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This paper introduces a smoothed proximal Lagrangian method for minimizing a nonconvex smooth function over a convex domain with additional explicit convex nonlinear constraints. Two key features are 1) the proposed method is single-looped,…

最优化与控制 · 数学 2024-08-28 Wenqiang Pu , Kaizhao Sun , Jiawei Zhang

Consider an $s$-dimensional function being evaluated at $n$ points of a low discrepancy sequence (LDS), where the objective is to approximate the one-dimensional functions that result from integrating out $(s-1)$ variables. Here, the…

数值分析 · 数学 2019-11-11 Chaitanya Joshi , Paul T. Brown , Stephen Joe

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

最优化与控制 · 数学 2024-05-28 Peter Richtárik , Abdurakhmon Sadiev , Yury Demidovich

We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…

最优化与控制 · 数学 2017-06-20 Quang Van Nguyen , Olivier Fercoq , Volkan Cevher

In this paper we consider the unconstrained minimization problem of a smooth function in ${\mathbb{R}}^n$ in a setting where only function evaluations are possible. We design a novel randomized derivative-free algorithm --- the stochastic…

最优化与控制 · 数学 2019-05-08 El Houcine Bergou , Eduard Gorbunov , Peter Richtárik

Spline functions are smooth piecewise polynomials widely used for interpolation and smoothing, and nonnegative spline smoothing is also studied for nonnegative data. Previous research used sufficient conditions for the nonnegativity of…

最优化与控制 · 数学 2026-05-06 Hiroki Arai , Daichi Kitahara

A smoothing algorithm is presented for solving the soft-margin Support Vector Machine (SVM) optimization problem with an $\ell^{1}$ penalty. This algorithm is designed to require a modest number of passes over the data, which is an…

最优化与控制 · 数学 2024-01-19 Ibrahim Emirahmetoglu , Jeffrey Hajewski , Suely Oliveira , David E. Stewart

Surface-based data is commonly observed in diverse practical applications spanning various fields. In this paper, we introduce a novel nonparametric method to discover the underlying signals from data distributed on complex surface-based…

统计方法学 · 统计学 2024-03-12 Zhiling Gu , Shan Yu , Guannan Wang , Ming-Jun Lai , Li Wang

In this paper, we combine the positive aspects of the Gradient Sampling (GS) and bundle methods, as the most efficient methods in nonsmooth optimization, to develop a robust method for solving unconstrained nonsmooth convex optimization…

最优化与控制 · 数学 2019-11-26 M. Maleknia , M. Shamsi

In this paper, a method is proposed to solve the problem of monotone smoothing splines using general linear systems. This problem, also called monotone control theoretic splines, has been solved only when the curve generator is modeled by…

系统与控制 · 计算机科学 2013-08-08 Masaaki Nagahara , Clyde F. Martin

The stochastic three points (STP) algorithm is a derivative-free optimization technique designed for unconstrained optimization problems in $\mathbb{R}^d$. In this paper, we analyze this algorithm for three classes of functions: smooth…

最优化与控制 · 数学 2026-02-11 Taha El Bakkali El Kadi , Omar Saadi

Over the past two decades, we have seen an exponentially increased amount of point clouds collected with irregular shapes in various areas. Motivated by the importance of solid modeling for point clouds, we develop a novel and efficient…

统计计算 · 统计学 2023-02-21 Xinyi Li , Shan Yu , Yueying Wang , Guannan Wang , Ming-Jun Lai , Li Wang

We propose a new smoothing method for obtaining surface densities from discrete particle positions from numerical simulations. This is an essential step for many applications in gravitational lensing. This method is based on the ``scatter''…

天体物理学 · 物理学 2011-02-11 Guo-Liang Li , S. Mao , Y. P. Jing , X. Kang , M. Bartelmann

Edge-preserving smoothing (EPS) can be formulated as minimizing an objective function that consists of data and prior terms. This global EPS approach shows better smoothing performance than a local one that typically has a form of weighted…

计算机视觉与模式识别 · 计算机科学 2016-04-27 Youngjung Kim , Dongbo Min , Bumsub Ham , Kwanghoon Sohn

We consider a class of nonsmooth and nonconvex optimization problems over the Stiefel manifold where the objective function is the summation of a nonconvex smooth function and a nonsmooth Lipschitz continuous convex function composed with…

最优化与控制 · 数学 2023-03-28 Jinlai Zhu , Jianfeng Huang , Lihua Yang , Qia Li

Convex regression (CR) is an approach for fitting a convex function to a finite number of observations. It arises in various applications from diverse fields such as statistics, operations research, economics, and electrical engineering.…

最优化与控制 · 数学 2016-08-09 Necdet Serhat Aybat , Zi Wang

For solving a class of block two-by-two real linear system, a new single-step iteration method based on triangular splitting scheme is proposed in this paper. Then the convergence properties of this method are carefully investigated. In…

数值分析 · 数学 2021-12-14 Jie Wu , Xi'an Li

This paper addresses a class of general nonsmooth and nonconvex composite optimization problems subject to nonlinear equality constraints. We assume that a part of the objective function and the functional constraints exhibit local…

最优化与控制 · 数学 2025-03-04 Lahcen El Bourkhissi , Ion Necoara , Panagiotis Patrinos , Quoc Tran-Dinh

Currently, components of consistent mass matrix are computed using various numerical integration schemes, each one alters in number of integration (Gauss) points, requires different amount of computations and possess different level of…

数值分析 · 数学 2014-11-06 Eli Hanukah

We propose smoothed primal-dual algorithms for solving stochastic and smooth nonconvex optimization problems with linear inequality constraints. Our algorithms are single-loop and only require a single stochastic gradient based on one…

最优化与控制 · 数学 2025-04-11 Ruichuan Huang , Jiawei Zhang , Ahmet Alacaoglu
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