相关论文: Uniform quasi-convex optimisation via Extremum See…

This paper considers the distributed nonconvex optimization problem of minimizing a global cost function formed by a sum of local cost functions by using local information exchange. We first consider a distributed first-order primal-dual…

We consider the problem of finding local minimizers in non-convex and non-smooth optimization. Under the assumption of strict saddle points, positive results have been derived for first-order methods. We present the first known results for…

We propose a MINRES-based Newton-type algorithm for solving unconstrained nonconvex optimization problems. Our approach uses the minimal residual method (MINRES), a well-known solver for indefinite symmetric linear systems, to compute…

Minimax optimization has been central in addressing various applications in machine learning, game theory, and control theory. Prior literature has thus far mainly focused on studying such problems in the continuous domain, e.g.,…

This paper presents an algorithmic framework for the minimization of strictly convex quadratic functions. The framework is flexible and generic. At every iteration the search direction is a linear combination of the negative gradient, as…

We study global optimization of non-convex functions through optimal control theory. Our main result establishes that (quasi-)optimal trajectories of a discounted control problem converge globally and practically asymptotically to the set…

A recent trend in the signal/image processing literature is the optimization of Fourier sampling schemes for specific datasets of signals. In this paper, we explain why choosing optimal non Cartesian Fourier sampling patterns is a difficult…

The aim of this work is to develop general optimization methods for finite difference schemes used to approximate linear differential equations. The specific case of the transport equation is exposed. In particular, the minimization of the…

To promote the global search ability of the original state transition algorithm, a new operator called axesion is suggested, which aims to search along the axes and strengthen single dimensional search. Several benchmark minimization…

Contemporary global optimization algorithms are based on local measures of utility, rather than a probability measure over location and value of the optimum. They thus attempt to collect low function values, not to learn about the optimum.…

This manuscript studies statistical properties of linear classifiers obtained through minimization of an unregularized convex risk over a finite sample. Although the results are explicitly finite-dimensional, inputs may be passed through…

Optimization seeks extremal points in a function. When there are superextensively many optima, optimization algorithms are liable to get stuck. Under these conditions, generic algorithms tend to find marginal optima, which have many nearly…

A new result in convex analysis on the calculation of proximity operators in certain scaled norms is derived. We describe efficient implementations of the proximity calculation for a useful class of functions; the implementations exploit…

We propose to compute approximations to general invariant sets in dynamical systems by minimizing the distance between an appropriately selected finite set of points and its image under the dynamics. We demonstrate, through computational…

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

This paper describes an optimization model for setting bid levels for certain types of advertisements on web pages. This model is non-convex, but we are able to obtain optimal or near-optimal solutions rapidly using branch and cut…

In practice, objective functions of real-time control systems can have multiple local minimums or can dramatically change over the function space, making them hard to optimize. To efficiently optimize such systems, in this paper, we develop…

In recent times the Douglas-Rachford algorithm has been observed empirically to solve a variety of nonconvex feasibility problems including those of a combinatorial nature. For many of these problems current theory is not sufficient to…

We develop a new spatial semidiscrete multiscale method based upon the edge multiscale methods to solve semilinear parabolic problems with heterogeneous coefficients and smooth initial data. This method allows for a cheap spatial…

Distributed algorithms for solving additive or consensus optimization problems commonly rely on first-order or proximal splitting methods. These algorithms generally come with restrictive assumptions and at best enjoy a linear convergence…