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math.OC2024
Nonsmooth exact penalty methods for equality-constrained optimization: complexity and implementation
Youssef Diouane, Maxence Gollier, Dominique Orban
Penalty methods are a well known class of algorithms for constrained optimization. They transform a constrained problem into a sequence of unconstrained \emph{penalized} problems i…
math.OC2024
A Proximal Modified Quasi-Newton Method for Nonsmooth Regularized Optimization
Youssef Diouane, Mohamed Laghdaf Habiboullah, Dominique Orban
We develop R2N, a modified quasi-Newton method for minimizing the sum of a function and a lower semi-continuous prox-bounded . Both and may be noncon…
math.OC2024
Complexity of trust-region methods in the presence of unbounded Hessian approximations
Youssef Diouane, Mohamed Laghdaf Habiboullah, Dominique Orban
We extend traditional complexity analyses of trust-region methods for unconstrained, possibly nonconvex, optimization. Whereas most complexity analyses assume uniform boundedness o…