Smoothing methods for nonsmooth, nonconvex minimization
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- A Combined Smoothing and Regularization Method for Monotone Second-Order Cone 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
- A Globally Convergent Successive Approximation Method for Severely Nonsmooth Equations
- A Non-Interior-Point Continuation Method for Linear Complementarity Problems
- A Robust Gradient Sampling Algorithm for Nonsmooth, Nonconvex Optimization
- A Smoothing Newton Method for Extended Vertical Linear Complementarity Problems
- A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
- A globally convergent sequential quadratic programming algorithm for mathematical programs with linear complementarity constraints
- A group bridge approach for variable selection
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- A note on the complexity of \(L _{p }\) minimization
- A parameterized Newton method and a quasi-Newton method for nonsmooth equations
- A property of piecewise smooth functions
- A regularized projection method for complementarity problems with non-Lipschitzian functions
- A smoothing method for a mathematical program with P-matrix linear complementarity constraints
- A smoothing method for mathematical programs with equilibrium constraints
- A smoothing projected Newton-type algorithm for semi-infinite programming
- A smoothing-out technique for min—max optimization
- A special newton-type optimization method
- A superlinearly convergent method for a class of complementarity problems with non-Lipschitzian functions
- A trust region method for minimization of nonsmooth functions with linear constraints
- Analysis of the Recovery of Edges in Images and Signals by Minimizing Nonconvex Regularized Least-Squares
- Asymptotic properties of bridge estimators in sparse high-dimensional regression models
- Asymptotics for Lasso-type estimators.
- Conditions for convergence of trust region algorithms for nonsmooth optimization
- Convergence of an Inexact Algorithm for Composite Nonsmooth Optimization
- Convergence of the Gradient Sampling Algorithm for Nonsmooth Nonconvex Optimization
- Descent methods for composite nondifferentiable optimization problems
- Distributionally robust optimization under moment uncertainty with application to data-driven problems
- Efficient Reconstruction of Piecewise Constant Images Using Nonsmooth Nonconvex Minimization
- Exact penalization and stationarity conditions of mathematical programs with equilibrium constraints
- Expected Residual Minimization Method for Stochastic Linear Complementarity Problems
- Extension of quasi-Newton methods to mathematical programs with complementarity con\-straints
- Fast Algorithms for Nonsmooth Compact Fixed-Point Problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- First Order Conditions for Nonsmooth Discretized Constrained Optimal Control Problems
- From Sparse Solutions of Systems of Equations to Sparse Modeling of Signals and Images
- Global and superlinear convergence of the smoothing Newton method and its application to general box constrained variational inequalities
- How to deal with the unbounded in optimization: Theory and algorithms
- Identifying structure of nonsmooth convex functions by the bundle technique
- Introduction to Derivative-Free Optimization
- Lipschitz behavior of the robust regularization
- Lower bound theory of nonzero entries in solutions of \(\ell_2-\ell_p\) minimization
- Methods of descent for nondifferentiable optimization
- Minimizing the Condition Number of a Gram Matrix
- Nearly unbiased variable selection under minimax concave penalty
- Nonlinear rescaling vs. smoothing technique in convex optimization
- On Homotopy-Smoothing Methods for Box-Constrained Variational Inequalities
- On the evaluation complexity of composite function minimization with applications to nonconvex nonlinear programming
- Optimality conditions via exact penalty functions
- Optimization and nonsmooth analysis
- Optimizing condition numbers
- Pricing American options with uncertain volatility through stochastic linear complementarity models
- Robust optimization
- Robust solution of monotone stochastic linear complementarity problems
- Sample average approximation methods for a class of stochastic variational inequality problems
- Sample-path solution of stochastic variational inequalities
- Semismooth and Semiconvex Functions in Constrained Optimization
- Smooth minimization of non-smooth functions
- Smoothing Methods and Semismooth Methods for Nondifferentiable Operator Equations
- Smoothing Newton and quasi-Newton methods for mixed complementarity problems
- Smoothing Projected Gradient Method and Its Application to Stochastic Linear Complementarity Problems
- Smoothing and worst-case complexity for direct-search methods in nonsmooth optimization
- Smoothing approach to Nash equilibrium formulations for a class of equilibrium problems with shared complementarity constraints
- Smoothing functions for second-order-cone complementarity problems
- Smoothing methods for convex inequalities and linear complementarity problems
