6 citations · 8 across the 2 of their papers we have counts for
4 papers · 1 filter
A Stochastic Extra-Step Quasi-Newton Method for Nonsmooth Nonconvex Optimization
Minghan Yang, Andre Milzarek, Zaiwen Wen +1
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient o…
On The Geometric Analysis of A Quartic-quadratic Optimization Problem under A Spherical Constraint
Haixiang Zhang, Andre Milzarek, Zaiwen Wen +1
This paper considers the problem of solving a special quartic-quadratic optimization problem with a single sphere constraint, namely, finding a global and local minimizer of $\frac…
A Stochastic Semismooth Newton Method for Nonsmooth Nonconvex Optimization
Andre Milzarek, Xiantao Xiao, Shicong Cen +2
In this work, we present a globalized stochastic semismooth Newton method for solving stochastic optimization problems involving smooth nonconvex and nonsmooth convex terms in the…
Adaptive Regularized Newton Method for Riemannian Optimization
Jiang Hu, Andre Milzarek, Zaiwen Wen +1
Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose-Einstein condensates, low rank nearest correlation, image registration…