Search Results - Prox-linear algorithm

Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization

Authors: Junyu Zhang Lin Xiao

Source: Mathematical Programming. 195:649-691

Subject Terms: Optimization and Control (math.OC), FOS: Mathematics, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology, Mathematics - Optimization and Control

Access URL: http://arxiv.org/pdf/2004.04357
http://arxiv.org/abs/2004.04357
http://ui.adsabs.harvard.edu/abs/2020arXiv200404357Z/abstract
https://www.microsoft.com/en-us/research/publication/stochastic-variance-reduced-prox-linear-algorithms-for-nonconvex-composite-optimization/
https://link.springer.com/article/10.1007/s10107-021-01709-z
https://www.arxiv-vanity.com/papers/2004.04357/

Hyperparameter tuning via trajectory predictions: stochastic prox-linear methods in matrix sensing

Authors: Mengqi Lou Kabir Aladin Verchand Ashwin Pananjady et al.

Contributors: Mengqi Lou Kabir Aladin Verchand Ashwin Pananjady et al.

Source: International Zurich Seminar on Information and Communication (IZS 2024). Proceedings

Subject Terms: Statistics - Machine Learning, Mathematics - Statistics Theory, Mathematics - Optimization and Control

File Description: application/application/pdf

Access URL: http://arxiv.org/abs/2402.01599
http://hdl.handle.net/20.500.11850/664567

Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization.

Authors: Zhang, Junyu Xiao, Lin

Source: Mathematical Programming; Sep2022, Vol. 195 Issue 1/2, p649-691, 43p

Subject Terms: NONSMOOTH optimization, VECTOR data, CONVEX functions, JACOBIAN matrices, ALGORITHMS, PROBLEM solving

Accelerated-gradient-based generalized Levenberg–Marquardt method with oracle complexity bound and local quadratic convergence.

Authors: Marumo, Naoki Okuno, Takayuki Takeda, Akiko

Source: Mathematical Programming. Sep2025, Vol. 213 Issue 1/2, p771-822. 52p.

Subject Terms: *MATHEMATICAL optimization, OPTIMIZATION algorithms, CONVEX programming, CONVEX functions, MATHEMATICAL functions, COMPUTATIONAL complexity

Stochastic algorithms with geometric step decay converge linearly on sharp functions.

Authors: Davis, Damek Drusvyatskiy, Dmitriy Charisopoulos, Vasileios

Source: Mathematical Programming; Sep2024, Vol. 207 Issue 1/2, p145-190, 46p

Subject Terms: CONVEX domains, CONVEX sets, CONVEX functions, ALGORITHMS, PROBABILITY theory

Statistically optimal firstorder algorithms: a proof via orthogonalization.

Authors: Montanari, Andrea Wu, Yuchen

Source: Information & Inference: A Journal of the IMA; Dec2024, Vol. 13 Issue 4, p1-24, 24p

Subject Terms: LOW-rank matrices, MATRIX multiplications, RANDOM matrices, ASYMPTOTIC analysis, ALGORITHMS

Delayed Stochastic Algorithms for Distributed Weakly Convex Optimization

Authors: Gao, Wenzhi Deng, Qi

Index Terms: Mathematics - Optimization and Control, Computer Science - Distributed, Parallel, and Cluster Computing, text

URL: http://arxiv.org/abs/2301.12713

Modified Gauss-Newton Algorithms under Noise

Authors: Pillutla, Krishna Roulet, Vincent Kakade, Sham et al.

Index Terms: Mathematics - Optimization and Control, Computer Science - Machine Learning, text

URL: http://arxiv.org/abs/2305.10634

Variational Theory and Algorithms for a Class of Asymptotically Approachable Nonconvex Problems

Authors: Hanyang Li Ying Cui

Source: Mathematics of Operations Research.

Subject Terms: Optimization and Control (math.OC), FOS: Mathematics, Mathematics - Optimization and Control

Access URL: http://arxiv.org/abs/2307.00780

On solving a rank regularized minimization problem via equivalent factorized column-sparse regularized models.

Authors: Li, Wenjing Bian, Wei Toh, Kim-Chuan

Source: Mathematical Programming; Jul2025, Vol. 212 Issue 1, p273-318, 46p

Subject Terms: LOW-rank matrices, MATRIX decomposition, PROBLEM solving, MATHEMATICS, ALGORITHMS

Optimal inexactness schedules for tunable oracle-based methods.

