相关论文: The method of codifferential descent for convex an…

This paper is devoted to a detailed convergence analysis of the method of codifferential descent (MCD) developed by professor V.F. Demyanov for solving a large class of nonsmooth nonconvex optimization problems. We propose a generalization…

Novel coordinate descent (CD) methods are proposed for minimizing nonconvex functions consisting of three terms: (i) a continuously differentiable term, (ii) a simple convex term, and (iii) a concave and continuous term. First, by extending…

In this article we propose a new approach to an analysis of DC optimization problems. This approach was largely inspired by codifferential calculus and the method of codifferential descent and is based on the use of a so-called affine…

We consider a class of structured fractional minimization problems, in which the numerator part of the objective is the sum of a differentiable convex function and a convex non-smooth function, while the denominator part is a convex or…

We propose a single time-scale stochastic subgradient method for constrained optimization of a composition of several nonsmooth and nonconvex functions. The functions are assumed to be locally Lipschitz and differentiable in a generalized…

We prove that the finite-difference based derivative-free descent (FD-DFD) methods have a capability to find the global minima for a class of multiple minima problems. Our main result shows that, for a class of multiple minima objectives…

We propose a descent subgradient algorithm for minimizing a real function, assumed to be locally Lipschitz, but not necessarily smooth or convex. To find an effective descent direction, the Goldstein subdifferential is approximated through…

We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…

Difference-of-Convex (DC) minimization, referring to the problem of minimizing the difference of two convex functions, has been found rich applications in statistical learning and studied extensively for decades. However, existing methods…

This book is devoted to finite-dimensional problems of non-convex non-smooth optimization and numerical methods for their solution. The problem of nonconvexity is studied in the book on two main models of nonconvex dependencies: these are…

The gradient method for minimize a differentiable convex function on Riemannian manifolds with lower bounded sectional curvature is analyzed in this paper. The analysis of the method is presented with three different finite procedures for…

A hypodifferential is a compact family of affine mappings that defines a local max-type approximation of a nonsmooth convex function. We present a general theory of hypodifferentials of nonsmooth convex functions defined on a Banach space.…

In this paper, we address stochastic optimization problems involving a composition of a non-smooth outer function and a smooth inner function, a formulation frequently encountered in machine learning and operations research. To deal with…

This article introduces the multi-objective adaptive order Caputo fractional gradient descent (MOAOCFGD) algorithm for solving unconstrained multi-objective problems. The proposed method performs equally well for both smooth and non-smooth…

We propose a new family of subgradient- and gradient-based methods which converges with optimal complexity for convex optimization problems whose feasible region is simple enough. This includes cases where the objective function is…

We consider the composite minimization problem with the objective function being the sum of a continuously differentiable and a merely lower semicontinuous and extended-valued function. The proximal gradient method is probably the most…

We develop a new proximal-gradient method for minimizing the sum of a differentiable, possibly nonconvex, function plus a convex, possibly non differentiable, function. The key features of the proposed method are the definition of a…

This paper proposes a novel technique called "successive stochastic smoothing" that optimizes nonsmooth and discontinuous functions while considering various constraints. Our methodology enables local and global optimization, making it a…

This paper seeks to address how to solve non-smooth convex and strongly convex optimization problems with functional constraints. The introduced Mirror Descent (MD) method with adaptive stepsizes is shown to have a better convergence rate…

Randomized smoothing is a widely adopted technique for optimizing nonsmooth objective functions. However, its efficiency analysis typically relies on global Lipschitz continuity, a condition rarely met in practical applications. To address…