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A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

Optimization and Control · Mathematics 2021-04-07 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

A quasi-Newton method with cubic regularization is designed for solving Riemannian unconstrained nonconvex optimization problems. The proposed algorithm is fully adaptive with at most ${\cal O} (\epsilon_g^{-3/2})$ iterations to achieve a…

Optimization and Control · Mathematics 2024-02-21 Mauricio S. Louzeiro , Gilson N. Silva , Jinyun Yuan , Daoping Zhang

Linear approximation approaches suffer from Gibbs oscillations when approximating functions with singularities. ENO-SR resolution is a local approach avoiding oscillations and with a full order of accuracy, but a loss of regularity of the…

Numerical Analysis · Mathematics 2021-04-13 Sergio Amat , David Levin , Juan Ruiz-Álvarez

We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…

Optimization and Control · Mathematics 2024-03-01 Yiming Zhou , Wei Dai

We propose a proximal variable smoothing algorithm for a nonsmooth optimization problem whose cost function is the sum of three functions including a weakly convex composite function. The proposed algorithm has a single-loop structure…

Optimization and Control · Mathematics 2025-06-09 Keita Kume , Isao Yamada

Modeling of microlensing events poses computational challenges for the resolution of the lens equation and the high dimensionality of the parameter space. In particular, numerical noise represents a severe limitation to fast and efficient…

Instrumentation and Methods for Astrophysics · Physics 2025-02-19 V. Bozza , V. Saggese , G. Covone , P. Rota , J. Zhang

Bilevel programming has recently received a great deal of attention due to its abundant applications in many areas. The optimal value function approach provides a useful reformulation of the bilevel problem, but its utility is often limited…

Optimization and Control · Mathematics 2025-06-10 Jan Harold Alcantara , Akiko Takeda

This paper presents several new algorithms for the regularized reconstruction of a surface from its measured gradient field. By taking a matrix-algebraic approach, we establish general framework for the regularized reconstruction problem…

Numerical Analysis · Mathematics 2013-08-21 Matthew Harker , Paul O'Leary

This paper focuses on minimizing a smooth function combined with a nonsmooth regularization term on a compact Riemannian submanifold embedded in the Euclidean space under a decentralized setting. Typically, there are two types of approaches…

Optimization and Control · Mathematics 2025-07-16 Lei Wang , Le Bao , Xin Liu

Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…

Optimization and Control · Mathematics 2019-01-25 Ching-pei Lee , Stephen J. Wright

In this paper, we propose a method for the approximation of the solution of high-dimensional weakly coercive problems formulated in tensor spaces using low-rank approximation formats. The method can be seen as a perturbation of a minimal…

Numerical Analysis · Mathematics 2015-02-13 Marie Billaud-Friess , Anthony Nouy , Olivier Zahm

A regularization algorithm (AR1pGN) for unconstrained nonlinear minimization is considered, which uses a model consisting of a Taylor expansion of arbitrary degree and regularization term involving a possibly non-smooth norm. It is shown…

Optimization and Control · Mathematics 2021-05-31 Serge Gratton , Philippe L. Toint

We consider the problem of minimizing a continuous function that may be nonsmooth and nonconvex, subject to bound constraints. We propose an algorithm that uses the L-BFGS quasi-Newton approximation of the problem's curvature together with…

Optimization and Control · Mathematics 2016-12-23 Nitish Shirish Keskar , Andreas Waechter

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

Finding an $\epsilon$-stationary point of a nonconvex function with a Lipschitz continuous Hessian is a central problem in optimization. Regularized Newton methods are a classical tool and have been studied extensively, yet they still face…

Optimization and Control · Mathematics 2025-11-03 Yuhao Zhou , Jintao Xu , Bingrui Li , Chenglong Bao , Chao Ding , Jun Zhu

This paper presents a novel method for generating a single polynomial approximation that produces correctly rounded results for all inputs of an elementary function for multiple representations. The generated polynomial approximation has…

Mathematical Software · Computer Science 2022-03-18 Mridul Aanjaneya , Jay P. Lim , Santosh Nagarakatte

We investigate the strong convergence properties of a proximal-gradient inertial algorithm with two Tikhonov regularization terms in connection to the minimization problem of the sum of a convex lower semi-continuous function $f$ and a…

Optimization and Control · Mathematics 2024-07-16 Szilárd Csaba László

Sparse polynomial approximation has become indispensable for approximating smooth, high- or infinite-dimensional functions from limited samples. This is a key task in computational science and engineering, e.g., surrogate modelling in…

Numerical Analysis · Mathematics 2023-11-08 Ben Adcock , Simone Brugiapaglia , Nick Dexter , Sebastian Moraga

Trigonometric polynomials are usually defined on the lattice of integers.We consider the larger class of weight and root lattices with crystallographic symmetry.This article gives a new approach to minimize trigonometric polynomials, which…

Algebraic Geometry · Mathematics 2025-11-25 Evelyne Hubert , Tobias Metzlaff , Philippe Moustrou , Cordian Riener

We study approximation of functions by algebraic polynomials in the H\"older spaces corresponding to the generalized Jacobi translation and the Ditzian-Totik moduli of smoothness. By using modifications of the classical moduli of…

Classical Analysis and ODEs · Mathematics 2016-02-17 Yurii Kolomoitsev , Tetiana Lomako , Jürgen Prestin