- Smoothing nonlinear conjugate gradient method for image restoration using nonsmooth nonconvex minimization
- Smoothing technique and its applications in semidefinite optimization
- Solving stochastic mathematical programs with equilibrium constraints via approximation and smoothing implicit programming with penalization
- Some Noninterior Continuation Methods for Linear Complementarity Problems
- Stabilization via Nonsmooth, Nonconvex Optimization
- Stochastic $R_0$ Matrix Linear Complementarity Problems
- Stochastic Approximation Approaches to the Stochastic Variational Inequality Problem
- Stochastic equilibrium problems and stochastic mathematical programs with equilibrium constraints: a survey
- Stochastic variational inequalities: residual minimization smoothing sample average approximations
- Sub-quadratic convergence of a smoothing Newton algorithm for the P₀- and monotone LCP
- Variable Selection via Nonconcave Penalized Likelihood and its Oracle Properties
Cited in
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- A decentralized smoothing quadratic regularization algorithm for composite consensus optimization with non-Lipschitz singularities
- Signal reconstruction by conjugate gradient algorithm based on smoothing \(l_1\)-norm
- Descent gradient methods for nonsmooth minimization problems in ill-posed problems
- Convergence analyses on sparse feedforward neural networks via group lasso regularization
- A new globally convergent algorithm for non-Lipschitz \(\ell_{p}-\ell_q\) minimization
- Distributionally robust chance constrained optimization for economic dispatch in renewable energy integrated systems
- Learnable descent algorithm for nonsmooth nonconvex image reconstruction
- Anderson Acceleration for Nonsmooth Fixed Point Problems
- Stochastic approximation with discontinuous dynamics, differential inclusions, and applications
- On the regularization method in nondifferentiable optimization applied to hemivariational inequalities
- Two-stage stochastic variational inequalities for Cournot-Nash equilibrium with risk-averse players under uncertainty
- Extrapolated smoothing descent algorithm for constrained nonconvex and nonsmooth composite problems
- Smooth nonlinear optimization of \(\mathbb R^n\)
- Aggregate subgradient smoothing methods for large scale nonsmooth nonconvex optimisation and applications
- Variable selection via generalized SELO-penalized linear regression models
- Stochastic Variational Inequality Approaches to the Stochastic Generalized Nash Equilibrium with Shared Constraints
- Alternating structure-adapted proximal gradient descent for nonconvex nonsmooth block-regularized problems
- Smoothing techniques and difference of convex functions algorithms for image reconstructions
- A NONMONOTONE ADMM-BASED DIAGONAL QUASI-NEWTON UPDATE WITH APPLICATION TO THE COMPRESSIVE SENSING PROBLEM
- Nonlinear rescaling vs. smoothing technique in convex optimization
- An Approximation Scheme for Distributionally Robust Nonlinear Optimization
- Two-Phase Image Segmentation by Nonconvex Nonsmooth Models with Convergent Alternating Minimization Algorithms
- Variable selection via generalized SELO-penalized Cox regression models
- A Penalty Relaxation Method for Image Processing Using Euler's Elastica Model
- On a new smoothing technique for non-smooth, non-convex optimization
- An interior-point \(\ell_{\frac{1}{2}}\)-penalty method for inequality constrained nonlinear optimization
- Convergence of the reweighted \(\ell_1\) minimization algorithm for \(\ell_2-\ell_p\) minimization
- A hybrid method for solving systems of nonsmooth equations with box constraints
- Smoothing projected cyclic Barzilai–Borwein method for stochastic linear complementarity problems
- Fast inertial dynamic algorithm with smoothing method for nonsmooth convex optimization
- Proximal iterative Gaussian smoothing algorithm for a class of nonsmooth convex minimization problems
- A two-stage stochastic variational inequality model for storage and dynamic distribution of medical supplies in epidemic management
- The smoothing FR conjugate gradient method for solving a kind of nonsmooth optimization problem with \(l_1\)-norm
- Steklov regularization and trajectory methods for univariate global optimization
- Smoothing accelerated proximal gradient method with fast convergence rate for nonsmooth convex optimization beyond differentiability
- Optimal Affine-Invariant Smooth Minimization Algorithms
- Smoothing algorithms for nonsmooth optimization over the Stiefel manifold with applications to the graph Fourier basis problem
- Sparse Markowitz portfolio selection by using stochastic linear complementarity approach
- Convex optimization over fixed point sets of quasi-nonexpansive and nonexpansive mappings in utility-based bandwidth allocation problems with operational constraints
- The smoothing gradient method for a kind of special optimization problem
- An efficient non-convex total variation approach for image deblurring and denoising
- Bilevel Optimization of Regularization Hyperparameters in Machine Learning
