Related papers: A Smooth Locally Exact Penalty Method for Optimiza…

In this paper, we present a novel penalty model called ExPen for optimization over the Stiefel manifold. Different from existing penalty functions for orthogonality constraints, ExPen adopts a smooth penalty function without using any…

This paper is concerned with a class of optimization problems with the nonnegative orthogonal constraint, in which the objective function is $L$-smooth on an open set containing the Stiefel manifold ${\rm St}(n,r)$. We derive a locally…

Transforming into an exact penalty function model with convex compact constraints yields efficient infeasible approaches for optimization problems with orthogonality constraints. For smooth and $\ell_{2,1}$-norm regularized cases, these…

In this paper, we focus on a class of constrained nonlinear optimization problems (NLP), where some of its equality constraints define a closed embedded submanifold $\mathcal{M}$ in $\mathbb{R}^n$. Although NLP can be solved directly by…

We present a reformulation of optimization problems over the Stiefel manifold by using a Cayley-type transform, named the generalized left-localized Cayley transform, for the Stiefel manifold. The reformulated optimization problem is…

This paper focuses on a class of binary orthogonal optimization problems frequently arising in semantic hashing. Consider that this class of problems may have an empty feasible set, rendering them not well-defined. We introduce an…

A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original objective function is extended to infeasible points by summing…

In this paper, we consider a class of stochastic optimization problems over the expectation-formulated generalized Stiefel manifold (SOEGS), where the objective function $f$ is continuously differentiable. We propose a novel constraint…

We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…

Optimization over the Stiefel manifold is a fundamental computational problem in many scientific and engineering applications. Despite considerable research effort, high-dimensional optimization problems over the Stiefel manifold remain…

Penalty methods are a well known class of algorithms for constrained optimization. They transform a constrained problem into a sequence of unconstrained \emph{penalized} problems in the hope that approximate solutions of the latter converge…

In linear regression, SLOPE is a new convex analysis method that generalizes the Lasso via the sorted L1 penalty: larger fitted coefficients are penalized more heavily. This magnitude-dependent regularization requires an input of penalty…

We study the finite element approximation of the solid isotropic material with penalization method (SIMP) for the topology optimization problem of minimizing the compliance of a linearly elastic structure. To ensure the existence of a local…

We investigate the minimization of a quadratic function over Stiefel manifolds (the set of all orthogonal $r$- frames in $\mathbf{R}^n$), which has applications in high-dimensional semi-supervised classification tasks. To reduce the…

In this paper, we consider a class of generalized orthogonal optimization constraint problems (GOOCP) over $\mathbb{R}^{n \times p}$, where the variable $X$ is restricted within the intersection of a certain subspace $\mathcal{F}$ and…

Many real-world problems, such as those with fairness constraints, involve complex expectation constraints and large datasets, necessitating the design of efficient stochastic methods to solve them. Most existing research focuses on cases…

Optimization with nonnegative orthogonality constraints has wide applications in machine learning and data sciences. It is NP-hard due to some combinatorial properties of the constraints. We first propose an equivalent optimization…

We study the problem of estimating high-dimensional regression models regularized by a structured sparsity-inducing penalty that encodes prior structural information on either the input or output variables. We consider two widely adopted…

In this work, we consider a constrained convex problem with linear inequalities and provide an inexact penalty re-formulation of the problem. The novelty is in the choice of the penalty functions, which are smooth and can induce a non-zero…

We consider a general class of constrained optimization problems with an additional $\ell_0$- sparsity term in the objective function. Based on a recent reformulation of this difficult $\ell_0$-term, we consider a nonsmooth penalty approach…