Smoothing methods for nonsmooth, nonconvex minimization
From MaRDI portal
Publication:715249
DOI10.1007/s10107-012-0569-0zbMath1266.90145MaRDI QIDQ715249
Publication date: 2 November 2012
Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10107-012-0569-0
nonconvex minimization; smoothing methods; nonsmooth minimization; stochastic variational inequality problems
90C26: Nonconvex programming, global optimization
90C30: Nonlinear programming
65K10: Numerical optimization and variational techniques
49M37: Numerical methods based on nonlinear programming
Related Items
Efficient Learning with a Family of Nonconvex Regularizers by Redistributing Nonconvexity, Unnamed Item, Unnamed Item, Bilevel Optimization of Regularization Hyperparameters in Machine Learning, Anderson Acceleration for Nonsmooth Fixed Point Problems, Linearly Constrained Nonsmooth Optimization for Training Autoencoders, Solving Nonsmooth Bi-Objective Environmental andEconomic Dispatch Problem using Smoothing Techniques, An Approximation Scheme for Distributionally Robust Nonlinear Optimization, S<i>l</i><sub>1</sub>QP Based Algorithm with Trust Region Technique for Solving Nonlinear Second-Order Cone Programming Problems, The chain rule for VU-decompositions of nonsmooth functions, A smoothing trust region filter algorithm for nonsmooth least squares problems, An approximation scheme for a class of risk-averse stochastic equilibrium problems, A smoothing SQP framework for a class of composite \(L_q\) minimization over polyhedron, A new smoothing approach to exact penalty functions for inequality constrained optimization problems, A novel approach for solving nonsmooth optimization problems with application to nonsmooth equations, Computing equilibria in economies with incomplete markets, collateral and default penalties, A new smoothing nonlinear conjugate gradient method for nonsmooth equations with finitely many maximum functions, Differential variational inequality approach to dynamic games with shared constraints, A study of regularization techniques of nondifferentiable optimization in view of application to hemivariational inequalities, Global solutions of non-Lipschitz \(S_{2}\)-\(S_{p}\) minimization over the positive semidefinite cone, Gradient consistency for integral-convolution smoothing functions, A note on the smoothing quadratic regularization method for non-Lipschitz optimization, Smoothing augmented Lagrangian method for nonsmooth constrained optimization problems, An approximation scheme for stochastic programs with second order dominance constraints, GAITA: a Gauss-Seidel iterative thresholding algorithm for \(\ell_q\) regularized least squares regression, Epi-convergence properties of smoothing by infimal convolution, Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems, Convergence of the reweighted \(\ell_1\) minimization algorithm for \(\ell_2-\ell_p\) minimization, Non-cooperative games with minmax objectives, A smoothing augmented Lagrangian method for solving simple bilevel programs, A new smoothing modified three-term conjugate gradient method for \(l_1\)-norm minimization problem, Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty, An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization, A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees, Descent gradient methods for nonsmooth minimization problems in ill-posed problems, Variable selection via generalized SELO-penalized linear regression models, A globally convergent algorithm for nonconvex optimization based on block coordinate update, Computation of time optimal control problems governed by linear ordinary differential equations, On the minimization of possibly discontinuous functions by means of pointwise approximations, An iterative support shrinking algorithm for non-Lipschitz optimization in image restoration, Sparse Markowitz portfolio selection by using stochastic linear complementarity approach, The smoothing FR conjugate gradient method for solving a kind of nonsmooth optimization problem with \(l_1\)-norm, A kind of stochastic eigenvalue complementarity problems, Generalized Newton method for a kind of complementarity problem, A new smoothing conjugate gradient method for solving nonlinear nonsmooth complementarity problems, Variable selection via generalized SELO-penalized Cox regression models, Iterative reweighted methods for \(\ell _1-\ell _p\) minimization, Model building and optimization analysis of MDF continuous hot-pressing process by neural network, A new globally convergent algorithm for non-Lipschitz \(\ell_{p}-\ell_q\) minimization, Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems, Constraint qualifications for Karush-Kuhn-Tucker conditions in multiobjective optimization, Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games, A unified primal dual active set algorithm for nonconvex sparse recovery, An accelerated smoothing gradient method for nonconvex nonsmooth minimization in image processing, On a new smoothing technique for non-smooth, non-convex optimization, The proximal methods for solving absolute value equation, Smoothing Newton method for \(\ell^0\)-\(\ell^2\) regularized linear inverse problem, A new data-driven robust optimization approach to multi-item newsboy problems, Real-time pricing method for smart grid based on social welfare maximization model, A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization, Extrapolated smoothing descent algorithm for constrained nonconvex and nonsmooth composite problems, Fast inertial dynamic algorithm with smoothing method for nonsmooth convex optimization, Solving continuous set covering problems by means of semi-infinite optimization. With an application in product portfolio optimization, Generalization of hyperbolic smoothing approach for