[图书][B] Evaluation Complexity of Algorithms for Nonconvex Optimization: Theory, Computation and Perspectives
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 …
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
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 …
class of descent algorithms, assuming the objective function is weakly convex. The …
Optimal convergence rates for the proximal bundle method
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 …
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 …
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 …
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
An optimization algorithm for nonsmooth nonconvex constrained optimization problems with
upper-objective functions is proposed and analyzed. Upper-is a weakly concave property …
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 …
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
An adaptive regularization algorithm using inexact function and derivatives evaluations is
proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that …
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 …
optimization problems whose objective functions are convex, continuously differentiable and …
A bundle method for nonsmooth DC programming with application to chance-constrained problems
This work considers nonsmooth and nonconvex optimization problems whose objective and
constraint functions are defined by difference-of-convex (DC) functions. We consider an …
constraint functions are defined by difference-of-convex (DC) functions. We consider an …