[图书][B] Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation and Perspectives

C Cartis, NIM Gould, PL Toint - 2022 - SIAM
Do you know the difference between an optimist and a pessimist? The former believes we
live in the best possible world, and the latter is afraid that the former might be right.… In that …

A unified analysis of descent sequences in weakly convex optimization, including convergence rates for bundle methods

F Atenas, C Sagastizábal, PJS Silva, M Solodov - SIAM Journal on …, 2023 - SIAM
We present a framework for analyzing convergence and local rates of convergence of a
class of descent algorithms, assuming the objective function is weakly convex. The …

Optimal convergence rates for the proximal bundle method

M Díaz, B Grimmer - SIAM Journal on Optimization, 2023 - SIAM
We study convergence rates of the classic proximal bundle method for a variety of
nonsmooth convex optimization problems. We show that, without any modification, this …

Proximal bundle methods for nonsmooth DC programming

W de Oliveira - Journal of Global Optimization, 2019 - Springer
We consider the problem of minimizing the difference of two nonsmooth convex functions
over a simple convex set. To deal with this class of nonsmooth and nonconvex optimization …

A discussion of probability functions and constraints from a variational perspective

W Van Ackooij - Set-Valued and Variational Analysis, 2020 - Springer
Probability constraints are a popular modelling mechanism in applications. They help to
model feasible decisions when the latter are taken prior to observing uncertainty and both …

A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- Objective

J Wang, CG Petra - SIAM Journal on Optimization, 2023 - SIAM
An optimization algorithm for nonsmooth nonconvex constrained optimization problems with
upper-objective functions is proposed and analyzed. Upper-is a weakly concave property …

A proximal bundle algorithm for nonsmooth optimization on Riemannian manifolds

N Hoseini Monjezi, S Nobakhtian… - IMA Journal of …, 2023 - academic.oup.com
Proximal bundle methods are among the most successful approaches for convex and
nonconvex optimization problems in linear spaces and it is natural to extend these methods …

An algorithm for the minimization of nonsmooth nonconvex functions using inexact evaluations and its worst-case complexity

S Gratton, E Simon, PL Toint - Mathematical Programming, 2021 - Springer
An adaptive regularization algorithm using inexact function and derivatives evaluations is
proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that …

A parallelizable augmented Lagrangian method applied to large-scale non-convex-constrained optimization problems

N Boland, J Christiansen, B Dandurand… - Mathematical …, 2019 - Springer
We contribute improvements to a Lagrangian dual solution approach applied to large-scale
optimization problems whose objective functions are convex, continuously differentiable and …

A bundle method for nonsmooth DC programming with application to chance-constrained problems

W van Ackooij, S Demassey, P Javal, H Morais… - Computational …, 2021 - Springer
This work considers nonsmooth and nonconvex optimization problems whose objective and
constraint functions are defined by difference-of-convex (DC) functions. We consider an …