non-smooth and non-Lipschitz functions, Numerical comparisons of smoothing functions for optimal correction of an infeasible system of absolute value equations, Neural network for nonsmooth pseudoconvex optimization with general convex constraints, Mathematical programming formulations for piecewise polynomial functions, The subdifferential of measurable composite max integrands and smoothing approximation, A nonconvex truncated regularization and box-constrained model for CT reconstruction, A hybrid method for solving systems of nonsmooth equations with box constraints, A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming, Steklov convexification and a trajectory method for global optimization of multivariate quartic polynomials, An efficient non-convex total variation approach for image deblurring and denoising, Convex optimization over fixed point sets of quasi-nonexpansive and nonexpansive mappings in utility-based bandwidth allocation problems with operational constraints, Signal reconstruction by conjugate gradient algorithm based on smoothing \(l_1\)-norm, Convergence analyses on sparse feedforward neural networks via group lasso regularization, On sparse beamformer design with reverberation, Steklov regularization and trajectory methods for univariate global optimization, A smoothing iterative method for the finite minimax problem, A class of exact penalty functions and penalty algorithms for nonsmooth constrained optimization problems, Deep relaxation: partial differential equations for optimizing deep neural networks, Smoothing and regularization strategies for optimization of hybrid dynamic systems, Smoothing projected Barzilai-Borwein method for constrained non-Lipschitz optimization, Generalized sparse recovery model and its neural dynamical optimization method for compressed sensing, A new global optimization technique by auxiliary function method in a directional search, \(l_{p}\)-norm regularization method (\( 0<p<1 \)) and DC programming for correction system of inconsistency linear inequalities, A novel modeling and smoothing technique in global optimization, A superlinearly convergent \(R\)-regularized Newton scheme for variational models with concave sparsity-promoting priors, Complexity analysis of interior point algorithms for non-Lipschitz and nonconvex minimization, An efficient inexact Newton-CG algorithm for the smallest enclosing ball problem of large dimensions, A new hybrid \(l_p\)-\(l_2\) model for sparse solutions with applications to image processing, Complexity guarantees for an implicit smoothing-enabled method for stochastic MPECs, Linear-step solvability of some folded concave and singly-parametric sparse optimization problems, A smoothing proximal gradient algorithm with extrapolation for the relaxation of \({\ell_0}\) regularization problem, Stochastic absolute value equations, Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case, A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization, Linearly Constrained Non-Lipschitz Optimization for Image Restoration, Limiting Aspects of Nonconvex ${TV}^{\phi}$ Models, A smoothing majorization method for matrix minimization, Smoothing quadratic regularization method for hemivariational inequalities, A new approach for solving mixed integer DC programs using a continuous relaxation with no integrality gap and smoothing techniques, Non-convex ℓp regularization for sparse reconstruction of electrical impedance tomography, A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization, Computation of second-order directional stationary points for group sparse optimization, Alternating Structure-Adapted Proximal Gradient Descent for Nonconvex Nonsmooth Block-Regularized Problems, Non-Lipschitz Models for Image Restoration with Impulse Noise Removal, New Smoothing Approximations to Piecewise Smooth Functions and Applications, Smoothing SQP Methods for Solving Degenerate Nonsmooth Constrained Optimization Problems with Applications to Bilevel Programs, Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems, Penalty Methods for a Class of Non-Lipschitz Optimization Problems, On the Regularization Method in Nondifferentiable Optimization Applied to Hemivariational Inequalities, A Penalty Relaxation Method for Image Processing Using Euler's Elastica Model, Learnable Descent Algorithm for Nonsmooth Nonconvex Image Reconstruction, Sparse Solutions of a Class of Constrained Optimization Problems, Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints, Two-Phase Image Segmentation by Nonconvex Nonsmooth Models with Convergent Alternating Minimization Algorithms, Unnamed Item, Unnamed Item, Completely positive factorization by a Riemannian smoothing method, A smoothing inertial neural network for sparse signal reconstruction with noise measurements via \(L_p-L_1\) minimization, Smoothing neural network for \(L_0\) regularized optimization problem with general convex constraints, Nonsmooth optimization control based on a sandwich model with hysteresis for piezo-positioning systems, Neural network for a class of sparse optimization with \(L_0\)-regularization, Smoothing inertial neurodynamic approach for sparse signal reconstruction via \(L_p\)-norm minimization, Smoothing Levenberg-Marquardt algorithm for solving non-Lipschitz absolute value equations, Stochastic approximation with discontinuous dynamics, differential inclusions, and applications, Smoothing techniques in solving non-Lipschitz absolute value equations, Accelerated smoothing hard thresholding algorithms for \(\ell_0\) regularized nonsmooth convex regression problem, A decentralized smoothing quadratic regularization algorithm for composite consensus optimization with non-Lipschitz singularities, A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management, A NONMONOTONE ADMM-BASED DIAGONAL QUASI-NEWTON UPDATE WITH APPLICATION TO THE COMPRESSIVE SENSING PROBLEM, Smoothing accelerated proximal gradient method with fast convergence rate for nonsmooth convex optimization beyond differentiability, An extrapolated proximal iteratively reweighted method for nonconvex composite optimization problems, Consistent approximations in composite optimization, Smoothing fast proximal gradient algorithm for the relaxation of matrix rank regularization problem, Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems, Optimal correction of infeasible equations system as Ax + B|x|= b using ℓ p-norm regularization
