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In this paper, we propose second-order sufficient optimality conditions for a very general nonconvex constrained optimization problem, which covers many prominent mathematical programs.Unlike the existing results in the literature, our…
Since more than three decades, interior-point methods proved very useful for optimization, from linear over semidefinite to conic (and partly beyond non-convex) programming; despite the fact that already in the semidefinite case (even when…
We study the ridge method for min-max problems, and investigate its convergence without any convexity, differentiability or qualification assumption. The central issue is to determine whether the ''parametric optimality formula'' provides a…
This paper explores a method for solving constrained optimization problems when the derivatives of the objective function are unavailable, while the derivatives of the constraints are known. We allow the objective and constraint function to…
Constrained optimization problems where both the objective and constraints may be nonsmooth and nonconvex arise across many learning and data science settings. In this paper, we show for any Lipschitz, weakly convex objectives and…
This paper deals with composite optimization problems having the objective function formed as the sum of two terms, one has Lipschitz continuous gradient along random subspaces and may be nonconvex and the second term is simple and…
First-order methods for solving convex optimization problems have been at the forefront of mathematical optimization in the last 20 years. The rapid development of this important class of algorithms is motivated by the success stories…
We study optimal design problems where the design corresponds to a coefficient in the principal part of the state equation. The state equation, in addition, is parameter dependent, and we allow it to change type in the limit of this…
"Classical" First Order (FO) algorithms of convex optimization, such as Mirror Descent algorithm or Nesterov's optimal algorithm of smooth convex optimization, are well known to have optimal (theoretical) complexity estimates which do not…
This paper continues the investigations from [7] and is concerned with the derivation of first-order conditions for a control constrained optimization problem governed by a non-smooth elliptic PDE. The control enters the state equation not…
This paper studies a novel algorithm for nonconvex composite minimization which can be interpreted in terms of dual space nonlinear preconditioning for the classical proximal gradient method. The proposed scheme can be applied to additive…
We consider the unconstrained optimization problem whose objective function is composed of a smooth and a non-smooth conponents where the smooth component is the expectation a random function. This type of problem arises in some interesting…
In this paper we propose a primal-dual dynamical approach to the minimization of a structured convex function consisting of a smooth term, a nonsmooth term, and the composition of another nonsmooth term with a linear continuous operator. In…
We show that for any uniformly elliptic fully nonlinear second-order equation with bounded measurable "coefficients" and bounded "free" term one can find an approximating equation which has a unique continuous and having the second…
The Conditional Gradient Method is generalized to a class of non-smooth non-convex optimization problems with many applications in machine learning. The proposed algorithm iterates by minimizing so-called model functions over the constraint…
This paper is concerned with a shape optimization problem governed by a non-smooth PDE, i.e., the nonlinearity in the state equation is not necessarily differentiable. We follow the functional variational approach of [40] where the set of…
This paper considers a general convex constrained problem setting where functions are not assumed to be differentiable nor Lipschitz continuous. Our motivation is in finding a simple first-order method for solving a wide range of convex…
A unified framework for first-order optimization algorithms fornonconvex unconstrained optimization is proposed that uses adaptivelypreconditioned gradients and includes popular methods such as full anddiagonal AdaGrad, AdaNorm, as well as…
Many practical optimization problems lack strong convexity. Fortunately, recent studies have revealed that first-order algorithms also enjoy linear convergences under various weaker regularity conditions. While the relationship among…
We propose a new method to design adaptation algorithms that guarantee a certain prescribed level of performance and are applicable to systems with nonconvex parameterization. The main idea behind the method is, given the desired…