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In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…

Optimization and Control · Mathematics 2019-02-13 Tao Sun , Dongsheng Li , Hao Jiang , Zhe Quan

We propose a novel algorithm for solving non-convex, nonlinear equality-constrained finite-sum optimization problems. The proposed algorithm incorporates an additional sampling strategy for sample size update into the well-known framework…

Optimization and Control · Mathematics 2025-08-05 Nataša Krejić , Nataša Krklec Jerinkić , Tijana Ostojić , Nemanja Vučićević

The paper introduces a finite element method for the incompressible Navier--Stokes equations posed on a closed surface $\Gamma\subset\R^3$. The method needs a shape regular tetrahedra mesh in $\mathbb{R}^3$ to discretize equations on the…

Numerical Analysis · Mathematics 2019-03-27 Maxim A. Olshanskii , Vladimir Yushutin

In this article we develop a general theory of exact parametric penalty functions for constrained optimization problems. The main advantage of the method of parametric penalty functions is the fact that a parametric penalty function can be…

Optimization and Control · Mathematics 2018-07-17 M. V. Dolgopolik

We consider the problem of minimizing a finite sum of convex functions subject to the set of minimizers of a convex differentiable function. In order to solve the problem, an algorithm combining the incremental proximal gradient method with…

Optimization and Control · Mathematics 2020-04-21 Nimit Nimana , Narin Petrot

We consider structured minimization problems subject to smooth inequality constraints and present a flexible algorithm that combines interior point (IP) and proximal gradient schemes. While traditional IP methods cannot cope with nonsmooth…

Optimization and Control · Mathematics 2024-07-11 Alberto De Marchi , Andreas Themelis

The adjoint method allows efficient calculation of the gradient with respect to the design variables of a topology optimization problem. This method is almost exclusively used in combination with traditional Finite-Element-Analysis, whereas…

Computational Engineering, Finance, and Science · Computer Science 2022-06-20 Indre Jödicke , Richard J. Leute , Till Junge , Lars Pastewka

In this paper, we develop a variant of the well-known Gauss-Newton (GN) method to solve a class of nonconvex optimization problems involving low-rank matrix variables. As opposed to the standard GN method, our algorithm allows one to handle…

Optimization and Control · Mathematics 2020-10-27 Quoc Tran-Dinh

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…

Optimization and Control · Mathematics 2020-05-04 Tatiana Tatarenko , Angelia Nedich

This paper presents a novel model predictive control strategy for controlling autonomous motion systems moving through an environment with obstacles of general shape. In order to solve such a generic non-convex optimization problem and find…

Optimization and Control · Mathematics 2018-08-28 Ben Hermans , Panagiotis Patrinos , Goele Pipeleers

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…

Optimization and Control · Mathematics 2025-12-01 Youssef Diouane , Maxence Gollier , Dominique Orban

This paper introduces a novel approach to solving multi-block nonconvex composite optimization problems through a proximal linearized Alternating Direction Method of Multipliers (ADMM). This method incorporates an Increasing Penalization…

Optimization and Control · Mathematics 2025-04-01 Ganzhao Yuan

This paper develops a unified nonconvex optimization framework for the design of group-sparse feedback controllers in infinite-horizon linear-quadratic (LQ) problems. We address two prominent extensions of the classical LQ problem: the…

Optimization and Control · Mathematics 2025-08-06 Lechen Feng , Xun Li , Yuan-Hua Ni

This paper proposes a Riemannian Multiobjective Proximal Gradient Method (RMPGM) for composite optimization problems on manifolds. Unlike scalarization-based approaches, the proposed framework directly handles vector-valued objectives and…

Optimization and Control · Mathematics 2026-05-19 Kangming Chen

In this paper, we develop a self-adaptive ADMM that updates the penalty parameter adaptively. When one part of the objective function is strongly convex i.e., the problem is semi-strongly convex, our algorithm can update the penalty…

Optimization and Control · Mathematics 2023-10-03 Tianyun Tang , Kim-Chuan Toh

We propose new methods to speed up convergence of the Alternating Direction Method of Multipliers (ADMM), a common optimization tool in the context of large scale and distributed learning. The proposed method accelerates the speed of…

Machine Learning · Computer Science 2016-04-05 Changkyu Song , Sejong Yoon , Vladimir Pavlovic

Many scientific and engineering applications feature nonsmooth convex minimization problems over convex sets. In this paper, we address an important instance of this broad class where we assume that the nonsmooth objective is equipped with…

Optimization and Control · Mathematics 2014-06-23 Quoc Tran Dinh , Anastasios Kyrillidis , Volkan Cevher

We devise new variants of the following nonconforming finite element methods: DG methods of fixed arbitrary order for the Poisson problem, the Crouzeix-Raviart interior penalty method for linear elasticity, and the quadratic $C^0$ interior…

Numerical Analysis · Mathematics 2017-10-11 Andreas Veeser , Pietro Zanotti

Consider composite nonconvex optimization problems where the objective function consists of a smooth nonconvex term (with Lipschitz-continuous gradient) and a convex (possibly nonsmooth) term. Existing parameter-free methods for such…

Optimization and Control · Mathematics 2025-10-08 Zilong Ye , Shiqian Ma , Junfeng Yang , Danqing Zhou

For shape optimization problems, governed by elliptic equations with Dirichlet boundary condition and random coefficients, we utilize a penalization technique to get the approximate problem. We consider that uncertainties exists in the…

Optimization and Control · Mathematics 2025-08-26 Xiaowei Pang