- An approach to solving convex programs with nonsmooth objectives
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- Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem
- Iterative reweighted methods for \(\ell _1-\ell _p\) minimization
- Completely positive factorization by a Riemannian smoothing method
- A new smoothing conjugate gradient method for solving nonlinear nonsmooth complementarity problems
- An efficient inexact Newton-CG algorithm for the smallest enclosing ball problem of large dimensions
- The subdifferential of measurable composite max integrands and smoothing approximation
- Penalty methods for a class of non-Lipschitz optimization problems
- A smoothing trust region filter algorithm for nonsmooth least squares problems
- An extrapolated proximal iteratively reweighted method for nonconvex composite optimization problems
- \(\mathrm S l_1\)QP based algorithm with trust region technique for solving nonlinear second-order cone programming problems
- Linear convergence of inexact descent method and inexact proximal gradient algorithms for lower-order regularization problems
- Deep relaxation: partial differential equations for optimizing deep neural networks
- Neural network for a class of sparse optimization with \(L_0\)-regularization
- Gradient consistency for integral-convolution smoothing functions
- 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
- Linearly constrained non-Lipschitz optimization for image restoration
- Smoothing fast proximal gradient algorithm for the relaxation of matrix rank regularization problem
- Smoothing and regularization strategies for optimization of hybrid dynamic systems
- Numerical comparisons of smoothing functions for optimal correction of an infeasible system of absolute value equations
- Differential variational inequality approach to dynamic games with shared constraints
- Non-Lipschitz models for image restoration with impulse noise removal
- Decomposition algorithms for some deterministic and two-stage stochastic single-leader multi-follower games
- A first-order smoothing method for minimizing the sum of the \(r\)-largest functions
- Sparse solutions of a class of constrained optimization problems
- Steklov convexification and a trajectory method for global optimization of multivariate quartic polynomials
- A stochastic Nesterov's smoothing accelerated method for general nonsmooth constrained stochastic composite convex optimization
- The chain rule for VU-decompositions of nonsmooth functions
- A new smoothing approach to exact penalty functions for inequality constrained optimization problems
- A smoothing inertial neural network for sparse signal reconstruction with noise measurements via \(L_p-L_1\) minimization
- A smoothing approximation-based adaptive neurodynamic approach for nonsmooth resource allocation problem
- A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming
- A unified primal dual active set algorithm for nonconvex sparse recovery
- Smoothing inertial neurodynamic approach for sparse signal reconstruction via \(L_p\)-norm minimization
- Trust-region methods without using derivatives: worst case complexity and the nonsmooth case
- Proximal gradient method with extrapolation and line search for a class of non-convex and non-smooth problems
- Linearly constrained nonsmooth optimization for training autoencoders
- Non-cooperative games with minmax objectives
- Nonsmooth optimization control based on a sandwich model with hysteresis for piezo-positioning systems
- Smoothing technique and its applications in semidefinite optimization
- Efficient learning with a family of nonconvex regularizers by redistributing nonconvexity
- Smoothing neural network for \(L_0\) regularized optimization problem with general convex constraints
- A superlinearly convergent \(R\)-regularized Newton scheme for variational models with concave sparsity-promoting priors
- A new approach for solving mixed integer DC programs using a continuous relaxation with no integrality gap and smoothing techniques
- Smoothing quadratic regularization method for hemivariational inequalities
- Optimal correction of infeasible equations system as Ax + B|x|= b using ℓ p-norm regularization
- Limiting aspects of nonconvex \({TV}^{\phi}\) models
- A globally convergent algorithm for nonconvex optimization based on block coordinate update
- Generalized sparse recovery model and its neural dynamical optimization method for compressed sensing
- Model building and optimization analysis of MDF continuous hot-pressing process by neural network
- Global solutions of non-Lipschitz \(S_{2}\)-\(S_{p}\) minimization over the positive semidefinite cone
- Nondifferentiable optimization by smooth approximations
- Solving continuous set covering problems by means of semi-infinite optimization. With an application in product portfolio optimization
- A quasi-Newton algorithm for nonconvex, nonsmooth optimization with global convergence guarantees
- A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization
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