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The aim of this paper is to derive convergence results for projected line-search methods on the real-algebraic variety $\mathcal{M}_{\le k}$ of real $m \times n$ matrices of rank at most $k$. Such methods extend Riemannian optimization…

最优化与控制 · 数学 2015-04-23 Reinhold Schneider , André Uschmajew

In the setting of CAT(k) spaces, common fixed point iterations built from prox mappings (e.g. prox-prox, Krasnoselsky-Mann relaxations, nonlinear projected-gradients) converge locally linearly under the assumption of linear metric…

最优化与控制 · 数学 2021-12-13 Florian Lauster , D. Russell Luke

This paper investigates the asymptotic convergence behavior of high-order proximal-point algorithms (HiPPA) toward global minimizers, extending the analysis beyond sublinear convergence rate results. Specifically, we consider the proximal…

最优化与控制 · 数学 2025-05-28 Masoud Ahookhosh , Alfredo Iusem , Alireza Kabgani , Felipe Lara

In this paper, we propose first-order feasible methods for difference-of-convex (DC) programs with smooth inequality and simple geometric constraints. Our strategy for maintaining feasibility of the iterates is based on a "retraction" idea…

最优化与控制 · 数学 2022-12-05 Yongle Zhang , Guoyin Li , Ting Kei Pong , Shiqi Xu

We address the minimization of the sum of a proper, convex and lower semicontinuous with a (possibly nonconvex) smooth function from the perspective of an implicit dynamical system of forward-backward type. The latter is formulated by means…

最优化与控制 · 数学 2015-07-07 Radu Ioan Bot , Ernö Robert Csetnek

In this manuscript, we propose a general proximal quasi-Newton method tailored for nonconvex and nonsmooth optimization problems, where we do not require the sequence of the variable metric (or Hessian approximation) to be uniformly bounded…

最优化与控制 · 数学 2025-07-28 Xiaoxi Jia

We propose a subgradient-based method for finding the maximum feasible subsystem in a collection of closed sets with respect to a given closed set $C$ (MFS$_C$). In this method, we reformulate the MFS$_C$ problem as an $\ell_0$ optimization…

最优化与控制 · 数学 2018-05-09 Minglu Ye , Ting Kei Pong

Proximal splitting algorithms for monotone inclusions (and convex optimization problems) in Hilbert spaces share the common feature to guarantee for the generated sequences in general weak convergence to a solution. In order to achieve…

最优化与控制 · 数学 2017-11-21 Radu Ioan Bot , Ernö Robert Csetnek , Dennis Meier

We study Krasnoselskii-Mann style iterative algorithms for approximating fixpoints of asymptotically weakly contractive mappings, with a focus on providing generalised convergence proofs along with explicit rates of convergence. More…

泛函分析 · 数学 2021-04-30 Thomas Powell , Franziskus Wiesnet

Firstly, we invoke the weak convergence (resp. strong convergence) of translated basic methods involving nonexpansive operators to establish the weak convergence (resp. strong convergence) of the associated method with both perturbation and…

最优化与控制 · 数学 2022-03-29 Hui Ouyang

This work investigates the properties of the proximity operator for quasar-convex functions and establishes the convergence of the proximal point algorithm to a global minimizer with a particular focus on its convergence rate. In…

最优化与控制 · 数学 2026-04-16 José de Brito , Felipe Lara , Di Liu

We consider minimizing a function consisting of a quadratic term and a proximable term which is possibly nonconvex and nonsmooth. This problem is also known as scaled proximal operator. Despite its simple form, existing methods suffer from…

最优化与控制 · 数学 2024-03-01 Yiming Zhou , Wei Dai

Nonconvex optimization problems arise in many areas of computational science and engineering and are (approximately) solved by a variety of algorithms. Existing algorithms usually only have local convergence or subsequence convergence of…

最优化与控制 · 数学 2015-08-21 Yangyang Xu , Wotao Yin

In the literature, there are a few researches to design some parameters in the Proximal Point Algorithm (PPA), especially for the multi-objective convex optimizations. Introducing some parameters to PPA can make it more flexible and…

最优化与控制 · 数学 2018-12-11 Jianchao Bai , Jicheng Li , Pingfan Dai , Jiaofen Li

We devise calculus rules for the Kurdyka-\L{}ojasiewicz exponent using the rank theorem and Lie group actions. They apply to a wide class of composite and invariant functions, and are particularly suitable for handling nonisolated local…

最优化与控制 · 数学 2026-03-10 Cédric Josz , Wenqing Ouyang

Lloyd's algorithm is an iterative method that solves the quantization problem, i.e. the approximation of a target probability measure by a discrete one, and is particularly used in digital applications. This algorithm can be interpreted as…

最优化与控制 · 数学 2026-05-14 Léo Portales , Elsa Cazelles , Edouard Pauwels

Stochastic gradient descent type methods are ubiquitous in machine learning, but they are only applicable to the optimization of differentiable functions. Proximal algorithms are more general and applicable to nonsmooth functions. We…

最优化与控制 · 数学 2025-05-20 Laurent Condat , Elnur Gasanov , Peter Richtárik

In this paper, we introduce a proximal-proximal majorization-minimization (PPMM) algorithm for nonconvex tuning-free robust regression problems. The basic idea is to apply the proximal majorization-minimization algorithm to solve the…

最优化与控制 · 数学 2021-06-28 Peipei Tang , Chengjing Wang , Bo Jiang

We investigate the asymptotic properties of the trajectories generated by a second-order dynamical system of proximal-gradient type stated in connection with the minimization of the sum of a nonsmooth convex and a (possibly nonconvex)…

最优化与控制 · 数学 2017-11-20 Radu Ioan Bot , Ernö Robert Csetnek , Szilárd Csaba László

Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic. These algorithms minimize successively a sequence of upper bounds of the…

最优化与控制 · 数学 2024-01-11 Daniela Lupu , Ion Necoara