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math.OC2022
A homogeneous second-order descent method for nonconvex optimization
Chuwen Zhang, Dongdong Ge, Chang He +4
In this paper, we introduce a Homogeneous Second-Order Descent Method (HSODM) using the homogenized quadratic approximation to the original function. The merit of homogenization is…
math.OC2022★ 3 cited
An Enhanced ADMM-based Interior Point Method for Linear and Conic Optimization
Qi Deng, Qing Feng, Wenzhi Gao +8
The ADMM-based interior point (ABIP, Lin et al. 2021) method is a hybrid algorithm that effectively combines interior point method (IPM) and first-order methods to achieve a perfor…
math.OC2022★ 2 cited
DRSOM: A Dimension Reduced Second-Order Method
Chuwen Zhang, Dongdong Ge, Chang He +3
In this paper, we propose a Dimension-Reduced Second-Order Method (DRSOM) for convex and nonconvex (unconstrained) optimization. Under a trust-region-like framework, our method pre…