相关论文: A Second-Order Cone Based Approach for Solving the…

In this paper, we consider the problem of minimizing a difference-of-convex objective over a nonlinear conic constraint, where the cone is closed, convex, pointed and has a nonempty interior. We assume that the support function of a compact…

In this paper we analyze several new methods for solving nonconvex optimization problems with the objective function formed as a sum of two terms: one is nonconvex and smooth, and another is convex but simple and its structure is known.…

Trust-region methods (TR) can converge quadratically to minima where the Hessian is positive definite. However, if the minima are not isolated, then the Hessian there cannot be positive definite. The weaker…

Nowadays stochastic approximation methods are one of the major research direction to deal with the large-scale machine learning problems. From stochastic first order methods, now the focus is shifting to stochastic second order methods due…

Functional constrained optimization is becoming more and more important in machine learning and operations research. Such problems have potential applications in risk-averse machine learning, semisupervised learning, and robust optimization…

This paper presents a framework to solve constrained optimization problems in an accelerated manner based on High-Order Tuners (HT). Our approach is based on reformulating the original constrained problem as the unconstrained optimization…

We present a stochastic trust-region model-based framework in which its radius is related to the probabilistic models. Especially, we propose a specific algorithm, termed STRME, in which the trust-region radius depends linearly on the…

This paper addresses some trust-region methods equipped with nonmonotone strategies for solving nonlinear unconstrained optimization problems. More specifically, the importance of using nonmonotone techniques in nonlinear optimization is…

A geometric nonconvex conic optimization problem (COP) was recently proposed by Kim, Kojima and Toh as a unified framework for convex conic reformulation of a class of quadratic optimization problems and polynomial optimization problems.…

In this paper, we study the iteration complexity of cubic regularization of Newton method for solving composite minimization problems with uniformly convex objective. We introduce the notion of second-order condition number of a certain…

In this paper, we introduce a new class of nonsmooth convex functions called SOS-convex semialgebraic functions extending the recently proposed notion of SOS-convex polynomials. This class of nonsmooth convex functions covers many common…

We propose a reinforcement learning (RL) framework under a broad class of risk objectives, characterized by convex scoring functions. This class covers many common risk measures, such as variance, Expected Shortfall, entropic Value-at-Risk,…

Accurate contraction of tensor networks beyond one dimension is essential in various fields including quantum many-body physics. Existing approaches typically rely on approximate contraction schemes and do not provide certified error bars.…

In this paper, we present convergence guarantees for a modified trust-region method designed for minimizing objective functions whose value and gradient and Hessian estimates are computed with noise. These estimates are produced by generic…

This article devotes to developing robust but simple correction techniques and efficient algorithms for a class of second-order time stepping methods, namely the shifted fractional trapezoidal rule (SFTR), for subdiffusion problems to…

We propose a first-order method to solve the cubic regularization subproblem (CRS) based on a novel reformulation. The reformulation is a constrained convex optimization problem whose feasible region admits an easily computable projection.…

We propose a stochastic variance-reduced cubic regularized Newton method for non-convex optimization. At the core of our algorithm is a novel semi-stochastic gradient along with a semi-stochastic Hessian, which are specifically designed for…

We propose a novel linesearch variant of the trust region normal map-based semismooth Newton method developed in [Ouyang and Milzarek, Math. Program. 212(1-2), 389--435 (2025)] for solving a class of nonsmooth, nonconvex composite-type…

In this paper, we develop new affine-invariant algorithms for solving composite convex minimization problems with bounded domain. We present a general framework of Contracting-Point methods, which solve at each iteration an auxiliary…

In this paper, we propose a new and efficient nonmonotone adaptive trust region algorithm to solve unconstrained optimization problems. This algorithm incorporates two novelties: it benefits from a radius dependent shrinkage parameter for…