相关论文: Line Search for Convex Minimization

Quasar convexity is a condition that allows some first-order methods to efficiently minimize a function even when the optimization landscape is non-convex. Previous works develop near-optimal accelerated algorithms for minimizing this class…

In this paper, we focus on simple bilevel optimization problems, where we minimize a convex smooth objective function over the optimal solution set of another convex smooth constrained optimization problem. We present a novel bilevel…

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…

We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…

Many problems in geometric optics or convex geometry can be recast as optimal transport problems: this includes the far-field reflector problem, Alexandrov's curvature prescription problem, etc. A popular way to solve these problems…

This paper proposes and develops new Newton-type methods to solve structured nonconvex and nonsmooth optimization problems with justifying their fast local and global convergence by means of advanced tools of variational analysis and…

We investigate a difference-of-convex (DC) formulation where the second term is allowed to be weakly convex. We examine the precise behavior of a single iteration of the difference-of-convex algorithm (DCA), providing a tight…

The Douglas-Rachford algorithm (DRA) is a powerful optimization method for minimizing the sum of two convex (not necessarily smooth) functions. The vast majority of previous research dealt with the case when the sum has at least one…

This paper studies the convergence rates of the Broyden--Fletcher--Goldfarb--Shanno~(BFGS) method without line search. We show that the BFGS method with an adaptive step size [Gao and Goldfarb, Optimization Methods and Software,…

We study the min-max optimization problem where each function contributing to the max operation is strongly-convex and smooth with bounded gradient in the search domain. By smoothing the max operator, we show the ability to achieve an…

Many problems of theoretical and practical interest involve finding an optimum over a family of convex functions. For instance, finding the projection on the convex functions in $H^k(\Omega)$, and optimizing functionals arising from some…

Biclustering, also called co-clustering, block clustering, or two-way clustering, involves the simultaneous clustering of both the rows and columns of a data matrix into distinct groups, such that the rows and columns within a group display…

A common way to accelerate shortest path algorithms on graphs is the use of a bidirectional search, which simultaneously explores the graph from the start and the destination. It has been observed recently that this strategy performs…

We study the problem of minimizing a convex function on a nonempty, finite subset of the integer lattice when the function cannot be evaluated at noninteger points. We propose a new underestimator that does not require access to…

It has long been known that the gradient (steepest descent) method may fail on nonsmooth problems, but the examples that have appeared in the literature are either devised specifically to defeat a gradient or subgradient method with an…

Best subset selection in linear regression is well known to be nonconvex and computationally challenging to solve, as the number of possible subsets grows rapidly with increasing dimensionality of the problem. As a result, finding the…

Sequence-to-sequence neural networks have been widely used in language-based applications as they have flexible capabilities to learn various language models. However, when seeking for the optimal language response through trained neural…

This paper introduces and studies the convergence properties of a new class of explicit $\epsilon$-subgradient methods for the task of minimizing a convex function over the set of minimizers of another convex minimization problem. The…

The aim of this paper is to present an original approach that takes advantage from the geometric features of strictly convex functions to tackle the problem of finding the minimum from another perspective. The general idea is that near the…

This paper proposes a universal algorithm for convex minimization problems of the composite form $g_0(x)+h(g_1(x),\dots, g_m(x)) + u(x)$. We allow each $g_j$ to independently range from being nonsmooth Lipschitz to smooth, from convex to…