相关论文: A New Inexact Manifold Proximal Linear Algorithm w…

This paper concerns a class of DC composite optimization problems which, as an extension of convex composite optimization problems and DC programs with nonsmooth components, often arises in robust factorization models of low-rank matrix…

This work proposes an implementable proximal-type method for a broad class of optimization problems involving nonsmooth and nonconvex objective and constraint functions. In contrast to existing methods that rely on an ad hoc model…

We introduce the concept of inexact first-order oracle of degree q for a possibly nonconvex and nonsmooth function, which naturally appears in the context of approximate gradient, weak level of smoothness and other situations. Our…

In this paper, we propose an inexact golden ratio primal-dual algorithm with linesearch step(IP-GRPDAL) for solving the saddle point problems, where two subproblems can be approximately solved by applying the notations of inexact extended…

This paper focuses on stochastic proximal gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer and convex constraints. To the best of our knowledge we present the first non-asymptotic…

We consider the problem of matrix completion on an $n \times m$ matrix. We introduce the problem of Interpretable Matrix Completion that aims to provide meaningful insights for the low-rank matrix using side information. We show that the…

The adaptive cubic regularization algorithm employing the inexact gradient and Hessian is proposed on general Riemannian manifolds, together with the iteration complexity to get an approximate second-order optimality under certain…

In this paper, we consider a class of structured nonconvex nonsmooth optimization problems, in which the objective function is formed by the sum of a possibly nonsmooth nonconvex function and a differentiable function whose gradient is…

Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…

An algorithm is proposed, analyzed, and tested experimentally for solving stochastic optimization problems in which the decision variables are constrained to satisfy equations defined by deterministic, smooth, and nonlinear functions. It is…

In this paper, we consider a broad class of nonsmooth and nonconvex fractional programs, where the numerator can be written as the sum of a continuously differentiable convex function whose gradient is Lipschitz continuous and a proper…

In this work, we consider a constrained convex problem with linear inequalities and provide an inexact penalty re-formulation of the problem. The novelty is in the choice of the penalty functions, which are smooth and can induce a non-zero…

In this paper, we consider Frank-Wolfe-based algorithms for composite convex optimization problems with objective involving a logarithmically-homogeneous, self-concordant functions. Recent Frank-Wolfe-based methods for this class of…

We consider a class of structured, nonconvex, nonsmooth optimization problems under orthogonality constraints, where the objectives combine a smooth function, a nonsmooth concave function, and a nonsmooth weakly convex function. This class…

We consider solving equality-constrained nonlinear, nonconvex optimization problems. This class of problems appears widely in a variety of applications in machine learning and engineering, ranging from constrained deep neural networks, to…

Composite optimization offers a powerful modeling tool for a variety of applications and is often numerically solved by means of proximal gradient methods. In this paper, we consider fully nonconvex composite problems under only local…

An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…

Gradient descent methods are fundamental first-order optimization algorithms in both Euclidean spaces and Riemannian manifolds. However, the exact gradient is not readily available in many scenarios. This paper proposes a novel inexact…

The optimal transport (OT) problem and its related problems have attracted significant attention and have been extensively studied in various applications. In this paper, we focus on a class of group-quadratic regularized OT problems which…

In this paper, we develop a unified framework able to certify both exponential and subexponential convergence rates for a wide range of iterative first-order optimization algorithms. To this end, we construct a family of parameter-dependent…