相关论文: On the globalization of Riemannian Newton method
The paper presents a globally convergent algorithm for solving coefficient inverse problems. Being rooted in the globally convergent numerical method (SIAM J. Sci. Comput., 31, No.1 (2008), pp. 478-509) for solving multidimensional…
We establish the existence of a class of asymptotically Euclidean solutions to Einstein's constraint equations, whose asymptotic behavior at infinity is arbitrarily prescribed. The proposed seed-to-solution method relies on iterations based…
In this paper, we propose a Newton method for unconstrained set optimization problems to find its weakly minimal solutions with respect to lower set-less ordering. The objective function of the problem under consideration is given by…
Proximal methods are known to identify the underlying substructure of nonsmooth optimization problems. Even more, in many interesting situations, the output of a proximity operator comes with its structure at no additional cost, and…
We use novel integral representations developed by the second author to prove certain rigorous results concerning elliptic boundary value problems in convex polygons. Central to this approach is the so-called global relation, which is a…
We consider the consensual distributed optimization problem in the Riemannian context. Specifically, the minimization of a sum of functions form is studied where each individual function in the sum is located at the node of a network. An…
This paper aims at developing two versions of the generalized Newton method to compute not merely arbitrary local minimizers of nonsmooth optimization problems but just those, which possess an important stability property known as tilt…
In this paper, we propose two regularized proximal quasi-Newton methods with symmetric rank-1 update of the metric (SR1 quasi-Newton) to solve non-smooth convex additive composite problems. Both algorithms avoid using line search or other…
This paper extends the SQP-approach of the well-known bundle-Newton method for nonsmooth unconstrained minimization to the nonlinearly constrained case. Instead of using a penalty function or a filter or an improvement function to deal with…
In this paper, we introduce the notion of generalized $\epsilon$-stationarity for a class of nonconvex and nonsmooth composite minimization problems on compact Riemannian submanifold embedded in Euclidean space. To find a generalized…
In this paper, we study iterative methods on the coefficients of the rational univariate representation (RUR) of a given algebraic set, called global Newton iteration. We compare two natural approaches to define locally quadratically…
A shift splitting modified Newton-type (SSMN) iteration method is introduced for solving large sparse generalized absolute value equations (GAVEs). The SSMN method is established by replacing the regularized splitting of the coefficient…
In this paper, a restricted memory quasi-Newton bundle method for minimizing a locally Lipschitz continuous function over a Riemannian manifold is proposed. The curvature information of the objective function is approximated by applying a…
We study a variant of Newton's algorithm applied to under-determined systems of non-smooth equations. The notion of regularity employed in our work is based on Newton differentiability, which generalizes semi-smoothness. The classic notion…
In this paper, we give explicit descriptions of versions of (Local-) Backtracking Gradient Descent and New Q-Newton's method to the Riemannian setting.Here are some easy to state consequences of results in this paper, where X is a general…
In probabilistic modeling, parameter estimation is commonly formulated as a minimization problem on a parameter manifold. Optimization in such spaces requires geometry-aware methods that respect the underlying information structure. While…
This paper presents a practical method for finding the globally optimal solution to the sum-of-ratios problem arising in image processing, engineering and management. Unlike traditional methods which may get trapped in local minima due to…
We introduce a fully-corrective generalized conditional gradient method for convex minimization problems involving total variation regularization on multidimensional domains. It relies on alternatively updating an active set of subsets of…
The paper proposes and develops new globally convergent algorithms of the generalized damped Newton type for solving important classes of nonsmooth optimization problems. These algorithms are based on the theory and calculations of…
We present a new class of gradient-type optimization methods that extends vanilla gradient descent, mirror descent, Riemannian gradient descent, and natural gradient descent. Our approach involves constructing a surrogate for the objective…