A modified inexact Levenberg–Marquardt method with the descent property for solving nonlinear equations
J Yin, J Jian, G Ma - Computational Optimization and Applications, 2024 - Springer
In this work, we propose a modified inexact Levenberg–Marquardt method with the descent
property for solving nonlinear equations. A novel feature of the proposed method is that one …
property for solving nonlinear equations. A novel feature of the proposed method is that one …
On convergence rates of linearized proximal algorithms for convex composite optimization with applications
In the present paper, we investigate a linearized proximal algorithm (LPA) for solving a
convex composite optimization problem. Each iteration of the LPA is a proximal minimization …
convex composite optimization problem. Each iteration of the LPA is a proximal minimization …
Projected subgradient methods for paraconvex optimization: Application to robust low-rank matrix recovery
This paper is devoted to the class of paraconvex functions and presents some of its
fundamental properties, characterization, and examples that can be used for their …
fundamental properties, characterization, and examples that can be used for their …
Linearized proximal algorithms with adaptive stepsizes for convex composite optimization with applications
We propose an inexact linearized proximal algorithm with an adaptive stepsize, together
with its globalized version based on the backtracking line-search, to solve a convex …
with its globalized version based on the backtracking line-search, to solve a convex …
Convergence rates of subgradient methods for quasi-convex optimization problems
Y Hu, J Li, CKW Yu - Computational Optimization and Applications, 2020 - Springer
Quasi-convex optimization acts a pivotal part in many fields including economics and
finance; the subgradient method is an effective iterative algorithm for solving large-scale …
finance; the subgradient method is an effective iterative algorithm for solving large-scale …
[PDF][PDF] Stochastic subgradient method for quasi-convex optimization problems
Y Hu, CKW Yu, C Li - J. Nonlinear Convex Anal, 2016 - researchgate.net
In this paper, we propose a stochastic subgradient method to solve a nondifferentiable
constrained quasi-convex optimization problem. A unit noisy (unbiased) quasi-subgradient …
constrained quasi-convex optimization problem. A unit noisy (unbiased) quasi-subgradient …
Quasi-convex feasibility problems: Subgradient methods and convergence rates
The feasibility problem is at the core of the modeling of many problems in various areas, and
the quasi-convex function usually provides a precise representation of reality in many fields …
the quasi-convex function usually provides a precise representation of reality in many fields …
A subgradient projection method for quasiconvex minimization
In this paper, a subgradient projection method for quasiconvex minimization problems is
provided. By employing strong subdifferentials, it is proved that the generated sequence of …
provided. By employing strong subdifferentials, it is proved that the generated sequence of …
On a minimization problem of the maximum generalized eigenvalue: properties and algorithms
We study properties and algorithms of a minimization problem of the maximum generalized
eigenvalue of symmetric-matrix-valued affine functions, which is nonsmooth and …
eigenvalue of symmetric-matrix-valued affine functions, which is nonsmooth and …
Adaptive subgradient method for the split quasi-convex feasibility problems
In this paper, we consider a type of the celebrated convex feasibility problem, named as split
quasi-convex feasibility problem (SQFP). The SQFP is to find a point in a sublevel set of a …
quasi-convex feasibility problem (SQFP). The SQFP is to find a point in a sublevel set of a …