Related papers: Parallel Newton methods for the continuous quadrat…
We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…
This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a…
This paper aims to develop a Newton-type method to solve a class of nonconvex composite programs. In particular, the nonsmooth part is possibly nonconvex. To tackle the nonconvexity, we develop a notion of strong prox-regularity which is…
We present two new remarkably simple stochastic second-order methods for minimizing the average of a very large number of sufficiently smooth and strongly convex functions. The first is a stochastic variant of Newton's method (SN), and the…
We propose a randomized algorithm with quadratic convergence rate for convex optimization problems with a self-concordant, composite, strongly convex objective function. Our method is based on performing an approximate Newton step using a…
We present a first step towards a multigrid method for solving the min-cost flow problem. Specifically, we present a strategy that takes advantage of existing black-box fast iterative linear solvers, i.e. algebraic multigrid methods. We…
The randomized subspace Newton convex methods for the sensor selection problem are proposed. The randomized subspace Newton algorithm is straightforwardly applied to the convex formulation, and the customized method in which the part of the…
We present an efficient algorithm for least-squares constrained nuclear norm minimization, a computationally challenging problem with broad applications. Our approach combines a level set method with secant iterations and a proximal…
In parallel simulation, convergence and parallelism are often seen as inherently conflicting objectives. Improved parallelism typically entails lighter local computation and weaker coupling, which unavoidably slow the global convergence.…
This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…
Simulating the dynamics of many-body quantum systems is believed to be one of the first fields that quantum computers can show a quantum advantage over classical computers. Noisy intermediate-scale quantum (NISQ) algorithms aim at…
In applying the level-set method developed in [Van den Berg and Friedlander, SIAM J. on Scientific Computing, 31 (2008), pp.~890--912 and SIAM J. on Optimization, 21 (2011), pp.~1201--1229] to solve the fused lasso problems, one needs to…
The problem of finding a point in the intersection of closed sets can be solved by the method of alternating projections and its variants. It was shown in earlier papers that for convex sets, the strategy of using quadratic programming (QP)…
Catastrophic forgetting remains a major challenge when neural networks learn tasks sequentially. Elastic Weight Consolidation (EWC) attempts to address this problem by introducing a Bayesian-inspired regularization loss to preserve…
In this paper, we give a new penalized semidefinite programming approach for non-convex quadratically-constrained quadratic programs (QCQPs). We incorporate penalty terms into the objective of convex relaxations in order to retrieve…
The classical method to solve a quadratic optimization problem with nonlinear equality constraints is to solve the Karush-Kuhn-Tucker (KKT) optimality conditions using Newton's method. This approach however is usually computationally…
Optimization problems with composite functions consist of an objective function which is the sum of a smooth and a (convex) nonsmooth term. This particular structure is exploited by the class of proximal gradient methods and some of their…
In this paper we introduce an open-source software package written in C++ for efficiently finding solutions to quadratic programming problems with linear complementarity constraints. These problems arise in a wide range of applications in…
Motivated by the increasing availability of high-performance parallel computing, we design a distributed parallel algorithm for linearly-coupled block-structured nonconvex constrained optimization problems. Our algorithm performs…
High-order tensor methods for solving both convex and nonconvex optimization problems have generated significant research interest, leading to algorithms with optimal global rates of convergence and local rates that are faster than Newton's…