Authors: Van Dessel, Guillaume Glineur, François

Source: Optimization Methods & Software; Jun2024, Vol. 39 Issue 3, p664-698, 35p

Subject Terms: MATHEMATICAL optimization, PRICES, ALGORITHMS, SCHEDULING, MOTIVATION (Psychology)

A Hybrid and Inexact Algorithm for Nonconvex and Nonsmooth Optimization.

Authors: Wang, Yiyang Song, Xiaoliang

Source: Journal of Systems Science & Complexity; Jun2025, Vol. 38 Issue 3, p1330-1350, 21p

Stochastic Optimization under Hidden Convexity.

Authors: Fatkhullin, Ilyas He, Niao Hu, Yifan

Source: SIAM Journal on Optimization; 2025, Vol. 35 Issue 4, p2544-2571, 28p

Subject Terms: STOCHASTIC programming, MATHEMATICAL optimization, OPTIMIZATION algorithms, STOCHASTIC approximation, COMPUTATIONAL complexity, NONLINEAR functions

The complexity of first-order optimization methods from a metric perspective.

Authors: Lewis, A. S. Tian, Tonghua

Source: Mathematical Programming; Jul2025, Vol. 212 Issue 1, p49-78, 30p

Subject Terms: OPTIMIZATION algorithms, NONSMOOTH optimization, METRIC spaces, MATHEMATICS

BLOCK MAJORIZATION-MINIMIZATION WITH DIMINISHING RADIUS FOR CONSTRAINED NONSMOOTH NONCONVEX ΟΡΤΙΜΙΖATION*.

Authors: LYUT, HANBAEK LI, YUCHEN

Source: SIAM Journal on Optimization; 2025, Vol. 35 Issue 2, p842-871, 30p

Subject Terms: CONSTRAINED optimization, OPTIMIZATION algorithms, APPROXIMATION theory, MATHEMATICAL optimization, ITERATIVE methods (Mathematics), ASYMPTOTIC analysis

A Proximal Atomic Coordination Algorithm for Distributed Optimization

Authors: Jordan J. Romvary Giulio Ferro Rabab Haider et al.

Source: IEEE Transactions on Automatic Control. 67:646-661

Subject Terms: Distributed optimization, Electrical power systems, Optimization, Optimization algorithms, 0211 other engineering and technologies, 0202 electrical engineering, electronic engineering, information engineering, 02 engineering and technology

File Description: application/pdf

Access URL: https://ieeexplore.ieee.org/document/9333650/
https://hdl.handle.net/11567/1077740
https://doi.org/10.1109/TAC.2021.3053907

Distributed Stochastic Proximal Algorithm on Riemannian Submanifolds for Weakly-convex Functions

Authors: Zhao, Jishu Wang, Xi Lei, Jinlong et al.

Subject Terms: Optimization and Control, Systems and Control

Relation: http://arxiv.org/abs/2510.22270

Availability: http://arxiv.org/abs/2510.22270

A Proximal Atomic Coordination Algorithm for Distributed Optimization.

Authors: Romvary, Jordan J. Ferro, Giulio Haider, Rabab et al.

Source: IEEE Transactions on Automatic Control; Feb2022, Vol. 67 Issue 2, p646-661, 16p

Subject Terms: DISTRIBUTED algorithms, ELECTRIC power distribution grids, MATHEMATICAL optimization, PICTURE archiving & communication systems, ELECTRICAL load

Adaptive Forward-Backward Splitting for Multilayer Convolutional Dictionary Learning.

Authors: Guan-Ju Peng

Source: SIAM Journal on Imaging Sciences; 2025, Vol. 18 Issue 1, p631-664, 34p

Subject Terms: FORWARD-backward algorithm, DATA dictionaries, NONSMOOTH optimization, IMAGE reconstruction, IMAGE representation

STOCHASTIC OPTIMIZATION OVER PROXIMALLY SMOOTH SETS.

Authors: DAVIS, DAMEK DRUSVYATSKIY, DMITRIY ZHAN SHI

Source: SIAM Journal on Optimization; 2025, Vol. 35 Issue 1, p157-179, 23p

Subject Terms: CONVEX functions, SET functions, ALGORITHMS