5 papers
Convergence Analysis of an Inexact Proximal Trust-Region Method
Robert J. Baraldi, Drew P. Kouri, Leandro Farias Maia
We analyze an inexact, proximal trust-region algorithm for minimizing the sum of a smooth nonconvex function and a nonsmooth convex function. Our algorithm leverages the proximal g…
An online adaptive finite-element method for nonsmooth PDE-constrained optimization
Harbir Antil, Robert J. Baraldi, Rohit Khandelwal +1
We present a trust-region-based adaptive finite-element algorithm for numerically solving a class of nonsmooth PDE-constrained optimization problems that includes problems with spa…
An Inexact Trust-Region Method for Structured Nonsmooth Optimization with Application to Risk-Averse Stochastic Programming
Drew P. Kouri
We develop a trust-region method for efficiently minimizing the sum of a smooth function, a nonsmooth convex function, and the composition of a convex Lipschitz continuous function…
An Inexact Weighted Proximal Trust-Region Method
Leandro Farias Maia, Robert Baraldi, Drew P. Kouri
In [R. J. Baraldi and D. P. Kouri, Math. Program., 201:1 (2023), pp. 559-598], the authors introduced a trust-region method for minimizing the sum of a smooth nonconvex and a nonsm…
A Million-Point Fast Trajectory Optimization Solver
A. Javeed, D. P. Kouri, D. Ridzal +2
One might argue that solving a trajectory optimization problem over a million grid points is preposterous. How about solving such a problem at an incredibly fast computational time…