Andre Milzarek – Optimization Online

A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization

Published: 2018/03/09

In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the objective function. We assume that only noisy gradient and Hessian information of the smooth part of the objective function is available via calling stochastic first and second order oracles. The … Read more

Adaptive Regularized Self-Consistent Field Iteration with Exact Hessian for Electronic Structure Calculation

Published: 2012/10/08

Nonlinear Optimization density functional theory, kohn-sham total energy minimization, orthogonality constraints, regularized scf, trust-region methods

The self-consistent field (SCF) iteration has been used ubiquitously for solving the Kohn-Sham (KS) equation or the minimization of the KS total energy functional with respect to orthogonality constraints in electronic structure calculations. Although SCF with heuristics such as charge mixing often works remarkably well on many problems, it is well known that its convergence … Read more