scientific article; zbMATH DE number 3313108

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Regularized Newton method for unconstrained convex optimization
Computational and approximate methods of optimal control
Stepsize analysis for descent methods
Algorithm model for penalty functions-type iterative pcedures
Convexity, monotonicity, and gradient processes in Hilbert space
Multiplier methods: A survey
A canonical structure for iterative procedures
Conditional gradient algorithms with open loop step size rules
An overall study of convergence conditions for algorithms in nonlinear programming
Approximating of unstable cycles in nonlinear autonomous systems
A projection method for least-squares solutions to overdetermined systems of linear inequalities
Convergence rates of an inertial gradient descent algorithm under growth and flatness conditions
Regional complexity analysis of algorithms for nonconvex smooth optimization
Is there an analog of Nesterov acceleration for gradient-based MCMC?
The gradient projection algorithm for smooth sets and functions in nonconvex case
Level-set subdifferential error bounds and linear convergence of Bregman proximal gradient method
Distributed optimization for degenerate loss functions arising from over-parameterization
A piecewise conservative method for unconstrained convex optimization
Limited-memory common-directions method for large-scale optimization: convergence, parallelization, and distributed optimization
Convergence rates for the heavy-ball continuous dynamics for non-convex optimization, under Polyak-Łojasiewicz condition
Avoiding bad steps in Frank-Wolfe variants
Adaptive Gauss-Newton method for solving systems of nonlinear equations
Understanding generalization error of SGD in nonconvex optimization
Loss landscapes and optimization in over-parameterized non-linear systems and neural networks
Sparse optimization on measures with over-parameterized gradient descent
Nonsmooth optimization using Taylor-like models: error bounds, convergence, and termination criteria
A linearly convergent stochastic recursive gradient method for convex optimization
A modular analysis of adaptive (non-)convex optimization: optimism, composite objectives, variance reduction, and variational bounds
New analysis of linear convergence of gradient-type methods via unifying error bound conditions
An FFT-based fast gradient method for elastic and inelastic unit cell homogenization problems
On linear convergence of non-Euclidean gradient methods without strong convexity and Lipschitz gradient continuity
Rates of convergence for inexact Krasnosel'skii-Mann iterations in Banach spaces
Run-and-inspect method for nonconvex optimization and global optimality bounds for R-local minimizers
Cubic regularization of Newton method and its global performance
Influence of geometric properties of space on the convergence of Cauchy's method in the best-approximation problem
Investigation of the total error in minimization of functionals with constraints
Proximal gradient flow and Douglas-Rachford splitting dynamics: global exponential stability via integral quadratic constraints
Convergence of the forward-backward algorithm: beyond the worst-case with the help of geometry
Convergence rates analysis of a multiobjective proximal gradient method
Revisiting the approximate Carathéodory problem via the Frank-Wolfe algorithm
A simple nearly optimal restart scheme for speeding up first-order methods
Non-monotone Behavior of the Heavy Ball Method
The gradient projection algorithm for a proximally smooth set and a function with Lipschitz continuous gradient
Conditions de convergence pour les algorithmes itératifs monotones, autonomes et non déterministes
Convergence rates for the stochastic gradient descent method for non-convex objective functions
Implicit Regularization and Momentum Algorithms in Nonlinearly Parameterized Adaptive Control and Prediction
Learning over no-preferred and preferred sequence of items for robust recommendation
Proximal Gradient Methods for Machine Learning and Imaging
Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes
Approximate matrix and tensor diagonalization by unitary transformations: convergence of Jacobi-type algorithms
Randomized extended average block Kaczmarz for solving least squares
Sharpness, restart, and acceleration
Gradient projection and conditional gradient methods for constrained nonconvex minimization
Solution of location problems with radial cost functions
Fit without fear: remarkable mathematical phenomena of deep learning through the prism of interpolation
Riemannian optimization via Frank-Wolfe methods
Global convergence of the gradient method for functions definable in o-minimal structures
Stochastic momentum methods for non-convex learning without bounded assumptions
A quasi-Newton trust-region method for optimization under uncertainty using stochastic simplex approximate gradients
Variance reduction on general adaptive stochastic mirror descent
Conditions for linear convergence of the gradient method for non-convex optimization
Sufficient conditions for the linear convergence of an algorithm for finding the metric projection of a point onto a convex compact set
Riemannian Hamiltonian Methods for Min-Max Optimization on Manifolds
Byzantine-robust loopless stochastic variance-reduced gradient
An adaptive Riemannian gradient method without function evaluations
Worst-case evaluation complexity of a derivative-free quadratic regularization method
Statistical Analysis of Fixed Mini-Batch Gradient Descent Estimator
Proximal stochastic recursive momentum algorithm for nonsmooth nonconvex optimization problems
Recent Theoretical Advances in Non-Convex Optimization
On the redundancy of Hessian nonsingularity for linear convergence rate of the Newton method applied to the minimization of convex functions
High probability complexity bounds for adaptive step search based on stochastic oracles
Golden ratio method for solving monotone variational inequality problems in Hadamard spaces
Small-disturbance input-to-state stability of perturbed gradient flows: applications to LQR problem
Computing second-order points under equality constraints: revisiting Fletcher's augmented Lagrangian
Convergence rate of gradient-concordant methods for smooth unconstrained optimization
Accelerated zero-order SGD method for solving the black box optimization problem under ``overparametrization condition
Analysis of continuous dynamical system models with Hessians derived from optimization methods
Policy gradient methods for designing dynamic output feedback controllers
Variance reduction techniques for stochastic proximal point algorithms
Polyak minorant method for convex optimization
Convergence rates for stochastic approximation: biased noise with unbounded variance, and applications
A stochastic quasi-Newton method in the absence of common random numbers
An augmented Lagrangian approach to bi-level optimization via a smooth equilibrium constrained problem
Error bounds, PL condition, and quadratic growth for weakly convex functions, and linear convergences of proximal point methods
Optimization of blood supply network through a perturbed forward-backward method
Assembly and iteration: transition to linearity of wide neural networks
Equivalence of the Polyak-Łojasiewicz-Kurdyka exponent via difference-of-Moreau-envelope smoothing
Nonsmooth nonconvex-nonconcave minimax optimization: primal-dual balancing and iteration complexity analysis
Error bounds for particle gradient descent, and extensions of the log-Sobolev and Talagrand inequalities
A locally sequentially reweighted gradient descent estimator to enhance statistical efficiency for decentralized federated learning
Stochastic optimization under hidden convexity
Refining asymptotic complexity bounds for nonconvex optimization methods, including why steepest descent is \(o(\epsilon^{-2})\) rather than \(\mathcal{O}(\epsilon^{-2})\)
On growth error bound conditions with an application to heavy ball method
Gradient-type methods for decentralized optimization problems with Polyak–Łojasiewicz condition over time-varying networks
Performative prediction: past and future
A geometric integration approach to smooth optimization: foundations of the discrete gradient method
Convergence analysis of gradient flow for overparameterized LQR formulations
Accelerated-gradient-based generalized Levenberg-Marquardt method with oracle complexity bound and local quadratic convergence
Fast convergence of trust-regions for non-isolated minima via analysis of CG on indefinite matrices
Fast convergence to non-isolated minima: four equivalent conditions for \({\mathrm{C}^2}\) functions

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