In this paper we study the split minimization problem that consists of two constrained minimization problems in two separate spaces that are connected via a linear operator that maps one space into the other. To handle the data of such a problem we develop a superiorization approach that can reach a feasible point with reduced … Read more
In this paper we extend a nonconvex version of Nesterov’s accelerated gradient (AG) method to optimization over the Grassmann and Stiefel manifolds. We propose an exponential-based AG algorithm for the Grassmann manifold and a retraction-based AG algorithm that exploits the Cayley transform for both of the Grassmann and Stiefel manifolds. Under some mild assumptions, we … Read more
Focusing on smooth constrained optimization problems, and inspired by the complementary approximate Karush-Kuhn-Tucker (CAKKT) conditions, this work introduces the weighted complementary Approximate Karush-Kuhn-Tucker (WCAKKT) conditions. They are shown to be verified not only by safeguarded augmented Lagrangian methods, but also by inexact restoration methods, inverse and logarithmic barrier methods, and a penalized algorithm for constrained … Read more
We propose a new method for linear second-order cone programs. It is based on the sequential quadratic programming framework for nonlinear programming. In contrast to interior point methods, it can capitalize on the warm-start capabilities of active-set quadratic programming subproblem solvers and achieve a local quadratic rate of convergence. In order to overcome the non-differentiability … Read more
This paper presents a methodology for using varying sample sizes in sequential quadratic programming (SQP) methods for solving equality constrained stochastic optimization problems. The first part of the paper deals with the delicate issue of dynamic sample selection in the evaluation of the gradient in conjunction with inexact solutions to the SQP subproblems. Under reasonable … Read more
The sharp local minimality of feasible points of nonlinear optimization problems is known to possess a characterization by a strengthened version of the Karush-Kuhn-Tucker conditions, as long as the Mangasarian-Fromovitz constraint qualification holds. This strengthened condition is not easy to check algorithmically since it involves the topological interior of some set. In this paper we … Read more
In this paper, we propose a variant of the reduced Jacobian method (RJM) introduced by El Maghri and Elboulqe in [JOTA, 179 (2018) 917–943] for multicriteria optimization under linear constraints. Motivation is that, contrarily to RJM which has only global convergence to Pareto KKT-stationary points in the classical sense of accumulation points, this new variant … Read more
This paper focus on the minimization of a possibly nonsmooth objective function over the Stiefel manifold. The existing approaches either lack efficiency or can only tackle prox-friendly objective functions. We propose a constraint dissolving function named NCDF and show that it has the same first-order stationary points and local minimizers as the original problem in … Read more
A polygon is {\em small} if it has unit diameter. The maximal area of a small polygon with a fixed number of sides $n$ is not known when $n$ is even and $n\geq14$. We determine an improved lower bound for the maximal area of a small $n$-gon for this case. The improvement affects the $1/n^3$ … Read more
We derive duality assertions for vector optimization problems in real linear spaces based on a scalarization using recent results concerning the concept of relative solidness for convex cones (i.e., convex cones with nonempty intrinsic cores). In our paper, we consider an abstract vector optimization problem with generalized inequality constraints and investigate Lagrangian type duality assertions … Read more