activity
20192023
most citedImplementing a smooth exact penalty function for general constrained nonlinear optimization

11 citations · 29 across the 15 of their papers we have counts for

collaborators

17 papers

math.OC2023★ 1 cited

A Levenberg-Marquardt Method for Nonsmooth Regularized Least Squares

Aleksandr Y. Aravkin, Robert Baraldi, Dominique Orban

We develop a Levenberg-Marquardt method for minimizing the sum of a smooth nonlinear least-squar es term and a nonsmooth term . Both and $…

math.NA2022★ 8 cited

On GSOR, the Generalized Successive Overrelaxation Method for Double Saddle-Point Problems

Na Huang, Yu-Hong Dai, Dominique Orban +1

We consider the generalized successive overrelaxation (GSOR) method for solving a class of block three-by-three saddle-point problems. Based on the necessary and sufficient conditi…

stat.ML2022

A Stochastic Proximal Method for Nonsmooth Regularized Finite Sum Optimization

Dounia Lakhmiri, Dominique Orban, Andrea Lodi

We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is only assumed to be lowe…

math.NA2022★ 1 cited

A semi-conjugate gradient method for solving unsymmetric positive definite linear systems

Na Huang, Yu-Hong Dai, Dominique Orban +1

The conjugate gradient (CG) method is a classic Krylov subspace method for solving symmetric positive definite linear systems. We introduce an analogous semi-conjugate gradient (SC…

math.OC2022

Computing a Sparse Projection into a Box

Dominique Orban

We describe a procedure to compute a projection of into the intersection of the so-called \emph{zero-norm} ball of radius , i.e., the set o…

cs.LG2021

Adaptive First- and Second-Order Algorithms for Large-Scale Machine Learning

Sanae Lotfi, Tiphaine Bonniot de Ruisselet, Dominique Orban +1

In this paper, we consider both first- and second-order techniques to address continuous optimization problems arising in machine learning. In the first-order case, we propose a fr…