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相关论文: On the local convergence of the semismooth Newton …

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We study a semismooth Newton-type method for the nearest doubly stochastic matrix problem where both differentiability and nonsingularity of the Jacobian can fail. The optimality conditions for this problem are formulated as a system of…

最优化与控制 · 数学 2021-07-21 Hao Hu , Haesol Im , Xinxin Li , Henry Wolkowicz

This paper aims to develop a Newton-type method to solve a class of nonconvex composite programs. In particular, the nonsmooth part is possibly nonconvex. To tackle the nonconvexity, we develop a notion of strong prox-regularity which is…

最优化与控制 · 数学 2023-03-10 Jiang Hu , Kangkang Deng , Jiayuan Wu , Quanzheng Li

The paper proposes and justifies a new algorithm of the proximal Newton type to solve a broad class of nonsmooth composite convex optimization problems without strong convexity assumptions. Based on advanced notions and techniques of…

最优化与控制 · 数学 2022-03-02 Boris S. Mordukhovich , Xiaoming Yuan , Shangzhi Zeng , Jin Zhang

We introduce a quadratically convergent semismooth Newton method for nonlinear semidefinite programming that eliminates the need for the generalized Jacobian regularity, a common yet stringent requirement in existing approaches. Our…

最优化与控制 · 数学 2026-01-14 Fuxiaoyue Feng , Chao Ding , Xudong Li

Superlinear convergence has been an elusive goal for black-box nonsmooth optimization. Even in the convex case, the subgradient method is very slow, and while some cutting plane algorithms, including traditional bundle methods, are popular…

最优化与控制 · 数学 2019-07-30 Adrian Lewis , Calvin Wylie

We consider the standard optimistic bilevel optimization problem, in particular upper- and lower-level constraints can be coupled. By means of the lower-level value function, the problem is transformed into a single-level optimization…

最优化与控制 · 数学 2019-12-17 Andreas Fischer , Alain B. Zemkoho , Shenglong Zhou

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

最优化与控制 · 数学 2026-02-12 Ching-pei Lee , Stephen J. Wright

This work concerns the local convergence theory of Newton and quasi-Newton methods for convex-composite optimization: minimize f(x):=h(c(x)), where h is an infinite-valued proper convex function and c is C^2-smooth. We focus on the case…

最优化与控制 · 数学 2018-06-19 James V. Burke , Abraham Engle

We are concerned with a class of nonconvex and nonsmooth composite optimization problems, comprising a twice differentiable function and a prox-regular function. We establish a sufficient condition for the proximal mapping of a prox-regular…

最优化与控制 · 数学 2025-09-09 Yuqia Wu , Pengcheng Wu , Yaohua Hu , Shaohua Pan , Xiaoqi Yang

A local convergence analysis of Newton's method for solving nonlinear equations, under a majorant condition, is presented in this paper. Without assuming convexity of the derivative of the majorant function, which relaxes the Lipschitz…

数值分析 · 数学 2010-02-25 O. P. Ferreira

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…

最优化与控制 · 数学 2023-10-04 Wenqing Ouyang , Andre Milzarek

The goal of this paper is to study approaches to bridge the gap between first-order and second-order type methods for composite convex programs. Our key observations are: i) Many well-known operator splitting methods, such as…

最优化与控制 · 数学 2016-09-27 Xiantao Xiao , Yongfeng Li , Zaiwen Wen , Liwei Zhang

In this paper, we carry out the analysis of the semismooth Newton method for bilinear control problems related to semilinear elliptic PDEs. We prove existence, uniqueness and regularity for the solution of the state equation, as well as…

最优化与控制 · 数学 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

In this paper, we study local convergence of high-order Tensor Methods for solving convex optimization problems with composite objective. We justify local superlinear convergence under the assumption of uniform convexity of the smooth…

最优化与控制 · 数学 2021-05-21 Nikita Doikov , Yurii Nesterov

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and…

最优化与控制 · 数学 2018-03-12 Andre Milzarek , Xiantao Xiao , Shicong Cen , Zaiwen Wen , Michael Ulbrich

Under the hypothesis that an initial point is a quasi-regular point, we use a majorant condition to present a new semi-local convergence analysis of an extension of the Gauss-Newton method for solving convex composite optimization problems.…

We propose several new nonsmooth Newton methods for solving convex composite optimization problems with polyhedral regularizers, while avoiding the computation of complicated second-order information on these functions. Under the…

最优化与控制 · 数学 2025-11-25 Tran T. A. Nghia , Nghia V. Vo , Khoa V. H. Vu

The paper starts with a concise description of the recently developed semismooth* Newton method for the solution of general inclusions. This method is then applied to a class of variational inequalities of the second kind. As a result, one…

最优化与控制 · 数学 2020-07-23 Helmut Gfrerer , Jiri V. Outrata , Jan Valdman

In this paper we present GSSN, a globalized SCD semismooth* Newton method for solving nonsmooth nonconvex optimization problems. The global convergence properties of the method are ensured by the proximal gradient method, whereas locally…

最优化与控制 · 数学 2025-01-27 H. Gfrerer

In this paper, we propose a new method that combines the inexact Newton method with a procedure to obtain a feasible inexact projection for solving constrained smooth and nonsmooth equations. The local convergence theorems are established…

最优化与控制 · 数学 2019-03-19 Fabiana R. de Oliveira , Orizon P. Ferreira
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