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math.OC2024
An interior-point trust-region method for nonsmooth regularized bound-constrained optimization
Geoffroy Leconte, Dominique Orban
We develop an interior-point method for nonsmooth regularized bound-constrained optimization problems. Our method consists of iteratively solving a sequence of unconstrained nonsmo…
math.OC2023
Complexity of trust-region methods with unbounded Hessian approximations for smooth and nonsmooth optimization
Geoffroy Leconte, Dominique Orban
We develop a worst-case evaluation complexity bound for trust-region methods in the presence of unbounded Hessian approximations. We use the algorithm of arXiv:2103.15993v3 as a mo…
math.OC2023
The Indefinite Proximal Gradient Method
Geoffroy Leconte, Dominique Orban
We introduce a variant of the proximal gradient method in which the quadratic term is diagonal but may be indefinite, and is safeguarded by a trust region. Our method is a special…