3 papers
cs.LG2024
High-Dimensional Bayesian Optimization via Random Projection of Manifold Subspaces
Quoc-Anh Hoang Nguyen, The Hung Tran
Bayesian Optimization (BO) is a popular approach to optimizing expensive-to-evaluate black-box functions. Despite the success of BO, its performance may decrease exponentially as t…
math.OC2024
Primal-dual algorithm for weakly convex functions under sharpness conditions
Ewa Bednarczuk, The Hung Tran, Monika Syga
We investigate the convergence of the primal-dual algorithm for composite optimization problems when the objective functions are weakly convex. We introduce a modified duality gap…
math.OC2024
Proximal Algorithms for a class of abstract convex functions
Ewa Bednarczuk, Dirk Lorenz, The Hung Tran
In this paper we analyze a class of nonconvex optimization problem from the viewpoint of abstract convexity. Using the respective generalizations of the subgradient we propose an a…