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Nearly unbiased variable selection under minimax concave penalty
- Smooth minimization of non-smooth functions
- Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints
- A note on the complexity of \(L _{p }\) minimization
- Pricing American options with uncertain volatility through stochastic linear complementarity models
- Smoothing technique and its applications in semidefinite optimization
- Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
- Robust solution of monotone stochastic linear complementarity problems
- A smoothing projected Newton-type algorithm for semi-infinite programming
- A smoothing method for mathematical programs with equilibrium constraints
- A parameterized Newton method and a quasi-Newton method for nonsmooth equations
- A trust region method for minimization of nonsmooth functions with linear constraints
- How to deal with the unbounded in optimization: Theory and algorithms
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
- A smoothing method for a mathematical program with P-matrix linear complementarity constraints
- Sample-path solution of stochastic variational inequalities
- Nonlinear rescaling vs. smoothing technique in convex optimization
- Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
- A property of piecewise smooth functions
- Smoothing Newton and quasi-Newton methods for mixed complementarity problems
- Asymptotics for Lasso-type estimators.
- Sub-quadratic convergence of a smoothing Newton algorithm for the \(P_0\)- and monotone LCP
- Smoothing methods for convex inequalities and linear complementarity problems
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- Methods of descent for nondifferentiable optimization
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Smoothing Functions for Second-Order-Cone Complementarity Problems
- Smoothing and worst-case complexity for direct-search methods in nonsmooth optimization
- Stochastic Variational Inequalities: Residual Minimization Smoothing Sample Average Approximations
- Minimizing the Condition Number of a Gram Matrix
- Lower Bound Theory of Nonzero Entries in Solutions of $\ell_2$-$\ell_p$ Minimization
- Smoothing Nonlinear Conjugate Gradient Method for Image Restoration Using Nonsmooth Nonconvex Minimization
- A Superlinearly Convergent Method for a Class of Complementarity Problems with Non-Lipschitzian Functions
- Optimality Conditions via Exact Penalty Functions
- Distributionally Robust Optimization Under Moment Uncertainty with Application to Data-Driven Problems
- A Non-Interior-Point Continuation Method for Linear Complementarity Problems
- Lipschitz Behavior of the Robust Regularization
- On the Evaluation Complexity of Composite Function Minimization with Applications to Nonconvex Nonlinear Programming
- Convergence of an Inexact Algorithm for Composite Nonsmooth Optimization
- Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
- Stochastic $R_0$ Matrix Linear Complementarity Problems
- SAMPLE AVERAGE APPROXIMATION METHODS FOR A CLASS OF STOCHASTIC VARIATIONAL INEQUALITY PROBLEMS
- Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
- Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique
- Optimizing Condition Numbers
- Introduction to Derivative-Free Optimization
- From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
- A group bridge approach for variable selection
- Conditions for convergence of trust region algorithms for nonsmooth optimization
- Descent methods for composite nondifferentiable optimization problems
- A smoothing-out technique for min—max optimization
- Fast Algorithms for Nonsmooth Compact Fixed-Point Problems
- Semismooth and Semiconvex Functions in Constrained Optimization
- On Homotopy-Smoothing Methods for Box-Constrained Variational Inequalities
- A special newton-type optimization method
- Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
- Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations
- A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
- First Order Conditions for Nonsmooth Discretized Constrained Optimal Control Problems
- A Globally Convergent Successive Approximation Method for Severely Nonsmooth Equations
- A Smoothing Newton Method for Extended Vertical Linear Complementarity Problems
- A Global Linear and Local Quadratic Noninterior Continuation Method for Nonlinear Complementarity Problems Based on Chen--Mangasarian Smoothing Functions
- A Global and Local Superlinear Continuation-Smoothing Method forP0andR0NCP or Monotone NCP
- Some Noninterior Continuation Methods for Linear Complementarity Problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Stabilization via Nonsmooth, Nonconvex Optimization
- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone Complementarity Problems
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- A regularized projection method for complementarity problems with non-Lipschitzian functions
- Efficient Reconstruction of Piecewise Constant Images Using Nonsmooth Nonconvex Minimization
- Analysis of the Recovery of Edges in Images and Signals by Minimizing Nonconvex Regularized Least-Squares