[KNJIGA][B] An optimization primer

JO Royset, RJB Wets - 2021 - Springer
The concerns with finding minima and maxima were for a long time mainly restricted to
mathematical expressions stemming from physical phenomena. The preeminence of being …

A Riemannian Smoothing Steepest Descent Method for Non-Lipschitz Optimization on Embedded Submanifolds of

C Zhang, X Chen, S Ma - Mathematics of Operations …, 2024 - pubsonline.informs.org
In this paper, we study the generalized subdifferentials and the Riemannian gradient
subconsistency that are the basis for non-Lipschitz optimization on embedded submanifolds …

Trust-region methods without using derivatives: worst case complexity and the nonsmooth case

R Garmanjani, D Júdice, LN Vicente - SIAM Journal on Optimization, 2016 - SIAM
Trust-region methods are a broad class of methods for continuous optimization that found
application in a variety of problems and contexts. In particular, they have been studied and …

Ghost penalties in nonconvex constrained optimization: Diminishing stepsizes and iteration complexity

F Facchinei, V Kungurtsev… - Mathematics of …, 2021 - pubsonline.informs.org
We consider nonconvex constrained optimization problems and propose a new approach to
the convergence analysis based on penalty functions. We make use of classical penalty …

High-order optimization methods for fully composite problems

N Doikov, Y Nesterov - SIAM Journal on Optimization, 2022 - SIAM
In this paper, we study a fully composite formulation of convex optimization problems, which
includes, as a particular case, the problems with functional constraints, max-type …

Smoothing SQP methods for solving degenerate nonsmooth constrained optimization problems with applications to bilevel programs

M Xu, JJ Ye, L Zhang - SIAM Journal on Optimization, 2015 - SIAM
We consider a degenerate nonsmooth and nonconvex optimization problem for which the
standard constraint qualification such as the generalized Mangasarian--Fromovitz constraint …

Consistent approximations in composite optimization

JO Royset - Mathematical Programming, 2023 - Springer
Approximations of optimization problems arise in computational procedures and sensitivity
analysis. The resulting effect on solutions can be significant, with even small approximations …

Anisotropic proximal gradient

E Laude, P Patrinos - ar**s of parametric
convex optimization problems that combines interior penalty (log-barrier) solutions with …