a…

Networking and Internet Architecture · Computer Science 2014-02-11 R. C. Nongpiur

Majorization-minimization algorithms consist of successively minimizing a sequence of upper bounds of the objective function. These upper bounds are tight at the current estimate, and each iteration monotonically drives the objective…

Optimization and Control · Mathematics 2015-02-03 Julien Mairal

We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a…

Numerical Analysis · Mathematics 2015-06-04 Klaus Frick , Markus Grasmair

In the development of first-order methods for smooth (resp., composite) convex optimization problems, where smooth functions with Lipschitz continuous gradients are minimized, the gradient (resp., gradient mapping) norm becomes a…

Optimization and Control · Mathematics 2020-10-06 Masaru Ito , Mituhiro Fukuda

We investigate a class of nonconvex optimization problems characterized by a feasible set consisting of level-bounded nonconvex regularizers, with a continuously differentiable objective. We propose a novel hybrid approach to tackle such…

Optimization and Control · Mathematics 2024-10-28 Xiangyu Yang , Hao Wang , Yichen Zhu , Xiao Wang

We study the performance of stochastic first-order methods for finding saddle points of convex-concave functions. A notorious challenge faced by such methods is that the gradients can grow arbitrarily large during optimization, which may…

Machine Learning · Computer Science 2024-06-10 Gergely Neu , Nneka Okolo

We present a general method, based on conjugate duality, for solving a convex minimization problem without assuming unnecessary topological restrictions on the constraint set. It leads to dual equalities and characterizations of the…

Optimization and Control · Mathematics 2016-08-16 Christian Léonard

This short communication addresses the problem of elliptic localization with outlier measurements. Outliers are prevalent in various location-enabled applications, and can significantly compromise the positioning performance if not…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Wenxin Xiong , Yuming Chen , Jiajun He , Zhang-Lei Shi , Keyuan Hu , Hing Cheung So , Chi-Sing Leung

Mixed-Integer Second-Order Cone Programs (MISOCPs) form a nice class of mixed-inter convex programs, which can be solved very efficiently due to the recent advances in optimization solvers. Our paper bridges the gap between modeling a class…

Optimization and Control · Mathematics 2022-06-22 Amir Ahmadi-Javid , Pooya Hoseinpour