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We consider the problem of minimizing a convex objective which is the sum of a smooth part, with Lipschitz continuous gradient, and a nonsmooth part. Inspired by various applications, we focus on the case when the nonsmooth part is a…

Optimization and Control · Mathematics 2013-08-28 Ting Kei Pong

We propose an inexact optimization algorithm on Riemannian manifolds, motivated by quadratic discrimination tasks in high-dimensional, low-sample-size (HDLSS) imaging settings. In such applications, gradient evaluations are often biased due…

Optimization and Control · Mathematics 2025-07-08 Uday Talwar , Meredith K. Kupinski , Afrooz Jalilzadeh

Adaptive stochastic gradient algorithms in the Euclidean space have attracted much attention lately. Such explorations on Riemannian manifolds, on the other hand, are relatively new, limited, and challenging. This is because of the…

Machine Learning · Computer Science 2019-07-01 Hiroyuki Kasai , Pratik Jawanpuria , Bamdev Mishra

We propose an unconstrained optimization method based on the well-known primal-dual hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the unconstrained optimization problem as a saddle point problem. We then…

Optimization and Control · Mathematics 2024-08-29 X. Zuo , S. Osher , W. Li

We obtain existence and convergence theorems on two variants of the proximal point algorithm for proper lower semicontinuous convex functions in complete geodesic spaces with curvature bounded above.

Functional Analysis · Mathematics 2018-05-01 Yasunori Kimura , Fumiaki Kohsaka

In this paper, we explore a specific optimization problem that involves the combination of a differentiable nonconvex function and a nondifferentiable function. The differentiable component lacks a global Lipschitz continuous gradient,…

Optimization and Control · Mathematics 2024-01-05 Qingsong Wang , Zehui Liu , Chunfeng Cui , Deren Han

In this paper, we propose an efficient and flexible algorithm to solve dynamic mean-field planning problems based on an accelerated proximal gradient method. Besides an easy-to-implement gradient descent step in this algorithm, a crucial…

Optimization and Control · Mathematics 2021-03-01 Jiajia Yu , Rongjie Lai , Wuchen Li , Stanley Osher

We consider optimization problems over the Stiefel manifold whose objective function is the summation of a smooth function and a nonsmooth function. Existing methods for solving this kind of problems can be classified into three classes.…

Optimization and Control · Mathematics 2019-05-14 Shixiang Chen , Shiqian Ma , Anthony Man-Cho So , Tong Zhang

The recently proposed Broximal Point Method (BPM) [Gruntkowska et al., 2025] offers an idealized optimization framework based on iteratively minimizing the objective function over norm balls centered at the current iterate. It enjoys…

Optimization and Control · Mathematics 2025-10-02 Kaja Gruntkowska , Peter Richtárik

In this paper, based a novel primal-dual dynamical model with adaptive scaling parameters and Bregman divergences, we propose new accelerated primal-dual proximal gradient splitting methods for solving bilinear saddle-point problems with…

Optimization and Control · Mathematics 2024-09-04 Hao Luo

A stochastic-gradient-based interior-point algorithm for minimizing a continuously differentiable objective function (that may be nonconvex) subject to bound constraints is presented, analyzed, and demonstrated through experimental results.…

Optimization and Control · Mathematics 2024-03-15 Frank E. Curtis , Vyacheslav Kungurtsev , Daniel P. Robinson , Qi Wang

Stochastic differential equations projected onto manifolds occur in physics, chemistry, biology, engineering, nanotechnology and optimization, with interdisciplinary applications. Intrinsic coordinate stochastic equations on the manifold…

Numerical Analysis · Mathematics 2022-08-09 Ria Rushin Joseph , Jesse van Rhijn , Peter D. Drummond

We introduce a novel type of approximation spaces for functions with values in a nonlinear manifold. The discrete functions are constructed by piecewise polynomial interpolation in a Euclidean embedding space, and then projecting pointwise…

Numerical Analysis · Mathematics 2018-03-20 Philipp Grohs , Hanne Hardering , Oliver Sander , Markus Sprecher

This paper considers a conceptual version of a convex optimization algorithm whic is based on replacing a convex optimization problem with the root-finding problem for the approximate sub-differential mapping which is solved by repeated…

Optimization and Control · Mathematics 2018-06-18 Evgeni Nurminski

In this paper, we introduce some new iterative optimisation algorithms on Riemannian manifolds and Hilbert spaces which have good global convergence guarantees to local minima. More precisely, these algorithms have the following properties:…

Optimization and Control · Mathematics 2025-05-29 Tuyen Trung Truong

In this paper, an efficient modified Newton type algorithm is proposed for nonlinear unconstrianed optimization problems. The modified Hessian is a convex combination of the identity matrix (for steepest descent algorithm) and the Hessian…

Optimization and Control · Mathematics 2015-10-09 Yaguang Yang

This paper introduces generalized Bregman projection algorithms for solving nonlinear split feasibility problems (SF P s) in infinitedimensional Hilbert spaces. The methods integrate Bregman projections, proximal gradient steps, and…

Optimization and Control · Mathematics 2025-05-20 Saeed Hashemi Sababe , Ehsan Lotfali Ghasab

Computing optimal, collision-free trajectories for high-dimensional systems is a challenging problem. Sampling-based planners struggle with the dimensionality, whereas trajectory optimizers may get stuck in local minima due to inherent…

Robotics · Computer Science 2023-05-12 Thomas Cohn , Mark Petersen , Max Simchowitz , Russ Tedrake

In this paper, is introduced a new proposal of resolvent for equilibrium problems in terms of the Busemann's function. A great advantage of this new proposal is that, in addition to be a natural extension of the proposal in the linear…

Optimization and Control · Mathematics 2021-11-09 G. C. Bento , J. X. Cruz Neto , I. D. L. Melo

We consider the fundamental task of optimising a real-valued function defined in a potentially high-dimensional Euclidean space, such as the loss function in many machine-learning tasks or the logarithm of the probability distribution in…

Machine Learning · Statistics 2024-03-20 Marcelo Hartmann , Bernardo Williams , Hanlin Yu , Mark Girolami , Alessandro Barp , Arto Klami