Nonsmooth Optimization

Singular value half thresholding algorithm for lp regularized matrix optimization problems

  • Peng Dingtao
    • Categories Nonsmooth Optimization, Unconstrained Optimization Tags , , , ,

    In this paper, we study the low-rank matrix optimization problem, where the penalty term is the $\ell_p~(0<p<1)$ regularization. Inspired by the good performance of half thresholding function in sparse/low-rank recovery problems, we propose a singular value half thresholding (SVHT) algorithm to solve the $\ell_p$ regularized matrix optimization problem. The main iteration in SVHT algorithm makes … Read more

    Local Convergence Analysis of an Inexact Trust-Region Method for Nonsmooth Optimization

  • Robert Baraldi
  • Drew P. Kouri
    • Categories Infinite Dimensional Optimization, Nonlinear Optimization, Nonsmooth Optimization Tags , , , , ,

    In [R. J. Baraldi and D. P. Kouri, Mathematical Programming, (2022), pp. 1–40], we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function in Hilbert space—a class of problems that is ubiquitous in data science, learning, optimal control, and inverse problems. This algorithm has demonstrated … Read more

    Efficient Proximal Subproblem Solvers for a Nonsmooth Trust-Region Method

  • Robert Baraldi
  • Drew P. Kouri
    • Categories Infinite Dimensional Optimization, Nonlinear Optimization, Nonsmooth Optimization Tags , , , ,

    In [R. J. Baraldi and D. P. Kouri, Mathematical Programming, (2022), pp. 1-40], we introduced an inexact trust-region algorithm for minimizing the sum of a smooth nonconvex and nonsmooth convex function. The principle expense of this method is in computing a trial iterate that satisfies the so-called fraction of Cauchy decrease condition—a bound that ensures … Read more

    Fixed point continuation algorithm with extrapolation for Schatten p-quasi-norm regularized matrix optimization problems

  • Peng Dingtao
    • Categories Nonsmooth Optimization, Unconstrained Optimization Tags , , , ,

    In this paper, we consider a general low-rank matrix optimization problem which is modeled by a general Schatten p-quasi-norm (${\rm 0<p<1}$) regularized matrix optimization. For this nonconvex nonsmooth and non-Lipschitz matrix optimization problem, based on the matrix p-thresholding operator, we first propose a fixed point continuation algorithm with extrapolation (FPCAe) for solving it. Secondly, we … Read more

    DC programming approach for solving a class of bilevel partial facility interdiction problems

  • Pham Thi Hoai
    • Categories (Mixed) Integer Linear Programming, Applications - OR and Management Sciences, Constrained Nonlinear Optimization, Nonlinear Optimization, Nonsmooth Optimization Tags

    We propose a new approach based DC programming for fnding a solution of the partial facility interdiction problem that belongs to the class of bilevel programming. This model was frst considered in the work of Aksen et al. [1] with a heuristic algorithm named multi-start simplex search (MSS). However, because of the big number of … Read more

    Continuous exact relaxation and alternating proximal gradient algorithm for partial sparse and partial group sparse optimization problems

  • Peng Dingtao
    • Categories Nonsmooth Optimization, Unconstrained Optimization Tags

    In this paper, we consider a partial sparse and partial group sparse optimization problem, where the loss function is a continuously differentiable function (possibly nonconvex), and the penalty term consists of two parts associated with sparsity and group sparsity. The first part is the $\ell_0$ norm of ${\bf x}$, the second part is the $\ell_{2,0}$ … Read more

    Analysis of a Class of Minimization Problems Lacking Lower Semicontinuity

  • Shaoning Han
  • Ying Cui
  • Jong-Shi Pang
    • Categories Nonlinear Optimization, Nonsmooth Optimization, Optimization in Data Science Tags , , ,

    The minimization of non-lower semicontinuous functions is a difficult topic that has been minimally studied. Among such functions is a Heaviside composite function that is the composition of a Heaviside function with a possibly nonsmooth multivariate function. Unifying a statistical estimation problem with hierarchical selection of variables and a sample average approximation of composite chance … Read more

    Preconditioning for Generelized Jacobians with the ω-Condition Number

  • Woosuk L. Jung
  • David Torregrosa-Belén
  • Henry Wolkowicz
    • Categories Nonsmooth Optimization, Other Topics Tags , , ,

    Preconditioning is essential in iterative methods for solving linear systems of equations. We study a nonclassic matrix condition number, the ω-condition number, in the context of optimal conditioning for low rank updating of positive definite matrices. For a positive definite matrix, this condition measure is the ratio of the arithmetic and geometric means of the … Read more

    Self-concordant Smoothing for Large-Scale Convex Composite Optimization

  • Adeyemi D. Adeoye
  • Alberto Bemporad
    • Categories Convex Optimization, Nonsmooth Optimization Tags , , , , , , ,

    \(\) We introduce a notion of self-concordant smoothing for minimizing the sum of two convex functions, one of which is smooth and the other may be nonsmooth. The key highlight of our approach is in a natural property of the resulting problem’s structure which provides us with a variable-metric selection method and a step-length selection … Read more

    Sufficient Conditions for Lipschitzian Error Bounds for Complementarity Systems

  • Mario Jelitte
    • Categories Nonlinear Optimization, Nonsmooth Optimization Tags , , , , , ,

    We are concerned with Lipschitzian error bounds and Lipschitzian stability properties for solutions of a complementarity system. For this purpose, we deal with a nonsmooth slack-variable reformulation of the complementarity system, and study conditions under which the reformulation serves as a local error bound for the solution set of the complementarity system. We also discuss … Read more