相关论文: Shape-Changing Trust-Region Methods Using Multipoi…

In large-scale optimization, when either forming or storing Hessian matrices are prohibitively expensive, quasi-Newton methods are often used in lieu of Newton's method because they only require first-order information to approximate the…

We propose a novel trust region method for solving a class of nonsmooth, nonconvex composite-type optimization problems. The approach embeds inexact semismooth Newton steps for finding zeros of a normal map-based stationarity measure for…

Physics-informed machine learning and inverse modeling require the solution of ill-conditioned non-convex optimization problems. First-order methods, such as SGD and ADAM, and quasi-Newton methods, such as BFGS and L-BFGS, have been applied…

Machine learning (ML) problems are often posed as highly nonlinear and nonconvex unconstrained optimization problems. Methods for solving ML problems based on stochastic gradient descent are easily scaled for very large problems but may…

We present a MATLAB implementation of the symmetric rank-one (SC-SR1) method that solves trust-region. subproblems when a limited-memory symmetric rank-one (L-SR1) matrix is used in place of the true Hessian matrix, which can be used for…

We consider variants of trust-region and cubic regularization methods for non-convex optimization, in which the Hessian matrix is approximated. Under mild conditions on the inexact Hessian, and using approximate solution of the…

Non-monotone trust-region methods are known to provide additional benefits for scalar and multi-objective optimization, such as enhancing the probability of convergence and improving the speed of convergence. For optimization of set-valued…

For solving large-scale non-convex problems, we propose inexact variants of trust region and adaptive cubic regularization methods, which, to increase efficiency, incorporate various approximations. In particular, in addition to approximate…

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…

We propose a trust-region type method for a class of nonsmooth nonconvex optimization problems where the objective function is a summation of a (probably nonconvex) smooth function and a (probably nonsmooth) convex function. The model…

Convex and nonconvex finite-sum minimization arises in many scientific computing and machine learning applications. Recently, first-order and second-order methods where objective functions, gradients and Hessians are approximated by…

We develop a trust-region method for efficiently minimizing the sum of a smooth function, a nonsmooth convex function, and the composition of a finite-valued support function with a smooth function. Optimization problems with this structure…

We consider trust-region methods for solving optimization problems where the objective is the sum of a smooth, nonconvex function and a nonsmooth, convex regularizer. We extend the global convergence theory of such methods to include…

Update formulas for the Hessian approximations in quasi-Newton methods such as BFGS can be derived as analytical solutions to certain nearest-matrix problems. In this article, we propose a similar idea for deriving new limited memory…

In this article, we develop a trust-region technique to find critical points of unconstrained set optimization problems with the objective set-valued map defined by finitely many twice continuously differentiable functions. The technique is…

This paper considers an explicit continuation method and the trust-region updating strategy for the unconstrained optimization problem. Moreover, in order to improve its computational efficiency and robustness, the new method uses the…

In this work, we introduce a novel stochastic second-order method, within the framework of a non-monotone trust-region approach, for solving the unconstrained, nonlinear, and non-convex optimization problems arising in the training of deep…

Many large-scale optimization problems arising in science and engineering are naturally defined at multiple levels of discretization or model fidelity. Multilevel methods exploit this hierarchy to accelerate convergence by combining coarse-…

We propose a trust-region method for finite-sum minimization with an adaptive sample size adjustment technique, which is practical in the sense that it leads to a globally convergent method that shows strong performance empirically without…

We consider a family of dense initializations for limited-memory quasi-Newton methods. The proposed initialization exploits an eigendecomposition-based separation of the full space into two complementary subspaces, assigning a different…