4 papers · 1 filter
A constraint dissolving inexact penalty method for optimization problems with geometric constraints
Xiaoxi Jia, Leander Lerch, Stefan Streif +1
Optimization problems with geometric constraints have a broad range of applications, including machine learning, finance, and control. A powerful algorithmic tool to resolve these…
General Proximal Quasi-Newton Methods based on model functions for nonsmooth nonconvex problems
Xiaoxi Jia
In this manuscript, we propose a general proximal quasi-Newton method tailored for nonconvex and nonsmooth optimization problems, where we do not require the sequence of the variab…
Projection-based curve pattern search for black-box optimization over smooth convex sets
Xiaoxi Jia, Matteo Lapucci, Pierluigi Mansueto
In this paper, we deal with the problem of optimizing a black-box smooth function over a full-dimensional smooth convex set. We study sets of feasible curves that allow to properly…
Convergence analysis of nonmonotone proximal gradient methods under local Lipschitz continuity and Kurdyka--Łojasiewicz property
Xiaoxi Jia, Kai Wang
The proximal gradient method is a standard approach for solving composite minimization problems in which the objective function is the sum of a continuously differentiable function…